Tour v526
INSM
INSMED INC
$125.77 +0.55%
$126.15 (+0.30%)🌙
as of 08/21 06:40 PM
8/21 18:40

Option Volume

Detail
Current (08/21) 2,643
Calls: 1,517 (57%)
Puts: 1,126 (43%)
Prior (08/20) 5,295
Calls: 5,094 (96%)
Puts: 201 (4%)
Current vs Prior -50.08%
Calls: -70.22% (Calls)
Puts: +460.20% (Puts)
Prior 7-Day Total 13,737
Calls: 10,565 (77%)
Puts: 3,172 (23%)
Prior 7-Day Average 1,962
Calls: 1,509 (77%)
Puts: 453 (23%)
Current vs Prior 7-Day Avg +34.68%
Calls: +0.51%
Puts: +148.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.15M
Calls: $703.6K (61%)
Puts: $442.6K (39%)
Prior (08/20) $5.61M
Calls: $5.47M (98%)
Puts: $137.5K (2%)
Current vs Prior -79.55%
Calls: -87.13%
Puts: +221.80%
Prior 7-Day Total $9.44M
Calls: $8.32M (88%)
Puts: $1.12M (12%)
Prior 7-Day Average $1.35M
Calls: $1.19M (88%)
Puts: $160.7K (12%)
Current vs Prior 7-Day Avg -15.04%
Calls: -40.79%
Puts: +175.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.74
Prior (08/20) 0.04
Current vs Prior +1781.12%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +39.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 23,758
Calls: 14,976 (63%)
Puts: 8,782 (37%)
Prior (08/20) 49,617
Calls: 41,808 (84%)
Puts: 7,809 (16%)
Current vs Prior -52.12%
Prior 7-Day Total 255,646
Calls: 195,998 (77%)
Puts: 59,648 (23%)
Prior 7-Day Average 36,520
Calls: 27,999 (77%)
Puts: 8,521 (23%)
Current vs Prior 7-Day Avg -34.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.65% | 10.30%4.65% | 10.30%
Prior 6.08% | 10.31%6.08% | 10.31%
Current vs Prior +69.46% | +32.22%-23.45% | -0.16%
Prior 7-Day Avg 5.94% | 11.16%5.94% | 11.16%
Current vs 7-Day Avg +73.44% | +22.20%-21.65% | -7.72%
Prior 7-Day Eod 6.08% | 10.31%6.08% | 10.31%
Current vs 7-Day Eod +69.46% | +32.22%-23.45% | -0.16%
Sentiment BEARISHBULLISH

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 26.30% | 27.23%
Calls: 29.06% | 29.59%
Puts: 23.53% | 24.88%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($703.6K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 50% vs prior. P/C ratio rising 1781% - increased hedging/bearish 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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 8 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 214.206.50$5.3543.0%261.00403
$105.00Aug 2119.3022.90$21.1017.1%20.89--
$110.00Aug 2114.0017.90$15.9524.5%190.882.6K
$115.00Aug 219.1012.90$11.0034.5%170.841.9K
$125.00Aug 210.002.90$1.45200.0%4150.72463
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 213.005.80$4.4063.6%200.971.3K
$130.00Sep 185.609.00$7.3046.6%40.59--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 2.1K, top 537)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.002.90$1.45200.0%4150.72463
$125.00Sep 183.607.70$5.6572.6%4080.5899
$135.00Sep 180.752.30$1.53101.3%1390.251.6K
$120.00Aug 214.206.50$5.3543.0%261.00403
$130.00Sep 183.204.60$3.9035.9%250.431.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 182.204.90$3.5576.1%5370.431.3K
$120.00Sep 181.602.50$2.0543.9%3290.271.6K
$115.00Sep 180.002.30$1.15200.0%450.16215
$125.00Aug 210.000.60$0.30200.0%270.34465
$130.00Aug 213.005.80$4.4063.6%200.971.3K

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 1320.8%, max 3278.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 21Sep 18138.6%31.3%342.2%823562
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Aug 21Sep 181258.2%37.2%3278.1%46215
$125.00Aug 21Sep 18138.6%31.3%342.2%5641.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 1.86, avg 5.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Sep 18$1.75$3.25$1.7558%1.86$126.75
$135.00$140.00Sep 18$0.80$4.20$0.8025%5.25$135.80
$145.00$150.00Sep 18$0.55$4.45$0.5513%8.09$145.55
$125.00$130.00Aug 21$1.42$3.58$1.4272%2.52$126.42
$130.00$135.00Sep 18$2.37$2.63$2.3743%1.11$132.37
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Sep 18$1.50$3.50$1.5043%2.33$123.50
$120.00$115.00Sep 18$0.90$4.10$0.9027%4.56$119.10
$125.00$120.00Aug 21$0.27$4.73$0.2734%17.52$124.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.90, avg 0.32)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$135.00Sep 18$2.37$2.37$2.6357%0.90$132.37
$145.00$150.00Sep 18$0.55$0.55$4.4587%0.12$145.55
$135.00$140.00Sep 18$0.80$0.80$4.2075%0.19$135.80
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Aug 21$0.27$0.27$4.7366%0.06$124.73
$120.00$115.00Sep 18$0.90$0.90$4.1073%0.22$119.10
$125.00$120.00Sep 18$1.50$1.50$3.5057%0.43$123.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $3.25, cheapest $3.25)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Sep 18$3.25138.6%31.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.39% of stock, avg 5.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$1.45$0.30$1.75$123.25$126.751.39%
$130.00Aug 21$0.03$4.40$4.43$125.57$134.433.52%
$120.00Aug 21$5.35$0.03$5.38$114.62$125.384.28%
$125.00Sep 18$5.65$3.55$9.20$115.80$134.207.31%
$130.00Sep 18$3.90$7.30$11.20$118.80$141.208.91%
$115.00Aug 21$11.00$1.10$12.10$102.90$127.109.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 1.18% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$115.00Sep 18$0.33$1.15$1.48$113.52$151.48
$150.00$125.00Aug 21$1.08$0.30$1.38$123.62$151.38
$140.00$115.00Sep 18$0.73$1.15$1.88$113.12$141.88
$145.00$115.00Sep 18$0.88$1.15$2.03$112.97$147.03
$150.00$105.00Aug 21$1.08$1.08$2.16$102.84$152.16
$150.00$115.00Aug 21$1.08$1.10$2.18$112.82$152.18
$135.00$115.00Sep 18$1.53$1.15$2.68$112.32$137.68
$150.00$120.00Sep 18$0.33$2.05$2.38$117.62$152.38
$140.00$120.00Sep 18$0.73$2.05$2.78$117.22$142.78
$145.00$120.00Sep 18$0.88$2.05$2.93$117.07$147.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.41, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/120145/150Sep 18$1.45$3.5560%0.41$118.55$146.45
115/120135/140Sep 18$1.70$3.3048%0.52$118.30$136.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 1.02, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$2.48$2.5297%1.02
$105.00$110.00$115.00Aug 21$0.20$4.805%24.00
$135.00$140.00$145.00Sep 18$0.95$4.0512%4.26
$130.00$135.00$140.00Sep 18$1.57$3.4329%2.18
$115.00$120.00$125.00Aug 21$1.75$3.2511%1.86
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$3.83$1.1795%0.31
$115.00$120.00$125.00Sep 18$0.60$4.4027%7.33
$115.00$120.00$125.00Aug 21$1.34$3.6617%2.73
$120.00$125.00$130.00Sep 18$2.25$2.7532%1.22

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 $-0.55, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Sep 18-$2.15$2.85
$130.00$150.001:2Aug 21-$2.13$17.87
$140.00$145.001:2Sep 18-$1.03$3.97
$115.00$120.001:2Aug 21$0.30$4.70
$120.00$125.001:2Aug 21$2.45$2.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Sep 18-$0.55$4.45
$120.00$115.001:2Sep 18-$0.25$4.75
$115.00$105.001:2Aug 21-$1.06$8.94
$120.00$115.001:2Aug 21-$2.17$2.83
$130.00$125.001:2Sep 18$0.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.54%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Sep 18$3.200.433.4%2.54%5.91%251.4K
$135.00Sep 18$0.750.257.3%0.60%7.94%1391.6K

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 1,517
Total Puts 1,126
Put/Call Ratio 0.74
Net Difference 391

Prior's Put/Call Breakdown

Total Calls 5,094
Total Puts 201
Put/Call Ratio 0.04
Net Difference 4,893

Prior 7-Day Put/Call Summary

Total Calls 10,565
Total Puts 3,172
Average Put/Call Ratio 0.53
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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