Tour v472
INSM
INSMED INC
$101.49 -1.58%
$104.00 (+2.47%)🌙
as of 07/30 06:54 PM
7/30 18:54

Option Volume

Detail
Current (07/30) 5,423
Calls: 2,442 (45%)
Puts: 2,981 (55%)
Prior (07/29) 724
Calls: 697 (96%)
Puts: 27 (4%)
Current vs Prior +649.03%
Calls: +250.36% (Calls)
Puts: +10940.74% (Puts)
Prior 7-Day Total 14,453
Calls: 12,700 (88%)
Puts: 1,753 (12%)
Prior 7-Day Average 2,064
Calls: 1,814 (88%)
Puts: 250 (12%)
Current vs Prior 7-Day Avg +162.65%
Calls: +34.60%
Puts: +1090.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $3.53M
Calls: $1.26M (36%)
Puts: $2.27M (64%)
Prior (07/29) $264.7K
Calls: $218.8K (83%)
Puts: $45.9K (17%)
Current vs Prior +1234.22%
Calls: +477.49%
Puts: +4840.50%
Prior 7-Day Total $10.84M
Calls: $7.79M (72%)
Puts: $3.05M (28%)
Prior 7-Day Average $1.55M
Calls: $1.11M (72%)
Puts: $435.5K (28%)
Current vs Prior 7-Day Avg +128.08%
Calls: +13.52%
Puts: +420.89%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.22
Prior (07/29) 0.04
Current vs Prior +3051.27%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +328.87%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 24,041
Calls: 18,447 (77%)
Puts: 5,594 (23%)
Prior (07/29) 18,756
Calls: 18,476 (99%)
Puts: 280 (1%)
Current vs Prior +28.18%
Prior 7-Day Total 151,924
Calls: 113,112 (74%)
Puts: 38,812 (26%)
Prior 7-Day Average 21,703
Calls: 16,158 (74%)
Puts: 5,544 (26%)
Current vs Prior 7-Day Avg +10.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 16.21% | 21.78%
Prior 15.90% | 20.80%
Current vs Prior +1.92% | +4.69%
Prior 7-Day Avg 16.74% | 21.23%
Current vs 7-Day Avg -3.18% | +2.58%
Prior 7-Day Eod 15.90% | 20.80%
Current vs 7-Day Eod +1.92% | +4.69%
Sentiment BEARISH

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 64% put dollar volume ($2.27M). Massive premium surge with dollar volume up 1234% vs prior. Dollar volume significantly above 7-day average (128% higher). Unusually high activity with volume up 649% vs prior - elevated interest.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 2 found (avg delta 0.56, highest 0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 216.009.90$7.9549.1%4070.58505
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 217.309.70$8.5028.2%40.541.9K

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 2.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 213.305.20$4.2544.7%1.0K0.372.4K
$105.00Aug 213.607.60$5.6071.4%5950.47832
$100.00Aug 216.009.90$7.9549.1%4070.58505
$115.00Aug 211.603.50$2.5574.5%2000.272.5K
$130.00Aug 210.502.60$1.55135.5%1000.156.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 212.854.50$3.6844.8%3990.31880
$100.00Aug 214.606.90$5.7540.0%160.421.8K
$85.00Aug 210.351.85$1.10136.4%120.12216
$80.00Aug 210.601.40$1.0080.0%50.10--
$90.00Aug 211.253.40$2.3392.3%40.21674

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. 10 found (best R:R 49.00, avg 6.68)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Aug 21$1.35$3.65$1.352.70$106.35
$120.00$125.00Aug 21$1.45$3.55$1.452.45$121.45
$110.00$115.00Aug 21$1.70$3.30$1.701.94$111.70
$100.00$105.00Aug 21$2.35$2.65$2.351.13$102.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$80.00Aug 21$0.10$4.90$0.1049.00$84.90
$90.00$85.00Aug 21$1.23$3.77$1.233.07$88.77
$95.00$90.00Aug 21$1.35$3.65$1.352.70$93.65
$100.00$97.50Aug 21$0.85$1.65$0.851.94$99.15
$97.50$95.00Aug 21$1.22$1.28$1.221.05$96.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 1.22, avg 0.56)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$2.35$2.35$2.650.89$102.35
$110.00$115.00Aug 21$1.70$1.70$3.300.52$111.70
$120.00$125.00Aug 21$1.45$1.45$3.550.41$121.45
$105.00$110.00Aug 21$1.35$1.35$3.650.37$106.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$100.00Aug 21$2.75$2.75$2.251.22$102.25
$97.50$95.00Aug 21$1.22$1.22$1.280.95$96.28
$100.00$97.50Aug 21$0.85$0.85$1.650.52$99.15
$95.00$90.00Aug 21$1.35$1.35$3.650.37$93.65
$90.00$85.00Aug 21$1.23$1.23$3.770.33$88.77

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 13.50% of stock, avg 13.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$7.95$5.75$13.70$86.30$113.7013.50%
$105.00Aug 21$5.60$8.50$14.10$90.90$119.1013.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.61% of stock, avg 6.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$85.00Aug 21$1.55$1.10$2.65$82.35$132.65
$120.00$85.00Aug 21$2.45$1.10$3.55$81.45$123.55
$115.00$85.00Aug 21$2.55$1.10$3.65$81.35$118.65
$130.00$90.00Aug 21$1.55$2.33$3.88$86.12$133.88
$120.00$90.00Aug 21$2.45$2.33$4.78$85.22$124.78
$115.00$90.00Aug 21$2.55$2.33$4.88$85.12$119.88
$130.00$95.00Aug 21$1.55$3.68$5.23$89.77$135.23
$110.00$85.00Aug 21$4.25$1.10$5.35$79.65$115.35
$120.00$95.00Aug 21$2.45$3.68$6.13$88.87$126.13
$115.00$95.00Aug 21$2.55$3.68$6.23$88.77$121.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 8.09, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105110/115Aug 21$4.45$0.558.09$100.55$114.45
100/105120/125Aug 21$4.20$0.805.25$100.80$124.20
90/95100/105Aug 21$3.70$1.302.85$91.30$103.70
85/90100/105Aug 21$3.58$1.422.52$86.42$103.58
95/98100/105Aug 21$3.57$1.432.50$93.93$103.57
90/95110/115Aug 21$3.05$1.951.56$91.95$113.05
85/90110/115Aug 21$2.93$2.071.42$87.07$112.93
95/98110/115Aug 21$2.92$2.081.40$94.58$112.92
90/95120/125Aug 21$2.80$2.201.27$92.20$122.80
90/95105/110Aug 21$2.70$2.301.17$92.30$107.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 40.67, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$1.00$4.004.00
$110.00$115.00$120.00Aug 21$1.60$3.402.12
$120.00$125.00$130.00Aug 21$2.00$3.001.50
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Aug 21$0.12$4.8840.67
$80.00$85.00$90.00Aug 21$1.13$3.873.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.85, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Aug 21-$0.85$4.15
$125.00$130.001:2Aug 21-$2.10$2.90
$115.00$120.001:2Aug 21-$2.35$2.65
$105.00$110.001:2Aug 21-$2.90$2.10
$100.00$105.001:2Aug 21-$3.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Aug 21-$0.90$4.10
$95.00$90.001:2Aug 21-$0.98$4.02
$105.00$100.001:2Aug 21-$3.00$2.00
$97.50$95.001:2Aug 21-$2.46$0.04
$90.00$85.001:2Aug 21$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.55%, avg 1.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$3.600.473.5%3.55%7.01%595832
$110.00Aug 21$3.300.378.4%3.25%11.64%1.0K2.4K
$115.00Aug 21$1.600.2713.3%1.58%14.89%2002.5K
$120.00Aug 21$1.600.2318.2%1.58%19.81%20623
$125.00Aug 21$0.600.1323.2%0.59%23.76%5619
$130.00Aug 21$0.500.1528.1%0.49%28.58%1006.8K

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 2,442
Total Puts 2,981
Put/Call Ratio 1.22
Net Difference -539

Prior's Put/Call Breakdown

Total Calls 697
Total Puts 27
Put/Call Ratio 0.04
Net Difference 670

Prior 7-Day Put/Call Summary

Total Calls 12,700
Total Puts 1,753
Average Put/Call Ratio 0.28
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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