Tour v297
INSM
INSMED INC
$112.84 +1.17%
$113.50 (+0.58%)🌙
as of 07/07 06:38 PM
7/7 18:38

Option Volume

Detail
Current (07/07) 933
Calls: 442 (47%)
Puts: 491 (53%)
Prior (07/06) 726
Calls: 435 (60%)
Puts: 291 (40%)
Current vs Prior +28.51%
Calls: +1.61% (Calls)
Puts: +68.73% (Puts)
Prior 7-Day Total 13,999
Calls: 11,126 (79%)
Puts: 2,873 (21%)
Prior 7-Day Average 1,999
Calls: 1,589 (79%)
Puts: 410 (21%)
Current vs Prior 7-Day Avg -53.35%
Calls: -72.19%
Puts: +19.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $597.0K
Calls: $379.5K (64%)
Puts: $217.4K (36%)
Prior (07/06) $446.9K
Calls: $331.0K (74%)
Puts: $115.9K (26%)
Current vs Prior +33.58%
Calls: +14.66%
Puts: +87.60%
Prior 7-Day Total $12.49M
Calls: $9.04M (72%)
Puts: $3.45M (28%)
Prior 7-Day Average $1.78M
Calls: $1.29M (72%)
Puts: $493.1K (28%)
Current vs Prior 7-Day Avg -66.54%
Calls: -70.60%
Puts: -55.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 1.11
Prior (07/06) 0.67
Current vs Prior +66.06%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +246.28%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 23,456
Calls: 8,899 (38%)
Puts: 14,557 (62%)
Prior (07/06) 22,383
Calls: 19,407 (87%)
Puts: 2,976 (13%)
Current vs Prior +4.79%
Prior 7-Day Total 210,446
Calls: 180,818 (86%)
Puts: 29,628 (14%)
Prior 7-Day Average 30,063
Calls: 25,831 (86%)
Puts: 4,232 (14%)
Current vs Prior 7-Day Avg -21.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 10.50% | 21.45%10.50% | 21.45%
Prior 11.70% | 21.74%11.70% | 21.74%
Current vs Prior -10.24% | -1.36%-10.24% | -1.36%
Prior 7-Day Avg 12.48% | 22.61%11.70% | 21.74%
Current vs 7-Day Avg -15.84% | -5.15%-10.24% | -1.36%
Prior 7-Day Eod 11.70% | 21.74%-- | --
Current vs 7-Day Eod -10.24% | -1.36%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Prior 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.89% | 18.95%
Calls: 29.20% | 13.93%
Puts: 32.58% | 23.96%
Current vs 7-Day Avg -8.49% | -6.43%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($379.5K). Slightly bearish P/C ratio of 1.11. P/C ratio rising 66% - increased hedging/bearish positioning. Put-heavy open interest (14,557 puts vs 8,899 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 9.5%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2111.8013.00$12.409.7%540.59--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2124.3026.70$25.509.4%10.72--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.67, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1712.7014.90$13.8015.9%60.90546
$100.00Aug 2116.1019.80$17.9520.6%10.73--
$105.00Aug 2114.3016.80$15.5516.1%140.66483
$110.00Jul 174.807.40$6.1042.6%140.611.7K
$110.00Aug 2111.8013.00$12.409.7%540.59--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2124.3026.70$25.509.4%10.72--
$115.00Jul 175.006.50$5.7526.1%170.59370

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 801, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 215.907.20$6.5519.8%2010.38237
$110.00Aug 2111.8013.00$12.409.7%540.59--
$115.00Jul 172.103.80$2.9557.6%270.41352
$130.00Aug 214.605.60$5.1019.6%240.321.6K
$120.00Aug 217.508.90$8.2017.1%210.45169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 214.505.60$5.0521.8%3190.27990
$110.00Jul 172.453.30$2.8829.5%340.40633
$115.00Jul 175.006.50$5.7526.1%170.59370
$100.00Jul 170.501.05$0.7870.5%140.13--
$110.00Aug 218.509.80$9.1514.2%120.4145

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 6.9%, max 6.9%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.50Jul 17Aug 2175.0%70.1%6.9%416

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 15.67, avg 3.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$130.00Jul 17$0.67$4.33$0.676.46$125.67
$120.00$125.00Jul 17$0.83$4.17$0.835.02$120.83
$115.00$120.00Jul 17$1.07$3.93$1.073.67$116.07
$125.00$130.00Aug 21$1.45$3.55$1.452.45$126.45
$120.00$125.00Aug 21$1.65$3.35$1.652.03$121.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$92.50Jul 17$0.15$2.35$0.1515.67$94.85
$100.00$97.50Jul 17$0.25$2.25$0.259.00$99.75
$105.00$100.00Jul 17$0.89$4.11$0.894.62$104.11
$110.00$105.00Jul 17$1.21$3.79$1.213.13$108.79
$100.00$92.50Aug 21$2.08$5.42$2.082.61$97.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 3.35, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$110.00Jul 17$7.70$7.70$2.303.35$107.70
$110.00$115.00Jul 17$3.15$3.15$1.851.70$113.15
$105.00$110.00Aug 21$3.15$3.15$1.851.70$108.15
$100.00$105.00Aug 21$2.40$2.40$2.600.92$102.40
$110.00$115.00Aug 21$2.30$2.30$2.700.85$112.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$115.00Aug 21$13.70$13.70$6.302.17$121.30
$115.00$110.00Jul 17$2.87$2.87$2.131.35$112.13
$115.00$110.00Aug 21$2.65$2.65$2.351.13$112.35
$110.00$100.00Aug 21$4.10$4.10$5.900.69$105.90
$100.00$92.50Aug 21$2.08$2.08$5.420.38$97.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $5.34, cheapest $2.64)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$4.1563.5%68.7%
$130.00Jul 17Aug 21$4.7261.0%69.5%
$125.00Jul 17Aug 21$5.5065.6%70.3%
$110.00Jul 17Aug 21$6.3052.4%67.4%
$120.00Jul 17Aug 21$6.3263.4%70.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.50Jul 17Aug 21$2.6475.0%70.1%
$100.00Jul 17Aug 21$4.2763.5%68.7%
$115.00Jul 17Aug 21$6.0556.7%70.3%
$110.00Jul 17Aug 21$6.2752.4%67.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 7.71% of stock, avg 14.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$2.95$5.75$8.70$106.30$123.707.71%
$110.00Jul 17$6.10$2.88$8.98$101.02$118.987.96%
$100.00Jul 17$13.80$0.78$14.58$85.42$114.5812.92%
$110.00Aug 21$12.40$9.15$21.55$88.45$131.5519.10%
$115.00Aug 21$10.10$11.80$21.90$93.10$136.9019.41%
$100.00Aug 21$17.95$5.05$23.00$77.00$123.0020.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.76% of stock, avg 6.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$95.00Jul 17$0.38$0.48$0.86$94.14$130.86
$130.00$97.50Jul 17$0.38$0.53$0.91$96.59$130.91
$130.00$100.00Jul 17$0.38$0.78$1.16$98.84$131.16
$125.00$95.00Jul 17$1.05$0.48$1.53$93.47$126.53
$125.00$97.50Jul 17$1.05$0.53$1.58$95.92$126.58
$125.00$100.00Jul 17$1.05$0.78$1.83$98.17$126.83
$130.00$105.00Jul 17$0.38$1.67$2.05$102.95$132.05
$120.00$95.00Jul 17$1.88$0.48$2.36$92.64$122.36
$120.00$97.50Jul 17$1.88$0.53$2.41$95.09$122.41
$120.00$100.00Jul 17$1.88$0.78$2.66$97.34$122.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 6.14, avg credit $3.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/115120/125Aug 21$4.30$0.706.14$110.70$124.30
110/115125/130Aug 21$4.10$0.904.56$110.90$129.10
100/105110/115Jul 17$4.04$0.964.21$100.96$114.04
92/95100/110Jul 17$7.85$2.153.65$87.15$107.85
110/115120/125Jul 17$3.70$1.302.85$111.30$123.70
110/115125/130Jul 17$3.54$1.462.42$111.46$128.54
92/100105/110Aug 21$5.23$2.272.30$94.77$110.23
98/100110/115Jul 17$3.40$1.602.12$96.60$113.40
92/95110/115Jul 17$3.30$1.701.94$91.70$113.30
100/110115/120Aug 21$6.00$4.001.50$104.00$121.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 30.25, cheapest $0.16)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Jul 17$0.16$4.8430.25
$120.00$125.00$130.00Aug 21$0.20$4.8024.00
$115.00$120.00$125.00Jul 17$0.24$4.7619.83
$115.00$120.00$125.00Aug 21$0.25$4.7519.00
$110.00$115.00$120.00Aug 21$0.40$4.6011.50
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Jul 17$0.32$4.6814.62
$95.00$97.50$100.00Jul 17$0.20$2.3011.50
$105.00$110.00$115.00Jul 17$1.66$3.342.01

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.95, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Jul 17-$0.22$4.78
$115.00$120.001:2Jul 17-$0.81$4.19
$125.00$130.001:2Aug 21-$3.65$1.35
$120.00$125.001:2Aug 21-$4.90$0.10
$100.00$110.001:2Jul 17$1.60$8.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$0.95$9.05
$100.00$92.501:2Aug 21-$0.89$6.61
$115.00$110.001:2Jul 17-$0.01$4.99
$110.00$105.001:2Jul 17-$0.46$4.54
$95.00$92.501:2Jul 17-$0.18$2.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 8.33%, avg 3.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 21$9.400.521.9%8.33%10.24%31.3K
$120.00Aug 21$7.500.456.3%6.65%12.99%21169
$125.00Aug 21$5.900.3810.8%5.23%16.00%201237
$130.00Aug 21$4.600.3215.2%4.08%19.28%241.6K
$115.00Jul 17$2.100.411.9%1.86%3.78%27352
$120.00Jul 17$0.550.276.3%0.49%6.83%15753
$125.00Jul 17$0.450.1710.8%0.40%11.18%11--
$130.00Jul 17$0.100.0815.2%0.09%15.30%1315

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 442
Total Puts 491
Put/Call Ratio 1.11
Net Difference -49

Prior's Put/Call Breakdown

Total Calls 435
Total Puts 291
Put/Call Ratio 0.67
Net Difference 144

Prior 7-Day Put/Call Summary

Total Calls 11,126
Total Puts 2,873
Average Put/Call Ratio 0.32
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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