Tour v531
INSM
INSMED INC
$105.23 +1.35%
$106.76 (+1.45%)🌙
as of 10/06 06:29 PM
◀ 10/6 18:29 ▶

Option Volume

Detail
ℹ
Current (10/06) 12,758
Calls: 12,173 (95%)
Puts: 585 (5%)
Prior (10/05) 4,350
Calls: 3,588 (82%)
Puts: 762 (18%)
Current vs Prior +193.29%
Calls: +239.27% (Calls)
Puts: -23.23% (Puts)
Prior 7-Day Total 9,627
Calls: 7,227 (75%)
Puts: 2,400 (25%)
Prior 7-Day Average 1,375
Calls: 1,032 (75%)
Puts: 342 (25%)
Current vs Prior 7-Day Avg +827.66%
Calls: +1079.06%
Puts: +70.63%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $7.42M
Calls: $6.90M (93%)
Puts: $526.4K (7%)
Prior (10/05) $2.28M
Calls: $1.72M (76%)
Puts: $556.7K (24%)
Current vs Prior +225.86%
Calls: +300.69%
Puts: -5.45%
Prior 7-Day Total $4.92M
Calls: $3.49M (71%)
Puts: $1.43M (29%)
Prior 7-Day Average $702.3K
Calls: $498.2K (71%)
Puts: $204.2K (29%)
Current vs Prior 7-Day Avg +956.83%
Calls: +1284.30%
Puts: +157.81%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.05
Prior (10/05) 0.21
Current vs Prior -77.37%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -91.65%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 54,247
Calls: 30,161 (56%)
Puts: 24,086 (44%)
Prior (10/05) 57,666
Calls: 34,941 (61%)
Puts: 22,725 (39%)
Current vs Prior -5.93%
Prior 7-Day Total 165,275
Calls: 123,222 (75%)
Puts: 42,053 (25%)
Prior 7-Day Average 23,610
Calls: 17,603 (75%)
Puts: 6,007 (25%)
Current vs Prior 7-Day Avg +129.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 10.22% | 20.86%10.22% | 20.86%
Prior 10.06% | 19.07%10.06% | 19.07%
Current vs Prior +1.50% | +9.38%+1.50% | +9.38%
Prior 7-Day Avg 10.26% | 19.70%10.26% | 19.70%
Current vs 7-Day Avg -0.45% | +5.91%-0.45% | +5.91%
Prior 7-Day Eod 10.06% | 19.07%10.06% | 19.07%
Current vs 7-Day Eod +1.50% | +9.38%+1.50% | +9.38%
Sentiment BEARISHBEARISH

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

Strong bullish conviction with 93% of dollar volume in calls ($6.90M) vs puts ($526.4K). Massive premium surge with dollar volume up 226% vs prior. Dollar volume significantly above 7-day average (957% higher). Unusually high activity with volume up 193% vs prior - elevated interest.

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 1 of results (avg 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 207.408.10$7.759.0%5.6K0.49461
PUTS (0)
No puts meet the criteria

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 0.67, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 168.8012.50$10.6534.7%1350.8425
$100.00Oct 164.808.50$6.6555.6%20.75--
$100.00Nov 2010.5014.30$12.4030.6%50.67180
$105.00Nov 209.3011.70$10.5022.9%390.5869
$105.00Oct 163.405.00$4.2038.1%390.54275
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 168.9012.50$10.7033.6%50.78178
$110.00Oct 164.608.50$6.5559.5%20.68136
$110.00Nov 2010.3012.60$11.4520.1%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 6.3K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 207.408.10$7.759.0%5.6K0.49461
$120.00Nov 204.305.00$4.6515.1%1470.341.8K
$95.00Oct 168.8012.50$10.6534.7%1350.8425
$115.00Oct 160.502.25$1.38126.8%550.221.2K
$110.00Oct 161.402.40$1.9052.6%520.33341
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 205.106.90$6.0030.0%990.35645
$100.00Oct 160.352.30$1.33146.6%360.2595
$105.00Nov 207.209.40$8.3026.5%160.44108
$90.00Oct 160.000.40$0.20200.0%110.05--
$105.00Oct 162.005.40$3.7091.9%110.47186

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 8.1%, max 15.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Oct 16Nov 2064.9%56.1%15.8%751.6K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Oct 16Nov 2066.3%66.0%0.4%282

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 9.00, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Nov 20$0.50$4.50$0.5039%9.00$115.50
$100.00$105.00Nov 20$1.90$3.10$1.9067%1.63$101.90
$100.00$105.00Oct 16$2.45$2.55$2.4575%1.04$102.45
$110.00$115.00Oct 16$0.52$4.48$0.5233%8.62$110.52
$120.00$125.00Nov 20$1.10$3.90$1.1034%3.55$121.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Oct 16$2.85$2.15$2.8568%0.75$107.15
$100.00$95.00Nov 20$1.40$3.60$1.4035%2.57$98.60
$97.50$95.00Oct 16$0.38$2.12$0.3821%5.58$97.12
$95.00$90.00Nov 20$1.12$3.88$1.1227%3.46$93.88
$105.00$100.00Nov 20$2.30$2.70$2.3044%1.17$102.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.90, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$115.00Nov 20$2.60$2.60$2.4051%1.08$112.60
$115.00$120.00Oct 16$0.88$0.88$4.1278%0.21$115.88
$120.00$125.00Nov 20$1.10$1.10$3.9066%0.28$121.10
$110.00$115.00Oct 16$0.52$0.52$4.4867%0.12$110.52
$115.00$120.00Nov 20$0.50$0.50$4.5061%0.11$115.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$100.00Oct 16$2.37$2.37$2.6353%0.90$102.63
$90.00$85.00Nov 20$1.40$1.40$3.6079%0.39$88.60
$95.00$90.00Oct 16$0.80$0.80$4.2084%0.19$94.20
$105.00$100.00Nov 20$2.30$2.30$2.7056%0.85$102.70
$95.00$90.00Nov 20$1.12$1.12$3.8873%0.29$93.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.41, cheapest $4.60)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 16Nov 20$6.3056.2%61.4%
$110.00Oct 16Nov 20$5.8553.2%61.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 16Nov 20$4.6056.2%61.4%
$110.00Oct 16Nov 20$4.9053.2%61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 7.51% of stock, avg 12.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Oct 16$4.20$3.70$7.90$97.10$112.907.51%
$100.00Oct 16$6.65$1.33$7.98$92.02$107.987.58%
$110.00Oct 16$1.90$6.55$8.45$101.55$118.458.03%
$95.00Oct 16$10.65$1.00$11.65$83.35$106.6511.07%
$115.00Oct 16$1.38$10.70$12.08$102.92$127.0811.48%
$100.00Nov 20$12.40$6.00$18.40$81.60$118.4017.49%
$105.00Nov 20$10.50$8.30$18.80$86.20$123.8017.87%
$110.00Nov 20$7.75$11.45$19.20$90.80$129.2018.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 1.43% of stock, avg 7.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$95.00Oct 16$0.50$1.00$1.50$93.50$121.50
$120.00$97.50Oct 16$0.50$1.38$1.88$95.62$121.88
$120.00$100.00Oct 16$0.50$1.33$1.83$98.17$121.83
$115.00$95.00Oct 16$1.38$1.00$2.38$92.62$117.38
$115.00$100.00Oct 16$1.38$1.33$2.71$97.29$117.71
$115.00$97.50Oct 16$1.38$1.38$2.76$94.74$117.76
$110.00$95.00Oct 16$1.90$1.00$2.90$92.10$112.90
$110.00$100.00Oct 16$1.90$1.33$3.23$96.77$113.23
$110.00$97.50Oct 16$1.90$1.38$3.28$94.22$113.28
$125.00$85.00Nov 20$3.55$2.08$5.63$79.37$130.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.51, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/95115/120Oct 16$1.68$3.3262%0.51$93.32$116.68
85/90120/125Nov 20$2.50$2.5045%1.00$87.50$122.50
90/95120/125Nov 20$2.22$2.7839%0.80$92.78$122.22
95/98115/120Oct 16$1.26$3.7456%0.34$96.24$116.26
95/100120/125Nov 20$2.50$2.5031%1.00$97.50$122.50
90/95110/115Oct 16$1.32$3.6851%0.36$93.68$111.32
95/98110/115Oct 16$0.90$4.1046%0.22$96.60$110.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.15$4.8542%32.33
$105.00$110.00$115.00Nov 20$0.15$4.8519%32.33
$95.00$100.00$105.00Oct 16$1.55$3.4531%2.23
$105.00$110.00$115.00Oct 16$1.78$3.2231%1.81
$110.00$115.00$120.00Nov 20$2.10$2.9015%1.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.48$4.5243%9.42
$90.00$95.00$100.00Nov 20$0.28$4.7214%16.86
$105.00$110.00$115.00Oct 16$1.30$3.7031%2.85
$100.00$105.00$110.00Nov 20$0.85$4.1518%4.88
$95.00$100.00$105.00Nov 20$0.90$4.1016%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.85, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Oct 16-$2.65$2.35
$100.00$105.001:2Oct 16-$1.75$3.25
$110.00$115.001:2Oct 16-$0.86$4.14
$110.00$115.001:2Nov 20-$2.55$2.45
$120.00$125.001:2Nov 20-$2.45$2.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Oct 16-$0.85$4.15
$115.00$110.001:2Oct 16-$2.40$2.60
$90.00$85.001:2Nov 20-$0.68$4.32
$97.50$95.001:2Oct 16-$0.62$1.88
$100.00$97.501:2Oct 16-$1.43$1.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 7.03%, avg 2.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$7.400.494.5%7.03%11.57%5.6K461
$120.00Nov 20$4.300.3414.0%4.09%18.12%1471.8K
$115.00Nov 20$4.000.399.3%3.80%13.09%20369
$125.00Nov 20$1.600.2818.8%1.52%20.31%19278
$110.00Oct 16$1.400.334.5%1.33%5.86%52341
$115.00Oct 16$0.500.229.3%0.48%9.76%551.2K
$120.00Oct 16$0.250.1014.0%0.24%14.27%1181

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 12,173
Total Puts 585
Put/Call Ratio 0.05
Net Difference 11,588

Prior's Put/Call Breakdown

Total Calls 3,588
Total Puts 762
Put/Call Ratio 0.21
Net Difference 2,826

Prior 7-Day Put/Call Summary

Total Calls 7,227
Total Puts 2,400
Average Put/Call Ratio 0.58
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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