Tour v528
INSM
INSMED INC
$121.55 +2.71%
$121.75 (+0.16%)🌙
as of 09/24 06:41 PM
◀ 9/24 18:41 ▶

Option Volume

Detail
ℹ
Current (09/24) 629
Calls: 215 (34%)
Puts: 414 (66%)
Prior (09/21) 3,835
Calls: 1,559 (41%)
Puts: 2,276 (59%)
Current vs Prior -83.60%
Calls: -86.21% (Calls)
Puts: -81.81% (Puts)
Prior 7-Day Total 26,466
Calls: 22,135 (84%)
Puts: 4,331 (16%)
Prior 7-Day Average 3,780
Calls: 3,162 (84%)
Puts: 618 (16%)
Current vs Prior 7-Day Avg -83.36%
Calls: -93.20%
Puts: -33.09%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $334.0K
Calls: $154.7K (46%)
Puts: $179.3K (54%)
Prior (09/21) $4.15M
Calls: $1.25M (30%)
Puts: $2.90M (70%)
Current vs Prior -91.94%
Calls: -87.62%
Puts: -93.81%
Prior 7-Day Total $37.27M
Calls: $32.60M (87%)
Puts: $4.66M (13%)
Prior 7-Day Average $5.32M
Calls: $4.66M (87%)
Puts: $665.9K (13%)
Current vs Prior 7-Day Avg -93.73%
Calls: -96.68%
Puts: -73.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 1.93
Prior (09/21) 1.46
Current vs Prior +31.90%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +390.99%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 34,518
Calls: 19,107 (55%)
Puts: 15,411 (45%)
Prior (09/21) 13,149
Calls: 12,720 (97%)
Puts: 429 (3%)
Current vs Prior +162.51%
Prior 7-Day Total 160,177
Calls: 133,424 (83%)
Puts: 26,753 (17%)
Prior 7-Day Average 22,882
Calls: 19,060 (83%)
Puts: 3,821 (17%)
Current vs Prior 7-Day Avg +50.85%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 11.19% | 19.79%
Prior 11.40% | 19.59%
Current vs Prior -1.90% | +1.02%
Prior 7-Day Avg 7.69% | 14.04%
Current vs 7-Day Avg +45.45% | +40.90%
Prior 7-Day Eod 11.40% | 19.59%
Current vs 7-Day Eod -1.90% | +1.02%
Sentiment BULLISH

Relative Spread

Detail
ℹ
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

Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 84% vs prior. Extreme bearish P/C ratio of 1.93 - heavy put buying. P/C ratio rising 32% - increased hedging/bearish positioning.

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. 3 found (avg delta 0.61, highest 0.71)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 167.8010.90$9.3533.2%10.711.0K
$120.00Oct 165.407.30$6.3529.9%200.5666
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 166.607.90$7.2517.9%100.57262

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 141, top 42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 161.902.45$2.1725.3%420.28563
$135.00Oct 161.101.55$1.3333.8%420.18474
$120.00Oct 165.407.30$6.3529.9%200.5666
$140.00Oct 160.151.30$0.73157.5%60.11395
$125.00Oct 163.405.40$4.4045.5%50.4298
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 166.607.90$7.2517.9%100.57262
$105.00Oct 160.051.55$0.80187.5%60.11--
$110.00Oct 160.901.45$1.1846.6%60.1784
$115.00Oct 161.203.80$2.50104.0%20.29--
$100.00Oct 160.000.75$0.38197.4%10.06--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 1.56, avg 4.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Oct 16$1.95$3.05$1.9556%1.56$121.95
$115.00$120.00Oct 16$3.00$2.00$3.0071%0.67$118.00
$130.00$135.00Oct 16$0.84$4.16$0.8428%4.95$130.84
$135.00$140.00Oct 16$0.60$4.40$0.6018%7.33$135.60
$125.00$130.00Oct 16$2.23$2.77$2.2342%1.24$127.23
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Oct 16$0.38$4.62$0.3816%12.16$109.62
$105.00$100.00Oct 16$0.42$4.58$0.4211%10.90$104.58
$115.00$110.00Oct 16$1.32$3.68$1.3229%2.79$113.68
$125.00$115.00Oct 16$4.75$5.25$4.7557%1.11$120.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.81, avg 0.28)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Oct 16$2.23$2.23$2.7758%0.81$127.23
$135.00$140.00Oct 16$0.60$0.60$4.4082%0.14$135.60
$130.00$135.00Oct 16$0.84$0.84$4.1672%0.20$130.84
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$110.00Oct 16$1.32$1.32$3.6871%0.36$113.68
$105.00$100.00Oct 16$0.42$0.42$4.5889%0.09$104.58
$110.00$105.00Oct 16$0.38$0.38$4.6284%0.08$109.62

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 9.58% of stock, avg 9.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Oct 16$4.40$7.25$11.65$113.35$136.659.58%
$115.00Oct 16$9.35$2.50$11.85$103.15$126.859.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.91% of stock, avg 2.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$100.00Oct 16$0.73$0.38$1.11$98.89$141.11
$140.00$105.00Oct 16$0.73$0.80$1.53$103.47$141.53
$135.00$100.00Oct 16$1.33$0.38$1.71$98.29$136.71
$140.00$110.00Oct 16$0.73$1.18$1.91$108.09$141.91
$135.00$105.00Oct 16$1.33$0.80$2.13$102.87$137.13
$135.00$110.00Oct 16$1.33$1.18$2.51$107.49$137.51
$130.00$100.00Oct 16$2.17$0.38$2.55$97.45$132.55
$130.00$105.00Oct 16$2.17$0.80$2.97$102.03$132.97
$130.00$110.00Oct 16$2.17$1.18$3.35$106.65$133.35
$140.00$115.00Oct 16$0.73$2.50$3.23$111.77$143.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.26, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/105135/140Oct 16$1.02$3.9871%0.26$103.98$136.02
110/115135/140Oct 16$1.92$3.0852%0.62$113.08$136.92
100/105130/135Oct 16$1.26$3.7462%0.34$103.74$131.26
110/115130/135Oct 16$2.16$2.8443%0.76$112.84$132.16
105/110135/140Oct 16$0.98$4.0265%0.24$109.02$135.98
105/110130/135Oct 16$1.22$3.7856%0.32$108.78$131.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 19.83, cheapest $0.24)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.24$4.7616%19.83
$115.00$120.00$125.00Oct 16$1.05$3.9529%3.76
$125.00$130.00$135.00Oct 16$1.39$3.6124%2.60
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$0.94$4.0618%4.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.49, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Oct 16-$0.49$4.51
$135.00$140.001:2Oct 16-$0.13$4.87
$120.00$125.001:2Oct 16-$2.45$2.55
$115.00$120.001:2Oct 16-$3.35$1.65
$125.00$130.001:2Oct 16$0.06$4.94
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 16-$0.42$4.58
$125.00$115.001:2Oct 16$2.25$7.75
$115.00$110.001:2Oct 16$0.14$4.86
$105.00$100.001:2Oct 16$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.80%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Oct 16$3.400.422.8%2.80%5.64%598
$130.00Oct 16$1.900.287.0%1.56%8.52%42563
$135.00Oct 16$1.100.1811.1%0.90%11.97%42474
$140.00Oct 16$0.150.1115.2%0.12%15.30%6395

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 215
Total Puts 414
Put/Call Ratio 1.93
Net Difference -199

Prior's Put/Call Breakdown

Total Calls 1,559
Total Puts 2,276
Put/Call Ratio 1.46
Net Difference -717

Prior 7-Day Put/Call Summary

Total Calls 22,135
Total Puts 4,331
Average Put/Call Ratio 0.39
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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