Tour v504
INSM
INSMED INC
$132.57 -1.62%
$132.00 (-0.43%)🌙
as of 08/11 06:47 PM
8/11 18:47

Option Volume

Detail
Current (08/11) 2,101
Calls: 1,150 (55%)
Puts: 951 (45%)
Prior (08/10) 2,985
Calls: 1,457 (49%)
Puts: 1,528 (51%)
Current vs Prior -29.61%
Calls: -21.07% (Calls)
Puts: -37.76% (Puts)
Prior 7-Day Total 59,404
Calls: 37,515 (63%)
Puts: 21,889 (37%)
Prior 7-Day Average 8,486
Calls: 5,359 (63%)
Puts: 3,127 (37%)
Current vs Prior 7-Day Avg -75.24%
Calls: -78.54%
Puts: -69.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $1.57M
Calls: $1.19M (76%)
Puts: $377.8K (24%)
Prior (08/10) $1.45M
Calls: $1.09M (75%)
Puts: $367.3K (25%)
Current vs Prior +8.14%
Calls: +9.93%
Puts: +2.85%
Prior 7-Day Total $46.72M
Calls: $37.03M (79%)
Puts: $9.70M (21%)
Prior 7-Day Average $6.67M
Calls: $5.29M (79%)
Puts: $1.39M (21%)
Current vs Prior 7-Day Avg -76.45%
Calls: -77.43%
Puts: -72.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.83
Prior (08/10) 1.05
Current vs Prior -21.15%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -23.44%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/11) 42,001
Calls: 29,571 (70%)
Puts: 12,430 (30%)
Prior (08/10) 36,594
Calls: 24,477 (67%)
Puts: 12,117 (33%)
Current vs Prior +14.78%
Prior 7-Day Total 455,205
Calls: 303,887 (67%)
Puts: 151,318 (33%)
Prior 7-Day Average 65,029
Calls: 43,412 (67%)
Puts: 21,616 (33%)
Current vs Prior 7-Day Avg -35.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 7.47% | 11.43%7.47% | 11.43%
Prior 8.13% | 11.76%8.13% | 11.76%
Current vs Prior -8.10% | -2.84%-8.10% | -2.84%
Prior 7-Day Avg 12.41% | 16.45%12.41% | 16.45%
Current vs 7-Day Avg -39.82% | -30.53%-39.82% | -30.53%
Prior 7-Day Eod 8.13% | 11.76%8.13% | 11.76%
Current vs 7-Day Eod -8.10% | -2.84%-8.10% | -2.84%
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 24.51% | 20.32%
Calls: 25.58% | 19.29%
Puts: 23.44% | 21.36%
Current vs 7-Day Avg +7.30% | +33.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($1.19M) vs puts ($377.8K). P/C ratio dropping 21% - sentiment shifting bullish. Call-heavy open interest (29,571 calls vs 12,430 puts) suggests bullish positioning.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 12 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2116.3018.70$17.5013.7%1221.003.0K
$120.00Aug 2111.4013.90$12.6519.8%21.00--
$110.00Aug 2121.3024.50$22.9014.0%800.972.7K
$110.00Sep 1821.9024.60$23.2511.6%20.93--
$125.00Aug 217.009.50$8.2530.3%50.88535
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 214.306.80$5.5545.0%3470.6291
$135.00Sep 186.209.00$7.6036.8%330.5423

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.2K, top 347)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 210.903.90$2.40125.0%2200.382.2K
$115.00Aug 2116.3018.70$17.5013.7%1221.003.0K
$110.00Aug 2121.3024.50$22.9014.0%800.972.7K
$135.00Sep 183.706.70$5.2057.7%330.451.1K
$140.00Aug 210.052.80$1.42193.7%200.241.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 214.306.80$5.5545.0%3470.6291
$130.00Aug 211.803.80$2.8071.4%680.411.2K
$115.00Aug 210.000.25$0.13192.3%600.03108
$115.00Sep 180.002.45$1.23199.2%410.1366
$135.00Sep 186.209.00$7.6036.8%330.5423

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 19.1%, max 31.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Aug 21Sep 1849.0%37.4%31.0%252.1K
$130.00Aug 21Sep 1841.8%35.2%18.5%247.1K
$135.00Aug 21Sep 1843.4%38.2%13.7%2533.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Aug 21Sep 1841.8%35.2%18.5%761.7K
$135.00Aug 21Sep 1843.4%38.2%13.7%380114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 1.56, avg 6.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$135.00Aug 21$1.95$3.05$1.9560%1.56$131.95
$140.00$145.00Sep 18$0.98$4.02$0.9834%4.10$140.98
$135.00$140.00Aug 21$0.98$4.02$0.9838%4.10$135.98
$130.00$135.00Sep 18$2.35$2.65$2.3558%1.13$132.35
$125.00$130.00Sep 18$3.15$1.85$3.1571%0.59$128.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Aug 21$0.12$4.88$0.127%40.67$119.88
$120.00$115.00Sep 18$0.82$4.18$0.8220%5.10$119.18
$125.00$120.00Aug 21$0.50$4.50$0.5018%9.00$124.50
$135.00$130.00Aug 21$2.75$2.25$2.7562%0.82$132.25
$135.00$130.00Sep 18$2.65$2.35$2.6554%0.89$132.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.69, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$140.00Sep 18$1.87$1.87$3.1355%0.60$136.87
$145.00$150.00Aug 21$0.35$0.35$4.6586%0.08$145.35
$140.00$145.00Aug 21$0.64$0.64$4.3676%0.15$140.64
$135.00$140.00Aug 21$0.98$0.98$4.0262%0.24$135.98
$140.00$145.00Sep 18$0.98$0.98$4.0266%0.24$140.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Aug 21$2.05$2.05$2.9559%0.69$127.95
$130.00$120.00Sep 18$2.90$2.90$7.1058%0.41$127.10
$125.00$120.00Aug 21$0.50$0.50$4.5082%0.11$124.50
$120.00$115.00Sep 18$0.82$0.82$4.1880%0.20$119.18
$120.00$115.00Aug 21$0.12$0.12$4.8893%0.02$119.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.55, cheapest $2.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 18$3.2041.8%35.2%
$135.00Aug 21Sep 18$2.8043.4%38.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 18$2.1541.8%35.2%
$135.00Aug 21Sep 18$2.0543.4%38.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 5.39% of stock, avg 8.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$4.35$2.80$7.15$122.85$137.155.39%
$135.00Aug 21$2.40$5.55$7.95$127.05$142.956.00%
$125.00Aug 21$8.25$0.75$9.00$116.00$134.006.79%
$130.00Sep 18$7.55$4.95$12.50$117.50$142.509.43%
$135.00Sep 18$5.20$7.60$12.80$122.20$147.809.66%
$120.00Aug 21$12.65$0.25$12.90$107.10$132.909.73%
$120.00Sep 18$14.55$2.05$16.60$103.40$136.6012.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.51% of stock, avg 2.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$120.00Aug 21$0.43$0.25$0.68$119.32$150.68
$150.00$110.00Aug 21$0.43$0.40$0.83$109.17$150.83
$155.00$120.00Aug 21$0.68$0.25$0.93$119.07$155.93
$145.00$120.00Aug 21$0.78$0.25$1.03$118.97$146.03
$155.00$110.00Aug 21$0.68$0.40$1.08$108.92$156.08
$145.00$110.00Aug 21$0.78$0.40$1.18$108.82$146.18
$150.00$125.00Aug 21$0.43$0.75$1.18$123.82$151.18
$155.00$125.00Aug 21$0.68$0.75$1.43$123.57$156.43
$145.00$125.00Aug 21$0.78$0.75$1.53$123.47$146.53
$140.00$120.00Aug 21$1.42$0.25$1.67$118.33$141.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.10, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/120145/150Aug 21$0.47$4.5380%0.10$119.53$145.47
120/125145/150Aug 21$0.85$4.1569%0.20$124.15$145.85
115/120140/145Aug 21$0.76$4.2470%0.18$119.24$140.76
115/120140/145Sep 18$1.80$3.2046%0.56$118.20$141.80
120/125140/145Aug 21$1.14$3.8659%0.30$123.86$141.14

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 9.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$0.50$4.5040%9.00
$135.00$140.00$145.00Aug 21$0.34$4.6624%13.71
$115.00$120.00$125.00Sep 18$0.20$4.8017%24.00
$130.00$135.00$140.00Sep 18$0.48$4.5224%9.42
$140.00$145.00$150.00Aug 21$0.29$4.7116%16.24
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Aug 21$0.70$4.3044%6.14
$115.00$120.00$125.00Aug 21$0.38$4.6214%12.16
$110.00$115.00$120.00Aug 21$0.39$4.611%11.82
$120.00$125.00$130.00Aug 21$1.55$3.4534%2.23

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 $-0.45, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$0.45$4.55
$130.00$135.001:2Aug 21-$0.45$4.55
$120.00$125.001:2Aug 21-$3.85$1.15
$135.00$140.001:2Aug 21-$0.44$4.56
$140.00$145.001:2Aug 21-$0.14$4.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21-$0.05$4.95
$120.00$115.001:2Sep 18-$0.41$4.59
$120.00$115.001:2Aug 21-$0.01$4.99
$135.00$130.001:2Sep 18-$2.30$2.70
$115.00$110.001:2Aug 21-$0.67$4.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.79%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$3.700.451.8%2.79%4.62%331.1K
$140.00Sep 18$1.750.345.6%1.32%6.92%5644
$145.00Sep 18$0.800.259.4%0.60%9.98%8220
$135.00Aug 21$0.900.381.8%0.68%2.51%2202.2K
$150.00Aug 21$0.100.0813.2%0.08%13.22%3--

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 1,150
Total Puts 951
Put/Call Ratio 0.83
Net Difference 199

Prior's Put/Call Breakdown

Total Calls 1,457
Total Puts 1,528
Put/Call Ratio 1.05
Net Difference -71

Prior 7-Day Put/Call Summary

Total Calls 37,515
Total Puts 21,889
Average Put/Call Ratio 1.08
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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