Tour v340
INSM
INSMED INC
$109.81 -0.27%
$109.05 (-0.69%)🌙
as of 07/15 06:45 PM
7/15 18:45

Option Volume

Detail
Current (07/15) 1,870
Calls: 537 (29%)
Puts: 1,333 (71%)
Prior (07/14) 878
Calls: 161 (18%)
Puts: 717 (82%)
Current vs Prior +112.98%
Calls: +233.54% (Calls)
Puts: +85.91% (Puts)
Prior 7-Day Total 10,322
Calls: 5,001 (48%)
Puts: 5,321 (52%)
Prior 7-Day Average 1,474
Calls: 714 (48%)
Puts: 760 (52%)
Current vs Prior 7-Day Avg +26.82%
Calls: -24.84%
Puts: +75.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $1.01M
Calls: $158.2K (16%)
Puts: $854.8K (84%)
Prior (07/14) $613.0K
Calls: $97.1K (16%)
Puts: $515.9K (84%)
Current vs Prior +65.25%
Calls: +62.91%
Puts: +65.69%
Prior 7-Day Total $8.00M
Calls: $4.25M (53%)
Puts: $3.76M (47%)
Prior 7-Day Average $1.14M
Calls: $606.5K (53%)
Puts: $536.6K (47%)
Current vs Prior 7-Day Avg -11.38%
Calls: -73.91%
Puts: +59.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 2.48
Prior (07/14) 4.45
Current vs Prior -44.26%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg +54.92%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 22,360
Calls: 16,459 (74%)
Puts: 5,901 (26%)
Prior (07/14) 33,242
Calls: 30,524 (92%)
Puts: 2,718 (8%)
Current vs Prior -32.74%
Prior 7-Day Total 206,867
Calls: 162,919 (79%)
Puts: 43,948 (21%)
Prior 7-Day Average 29,552
Calls: 23,274 (79%)
Puts: 6,278 (21%)
Current vs Prior 7-Day Avg -24.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.92% | 18.62%6.92% | 18.62%
Prior 7.51% | 20.34%7.51% | 20.34%
Current vs Prior -7.85% | -8.46%-7.85% | -8.46%
Prior 7-Day Avg 9.57% | 21.31%9.57% | 21.31%
Current vs 7-Day Avg -27.69% | -12.59%-27.69% | -12.59%
Prior 7-Day Eod 7.51% | 20.34%7.51% | 20.34%
Current vs 7-Day Eod -7.85% | -8.46%-7.85% | -8.46%
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 ($854.8K) vs calls ($158.2K). Elevated premium activity with dollar volume up 65% vs prior. Unusually high activity with volume up 113% vs prior - elevated interest. Extreme bearish P/C ratio of 2.48 - 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 7 found (avg delta 0.71, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 174.206.60$5.4044.4%100.84839
$100.00Jul 178.6011.40$10.0028.0%100.83--
$95.00Aug 2116.8019.30$18.0513.9%10.78--
$105.00Aug 219.8013.80$11.8033.9%10.64467
$110.00Aug 218.4010.40$9.4021.3%910.552.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 174.307.70$6.0056.7%20.79--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.101.50$0.80175.0%3370.231.2K
$110.00Aug 218.4010.40$9.4021.3%910.552.1K
$135.00Jul 170.000.75$0.38197.4%420.06--
$100.00Jul 178.6011.40$10.0028.0%100.83--
$105.00Jul 174.206.60$5.4044.4%100.84839
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 215.207.70$6.4538.8%1.0K0.37925
$85.00Aug 210.502.00$1.25120.0%300.10229
$100.00Aug 212.806.50$4.6579.6%150.291.2K
$110.00Jul 170.703.70$2.20136.4%100.49--
$105.00Jul 170.000.90$0.45200.0%40.16326

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 66.0%, max 196.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Jul 17Aug 21177.4%59.9%196.0%45519
$125.00Jul 17Aug 21104.9%64.1%63.6%9515
$110.00Jul 17Aug 2170.2%63.2%11.1%1013.9K
$105.00Jul 17Aug 2166.6%65.0%2.4%111.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 21147.2%66.7%120.7%161.4K
$105.00Jul 17Aug 2166.6%65.0%2.4%1.0K1.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 37.46, avg 5.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 21$0.13$4.87$0.1337.46$135.13
$115.00$125.00Jul 17$0.62$9.38$0.6215.13$115.62
$125.00$130.00Aug 21$0.82$4.18$0.825.10$125.82
$130.00$135.00Aug 21$1.40$3.60$1.402.57$131.40
$110.00$115.00Jul 17$1.50$3.50$1.502.33$111.50
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$85.00Aug 21$3.40$11.60$3.403.41$96.60
$110.00$105.00Jul 17$1.75$3.25$1.751.86$108.25
$105.00$100.00Aug 21$1.80$3.20$1.801.78$103.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 11.50, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Jul 17$4.60$4.60$0.4011.50$104.60
$95.00$105.00Aug 21$6.25$6.25$3.751.67$101.25
$105.00$110.00Jul 17$3.10$3.10$1.901.63$108.10
$105.00$110.00Aug 21$2.40$2.40$2.600.92$107.40
$120.00$125.00Aug 21$2.15$2.15$2.850.75$122.15
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Jul 17$3.80$3.80$1.203.17$111.20
$105.00$100.00Aug 21$1.80$1.80$3.200.56$103.20
$110.00$105.00Jul 17$1.75$1.75$3.250.54$108.25
$100.00$85.00Aug 21$3.40$3.40$11.600.29$96.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.69, cheapest $1.35)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Aug 21$1.35177.4%59.9%
$125.00Jul 17Aug 21$3.77104.9%64.1%
$105.00Jul 17Aug 21$6.4066.6%65.0%
$110.00Jul 17Aug 21$7.1070.2%63.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$3.52147.2%66.7%
$105.00Jul 17Aug 21$6.0066.6%65.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 4.10% of stock, avg 8.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$2.30$2.20$4.50$105.50$114.504.10%
$105.00Jul 17$5.40$0.45$5.85$99.15$110.855.33%
$115.00Jul 17$0.80$6.00$6.80$108.20$121.806.19%
$100.00Jul 17$10.00$1.13$11.13$88.87$111.1310.14%
$105.00Aug 21$11.80$6.45$18.25$86.75$123.2516.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.57% of stock, avg 4.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$105.00Jul 17$0.18$0.45$0.63$104.37$125.63
$135.00$105.00Jul 17$0.38$0.45$0.83$104.17$135.83
$115.00$105.00Jul 17$0.80$0.45$1.25$103.75$116.25
$125.00$100.00Jul 17$0.18$1.13$1.31$98.69$126.31
$135.00$100.00Jul 17$0.38$1.13$1.51$98.49$136.51
$115.00$100.00Jul 17$0.80$1.13$1.93$98.07$116.93
$125.00$110.00Jul 17$0.18$2.20$2.38$107.62$127.38
$135.00$110.00Jul 17$0.38$2.20$2.58$107.42$137.58
$140.00$85.00Aug 21$1.60$1.25$2.85$82.15$142.85
$135.00$85.00Aug 21$1.73$1.25$2.98$82.02$137.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.76, avg credit $4.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105120/125Aug 21$3.95$1.053.76$101.05$123.95
100/105130/135Aug 21$3.20$1.801.78$101.80$133.20
100/105125/130Aug 21$2.62$2.381.10$102.38$127.62
100/105110/120Aug 21$5.10$4.901.04$99.90$115.10
85/100110/120Aug 21$6.70$8.300.81$93.30$116.70
85/100105/110Aug 21$5.80$9.200.63$94.20$110.80
100/105135/140Aug 21$1.93$3.070.63$103.07$136.93
85/100120/125Aug 21$5.55$9.450.59$94.45$125.55
85/100130/135Aug 21$4.80$10.200.47$95.20$134.80
85/100125/130Aug 21$4.22$10.780.39$95.78$129.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 11.20, cheapest $0.82)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$125.00$135.00Jul 17$0.82$9.1811.20
$130.00$135.00$140.00Aug 21$1.27$3.732.94
$120.00$125.00$130.00Aug 21$1.33$3.672.76
$100.00$105.00$110.00Jul 17$1.50$3.502.33
$105.00$110.00$115.00Jul 17$1.60$3.402.12
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Jul 17$2.05$2.951.44
$100.00$105.00$110.00Jul 17$2.43$2.571.06

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 $-0.58, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$135.001:2Jul 17-$0.58$9.42
$110.00$120.001:2Aug 21-$2.80$7.20
$130.00$135.001:2Aug 21-$0.33$4.67
$95.00$105.001:2Aug 21-$5.55$4.45
$100.00$105.001:2Jul 17-$0.80$4.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 17-$1.81$3.19
$105.00$100.001:2Aug 21-$2.85$2.15
$100.00$85.001:2Aug 21$2.15$12.85
$110.00$105.001:2Jul 17$1.30$3.70
$115.00$110.001:2Jul 17$1.60$3.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.65%, avg 2.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$8.400.550.2%7.65%7.82%912.1K
$120.00Aug 21$4.800.409.3%4.37%13.65%1--
$125.00Aug 21$3.100.3113.8%2.82%16.66%6515
$130.00Aug 21$1.050.2518.4%0.96%19.34%7--
$110.00Jul 17$0.900.520.2%0.82%0.99%101.8K
$135.00Aug 21$0.850.1722.9%0.77%23.71%3519
$140.00Aug 21$0.650.1527.5%0.59%28.08%3--
$115.00Jul 17$0.100.234.7%0.09%4.82%3371.2K

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 537
Total Puts 1,333
Put/Call Ratio 2.48
Net Difference -796

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,001
Total Puts 5,321
Average Put/Call Ratio 1.60
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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