Tour v531
INSM
INSMED INC
$97.79 +1.03%
$97.70 (-0.09%)🌙
as of 10/14 06:28 PM
◀ 10/14 18:28 ▶

Option Volume

Detail
ℹ
Current (10/14) 2,107
Calls: 703 (33%)
Puts: 1,404 (67%)
Prior (10/13) 10,989
Calls: 10,911 (99%)
Puts: 78 (1%)
Current vs Prior -80.83%
Calls: -93.56% (Calls)
Puts: +1700.00% (Puts)
Prior 7-Day Total 36,795
Calls: 34,244 (93%)
Puts: 2,551 (7%)
Prior 7-Day Average 5,256
Calls: 4,892 (93%)
Puts: 364 (7%)
Current vs Prior 7-Day Avg -59.92%
Calls: -85.63%
Puts: +285.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/14) $1.96M
Calls: $760.0K (39%)
Puts: $1.20M (61%)
Prior (10/13) $4.83M
Calls: $4.78M (99%)
Puts: $43.1K (1%)
Current vs Prior -59.40%
Calls: -84.11%
Puts: +2684.78%
Prior 7-Day Total $18.32M
Calls: $16.49M (90%)
Puts: $1.83M (10%)
Prior 7-Day Average $2.62M
Calls: $2.36M (90%)
Puts: $261.9K (10%)
Current vs Prior 7-Day Avg -25.12%
Calls: -67.73%
Puts: +358.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 2.00
Prior (10/13) 0.01
Current vs Prior +27837.13%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +965.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/14) 45,554
Calls: 28,998 (64%)
Puts: 16,556 (36%)
Prior (10/13) 47,632
Calls: 25,523 (54%)
Puts: 22,109 (46%)
Current vs Prior -4.36%
Prior 7-Day Total 307,228
Calls: 195,276 (64%)
Puts: 111,952 (36%)
Prior 7-Day Average 43,889
Calls: 27,896 (64%)
Puts: 15,993 (36%)
Current vs Prior 7-Day Avg +3.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.09% | 17.18%5.09% | 17.18%
Prior 5.99% | 17.93%5.99% | 17.93%
Current vs Prior -15.02% | -4.16%-15.02% | -4.16%
Prior 7-Day Avg 8.77% | 19.47%8.77% | 19.47%
Current vs 7-Day Avg -41.95% | -11.76%-41.95% | -11.76%
Prior 7-Day Eod 5.99% | 17.93%5.99% | 17.93%
Current vs 7-Day Eod -15.02% | -4.16%-15.02% | -4.16%
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

Moderately bearish flow with 61% put dollar volume ($1.20M). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 81% vs prior. Extreme bearish P/C ratio of 2.00 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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. 9 found (avg delta 0.64, highest 0.82)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 161.454.90$3.18108.5%10.68--
$95.00Nov 207.5011.40$9.4541.3%30.5963
$97.50Nov 206.209.50$7.8542.0%260.5416
$97.50Oct 160.053.70$1.88194.1%20.516
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 1610.6014.30$12.4529.7%500.82--
$105.00Oct 165.909.40$7.6545.8%50.82--
$110.00Nov 2014.2016.90$15.5517.4%20.68--
$100.00Oct 161.304.90$3.10116.1%50.64--
$100.00Nov 207.0010.90$8.9543.6%110.511.0K

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 549, top 155)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 203.106.00$4.5563.7%1550.385.1K
$115.00Nov 202.202.60$2.4016.7%420.231.2K
$110.00Nov 202.904.40$3.6541.1%330.314.4K
$97.50Nov 206.209.50$7.8542.0%260.5416
$100.00Nov 205.009.00$7.0057.1%130.49238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 201.004.50$2.75127.3%1520.2291
$110.00Oct 1610.6014.30$12.4529.7%500.82--
$90.00Nov 203.005.90$4.4565.2%230.313.3K
$100.00Nov 207.0010.90$8.9543.6%110.511.0K
$90.00Oct 160.000.75$0.38197.4%80.1121

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 33.3%, max 75.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Oct 16Nov 20106.8%60.7%75.9%1565.6K
$95.00Oct 16Nov 2083.5%67.5%23.7%463
$97.50Oct 16Nov 2066.9%61.0%9.8%2822
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Oct 16Nov 2088.2%66.0%33.6%161.0K
$95.00Oct 16Nov 2083.5%67.5%23.7%4315

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 4.56, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$110.00Nov 20$0.90$4.10$0.9038%4.56$105.90
$97.50$105.00Oct 16$1.18$6.32$1.1851%5.36$98.68
$97.50$100.00Nov 20$0.85$1.65$0.8554%1.94$98.35
$95.00$97.50Oct 16$1.30$1.20$1.3068%0.92$96.30
$110.00$115.00Nov 20$1.25$3.75$1.2531%3.00$111.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.50$95.00Nov 20$0.50$2.00$0.5046%4.00$97.00
$100.00$95.00Oct 16$1.80$3.20$1.8064%1.78$98.20
$100.00$97.50Nov 20$1.35$1.15$1.3551%0.85$98.65
$95.00$90.00Oct 16$0.92$4.08$0.9232%4.43$94.08
$85.00$80.00Nov 20$1.02$3.98$1.0222%3.90$83.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.13, avg 0.49)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$105.00Nov 20$2.45$2.45$2.5551%0.96$102.45
$110.00$115.00Nov 20$1.25$1.25$3.7569%0.33$111.25
$105.00$110.00Nov 20$0.90$0.90$4.1062%0.22$105.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Nov 20$2.65$2.65$2.3559%1.13$92.35
$90.00$85.00Nov 20$1.70$1.70$3.3069%0.52$88.30
$85.00$80.00Nov 20$1.02$1.02$3.9878%0.26$83.98
$95.00$90.00Oct 16$0.92$0.92$4.0868%0.23$94.08
$97.50$95.00Nov 20$0.50$0.50$2.0054%0.25$97.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.97, cheapest $5.85)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Oct 16Nov 20$6.2783.5%67.5%
$97.50Oct 16Nov 20$5.9766.9%61.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Oct 16Nov 20$5.8588.2%66.0%
$95.00Oct 16Nov 20$5.8083.5%67.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 4.58% of stock, avg 12.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Oct 16$3.18$1.30$4.48$90.52$99.484.58%
$105.00Oct 16$0.70$7.65$8.35$96.65$113.358.54%
$97.50Nov 20$7.85$7.60$15.45$82.05$112.9515.80%
$100.00Nov 20$7.00$8.95$15.95$84.05$115.9516.31%
$95.00Nov 20$9.45$7.10$16.55$78.45$111.5516.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 22 found (cheapest 1.10% of stock, avg 8.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$90.00Oct 16$0.70$0.38$1.08$88.92$106.08
$105.00$95.00Oct 16$0.70$1.30$2.00$93.00$107.00
$115.00$80.00Nov 20$2.40$1.73$4.13$75.87$119.13
$115.00$85.00Nov 20$2.40$2.75$5.15$79.85$120.15
$110.00$80.00Nov 20$3.65$1.73$5.38$74.62$115.38
$110.00$85.00Nov 20$3.65$2.75$6.40$78.60$116.40
$115.00$90.00Nov 20$2.40$4.45$6.85$83.15$121.85
$110.00$90.00Nov 20$3.65$4.45$8.10$81.90$118.10
$105.00$80.00Nov 20$4.55$1.73$6.28$73.72$111.28
$105.00$85.00Nov 20$4.55$2.75$7.30$77.70$112.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.44, avg credit $2.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/90110/115Nov 20$2.95$2.0538%1.44$87.05$112.95
80/85110/115Nov 20$2.27$2.7347%0.83$82.73$112.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 4.68, cheapest $0.25)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$97.50$100.00Nov 20$0.75$1.7510%2.33
$100.00$105.00$110.00Nov 20$1.55$3.4518%2.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Oct 16$0.88$4.1253%4.68
$100.00$105.00$110.00Oct 16$0.25$4.7518%19.00
$80.00$85.00$90.00Nov 20$0.68$4.3216%6.35
$85.00$90.00$95.00Nov 20$0.95$4.0519%4.26
$95.00$97.50$100.00Nov 20$0.85$1.6510%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-2.35, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$97.501:2Oct 16-$0.58$1.92
$110.00$115.001:2Nov 20-$1.15$3.85
$100.00$105.001:2Nov 20-$2.10$2.90
$105.00$110.001:2Nov 20-$2.75$2.25
$97.50$105.001:2Oct 16$0.48$7.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Nov 20-$2.35$7.65
$110.00$105.001:2Oct 16-$2.85$2.15
$90.00$85.001:2Nov 20-$1.05$3.95
$85.00$80.001:2Nov 20-$0.71$4.29
$95.00$90.001:2Nov 20-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.97%, avg 2.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$2.900.3112.5%2.97%15.45%334.4K
$115.00Nov 20$2.200.2317.6%2.25%19.85%421.2K
$100.00Nov 20$5.000.492.3%5.11%7.37%13238
$105.00Nov 20$3.100.387.4%3.17%10.54%1555.1K
$105.00Oct 16$0.100.187.4%0.10%7.48%1560

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 703
Total Puts 1,404
Put/Call Ratio 2.00
Net Difference -701

Prior's Put/Call Breakdown

Total Calls 10,911
Total Puts 78
Put/Call Ratio 0.01
Net Difference 10,833

Prior 7-Day Put/Call Summary

Total Calls 34,244
Total Puts 2,551
Average Put/Call Ratio 0.19
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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