Tour v309
INSM
INSMED INC
$115.61 -2.24%
$115.60 (-0.01%)🌙
as of 07/10 06:39 PM
7/10 18:39

Option Volume

Detail
Current (07/10) 1,637
Calls: 417 (25%)
Puts: 1,220 (75%)
Prior (07/09) 1,725
Calls: 1,000 (58%)
Puts: 725 (42%)
Current vs Prior -5.10%
Calls: -58.30% (Calls)
Puts: +68.28% (Puts)
Prior 7-Day Total 12,867
Calls: 8,812 (68%)
Puts: 4,055 (32%)
Prior 7-Day Average 1,838
Calls: 1,258 (68%)
Puts: 579 (32%)
Current vs Prior 7-Day Avg -10.94%
Calls: -66.87%
Puts: +110.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $1.41M
Calls: $443.4K (32%)
Puts: $963.3K (68%)
Prior (07/09) $1.65M
Calls: $1.03M (63%)
Puts: $615.9K (37%)
Current vs Prior -14.66%
Calls: -57.05%
Puts: +56.40%
Prior 7-Day Total $12.35M
Calls: $8.23M (67%)
Puts: $4.13M (33%)
Prior 7-Day Average $1.76M
Calls: $1.18M (67%)
Puts: $589.5K (33%)
Current vs Prior 7-Day Avg -20.30%
Calls: -62.28%
Puts: +63.41%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 2.93
Prior (07/09) 0.72
Current vs Prior +303.54%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +388.80%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 21,331
Calls: 17,421 (82%)
Puts: 3,910 (18%)
Prior (07/09) 34,878
Calls: 30,518 (87%)
Puts: 4,360 (13%)
Current vs Prior -38.84%
Prior 7-Day Total 215,934
Calls: 167,316 (77%)
Puts: 48,618 (23%)
Prior 7-Day Average 30,847
Calls: 23,902 (77%)
Puts: 6,945 (23%)
Current vs Prior 7-Day Avg -30.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 9.08% | 21.67%9.08% | 21.67%
Prior 9.47% | 20.97%9.47% | 20.97%
Current vs Prior -4.10% | +3.32%-4.10% | +3.32%
Prior 7-Day Avg 11.13% | 22.17%10.48% | 21.61%
Current vs 7-Day Avg -18.37% | -2.27%-13.35% | +0.28%
Prior 7-Day Eod 9.47% | 20.97%-- | --
Current vs 7-Day Eod -4.10% | +3.32%-- | --
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($963.3K). Extreme bearish P/C ratio of 2.93 - heavy put buying. P/C ratio rising 304% - increased hedging/bearish positioning. Call-heavy open interest (17,421 calls vs 3,910 puts) suggests bullish positioning.

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

No options available for this category

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. 6 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1713.7017.30$15.5023.2%20.96--
$110.00Jul 176.008.00$7.0028.6%10.791.7K
$100.00Aug 2118.0021.60$19.8018.2%10.76--
$110.00Aug 2112.8015.30$14.0517.8%110.62--
$115.00Aug 2110.0012.90$11.4525.3%20.55--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 216.209.20$7.7039.0%1280.42442
$120.00Aug 217.8010.80$9.3032.3%1210.48227
$115.00Jul 172.704.90$3.8057.9%280.53787
$120.00Jul 170.903.60$2.25120.0%230.34785
$130.00Aug 214.707.70$6.2048.4%210.36--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 217.409.80$8.6027.9%1.1K0.3857
$115.00Jul 171.905.10$3.5091.4%480.47364
$110.00Jul 170.551.40$0.9886.7%170.22907
$105.00Aug 214.907.80$6.3545.7%150.31301
$100.00Aug 213.305.00$4.1541.0%110.231.3K

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. 15 found (best R:R 13.71, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$130.00Aug 21$1.50$3.50$1.502.33$126.50
$115.00$120.00Jul 17$1.55$3.45$1.552.23$116.55
$120.00$125.00Jul 17$1.60$3.40$1.602.12$121.60
$120.00$125.00Aug 21$1.60$3.40$1.602.12$121.60
$115.00$120.00Aug 21$2.15$2.85$2.151.33$117.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$97.50Aug 21$0.17$2.33$0.1713.71$99.83
$110.00$105.00Jul 17$0.70$4.30$0.706.14$109.30
$97.50$92.50Aug 21$1.45$3.55$1.452.45$96.05
$115.00$110.00Aug 21$2.00$3.00$2.001.50$113.00
$105.00$100.00Aug 21$2.20$2.80$2.201.27$102.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 5.67, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$110.00Jul 17$8.50$8.50$1.505.67$108.50
$110.00$115.00Jul 17$3.20$3.20$1.801.78$113.20
$100.00$110.00Aug 21$5.75$5.75$4.251.35$105.75
$110.00$115.00Aug 21$2.60$2.60$2.401.08$112.60
$115.00$120.00Aug 21$2.15$2.15$2.850.75$117.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Jul 17$2.52$2.52$2.481.02$112.48
$110.00$105.00Aug 21$2.25$2.25$2.750.82$107.75
$105.00$100.00Aug 21$2.20$2.20$2.800.79$102.80
$115.00$110.00Aug 21$2.00$2.00$3.000.67$113.00
$97.50$92.50Aug 21$1.45$1.45$3.550.41$96.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $6.42, cheapest $3.92)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$4.3064.6%69.1%
$110.00Jul 17Aug 21$7.0546.2%72.9%
$120.00Jul 17Aug 21$7.0565.3%72.3%
$125.00Jul 17Aug 21$7.0554.9%73.5%
$115.00Jul 17Aug 21$7.6557.1%69.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$3.9264.6%69.1%
$105.00Jul 17Aug 21$6.0748.5%72.4%
$115.00Jul 17Aug 21$7.1057.1%69.4%
$110.00Jul 17Aug 21$7.6246.2%72.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 6.31% of stock, avg 14.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$3.80$3.50$7.30$107.70$122.306.31%
$110.00Jul 17$7.00$0.98$7.98$102.02$117.986.90%
$100.00Jul 17$15.50$0.23$15.73$84.27$115.7313.61%
$115.00Aug 21$11.45$10.60$22.05$92.95$137.0519.07%
$110.00Aug 21$14.05$8.60$22.65$87.35$132.6519.59%
$100.00Aug 21$19.80$4.15$23.95$76.05$123.9520.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.76% of stock, avg 8.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$100.00Jul 17$0.65$0.23$0.88$99.12$125.88
$125.00$105.00Jul 17$0.65$0.28$0.93$104.07$125.93
$125.00$110.00Jul 17$0.65$0.98$1.63$108.37$126.63
$120.00$100.00Jul 17$2.25$0.23$2.48$97.52$122.48
$120.00$105.00Jul 17$2.25$0.28$2.53$102.47$122.53
$120.00$110.00Jul 17$2.25$0.98$3.23$106.77$123.23
$125.00$115.00Jul 17$0.65$3.50$4.15$110.85$129.15
$120.00$115.00Jul 17$2.25$3.50$5.75$109.25$125.75
$130.00$97.50Aug 21$6.20$3.98$10.18$87.32$140.18
$130.00$100.00Aug 21$6.20$4.15$10.35$89.65$140.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 24.00, avg credit $3.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105110/115Aug 21$4.80$0.2024.00$100.20$114.80
105/110115/120Aug 21$4.40$0.607.33$105.60$119.40
100/105115/120Aug 21$4.35$0.656.69$100.65$119.35
110/115120/125Jul 17$4.12$0.884.68$110.88$124.12
92/98110/115Aug 21$4.05$0.954.26$93.45$114.05
105/110120/125Aug 21$3.85$1.153.35$106.15$123.85
100/105120/125Aug 21$3.80$1.203.17$101.20$123.80
105/110125/130Aug 21$3.75$1.253.00$106.25$128.75
100/105125/130Aug 21$3.70$1.302.85$101.30$128.70
92/98100/110Aug 21$7.20$2.802.57$90.30$107.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 99.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.10$4.9049.00
$110.00$115.00$120.00Aug 21$0.45$4.5510.11
$115.00$120.00$125.00Aug 21$0.55$4.458.09
$110.00$115.00$120.00Jul 17$1.65$3.352.03
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.05$4.9599.00
$100.00$105.00$110.00Jul 17$0.65$4.356.69
$105.00$110.00$115.00Jul 17$1.82$3.181.75

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.18, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Jul 17-$0.60$4.40
$115.00$120.001:2Jul 17-$0.70$4.30
$100.00$110.001:2Aug 21-$8.30$1.70
$125.00$130.001:2Aug 21-$4.70$0.30
$100.00$110.001:2Jul 17$1.50$8.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 17-$0.18$4.82
$97.50$92.501:2Aug 21-$1.08$3.92
$105.00$100.001:2Aug 21-$1.95$3.05
$110.00$105.001:2Aug 21-$4.10$0.90
$110.00$105.001:2Jul 17$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.75%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$7.800.483.8%6.75%10.54%121227
$125.00Aug 21$6.200.428.1%5.36%13.48%128442
$130.00Aug 21$4.700.3612.4%4.07%16.51%21--
$120.00Jul 17$0.900.343.8%0.78%4.58%23785

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 417
Total Puts 1,220
Put/Call Ratio 2.93
Net Difference -803

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,812
Total Puts 4,055
Average Put/Call Ratio 0.60
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All