Tour v531
INSM
INSMED INC
$101.74 -3.32%
$102.20 (+0.45%)🌙
as of 10/07 06:27 PM
◀ 10/7 18:27

Option Volume

Detail
ℹ
Current (10/07) 3,233
Calls: 2,855 (88%)
Puts: 378 (12%)
Prior (10/06) 12,758
Calls: 12,173 (95%)
Puts: 585 (5%)
Current vs Prior -74.66%
Calls: -76.55% (Calls)
Puts: -35.38% (Puts)
Prior 7-Day Total 21,855
Calls: 19,222 (88%)
Puts: 2,633 (12%)
Prior 7-Day Average 3,122
Calls: 2,746 (88%)
Puts: 376 (12%)
Current vs Prior 7-Day Avg +3.55%
Calls: +3.97%
Puts: +0.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.15M
Calls: $930.2K (81%)
Puts: $223.1K (19%)
Prior (10/06) $7.42M
Calls: $6.90M (93%)
Puts: $526.4K (7%)
Current vs Prior -84.46%
Calls: -86.51%
Puts: -57.61%
Prior 7-Day Total $11.99M
Calls: $10.18M (85%)
Puts: $1.81M (15%)
Prior 7-Day Average $1.71M
Calls: $1.45M (85%)
Puts: $258.6K (15%)
Current vs Prior 7-Day Avg -32.67%
Calls: -36.04%
Puts: -13.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.13
Prior (10/06) 0.05
Current vs Prior +175.50%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -55.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 49,459
Calls: 30,143 (61%)
Puts: 19,316 (39%)
Prior (10/06) 54,247
Calls: 30,161 (56%)
Puts: 24,086 (44%)
Current vs Prior -8.83%
Prior 7-Day Total 204,021
Calls: 142,251 (70%)
Puts: 61,770 (30%)
Prior 7-Day Average 29,145
Calls: 20,321 (70%)
Puts: 8,824 (30%)
Current vs Prior 7-Day Avg +69.69%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 9.58% | 20.35%9.58% | 20.35%
Prior 10.22% | 20.86%10.22% | 20.86%
Current vs Prior -6.19% | -2.46%-6.19% | -2.46%
Prior 7-Day Avg 10.21% | 19.89%10.21% | 19.89%
Current vs 7-Day Avg -6.10% | +2.31%-6.10% | +2.31%
Prior 7-Day Eod 10.22% | 20.86%10.22% | 20.86%
Current vs 7-Day Eod -6.19% | -2.46%-6.19% | -2.46%
Sentiment BULLISHBULLISH

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 81% of dollar volume in calls ($930.2K) vs puts ($223.1K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (2,855 calls vs 378 puts).

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 10.0%, best 10.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 205.706.30$6.0010.0%800.425.9K
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. 6 found (avg delta 0.68, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 163.106.30$4.7068.1%20.6529
$97.50Nov 2010.3013.40$11.8526.2%10.63--
$100.00Nov 208.2012.20$10.2039.2%200.59182
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 1611.5015.30$13.4028.4%10.89177
$110.00Oct 167.109.80$8.4532.0%20.81136
$105.00Nov 208.5012.50$10.5038.1%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 2.8K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 203.103.70$3.4017.6%1.1K0.271.9K
$125.00Oct 160.001.70$0.85200.0%1.0K0.121.1K
$130.00Nov 201.753.10$2.4255.8%2550.208.4K
$110.00Nov 205.706.30$6.0010.0%800.425.9K
$105.00Oct 161.503.60$2.5582.4%390.42299
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 207.007.80$7.4010.8%2080.42730
$85.00Nov 201.252.75$2.0075.0%310.1650
$100.00Oct 160.953.00$1.98103.5%100.36104
$95.00Oct 160.501.90$1.20116.7%90.2026
$90.00Nov 203.004.90$3.9548.1%70.25--

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 7.8%, max 8.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Oct 16Nov 2068.3%63.2%8.2%301.6K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Oct 16Nov 2062.9%58.5%7.5%11109

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 1.33, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$105.00Oct 16$2.15$2.85$2.1565%1.33$102.15
$105.00$110.00Nov 20$1.85$3.15$1.8550%1.70$106.85
$115.00$120.00Nov 20$1.05$3.95$1.0534%3.76$116.05
$100.00$105.00Nov 20$2.35$2.65$2.3559%1.13$102.35
$105.00$115.00Oct 16$1.70$8.30$1.7042%4.88$106.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$90.00Nov 20$0.90$4.10$0.9032%4.56$94.10
$100.00$95.00Oct 16$0.78$4.22$0.7836%5.41$99.22
$110.00$100.00Oct 16$6.47$3.53$6.4781%0.55$103.53
$85.00$80.00Nov 20$0.90$4.10$0.9016%4.56$84.10
$100.00$95.00Nov 20$2.55$2.45$2.5542%0.96$97.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.64, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$125.00Nov 20$1.07$1.07$3.9373%0.27$121.07
$110.00$115.00Nov 20$1.55$1.55$3.4558%0.45$111.55
$105.00$115.00Oct 16$1.70$1.70$8.3058%0.20$106.70
$115.00$120.00Nov 20$1.05$1.05$3.9566%0.27$116.05
$105.00$110.00Nov 20$1.85$1.85$3.1550%0.59$106.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$85.00Nov 20$1.95$1.95$3.0575%0.64$88.05
$100.00$95.00Nov 20$2.55$2.55$2.4558%1.04$97.45
$85.00$80.00Nov 20$0.90$0.90$4.1084%0.22$84.10
$100.00$95.00Oct 16$0.78$0.78$4.2264%0.18$99.22
$95.00$90.00Nov 20$0.90$0.90$4.1068%0.22$94.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $5.41, cheapest $5.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 16Nov 20$5.3055.8%63.8%
$100.00Oct 16Nov 20$5.5049.1%60.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Oct 16Nov 20$5.4249.1%60.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 6.57% of stock, avg 13.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Oct 16$4.70$1.98$6.68$93.32$106.686.57%
$100.00Nov 20$10.20$7.40$17.60$82.40$117.6017.30%
$105.00Nov 20$7.85$10.50$18.35$86.65$123.3518.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 31 found (cheapest 2.01% of stock, avg 6.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$95.00Oct 16$0.85$1.20$2.05$92.95$117.05
$125.00$95.00Oct 16$0.85$1.20$2.05$92.95$127.05
$115.00$100.00Oct 16$0.85$1.98$2.83$97.17$117.83
$125.00$100.00Oct 16$0.85$1.98$2.83$97.17$127.83
$125.00$80.00Nov 20$2.33$1.10$3.43$76.57$128.43
$130.00$80.00Nov 20$2.42$1.10$3.52$76.48$133.52
$125.00$85.00Nov 20$2.33$2.00$4.33$80.67$129.33
$130.00$85.00Nov 20$2.42$2.00$4.42$80.58$134.42
$105.00$95.00Oct 16$2.55$1.20$3.75$91.25$108.75
$105.00$100.00Oct 16$2.55$1.98$4.53$95.47$109.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.53, avg credit $2.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/90120/125Nov 20$3.02$1.9847%1.53$86.98$123.02
85/90115/120Nov 20$3.00$2.0041%1.50$87.00$118.00
80/85120/125Nov 20$1.97$3.0356%0.65$83.03$121.97
80/85115/120Nov 20$1.95$3.0550%0.64$83.05$116.95
90/95120/125Nov 20$1.97$3.0340%0.65$93.03$121.97
90/95115/120Nov 20$1.95$3.0534%0.64$93.05$116.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 15.67, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Nov 20$0.30$4.7016%15.67
$105.00$115.00$125.00Oct 16$1.70$8.3030%4.88
$100.00$105.00$110.00Nov 20$0.50$4.5017%9.00
$110.00$115.00$120.00Nov 20$0.50$4.5014%9.00
$120.00$125.00$130.00Nov 20$1.16$3.848%3.31
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Nov 20$0.55$4.4518%8.09
$80.00$85.00$90.00Nov 20$1.05$3.9515%3.76
$90.00$95.00$100.00Nov 20$1.65$3.3517%2.03

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 $-0.40, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Oct 16-$0.40$4.60
$115.00$125.001:2Oct 16-$0.85$9.15
$120.00$125.001:2Nov 20-$1.26$3.74
$115.00$120.001:2Nov 20-$2.35$2.65
$110.00$115.001:2Nov 20-$2.90$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Oct 16-$3.50$1.50
$90.00$85.001:2Nov 20-$0.05$4.95
$100.00$95.001:2Oct 16-$0.42$4.58
$85.00$80.001:2Nov 20-$0.20$4.80
$100.00$95.001:2Nov 20-$2.30$2.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 5.60%, avg 3.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$5.700.428.1%5.60%13.72%805.9K
$115.00Nov 20$4.100.3413.0%4.03%17.06%17375
$105.00Nov 20$6.600.503.2%6.49%9.69%3785
$120.00Nov 20$3.100.2717.9%3.05%20.99%1.1K1.9K
$130.00Nov 20$1.750.2027.8%1.72%29.50%2558.4K
$125.00Nov 20$1.150.2122.9%1.13%23.99%9287
$105.00Oct 16$1.500.423.2%1.47%4.68%39299

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 2,855
Total Puts 378
Put/Call Ratio 0.13
Net Difference 2,477

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,222
Total Puts 2,633
Average Put/Call Ratio 0.30
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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