Tour v477
INSM
INSMED INC
$98.60 -2.85%
$98.90 (+0.30%)🌙
as of 07/31 06:44 PM
7/31 18:44

Option Volume

Detail
Current (07/31) 2,191
Calls: 1,414 (65%)
Puts: 777 (35%)
Prior (07/30) 5,423
Calls: 2,442 (45%)
Puts: 2,981 (55%)
Current vs Prior -59.60%
Calls: -42.10% (Calls)
Puts: -73.93% (Puts)
Prior 7-Day Total 16,064
Calls: 11,472 (71%)
Puts: 4,592 (29%)
Prior 7-Day Average 2,294
Calls: 1,638 (71%)
Puts: 656 (29%)
Current vs Prior 7-Day Avg -4.53%
Calls: -13.72%
Puts: +18.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $1.21M
Calls: $673.2K (56%)
Puts: $536.6K (44%)
Prior (07/30) $3.53M
Calls: $1.26M (36%)
Puts: $2.27M (64%)
Current vs Prior -65.75%
Calls: -46.73%
Puts: -76.34%
Prior 7-Day Total $12.76M
Calls: $7.50M (59%)
Puts: $5.26M (41%)
Prior 7-Day Average $1.82M
Calls: $1.07M (59%)
Puts: $750.8K (41%)
Current vs Prior 7-Day Avg -33.62%
Calls: -37.19%
Puts: -28.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.55
Prior (07/30) 1.22
Current vs Prior -54.99%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +21.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 39,982
Calls: 33,721 (84%)
Puts: 6,261 (16%)
Prior (07/30) 24,041
Calls: 18,447 (77%)
Puts: 5,594 (23%)
Current vs Prior +66.31%
Prior 7-Day Total 158,735
Calls: 119,097 (75%)
Puts: 39,638 (25%)
Prior 7-Day Average 22,676
Calls: 17,013 (75%)
Puts: 5,662 (25%)
Current vs Prior 7-Day Avg +76.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.26% | 19.07%
Prior 16.21% | 21.78%
Current vs Prior -5.83% | -12.44%
Prior 7-Day Avg 16.69% | 21.27%
Current vs 7-Day Avg -8.54% | -10.38%
Prior 7-Day Eod 16.21% | 21.78%
Current vs 7-Day Eod -5.83% | -12.44%
Sentiment BULLISH

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

Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.55. P/C ratio dropping 55% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 5 found (avg delta 0.65, highest 0.88)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2118.7021.90$20.3015.8%100.8810
$97.50Aug 216.009.10$7.5541.1%10.56--
$100.00Aug 215.907.70$6.8026.5%3500.51906
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2112.3016.20$14.2527.4%30.692.1K
$105.00Aug 218.8012.20$10.5032.4%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 1.9K, top 409)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 211.602.90$2.2557.8%4090.232.6K
$100.00Aug 215.907.70$6.8026.5%3500.51906
$105.00Aug 212.555.70$4.1376.3%2570.39912
$125.00Aug 210.051.40$0.73184.9%1060.10623
$110.00Aug 212.404.20$3.3054.5%170.312.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 213.404.60$4.0030.0%4060.29678
$95.00Aug 213.506.50$5.0060.0%2720.38970
$85.00Aug 211.153.20$2.1794.5%140.19227
$100.00Aug 216.009.00$7.5040.0%100.491.8K
$80.00Aug 210.302.25$1.27153.5%50.1265

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. 12 found (best R:R 6.46, avg 3.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$125.00Aug 21$0.67$4.33$0.676.46$120.67
$105.00$110.00Aug 21$0.83$4.17$0.835.02$105.83
$115.00$120.00Aug 21$0.85$4.15$0.854.88$115.85
$110.00$115.00Aug 21$1.05$3.95$1.053.76$111.05
$97.50$100.00Aug 21$0.75$1.75$0.752.33$98.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$80.00Aug 21$0.90$4.10$0.904.56$84.10
$95.00$90.00Aug 21$1.00$4.00$1.004.00$94.00
$90.00$85.00Aug 21$1.83$3.17$1.831.73$88.17
$97.50$95.00Aug 21$1.20$1.30$1.201.08$96.30
$100.00$97.50Aug 21$1.30$1.20$1.300.92$98.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 3.00, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$97.50Aug 21$12.75$12.75$4.752.68$92.75
$100.00$105.00Aug 21$2.67$2.67$2.331.15$102.67
$97.50$100.00Aug 21$0.75$0.75$1.750.43$98.25
$110.00$115.00Aug 21$1.05$1.05$3.950.27$111.05
$105.00$110.00Aug 21$0.83$0.83$4.170.20$105.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$105.00Aug 21$3.75$3.75$1.253.00$106.25
$105.00$100.00Aug 21$3.00$3.00$2.001.50$102.00
$100.00$97.50Aug 21$1.30$1.30$1.201.08$98.70
$97.50$95.00Aug 21$1.20$1.20$1.300.92$96.30
$90.00$85.00Aug 21$1.83$1.83$3.170.58$88.17

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. 5 found (cheapest 13.95% of stock, avg 16.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$97.50Aug 21$7.55$6.20$13.75$83.75$111.2513.95%
$100.00Aug 21$6.80$7.50$14.30$85.70$114.3014.50%
$105.00Aug 21$4.13$10.50$14.63$90.37$119.6314.84%
$110.00Aug 21$3.30$14.25$17.55$92.45$127.5517.80%
$80.00Aug 21$20.30$1.27$21.57$58.43$101.5721.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.94% of stock, avg 7.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$85.00Aug 21$0.73$2.17$2.90$82.10$127.90
$120.00$85.00Aug 21$1.40$2.17$3.57$81.43$123.57
$115.00$85.00Aug 21$2.25$2.17$4.42$80.58$119.42
$125.00$90.00Aug 21$0.73$4.00$4.73$85.27$129.73
$120.00$90.00Aug 21$1.40$4.00$5.40$84.60$125.40
$110.00$85.00Aug 21$3.30$2.17$5.47$79.53$115.47
$125.00$95.00Aug 21$0.73$5.00$5.73$89.27$130.73
$115.00$90.00Aug 21$2.25$4.00$6.25$83.75$121.25
$105.00$85.00Aug 21$4.13$2.17$6.30$78.70$111.30
$120.00$95.00Aug 21$1.40$5.00$6.40$88.60$126.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 11.50, avg credit $2.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 21$4.60$0.4011.50$105.40$119.60
85/90100/105Aug 21$4.50$0.509.00$85.50$104.50
105/110120/125Aug 21$4.42$0.587.62$105.58$124.42
100/105110/115Aug 21$4.05$0.954.26$100.95$114.05
95/98100/105Aug 21$3.87$1.133.42$93.63$103.87
100/105115/120Aug 21$3.85$1.153.35$101.15$118.85
90/95100/105Aug 21$3.67$1.332.76$91.33$103.67
100/105120/125Aug 21$3.67$1.332.76$101.33$123.67
80/85100/105Aug 21$3.57$1.432.50$81.43$103.57
85/90110/115Aug 21$2.88$2.121.36$87.12$112.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 26.78, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.18$4.8226.78
$110.00$115.00$120.00Aug 21$0.20$4.8024.00
$100.00$105.00$110.00Aug 21$1.84$3.161.72
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Aug 21$0.10$2.4024.00
$100.00$105.00$110.00Aug 21$0.75$4.255.67
$80.00$85.00$90.00Aug 21$0.93$4.074.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.06, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Aug 21-$0.06$4.94
$115.00$120.001:2Aug 21-$0.55$4.45
$110.00$115.001:2Aug 21-$1.20$3.80
$100.00$105.001:2Aug 21-$1.46$3.54
$105.00$110.001:2Aug 21-$2.47$2.53
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 21-$0.34$4.66
$85.00$80.001:2Aug 21-$0.37$4.63
$95.00$90.001:2Aug 21-$3.00$2.00
$105.00$100.001:2Aug 21-$4.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.98%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Aug 21$5.900.511.4%5.98%7.40%350906
$105.00Aug 21$2.550.396.5%2.59%9.08%257912
$110.00Aug 21$2.400.3111.6%2.43%14.00%172.4K
$115.00Aug 21$1.600.2316.6%1.62%18.26%4092.6K
$120.00Aug 21$0.200.1621.7%0.20%21.91%4--

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 1,414
Total Puts 777
Put/Call Ratio 0.55
Net Difference 637

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,472
Total Puts 4,592
Average Put/Call Ratio 0.45
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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