Tour v303
INSM
INSMED INC
$116.53 +3.27%
$116.60 (+0.06%)🌙
as of 07/08 06:39 PM
7/8 18:39

Option Volume

Detail
Current (07/08) 1,312
Calls: 942 (72%)
Puts: 370 (28%)
Prior (07/07) 933
Calls: 442 (47%)
Puts: 491 (53%)
Current vs Prior +40.62%
Calls: +113.12% (Calls)
Puts: -24.64% (Puts)
Prior 7-Day Total 13,343
Calls: 10,156 (76%)
Puts: 3,187 (24%)
Prior 7-Day Average 1,906
Calls: 1,450 (76%)
Puts: 455 (24%)
Current vs Prior 7-Day Avg -31.17%
Calls: -35.07%
Puts: -18.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $1.06M
Calls: $980.6K (92%)
Puts: $79.6K (8%)
Prior (07/07) $597.0K
Calls: $379.5K (64%)
Puts: $217.4K (36%)
Current vs Prior +77.59%
Calls: +158.37%
Puts: -63.40%
Prior 7-Day Total $12.13M
Calls: $8.56M (71%)
Puts: $3.57M (29%)
Prior 7-Day Average $1.73M
Calls: $1.22M (71%)
Puts: $510.2K (29%)
Current vs Prior 7-Day Avg -38.80%
Calls: -19.77%
Puts: -84.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.39
Prior (07/07) 1.11
Current vs Prior -64.64%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -14.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 38,956
Calls: 32,764 (84%)
Puts: 6,192 (16%)
Prior (07/07) 23,456
Calls: 8,899 (38%)
Puts: 14,557 (62%)
Current vs Prior +66.08%
Prior 7-Day Total 192,068
Calls: 150,424 (78%)
Puts: 41,644 (22%)
Prior 7-Day Average 27,438
Calls: 21,489 (78%)
Puts: 5,949 (22%)
Current vs Prior 7-Day Avg +41.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 10.25% | 22.27%10.25% | 22.27%
Prior 10.50% | 21.45%10.50% | 21.45%
Current vs Prior -2.35% | +3.84%-2.35% | +3.84%
Prior 7-Day Avg 12.05% | 22.45%11.10% | 21.59%
Current vs 7-Day Avg -14.89% | -0.82%-7.62% | +3.13%
Prior 7-Day Eod 10.50% | 21.45%-- | --
Current vs 7-Day Eod -2.35% | +3.84%-- | --
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 30.90% | 19.00%
Calls: 29.77% | 14.05%
Puts: 32.02% | 23.94%
Current vs 7-Day Avg -8.50% | -6.68%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($980.6K) vs puts ($79.6K). Elevated premium activity with dollar volume up 78% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (942 calls vs 370 puts). P/C ratio dropping 65% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 1 of results (avg 6.9%, best 6.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 219.8010.50$10.156.9%40.4377

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. 12 found (avg delta 0.71, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1715.4018.00$16.7015.6%170.90540
$105.00Jul 1711.2014.30$12.7524.3%40.87954
$95.00Aug 2123.0026.70$24.8514.9%10.82--
$110.00Jul 177.409.00$8.2019.5%120.791.7K
$100.00Aug 2119.2023.10$21.1518.4%10.79--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2122.3025.00$23.6511.4%10.70--
$120.00Jul 175.507.50$6.5030.8%210.59--

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 939, top 289)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 174.406.50$5.4538.5%2890.59347
$120.00Jul 172.753.50$3.1324.0%2490.41764
$130.00Aug 214.508.50$6.5061.5%660.371.6K
$120.00Aug 218.9011.40$10.1524.6%580.50176
$100.00Jul 1715.4018.00$16.7015.6%170.90540
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 170.551.00$0.7857.7%1270.13252
$110.00Jul 170.401.95$1.18131.4%250.21637
$120.00Jul 175.507.50$6.5030.8%210.59--
$115.00Jul 172.904.10$3.5034.3%160.42370
$105.00Aug 215.507.10$6.3025.4%50.29292

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 13.8%, max 23.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 2181.1%65.8%23.3%18540
$130.00Jul 17Aug 2178.4%70.8%10.8%691.9K
$135.00Jul 17Aug 2170.8%65.9%7.4%13506
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 15.67, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$135.00Jul 17$0.97$4.03$0.974.15$130.97
$125.00$130.00Aug 21$1.55$3.45$1.552.23$126.55
$120.00$125.00Jul 17$1.73$3.27$1.731.89$121.73
$130.00$135.00Aug 21$2.00$3.00$2.001.50$132.00
$115.00$120.00Aug 21$2.10$2.90$2.101.38$117.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$97.50Jul 17$0.15$2.35$0.1515.67$99.85
$110.00$105.00Jul 17$0.40$4.60$0.4011.50$109.60
$110.00$105.00Aug 21$1.75$3.25$1.751.86$108.25
$115.00$110.00Aug 21$2.10$2.90$2.101.38$112.90
$115.00$110.00Jul 17$2.32$2.68$2.321.16$112.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 10.11, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$110.00Jul 17$4.55$4.55$0.4510.11$109.55
$100.00$105.00Jul 17$3.95$3.95$1.053.76$103.95
$95.00$100.00Aug 21$3.70$3.70$1.302.85$98.70
$105.00$110.00Aug 21$3.15$3.15$1.851.70$108.15
$100.00$105.00Aug 21$3.10$3.10$1.901.63$103.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$115.00Aug 21$13.50$13.50$6.502.08$121.50
$120.00$115.00Jul 17$3.00$3.00$2.001.50$117.00
$115.00$110.00Jul 17$2.32$2.32$2.680.87$112.68
$115.00$110.00Aug 21$2.10$2.10$2.900.72$112.90
$110.00$105.00Aug 21$1.75$1.75$3.250.54$108.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $5.88, cheapest $3.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Aug 21$3.8770.8%65.9%
$100.00Jul 17Aug 21$4.4581.1%65.8%
$130.00Jul 17Aug 21$4.9078.4%70.8%
$105.00Jul 17Aug 21$5.3063.2%73.0%
$125.00Jul 17Aug 21$6.6557.1%70.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 17Aug 21$5.5263.2%73.0%
$115.00Jul 17Aug 21$6.6560.3%68.4%
$110.00Jul 17Aug 21$6.8751.1%70.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.68% of stock, avg 14.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$5.45$3.50$8.95$106.05$123.957.68%
$110.00Jul 17$8.20$1.18$9.38$100.62$119.388.05%
$120.00Jul 17$3.13$6.50$9.63$110.37$129.638.26%
$105.00Jul 17$12.75$0.78$13.53$91.47$118.5311.61%
$100.00Jul 17$16.70$0.73$17.43$82.57$117.4314.96%
$115.00Aug 21$12.25$10.15$22.40$92.60$137.4019.22%
$110.00Aug 21$14.90$8.05$22.95$87.05$132.9519.69%
$105.00Aug 21$18.05$6.30$24.35$80.65$129.3520.90%
$135.00Aug 21$4.50$23.65$28.15$106.85$163.1524.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 1.04% of stock, avg 5.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$97.50Jul 17$0.63$0.58$1.21$96.29$136.21
$135.00$100.00Jul 17$0.63$0.73$1.36$98.64$136.36
$135.00$105.00Jul 17$0.63$0.78$1.41$103.59$136.41
$135.00$110.00Jul 17$0.63$1.18$1.81$108.19$136.81
$125.00$97.50Jul 17$1.40$0.58$1.98$95.52$126.98
$125.00$100.00Jul 17$1.40$0.73$2.13$97.87$127.13
$125.00$105.00Jul 17$1.40$0.78$2.18$102.82$127.18
$130.00$97.50Jul 17$1.60$0.58$2.18$95.32$132.18
$130.00$100.00Jul 17$1.60$0.73$2.33$97.67$132.33
$130.00$105.00Jul 17$1.60$0.78$2.38$102.62$132.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 15.67, avg credit $3.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
98/100105/110Jul 17$4.70$0.3015.67$95.30$109.70
110/115120/125Aug 21$4.20$0.805.25$110.80$124.20
110/115130/135Aug 21$4.10$0.904.56$110.90$134.10
110/115120/125Jul 17$4.05$0.954.26$110.95$124.05
115/120130/135Jul 17$3.97$1.033.85$116.03$133.97
105/110115/120Aug 21$3.85$1.153.35$106.15$118.85
105/110120/125Aug 21$3.85$1.153.35$106.15$123.85
105/110130/135Aug 21$3.75$1.253.00$106.25$133.75
110/115125/130Aug 21$3.65$1.352.70$111.35$128.65
105/110125/130Aug 21$3.30$1.701.94$106.70$128.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 13.29, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Jul 17$0.43$4.5710.63
$105.00$110.00$115.00Aug 21$0.50$4.509.00
$110.00$115.00$120.00Aug 21$0.55$4.458.09
$120.00$125.00$130.00Aug 21$0.55$4.458.09
$115.00$120.00$125.00Jul 17$0.59$4.417.47
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Jul 17$0.35$4.6513.29
$105.00$110.00$115.00Aug 21$0.35$4.6513.29
$110.00$115.00$120.00Jul 17$0.68$4.326.35
$105.00$110.00$115.00Jul 17$1.92$3.081.60

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.38, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Jul 17-$0.81$4.19
$125.00$130.001:2Jul 17-$1.80$3.20
$130.00$135.001:2Aug 21-$2.50$2.50
$110.00$115.001:2Jul 17-$2.70$2.30
$105.00$110.001:2Jul 17-$3.65$1.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Jul 17-$0.38$4.62
$120.00$115.001:2Jul 17-$0.50$4.50
$105.00$100.001:2Jul 17-$0.68$4.32
$100.00$97.501:2Jul 17-$0.43$2.07
$110.00$105.001:2Aug 21-$4.55$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 7.64%, avg 3.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$8.900.503.0%7.64%10.62%58176
$125.00Aug 21$6.100.447.3%5.23%12.50%3434
$130.00Aug 21$4.500.3711.6%3.86%15.42%661.6K
$135.00Aug 21$3.100.3015.8%2.66%18.51%7506
$120.00Jul 17$2.750.413.0%2.36%5.34%249764
$125.00Jul 17$0.250.247.3%0.21%7.48%11603
$130.00Jul 17$0.100.2111.6%0.09%11.65%3316

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 942
Total Puts 370
Put/Call Ratio 0.39
Net Difference 572

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,156
Total Puts 3,187
Average Put/Call Ratio 0.46
Ratio Trend Falling

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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