Tour v308
INSM
INSMED INC
$118.26 +1.48%
$118.00 (-0.22%)🌙
as of 07/09 06:38 PM
7/9 18:38

Option Volume

Detail
Current (07/09) 1,725
Calls: 1,000 (58%)
Puts: 725 (42%)
Prior (07/08) 1,312
Calls: 942 (72%)
Puts: 370 (28%)
Current vs Prior +31.48%
Calls: +6.16% (Calls)
Puts: +95.95% (Puts)
Prior 7-Day Total 12,297
Calls: 8,854 (72%)
Puts: 3,443 (28%)
Prior 7-Day Average 1,756
Calls: 1,264 (72%)
Puts: 491 (28%)
Current vs Prior 7-Day Avg -1.81%
Calls: -20.94%
Puts: +47.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $1.65M
Calls: $1.03M (63%)
Puts: $615.9K (37%)
Prior (07/08) $1.06M
Calls: $980.6K (92%)
Puts: $79.6K (8%)
Current vs Prior +55.46%
Calls: +5.27%
Puts: +673.96%
Prior 7-Day Total $11.36M
Calls: $7.78M (68%)
Puts: $3.58M (32%)
Prior 7-Day Average $1.62M
Calls: $1.11M (68%)
Puts: $511.6K (32%)
Current vs Prior 7-Day Avg +1.58%
Calls: -7.08%
Puts: +20.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.72
Prior (07/08) 0.39
Current vs Prior +84.58%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +42.03%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 34,878
Calls: 30,518 (87%)
Puts: 4,360 (13%)
Prior (07/08) 38,956
Calls: 32,764 (84%)
Puts: 6,192 (16%)
Current vs Prior -10.47%
Prior 7-Day Total 195,952
Calls: 150,456 (77%)
Puts: 45,496 (23%)
Prior 7-Day Average 27,993
Calls: 21,493 (77%)
Puts: 6,499 (23%)
Current vs Prior 7-Day Avg +24.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 9.47% | 20.97%9.47% | 20.97%
Prior 10.25% | 22.27%10.25% | 22.27%
Current vs Prior -7.65% | -5.83%-7.65% | -5.83%
Prior 7-Day Avg 11.61% | 22.37%10.82% | 21.82%
Current vs 7-Day Avg -18.41% | -6.27%-12.46% | -3.89%
Prior 7-Day Eod 10.25% | 22.27%-- | --
Current vs 7-Day Eod -7.65% | -5.83%-- | --
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 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.03M). Elevated premium activity with dollar volume up 55% vs prior. P/C ratio rising 85% - increased hedging/bearish positioning. Call-heavy open interest (30,518 calls vs 4,360 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 7.5%, best 7.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2115.3016.50$15.907.5%60.672.1K
PUTS (0)
No puts meet the criteria

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 0.70, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 178.4010.50$9.4522.2%120.861.7K
$100.00Aug 2121.0024.20$22.6014.2%20.80--
$105.00Aug 2117.0020.00$18.5016.2%20.73--
$115.00Jul 174.807.50$6.1543.9%2580.68567
$110.00Aug 2115.3016.50$15.907.5%60.672.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 176.709.40$8.0533.5%40.72--
$120.00Jul 173.706.40$5.0553.5%410.53155

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 963, top 275)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 174.807.50$6.1543.9%2580.68567
$125.00Jul 171.202.50$1.8570.3%1440.30612
$120.00Jul 173.304.50$3.9030.8%310.48776
$130.00Jul 170.051.15$0.60183.3%210.13317
$140.00Jul 170.000.45$0.23195.7%170.05--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 170.301.10$0.70114.3%2750.15651
$120.00Jul 173.706.40$5.0553.5%410.53155
$100.00Jul 170.000.30$0.15200.0%320.03--
$97.50Jul 170.000.60$0.30200.0%300.05--
$115.00Jul 170.503.30$1.90147.4%220.32371

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 26.03, avg 5.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$140.00Jul 17$0.37$9.63$0.3726.03$130.37
$135.00$140.00Aug 21$0.40$4.60$0.4011.50$135.40
$125.00$130.00Jul 17$1.25$3.75$1.253.00$126.25
$125.00$130.00Aug 21$1.60$3.40$1.602.13$126.60
$130.00$135.00Aug 21$1.60$3.40$1.602.12$131.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Jul 17$0.23$4.77$0.2320.74$104.77
$110.00$105.00Jul 17$0.32$4.68$0.3214.63$109.68
$115.00$110.00Jul 17$1.20$3.80$1.203.17$113.80
$115.00$110.00Aug 21$1.55$3.45$1.552.23$113.45
$110.00$105.00Aug 21$1.80$3.20$1.801.78$108.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 4.56, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$4.10$4.10$0.904.56$104.10
$110.00$115.00Jul 17$3.30$3.30$1.701.94$113.30
$110.00$115.00Aug 21$2.80$2.80$2.201.27$112.80
$105.00$110.00Aug 21$2.60$2.60$2.401.08$107.60
$115.00$120.00Jul 17$2.25$2.25$2.750.82$117.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$115.00Jul 17$3.15$3.15$1.851.70$116.85
$125.00$120.00Jul 17$3.00$3.00$2.001.50$122.00
$105.00$100.00Aug 21$2.20$2.20$2.800.79$102.80
$110.00$105.00Aug 21$1.80$1.80$3.200.56$108.20
$115.00$110.00Aug 21$1.55$1.55$3.450.45$113.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $6.11, cheapest $3.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 17Aug 21$4.9265.6%74.8%
$110.00Jul 17Aug 21$6.4551.3%73.5%
$130.00Jul 17Aug 21$6.5553.3%70.7%
$125.00Jul 17Aug 21$6.9059.6%70.2%
$115.00Jul 17Aug 21$6.9550.3%68.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$3.5065.0%70.1%
$105.00Jul 17Aug 21$5.4760.3%74.8%
$110.00Jul 17Aug 21$6.9551.3%73.5%
$115.00Jul 17Aug 21$7.3050.3%68.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 6.81% of stock, avg 14.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$6.15$1.90$8.05$106.95$123.056.81%
$120.00Jul 17$3.90$5.05$8.95$111.05$128.957.57%
$125.00Jul 17$1.85$8.05$9.90$115.10$134.908.37%
$110.00Jul 17$9.45$0.70$10.15$99.85$120.158.58%
$115.00Aug 21$13.10$9.20$22.30$92.70$137.3018.86%
$110.00Aug 21$15.90$7.65$23.55$86.45$133.5519.91%
$105.00Aug 21$18.50$5.85$24.35$80.65$129.3520.59%
$100.00Aug 21$22.60$3.65$26.25$73.75$126.2522.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.83% of stock, avg 8.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$105.00Jul 17$0.60$0.38$0.98$104.02$130.98
$130.00$110.00Jul 17$0.60$0.70$1.30$108.70$131.30
$125.00$105.00Jul 17$1.85$0.38$2.23$102.77$127.23
$130.00$115.00Jul 17$0.60$1.90$2.50$112.50$132.50
$125.00$110.00Jul 17$1.85$0.70$2.55$107.45$127.55
$125.00$115.00Jul 17$1.85$1.90$3.75$111.25$128.75
$120.00$105.00Jul 17$3.90$0.38$4.28$100.72$124.28
$120.00$110.00Jul 17$3.90$0.70$4.60$105.40$124.60
$120.00$115.00Jul 17$3.90$1.90$5.80$109.20$125.80
$140.00$100.00Aug 21$5.15$3.65$8.80$91.20$148.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 7.33, avg credit $2.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/120125/130Jul 17$4.40$0.607.33$115.60$129.40
100/105125/130Aug 21$3.80$1.203.17$101.20$128.80
100/105130/135Aug 21$3.80$1.203.17$101.20$133.80
100/105110/115Jul 17$3.53$1.472.40$101.47$113.53
105/110125/130Aug 21$3.40$1.602.13$106.60$128.40
105/110130/135Aug 21$3.40$1.602.13$106.60$133.40
100/105115/125Aug 21$6.55$3.451.90$98.45$121.55
110/115120/125Jul 17$3.25$1.751.86$111.75$123.25
110/115125/130Aug 21$3.15$1.851.70$111.85$128.15
110/115130/135Aug 21$3.15$1.851.70$111.85$133.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.20$4.8024.00
$120.00$125.00$130.00Jul 17$0.80$4.205.25
$110.00$115.00$120.00Jul 17$1.05$3.953.76
$130.00$135.00$140.00Aug 21$1.20$3.803.17
$100.00$105.00$110.00Aug 21$1.50$3.502.33
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Jul 17$0.09$4.9154.56
$105.00$110.00$115.00Jul 17$0.88$4.124.68
$110.00$115.00$120.00Jul 17$1.95$3.051.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-4.40, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$125.001:2Aug 21-$4.40$5.60
$115.00$120.001:2Jul 17-$1.65$3.35
$110.00$115.001:2Jul 17-$2.85$2.15
$130.00$135.001:2Aug 21-$3.95$1.05
$135.00$140.001:2Aug 21-$4.75$0.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Jul 17-$0.06$4.94
$105.00$100.001:2Aug 21-$1.45$3.55
$125.00$120.001:2Jul 17-$2.05$2.95
$97.50$95.001:2Jul 17-$0.40$2.10
$100.00$97.501:2Jul 17-$0.45$2.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.67%, avg 3.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Aug 21$6.700.465.7%5.67%11.36%8436
$130.00Aug 21$5.200.409.9%4.40%14.32%11.6K
$140.00Aug 21$4.300.3018.4%3.64%22.02%141.1K
$135.00Aug 21$3.800.3414.2%3.21%17.37%4513
$120.00Jul 17$3.300.481.5%2.79%4.26%31776
$125.00Jul 17$1.200.305.7%1.01%6.71%144612

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 1,000
Total Puts 725
Put/Call Ratio 0.72
Net Difference 275

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,854
Total Puts 3,443
Average Put/Call Ratio 0.51
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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