Tour v346
INSM
INSMED INC
$108.32 +0.80%
$107.45 (-0.80%)🌙
as of 07/17 06:42 PM
7/17 18:42

Option Volume

Detail
Current (07/17) 2,221
Calls: 965 (43%)
Puts: 1,256 (57%)
Prior (07/16) 2,961
Calls: 2,405 (81%)
Puts: 556 (19%)
Current vs Prior -24.99%
Calls: -59.88% (Calls)
Puts: +125.90% (Puts)
Prior 7-Day Total 13,494
Calls: 7,066 (52%)
Puts: 6,428 (48%)
Prior 7-Day Average 1,927
Calls: 1,009 (52%)
Puts: 918 (48%)
Current vs Prior 7-Day Avg +15.21%
Calls: -4.40%
Puts: +36.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $1.97M
Calls: $497.9K (25%)
Puts: $1.47M (75%)
Prior (07/16) $1.80M
Calls: $1.53M (85%)
Puts: $268.7K (15%)
Current vs Prior +9.30%
Calls: -67.45%
Puts: +446.17%
Prior 7-Day Total $9.77M
Calls: $5.22M (53%)
Puts: $4.55M (47%)
Prior 7-Day Average $1.40M
Calls: $746.1K (53%)
Puts: $649.5K (47%)
Current vs Prior 7-Day Avg +40.84%
Calls: -33.26%
Puts: +125.96%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 1.30
Prior (07/16) 0.23
Current vs Prior +462.99%
Prior 7-Day Average 1.74
Current vs Prior 7-Day Avg -25.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 34,482
Calls: 27,210 (79%)
Puts: 7,272 (21%)
Prior (07/16) 28,375
Calls: 10,201 (36%)
Puts: 18,174 (64%)
Current vs Prior +21.52%
Prior 7-Day Total 211,763
Calls: 161,273 (76%)
Puts: 50,490 (24%)
Prior 7-Day Average 30,251
Calls: 23,039 (76%)
Puts: 7,212 (24%)
Current vs Prior 7-Day Avg +13.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.54% | 18.65%4.54% | 18.65%
Prior 7.17% | 18.94%7.17% | 18.94%
Current vs Prior +160.25% | +18.22%-36.61% | -1.53%
Prior 7-Day Avg 8.41% | 20.50%8.41% | 20.50%
Current vs 7-Day Avg +121.70% | +9.19%-46.00% | -9.04%
Prior 7-Day Eod 7.17% | 18.94%7.17% | 18.94%
Current vs 7-Day Eod +160.25% | +18.22%-36.61% | -1.53%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Prior 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 75% put dollar volume ($1.47M). Bearish P/C ratio of 1.30 indicates protective positioning. P/C ratio rising 463% - increased hedging/bearish positioning. Call-heavy open interest (27,210 calls vs 7,272 puts) suggests bullish positioning.

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 BEARISH
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. 12 found (avg delta 0.77, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 171.354.10$2.72101.1%4150.94558
$100.00Jul 177.308.90$8.1019.8%1030.87506
$90.00Aug 2119.8021.90$20.8510.1%140.8330
$97.50Aug 2114.4017.00$15.7016.6%10.74--
$100.00Aug 2111.9015.90$13.9028.8%10.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 179.9012.90$11.4026.3%40.97134
$115.00Jul 175.608.70$7.1543.4%50.96363
$110.00Jul 171.003.40$2.20109.1%1160.82934
$120.00Aug 2114.3017.30$15.8019.0%40.6623
$115.00Aug 2111.0013.40$12.2019.7%20.57--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 1.4K, top 510)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 171.354.10$2.72101.1%4150.94558
$100.00Jul 177.308.90$8.1019.8%1030.87506
$115.00Aug 214.408.30$6.3561.4%970.432.0K
$110.00Jul 170.000.60$0.30200.0%240.191.8K
$110.00Aug 217.209.50$8.3527.5%240.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 213.705.60$4.6540.9%5100.301.7K
$110.00Jul 171.003.40$2.20109.1%1160.82934
$105.00Jul 170.001.55$0.78198.7%130.30322
$95.00Jul 170.002.15$1.08199.1%60.15306
$110.00Aug 217.9010.50$9.2028.3%60.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 929.5%, max 1648.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 211130.0%64.6%1648.2%104506
$120.00Jul 17Aug 21675.0%65.1%936.1%81.1K
$105.00Jul 17Aug 21493.5%64.2%669.3%420558
$110.00Jul 17Aug 21376.8%66.5%466.7%481.8K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 211130.0%64.6%1648.2%5111.7K
$120.00Jul 17Aug 21675.0%65.1%936.1%8157
$115.00Jul 17Aug 21507.2%66.3%665.1%7363
$110.00Jul 17Aug 21376.8%66.5%466.7%122934

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 36.04, avg 4.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$120.00Jul 17$0.27$9.73$0.2736.04$110.27
$120.00$125.00Aug 21$1.28$3.72$1.282.91$121.28
$115.00$120.00Aug 21$1.72$3.28$1.721.91$116.72
$110.00$115.00Aug 21$2.00$3.00$2.001.50$112.00
$105.00$110.00Jul 17$2.42$2.58$2.421.07$107.42
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$105.00Jul 17$1.42$3.58$1.422.52$108.58
$110.00$100.00Aug 21$4.55$5.45$4.551.20$105.45
$115.00$110.00Aug 21$3.00$2.00$3.000.67$112.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 5.67, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$100.00Aug 21$1.80$1.80$0.702.57$99.30
$90.00$97.50Aug 21$5.15$5.15$2.352.19$95.15
$100.00$105.00Aug 21$2.90$2.90$2.101.38$102.90
$105.00$110.00Aug 21$2.65$2.65$2.351.13$107.65
$105.00$110.00Jul 17$2.42$2.42$2.580.94$107.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$115.00Jul 17$4.25$4.25$0.755.67$115.75
$120.00$115.00Aug 21$3.60$3.60$1.402.57$116.40
$115.00$110.00Aug 21$3.00$3.00$2.001.50$112.00
$110.00$100.00Aug 21$4.55$4.55$5.450.83$105.45
$110.00$105.00Jul 17$1.42$1.42$3.580.40$108.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.84, cheapest $3.57)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 17Aug 21$4.60675.0%65.1%
$100.00Jul 17Aug 21$5.801130.0%64.6%
$110.00Jul 17Aug 21$8.05376.8%66.5%
$105.00Jul 17Aug 21$8.28493.5%64.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$3.571130.0%64.6%
$120.00Jul 17Aug 21$4.40675.0%65.1%
$115.00Jul 17Aug 21$5.05507.2%66.3%
$110.00Jul 17Aug 21$7.00376.8%66.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.31% of stock, avg 11.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$0.30$2.20$2.50$107.50$112.502.31%
$105.00Jul 17$2.72$0.78$3.50$101.50$108.503.23%
$100.00Jul 17$8.10$1.08$9.18$90.82$109.188.47%
$120.00Jul 17$0.03$11.40$11.43$108.57$131.4310.55%
$110.00Aug 21$8.35$9.20$17.55$92.45$127.5516.20%
$100.00Aug 21$13.90$4.65$18.55$81.45$118.5517.13%
$115.00Aug 21$6.35$12.20$18.55$96.45$133.5517.13%
$120.00Aug 21$4.63$15.80$20.43$99.57$140.4318.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.00% of stock, avg 7.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$105.00Jul 17$0.30$0.78$1.08$103.92$111.08
$110.00$100.00Jul 17$0.30$1.08$1.38$98.62$111.38
$110.00$95.00Jul 17$0.30$1.08$1.38$93.62$111.38
$125.00$100.00Aug 21$3.35$4.65$8.00$92.00$133.00
$120.00$100.00Aug 21$4.63$4.65$9.28$90.72$129.28
$115.00$100.00Aug 21$6.35$4.65$11.00$89.00$126.00
$125.00$110.00Aug 21$3.35$9.20$12.55$97.45$137.55
$120.00$110.00Aug 21$4.63$9.20$13.83$96.17$133.83
$115.00$110.00Aug 21$6.35$9.20$15.55$94.45$130.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 5.94, avg credit $5.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/115120/125Aug 21$4.28$0.725.94$110.72$124.28
100/110115/120Aug 21$6.27$3.731.68$103.73$121.27
100/110120/125Aug 21$5.83$4.171.40$104.17$125.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.25$4.7519.00
$110.00$115.00$120.00Aug 21$0.28$4.7216.86
$115.00$120.00$125.00Aug 21$0.44$4.5610.36
$105.00$110.00$115.00Aug 21$0.65$4.356.69
$100.00$105.00$110.00Jul 17$2.96$2.040.69
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.60$4.407.33
$100.00$105.00$110.00Jul 17$1.72$3.281.91
$105.00$110.00$115.00Jul 17$3.53$1.470.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.10, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Aug 21-$2.07$2.93
$115.00$120.001:2Aug 21-$2.91$2.09
$110.00$115.001:2Aug 21-$4.35$0.65
$110.00$120.001:2Jul 17$0.24$9.76
$105.00$110.001:2Jul 17$2.12$2.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$0.10$9.90
$100.00$95.001:2Jul 17-$1.08$3.92
$105.00$100.001:2Jul 17-$1.38$3.62
$120.00$115.001:2Jul 17-$2.90$2.10
$110.00$105.001:2Jul 17$0.64$4.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.65%, avg 3.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$7.200.521.6%6.65%8.20%24--
$115.00Aug 21$4.400.436.2%4.06%10.23%972.0K
$120.00Aug 21$2.650.3510.8%2.45%13.23%7325
$125.00Aug 21$1.700.2815.4%1.57%16.97%5--

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 965
Total Puts 1,256
Put/Call Ratio 1.30
Net Difference -291

Prior's Put/Call Breakdown

Total Calls 2,405
Total Puts 556
Put/Call Ratio 0.23
Net Difference 1,849

Prior 7-Day Put/Call Summary

Total Calls 7,066
Total Puts 6,428
Average Put/Call Ratio 1.74
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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