Tour v494
INSM
INSMED INC
$131.10 -1.09%
$131.00 (-0.08%)🌙
as of 08/07 06:44 PM
8/7 18:44

Option Volume

Detail
Current (08/07) 8,176
Calls: 6,452 (79%)
Puts: 1,724 (21%)
Prior (08/06) 31,559
Calls: 22,951 (73%)
Puts: 8,608 (27%)
Current vs Prior -74.09%
Calls: -71.89% (Calls)
Puts: -79.97% (Puts)
Prior 7-Day Total 54,390
Calls: 32,745 (60%)
Puts: 21,645 (40%)
Prior 7-Day Average 7,770
Calls: 4,677 (60%)
Puts: 3,092 (40%)
Current vs Prior 7-Day Avg +5.23%
Calls: +37.93%
Puts: -44.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $11.08M
Calls: $9.06M (82%)
Puts: $2.02M (18%)
Prior (08/06) $25.45M
Calls: $22.61M (89%)
Puts: $2.83M (11%)
Current vs Prior -56.48%
Calls: -59.95%
Puts: -28.76%
Prior 7-Day Total $37.99M
Calls: $28.37M (75%)
Puts: $9.63M (25%)
Prior 7-Day Average $5.43M
Calls: $4.05M (75%)
Puts: $1.38M (25%)
Current vs Prior 7-Day Avg +104.08%
Calls: +123.49%
Puts: +46.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.27
Prior (08/06) 0.38
Current vs Prior -28.76%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -75.08%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 61,398
Calls: 39,697 (65%)
Puts: 21,701 (35%)
Prior (08/06) 121,361
Calls: 72,952 (60%)
Puts: 48,409 (40%)
Current vs Prior -49.41%
Prior 7-Day Total 400,010
Calls: 276,636 (69%)
Puts: 123,374 (31%)
Prior 7-Day Average 57,144
Calls: 39,519 (69%)
Puts: 17,624 (31%)
Current vs Prior 7-Day Avg +7.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 7.74% | 12.32%7.74% | 12.32%
Prior 9.20% | 13.77%9.20% | 13.77%
Current vs Prior -15.88% | -10.53%-15.88% | -10.53%
Prior 7-Day Avg 14.73% | 19.09%14.73% | 19.09%
Current vs 7-Day Avg -47.44% | -35.48%-47.44% | -35.48%
Prior 7-Day Eod 9.20% | 13.77%9.20% | 13.77%
Current vs 7-Day Eod -15.88% | -10.53%-15.88% | -10.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.30% | 27.23%
Calls: 29.06% | 29.59%
Puts: 23.53% | 24.88%
Prior 26.30% | 27.23%
Calls: 29.06% | 29.59%
Puts: 23.53% | 24.88%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.07% | 17.61%
Calls: 25.12% | 14.47%
Puts: 25.02% | 20.74%
Current vs 7-Day Avg +4.89% | +54.64%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($9.06M) vs puts ($2.02M). Light premium activity with dollar volume down 56% vs prior. Dollar volume significantly above 7-day average (104% higher). Below-average activity with volume down 74% vs prior.

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 BULLISH
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 -- 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. 17 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2124.3028.00$26.1514.1%111.001.1K
$110.00Aug 2119.9023.00$21.4514.5%161.002.7K
$115.00Aug 2114.9018.30$16.6020.5%10.983.0K
$110.00Sep 1820.3024.00$22.1516.7%90.90--
$120.00Aug 2110.5013.70$12.1026.4%50.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2117.4021.10$19.2519.2%180.9287
$145.00Aug 2112.6016.10$14.3524.4%20.89--
$150.00Sep 1818.5021.80$20.1516.4%20.85--
$140.00Aug 218.2011.40$9.8032.7%10.83--
$140.00Sep 1810.4014.20$12.3030.9%30.678

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 1.3K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 211.253.80$2.53100.8%1860.352.1K
$130.00Sep 185.709.60$7.6551.0%1730.55498
$140.00Aug 210.001.55$0.78198.7%1470.161.4K
$130.00Aug 213.105.00$4.0546.9%610.536.4K
$145.00Aug 210.400.70$0.5554.5%470.11145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.352.05$1.20141.7%2290.24471
$130.00Aug 212.254.90$3.5874.0%850.47124
$115.00Sep 180.203.20$1.70176.5%640.167
$120.00Aug 210.001.90$0.95200.0%420.161.6K
$120.00Sep 181.503.40$2.4577.6%360.231.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 16.9%, max 31.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Aug 21Sep 1848.5%36.9%31.6%15633
$110.00Aug 21Sep 1852.4%42.5%23.4%252.7K
$135.00Aug 21Sep 1843.4%37.6%15.4%2233.1K
$120.00Aug 21Sep 1843.7%38.4%13.9%9151
$115.00Aug 21Sep 1844.2%41.8%5.8%33.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Aug 21Sep 1848.5%36.9%31.6%2087
$110.00Aug 21Sep 1852.4%42.5%23.4%282.2K
$120.00Aug 21Sep 1843.7%38.4%13.9%782.8K
$115.00Aug 21Sep 1844.2%41.8%5.8%86117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 32.33, avg 6.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Aug 21$0.15$4.85$0.1532.33$145.15
$150.00$155.00Aug 21$0.22$4.78$0.2221.73$150.22
$140.00$145.00Aug 21$0.23$4.77$0.2320.74$140.23
$140.00$145.00Sep 18$0.85$4.15$0.854.88$140.85
$145.00$150.00Sep 18$1.35$3.65$1.352.70$146.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 21$0.25$4.75$0.2519.00$124.75
$120.00$115.00Aug 21$0.60$4.40$0.607.33$119.40
$115.00$110.00Sep 18$0.75$4.25$0.755.67$114.25
$120.00$115.00Sep 18$0.75$4.25$0.755.67$119.25
$125.00$120.00Sep 18$1.75$3.25$1.751.86$123.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 32.33, avg 3.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$115.00Aug 21$4.85$4.85$0.1532.33$114.85
$105.00$110.00Aug 21$4.70$4.70$0.3015.67$109.70
$115.00$120.00Aug 21$4.50$4.50$0.509.00$119.50
$115.00$120.00Sep 18$4.20$4.20$0.805.25$119.20
$120.00$125.00Aug 21$4.05$4.05$0.954.26$124.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$140.00Aug 21$4.55$4.55$0.4510.11$140.45
$150.00$140.00Sep 18$7.85$7.85$2.153.65$142.15
$140.00$135.00Aug 21$3.70$3.70$1.302.85$136.30
$140.00$130.00Sep 18$6.10$6.10$3.901.56$133.90
$135.00$130.00Aug 21$2.52$2.52$2.481.02$132.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $1.92, cheapest $0.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Sep 18$0.7052.4%42.5%
$150.00Aug 21Sep 18$0.8348.5%36.9%
$115.00Aug 21Sep 18$1.5044.2%41.8%
$120.00Aug 21Sep 18$1.8043.7%38.4%
$145.00Aug 21Sep 18$2.0342.9%41.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Sep 18$0.7052.4%42.5%
$150.00Aug 21Sep 18$0.9048.5%36.9%
$115.00Aug 21Sep 18$1.3544.2%41.8%
$120.00Aug 21Sep 18$1.5043.7%38.4%
$140.00Aug 21Sep 18$2.5036.3%38.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 5.82% of stock, avg 12.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$4.05$3.58$7.63$122.37$137.635.82%
$135.00Aug 21$2.53$6.10$8.63$126.37$143.636.58%
$125.00Aug 21$8.05$1.20$9.25$115.75$134.257.06%
$140.00Aug 21$0.78$9.80$10.58$129.42$150.588.07%
$120.00Aug 21$12.10$0.95$13.05$106.95$133.059.95%
$130.00Sep 18$7.65$6.20$13.85$116.15$143.8510.56%
$145.00Aug 21$0.55$14.35$14.90$130.10$159.9011.37%
$125.00Sep 18$10.70$4.20$14.90$110.10$139.9011.37%
$140.00Sep 18$3.43$12.30$15.73$124.27$155.7312.00%
$120.00Sep 18$13.90$2.45$16.35$103.65$136.3512.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 0.57% of stock, avg 3.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$115.00Aug 21$0.40$0.35$0.75$114.25$150.75
$145.00$115.00Aug 21$0.55$0.35$0.90$114.10$145.90
$140.00$115.00Aug 21$0.78$0.35$1.13$113.87$141.13
$150.00$120.00Aug 21$0.40$0.95$1.35$118.65$151.35
$145.00$120.00Aug 21$0.55$0.95$1.50$118.50$146.50
$150.00$125.00Aug 21$0.40$1.20$1.60$123.40$151.60
$140.00$120.00Aug 21$0.78$0.95$1.73$118.27$141.73
$145.00$125.00Aug 21$0.55$1.20$1.75$123.25$146.75
$140.00$125.00Aug 21$0.78$1.20$1.98$123.02$141.98
$150.00$110.00Sep 18$1.23$0.95$2.18$107.82$152.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 20.74, avg credit $2.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/145150/155Aug 21$4.77$0.2320.74$140.23$154.77
115/120125/130Aug 21$4.60$0.4011.50$115.40$129.60
120/125130/135Sep 18$4.50$0.509.00$120.50$134.50
125/130135/140Aug 21$4.13$0.874.75$125.87$139.13
110/115120/125Sep 18$3.95$1.053.76$111.05$123.95
135/140150/155Aug 21$3.92$1.083.63$136.08$153.92
135/140145/150Aug 21$3.85$1.153.35$136.15$148.85
110/115125/130Sep 18$3.80$1.203.17$111.20$128.80
115/120125/130Sep 18$3.80$1.203.17$116.20$128.80
130/140145/150Sep 18$7.45$2.552.92$132.55$152.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Aug 21$0.08$4.9261.50
$120.00$125.00$130.00Sep 18$0.15$4.8532.33
$125.00$130.00$135.00Sep 18$0.30$4.7015.67
$110.00$115.00$120.00Aug 21$0.35$4.6513.29
$115.00$120.00$125.00Aug 21$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.14$4.8634.71
$105.00$110.00$115.00Aug 21$0.15$4.8532.33
$120.00$125.00$130.00Sep 18$0.25$4.7519.00
$140.00$145.00$150.00Aug 21$0.35$4.6513.29
$110.00$115.00$120.00Aug 21$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.10, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$0.05$4.95
$145.00$150.001:2Aug 21-$0.25$4.75
$140.00$145.001:2Aug 21-$0.32$4.68
$130.00$135.001:2Aug 21-$1.01$3.99
$140.00$145.001:2Sep 18-$1.73$3.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Sep 18-$0.10$9.90
$150.00$140.001:2Sep 18-$4.45$5.55
$115.00$110.001:2Aug 21-$0.15$4.85
$115.00$110.001:2Sep 18-$0.20$4.80
$110.00$105.001:2Aug 21-$0.35$4.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.97%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$3.900.433.0%2.97%5.95%371.1K
$140.00Sep 18$2.350.336.8%1.79%8.58%2213
$135.00Aug 21$1.250.353.0%0.95%3.93%1862.1K
$145.00Sep 18$1.150.2510.6%0.88%11.48%10--
$145.00Aug 21$0.400.1110.6%0.31%10.91%47145
$150.00Sep 18$0.350.1514.4%0.27%14.68%13412

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 6,452
Total Puts 1,724
Put/Call Ratio 0.27
Net Difference 4,728

Prior's Put/Call Breakdown

Total Calls 22,951
Total Puts 8,608
Put/Call Ratio 0.38
Net Difference 14,343

Prior 7-Day Put/Call Summary

Total Calls 32,745
Total Puts 21,645
Average Put/Call Ratio 1.07
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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