Tour v344
INSM
INSMED INC
$107.46 -2.14%
$107.00 (-0.43%)🌙
as of 07/16 06:37 PM
7/16 18:37

Option Volume

Detail
Current (07/16) 2,961
Calls: 2,405 (81%)
Puts: 556 (19%)
Prior (07/15) 1,870
Calls: 537 (29%)
Puts: 1,333 (71%)
Current vs Prior +58.34%
Calls: +347.86% (Calls)
Puts: -58.29% (Puts)
Prior 7-Day Total 11,466
Calls: 5,103 (45%)
Puts: 6,363 (55%)
Prior 7-Day Average 1,638
Calls: 729 (45%)
Puts: 909 (55%)
Current vs Prior 7-Day Avg +80.77%
Calls: +229.90%
Puts: -38.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.80M
Calls: $1.53M (85%)
Puts: $268.7K (15%)
Prior (07/15) $1.01M
Calls: $158.2K (16%)
Puts: $854.8K (84%)
Current vs Prior +77.52%
Calls: +866.72%
Puts: -68.56%
Prior 7-Day Total $8.57M
Calls: $4.07M (48%)
Puts: $4.49M (52%)
Prior 7-Day Average $1.22M
Calls: $581.8K (48%)
Puts: $642.1K (52%)
Current vs Prior 7-Day Avg +46.93%
Calls: +162.91%
Puts: -58.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.23
Prior (07/15) 2.48
Current vs Prior -90.69%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -87.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 28,375
Calls: 10,201 (36%)
Puts: 18,174 (64%)
Prior (07/15) 22,360
Calls: 16,459 (74%)
Puts: 5,901 (26%)
Current vs Prior +26.90%
Prior 7-Day Total 206,844
Calls: 159,971 (77%)
Puts: 46,873 (23%)
Prior 7-Day Average 29,549
Calls: 22,853 (77%)
Puts: 6,696 (23%)
Current vs Prior 7-Day Avg -3.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.17% | 18.94%7.17% | 18.94%
Prior 6.92% | 18.62%6.92% | 18.62%
Current vs Prior +3.53% | +1.69%+3.53% | +1.69%
Prior 7-Day Avg 8.89% | 20.86%8.89% | 20.86%
Current vs 7-Day Avg -19.38% | -9.22%-19.38% | -9.22%
Prior 7-Day Eod 6.92% | 18.62%6.92% | 18.62%
Current vs 7-Day Eod +3.53% | +1.69%+3.53% | +1.69%
Sentiment BEARISHBEARISH

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 bullish conviction with 85% of dollar volume in calls ($1.53M) vs puts ($268.7K). Elevated premium activity with dollar volume up 78% vs prior. Above-average activity with volume up 58% vs prior. Volume explosion - 81% above 7-day average (2,961 vs avg 1,638).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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. 10 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Jul 1712.9016.80$14.8526.3%10.90--
$100.00Jul 175.508.30$6.9040.6%600.86526
$97.50Aug 2112.7016.20$14.4524.2%50.7125
$105.00Jul 173.005.00$4.0050.0%3660.70838
$100.00Aug 2111.0014.90$12.9530.1%50.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 1715.8019.70$17.7522.0%40.94--
$115.00Jul 175.909.80$7.8549.7%200.87363
$110.00Jul 171.905.50$3.7097.3%20.69--
$115.00Aug 2111.7015.20$13.4526.0%50.58--
$110.00Aug 218.1012.10$10.1039.6%110.51--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 2.2K, top 720)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 216.107.10$6.6015.2%7200.42--
$115.00Jul 170.050.75$0.40175.0%5170.13--
$105.00Jul 173.005.00$4.0050.0%3660.70838
$100.00Jul 175.508.30$6.9040.6%600.86526
$120.00Aug 213.104.80$3.9543.0%100.32335
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 213.106.00$4.5563.7%4000.321.3K
$115.00Jul 175.909.80$7.8549.7%200.87363
$105.00Aug 216.309.50$7.9040.5%140.421.8K
$110.00Aug 218.1012.10$10.1039.6%110.51--
$115.00Aug 2111.7015.20$13.4526.0%50.58--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 96.3%, max 181.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 21139.3%58.3%139.2%65526
$115.00Jul 17Aug 21119.1%72.9%63.3%1.2K--
$110.00Jul 17Aug 2194.7%65.8%43.8%131.8K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$97.50Jul 17Aug 21180.8%64.3%181.2%3--
$100.00Jul 17Aug 21139.3%58.3%139.2%4011.3K
$115.00Jul 17Aug 21119.1%72.9%63.3%25363
$110.00Jul 17Aug 2194.7%65.8%43.8%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 10.36, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Jul 17$0.58$4.42$0.587.62$110.58
$110.00$115.00Aug 21$0.90$4.10$0.904.56$110.90
$115.00$120.00Aug 21$2.65$2.35$2.650.89$117.65
$100.00$110.00Aug 21$5.45$4.55$5.450.83$105.45
$100.00$105.00Jul 17$2.90$2.10$2.900.72$102.90
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$97.50Aug 21$0.22$2.28$0.2210.36$99.78
$110.00$100.00Jul 17$3.10$6.90$3.102.23$106.90
$110.00$105.00Aug 21$2.20$2.80$2.201.27$107.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 4.88, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$110.00Jul 17$3.02$3.02$1.981.53$108.02
$97.50$100.00Aug 21$1.50$1.50$1.001.50$99.00
$100.00$105.00Jul 17$2.90$2.90$2.101.38$102.90
$100.00$110.00Aug 21$5.45$5.45$4.551.20$105.45
$115.00$120.00Aug 21$2.65$2.65$2.351.13$117.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Jul 17$4.15$4.15$0.854.88$110.85
$105.00$100.00Aug 21$3.35$3.35$1.652.03$101.65
$115.00$110.00Aug 21$3.35$3.35$1.652.03$111.65
$110.00$105.00Aug 21$2.20$2.20$2.800.79$107.80
$110.00$100.00Jul 17$3.10$3.10$6.900.45$106.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.48, cheapest $3.63)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$6.05139.3%58.3%
$115.00Jul 17Aug 21$6.20119.1%72.9%
$110.00Jul 17Aug 21$6.5294.7%65.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.50Jul 17Aug 21$3.63180.8%64.3%
$100.00Jul 17Aug 21$3.95139.3%58.3%
$115.00Jul 17Aug 21$5.60119.1%72.9%
$110.00Jul 17Aug 21$6.4094.7%65.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.36% of stock, avg 12.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$0.98$3.70$4.68$105.32$114.684.36%
$100.00Jul 17$6.90$0.60$7.50$92.50$107.506.98%
$115.00Jul 17$0.40$7.85$8.25$106.75$123.257.68%
$100.00Aug 21$12.95$4.55$17.50$82.50$117.5016.29%
$110.00Aug 21$7.50$10.10$17.60$92.40$127.6016.38%
$97.50Aug 21$14.45$4.33$18.78$78.72$116.2817.48%
$115.00Aug 21$6.60$13.45$20.05$94.95$135.0518.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.93% of stock, avg 8.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$100.00Jul 17$0.40$0.60$1.00$99.00$116.00
$115.00$97.50Jul 17$0.40$0.70$1.10$96.40$116.10
$110.00$100.00Jul 17$0.98$0.60$1.58$98.42$111.58
$110.00$97.50Jul 17$0.98$0.70$1.68$95.82$111.68
$125.00$97.50Aug 21$3.90$4.33$8.23$89.27$133.23
$120.00$97.50Aug 21$3.95$4.33$8.28$89.22$128.28
$125.00$100.00Aug 21$3.90$4.55$8.45$91.55$133.45
$120.00$100.00Aug 21$3.95$4.55$8.50$91.50$128.50
$115.00$97.50Aug 21$6.60$4.33$10.93$86.57$125.93
$115.00$100.00Aug 21$6.60$4.55$11.15$88.85$126.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 32.33, avg credit $3.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 21$4.85$0.1532.33$105.15$119.85
100/105110/115Aug 21$4.25$0.755.67$100.75$114.25
98/100115/120Aug 21$2.87$2.131.35$97.13$117.87
98/100110/115Aug 21$1.12$3.880.29$98.88$111.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 3.35, cheapest $1.15)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Jul 17$2.44$2.561.05
$115.00$120.00$125.00Aug 21$2.60$2.400.92
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 21$1.15$3.853.35

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 $-2.05, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 21-$2.05$7.95
$100.00$105.001:2Jul 17-$1.10$3.90
$115.00$120.001:2Aug 21-$1.30$3.70
$120.00$125.001:2Aug 21-$3.85$1.15
$92.50$100.001:2Jul 17$1.05$6.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$1.20$3.80
$100.00$97.501:2Jul 17-$0.80$1.70
$125.00$115.001:2Jul 17$2.05$7.95
$110.00$100.001:2Jul 17$2.50$7.50
$115.00$110.001:2Jul 17$0.45$4.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.23%, avg 3.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$6.700.492.4%6.23%8.60%6--
$115.00Aug 21$6.100.427.0%5.68%12.69%720--
$120.00Aug 21$3.100.3211.7%2.88%14.55%10335
$125.00Aug 21$2.900.2816.3%2.70%19.02%3519
$110.00Jul 17$0.400.312.4%0.37%2.74%71.8K

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 2,405
Total Puts 556
Put/Call Ratio 0.23
Net Difference 1,849

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,103
Total Puts 6,363
Average Put/Call Ratio 1.86
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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