Tour v334
INSM
INSMED INC
$110.11 +0.89%
$110.55 (+0.40%)🌙
as of 07/14 07:02 PM
7/14 19:02

Option Volume

Detail
Current (07/14) 878
Calls: 161 (18%)
Puts: 717 (82%)
Prior (07/13) 3,111
Calls: 1,604 (52%)
Puts: 1,507 (48%)
Current vs Prior -71.78%
Calls: -89.96% (Calls)
Puts: -52.42% (Puts)
Prior 7-Day Total 9,880
Calls: 5,208 (53%)
Puts: 4,672 (47%)
Prior 7-Day Average 1,411
Calls: 744 (53%)
Puts: 667 (47%)
Current vs Prior 7-Day Avg -37.79%
Calls: -78.36%
Puts: +7.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $613.0K
Calls: $97.1K (16%)
Puts: $515.9K (84%)
Prior (07/13) $2.23M
Calls: $981.4K (44%)
Puts: $1.25M (56%)
Current vs Prior -72.51%
Calls: -90.10%
Puts: -58.67%
Prior 7-Day Total $7.87M
Calls: $4.60M (58%)
Puts: $3.27M (42%)
Prior 7-Day Average $1.12M
Calls: $656.7K (58%)
Puts: $466.9K (42%)
Current vs Prior 7-Day Avg -45.44%
Calls: -85.21%
Puts: +10.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 4.45
Prior (07/13) 0.94
Current vs Prior +374.01%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg +348.69%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 33,242
Calls: 30,524 (92%)
Puts: 2,718 (8%)
Prior (07/13) 32,621
Calls: 23,386 (72%)
Puts: 9,235 (28%)
Current vs Prior +1.90%
Prior 7-Day Total 209,353
Calls: 166,944 (80%)
Puts: 42,409 (20%)
Prior 7-Day Average 29,907
Calls: 23,849 (80%)
Puts: 6,058 (20%)
Current vs Prior 7-Day Avg +11.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.51% | 20.34%7.51% | 20.34%
Prior 8.48% | 20.71%8.48% | 20.71%
Current vs Prior -11.38% | -1.76%-11.38% | -1.76%
Prior 7-Day Avg 10.28% | 21.67%9.91% | 21.47%
Current vs 7-Day Avg -26.92% | -6.13%-24.24% | -5.23%
Prior 7-Day Eod 8.48% | 20.71%8.48% | 20.71%
Current vs 7-Day Eod -11.38% | -1.76%-11.38% | -1.76%
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

Strong bearish conviction with 84% of dollar volume in puts ($515.9K) vs calls ($97.1K). Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 72% vs prior. Extreme bearish P/C ratio of 4.45 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
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. 8 found (avg delta 0.72, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1713.9016.00$14.9514.0%10.90--
$90.00Aug 2120.6024.60$22.6017.7%70.83--
$105.00Jul 174.607.30$5.9545.4%340.77862
$100.00Aug 2114.0017.00$15.5019.4%10.71--
$110.00Aug 218.9010.90$9.9020.2%140.542.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 178.8011.50$10.1526.6%20.90--
$120.00Aug 2114.4017.00$15.7016.6%20.60--

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 833, top 632)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 174.607.30$5.9545.4%340.77862
$110.00Jul 171.902.95$2.4243.4%210.521.8K
$120.00Jul 170.100.45$0.28125.0%200.09802
$125.00Aug 213.905.30$4.6030.4%160.32502
$115.00Jul 170.102.00$1.05181.0%140.261.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 214.909.00$6.9559.0%6320.38298
$110.00Aug 218.4011.10$9.7527.7%180.462.1K
$92.50Aug 211.104.50$2.80121.4%140.19--
$110.00Jul 171.053.50$2.28107.5%100.48--
$95.00Aug 212.403.90$3.1547.6%100.21--

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 45.2%, max 109.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 17Aug 2176.5%69.9%9.4%201.2K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 21137.3%65.4%109.9%11--
$105.00Jul 17Aug 2177.1%66.2%16.4%635623

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 26.78, avg 6.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$125.00Jul 17$0.18$4.82$0.1826.78$120.18
$115.00$120.00Jul 17$0.77$4.23$0.775.49$115.77
$125.00$130.00Aug 21$0.85$4.15$0.854.88$125.85
$110.00$115.00Jul 17$1.37$3.63$1.372.65$111.37
$120.00$125.00Aug 21$1.65$3.35$1.652.03$121.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$95.00Jul 17$0.38$9.62$0.3825.32$104.62
$95.00$90.00Jul 17$0.50$4.50$0.509.00$94.50
$95.00$92.50Aug 21$0.35$2.15$0.356.14$94.65
$110.00$105.00Jul 17$1.20$3.80$1.203.17$108.80
$100.00$95.00Aug 21$1.70$3.30$1.701.94$98.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 9.00, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$105.00Jul 17$9.00$9.00$1.009.00$104.00
$90.00$100.00Aug 21$7.10$7.10$2.902.45$97.10
$105.00$110.00Jul 17$3.53$3.53$1.472.40$108.53
$100.00$110.00Aug 21$5.60$5.60$4.401.27$105.60
$110.00$120.00Aug 21$3.65$3.65$6.350.57$113.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$110.00Jul 17$7.87$7.87$2.133.69$112.13
$120.00$110.00Aug 21$5.95$5.95$4.051.47$114.05
$110.00$105.00Aug 21$2.80$2.80$2.201.27$107.20
$105.00$100.00Aug 21$2.10$2.10$2.900.72$102.90
$100.00$95.00Aug 21$1.70$1.70$3.300.52$98.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.61, cheapest $2.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 17Aug 21$4.5076.5%69.9%
$120.00Jul 17Aug 21$5.9769.7%72.0%
$110.00Jul 17Aug 21$7.4859.4%68.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 17Aug 21$2.45137.3%65.4%
$120.00Jul 17Aug 21$5.5569.7%72.0%
$105.00Jul 17Aug 21$5.8777.1%66.2%
$110.00Jul 17Aug 21$7.4759.4%68.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.27% of stock, avg 12.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$2.42$2.28$4.70$105.30$114.704.27%
$105.00Jul 17$5.95$1.08$7.03$97.97$112.036.38%
$120.00Jul 17$0.28$10.15$10.43$109.57$130.439.47%
$95.00Jul 17$14.95$0.70$15.65$79.35$110.6514.21%
$110.00Aug 21$9.90$9.75$19.65$90.35$129.6517.85%
$100.00Aug 21$15.50$4.85$20.35$79.65$120.3518.48%
$120.00Aug 21$6.25$15.70$21.95$98.05$141.9519.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.89% of stock, avg 7.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$95.00Jul 17$0.28$0.70$0.98$94.02$120.98
$120.00$105.00Jul 17$0.28$1.08$1.36$103.64$121.36
$115.00$95.00Jul 17$1.05$0.70$1.75$93.25$116.75
$115.00$105.00Jul 17$1.05$1.08$2.13$102.87$117.13
$120.00$110.00Jul 17$0.28$2.28$2.56$107.44$122.56
$115.00$110.00Jul 17$1.05$2.28$3.33$106.67$118.33
$130.00$92.50Aug 21$3.75$2.80$6.55$85.95$136.55
$130.00$95.00Aug 21$3.75$3.15$6.90$88.10$136.90
$125.00$92.50Aug 21$4.60$2.80$7.40$85.10$132.40
$125.00$95.00Aug 21$4.60$3.15$7.75$87.25$132.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 8.09, avg credit $3.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110120/125Aug 21$4.45$0.558.09$105.55$124.45
90/95105/110Jul 17$4.03$0.974.15$90.97$109.03
100/105120/125Aug 21$3.75$1.253.00$101.25$123.75
105/110125/130Aug 21$3.65$1.352.70$106.35$128.65
110/120125/130Aug 21$6.80$3.202.12$113.20$131.80
95/100120/125Aug 21$3.35$1.652.03$96.65$123.35
92/95100/110Aug 21$5.95$4.051.47$89.05$105.95
100/105125/130Aug 21$2.95$2.051.44$102.05$127.95
100/105110/120Aug 21$5.75$4.251.35$99.25$115.75
95/100110/120Aug 21$5.35$4.651.15$94.65$115.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 11.50, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.59$4.417.47
$110.00$115.00$120.00Jul 17$0.60$4.407.33
$90.00$100.00$110.00Aug 21$1.50$8.505.67
$120.00$125.00$130.00Aug 21$0.80$4.205.25
$100.00$110.00$120.00Aug 21$1.95$8.054.13
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.40$4.6011.50
$100.00$105.00$110.00Aug 21$0.70$4.306.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.32, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$120.001:2Aug 21-$2.60$7.40
$100.00$110.001:2Aug 21-$4.30$5.70
$125.00$130.001:2Aug 21-$2.90$2.10
$120.00$125.001:2Aug 21-$2.95$2.05
$90.00$100.001:2Aug 21-$8.40$1.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$95.001:2Jul 17-$0.32$9.68
$120.00$110.001:2Aug 21-$3.80$6.20
$100.00$95.001:2Aug 21-$1.45$3.55
$105.00$100.001:2Aug 21-$2.75$2.25
$110.00$105.001:2Aug 21-$4.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.90%, avg 2.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$5.400.399.0%4.90%13.89%3336
$125.00Aug 21$3.900.3213.5%3.54%17.06%16502
$130.00Aug 21$3.000.2718.1%2.72%20.79%41.7K
$115.00Jul 17$0.100.264.4%0.09%4.53%141.2K
$120.00Jul 17$0.100.099.0%0.09%9.07%20802

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 161
Total Puts 717
Put/Call Ratio 4.45
Net Difference -556

Prior's Put/Call Breakdown

Total Calls 1,604
Total Puts 1,507
Put/Call Ratio 0.94
Net Difference 97

Prior 7-Day Put/Call Summary

Total Calls 5,208
Total Puts 4,672
Average Put/Call Ratio 0.99
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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