Tour v492
INSM
INSMED INC
$99.02 +0.27%
$100.00 (+0.99%)🌙
as of 08/05 06:08 PM
8/5 18:08

Option Volume

Detail
Current (08/05) 7,478
Calls: 1,582 (21%)
Puts: 5,896 (79%)
Prior (08/04) 5,242
Calls: 2,215 (42%)
Puts: 3,027 (58%)
Current vs Prior +42.66%
Calls: -28.58% (Calls)
Puts: +94.78% (Puts)
Prior 7-Day Total 17,003
Calls: 9,761 (57%)
Puts: 7,242 (43%)
Prior 7-Day Average 2,429
Calls: 1,394 (57%)
Puts: 1,034 (43%)
Current vs Prior 7-Day Avg +207.86%
Calls: +13.45%
Puts: +469.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $3.47M
Calls: $646.3K (19%)
Puts: $2.83M (81%)
Prior (08/04) $1.66M
Calls: $840.1K (51%)
Puts: $815.3K (49%)
Current vs Prior +109.84%
Calls: -23.07%
Puts: +246.79%
Prior 7-Day Total $9.92M
Calls: $5.84M (59%)
Puts: $4.07M (41%)
Prior 7-Day Average $1.42M
Calls: $834.6K (59%)
Puts: $582.0K (41%)
Current vs Prior 7-Day Avg +145.19%
Calls: -22.57%
Puts: +385.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 3.73
Prior (08/04) 1.37
Current vs Prior +172.72%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +633.00%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 118,383
Calls: 72,942 (62%)
Puts: 45,441 (38%)
Prior (08/04) 32,196
Calls: 29,938 (93%)
Puts: 2,258 (7%)
Current vs Prior +267.69%
Prior 7-Day Total 196,457
Calls: 161,917 (82%)
Puts: 34,540 (18%)
Prior 7-Day Average 28,065
Calls: 23,131 (82%)
Puts: 4,934 (18%)
Current vs Prior 7-Day Avg +321.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 16.06% | 20.35%
Prior 15.24% | 18.28%
Current vs Prior +5.36% | +11.33%
Prior 7-Day Avg 16.05% | 20.26%
Current vs 7-Day Avg +0.02% | +0.45%
Prior 7-Day Eod 15.24% | 18.28%
Current vs 7-Day Eod +5.36% | +11.33%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 7.86% | 7.38%
Calls: 9.52% | 8.08%
Puts: 6.19% | 6.67%
Prior 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs Prior -72.20% | -58.38%
Prior 7-Day Avg 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs 7-Day Avg -72.20% | -58.38%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($2.83M) vs calls ($646.3K). Massive premium surge with dollar volume up 110% vs prior. Dollar volume significantly above 7-day average (145% higher). Volume explosion - 208% above 7-day average (7,478 vs avg 2,429).

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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. 11 found (avg delta 0.66, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2118.4022.10$20.2518.3%--0.9120
$90.00Aug 2111.2013.00$12.1014.9%20.7417
$95.00Aug 217.6011.50$9.5540.8%--0.6625
$95.00Sep 189.7013.80$11.7534.9%40.622
$97.50Aug 217.5010.10$8.8029.5%--0.6028
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2116.1020.00$18.0521.6%--0.8084
$110.00Aug 2112.1016.10$14.1028.4%--0.692.1K
$105.00Aug 218.7012.80$10.7538.1%1200.571.9K
$105.00Sep 1810.6014.70$12.6532.4%10.551

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 5.8K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 213.304.10$3.7021.6%6800.343.5K
$115.00Aug 211.752.55$2.1537.2%1900.243.0K
$105.00Aug 214.606.90$5.7540.0%1380.451.1K
$100.00Aug 216.308.90$7.6034.2%750.551.2K
$110.00Sep 183.407.50$5.4575.2%180.382
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 214.405.70$5.0525.7%2.0K0.361.2K
$90.00Aug 213.004.90$3.9548.1%1.1K0.273.3K
$80.00Aug 210.651.40$1.0273.5%1.1K0.1070
$100.00Aug 215.708.50$7.1039.4%1340.471.8K
$105.00Aug 218.7012.80$10.7538.1%1200.571.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 28.6%, max 37.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Aug 21Sep 1891.1%68.2%33.5%427
$105.00Aug 21Sep 1892.1%69.9%31.8%1491.1K
$110.00Aug 21Sep 1886.6%69.3%25.0%6983.5K
$100.00Aug 21Sep 1886.8%70.7%22.8%791.2K
$115.00Aug 21Sep 1880.9%68.1%18.8%1913.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Aug 21Sep 1896.2%70.2%37.1%98744
$95.00Aug 21Sep 1891.1%68.2%33.5%2.0K1.2K
$105.00Aug 21Sep 1892.1%69.9%31.8%1211.9K
$100.00Aug 21Sep 1886.8%70.7%22.8%1351.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 8.26, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Sep 18$1.42$3.58$1.422.52$111.42
$95.00$97.50Aug 21$0.75$1.75$0.752.33$95.75
$110.00$115.00Aug 21$1.55$3.45$1.552.23$111.55
$105.00$110.00Sep 18$1.70$3.30$1.701.94$106.70
$100.00$105.00Aug 21$1.85$3.15$1.851.70$101.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$92.50$90.00Aug 21$0.27$2.23$0.278.26$92.23
$85.00$80.00Aug 21$1.11$3.89$1.113.50$83.89
$95.00$92.50Aug 21$0.83$1.67$0.832.01$94.17
$100.00$97.50Aug 21$0.85$1.65$0.851.94$99.15
$90.00$87.50Aug 21$0.87$1.63$0.871.87$89.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 4.41, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$90.00Aug 21$8.15$8.15$1.854.41$88.15
$90.00$95.00Aug 21$2.55$2.55$2.451.04$92.55
$95.00$100.00Sep 18$2.50$2.50$2.501.00$97.50
$97.50$100.00Aug 21$1.20$1.20$1.300.92$98.70
$100.00$105.00Sep 18$2.10$2.10$2.900.72$102.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Aug 21$3.95$3.95$1.053.76$111.05
$105.00$100.00Aug 21$3.65$3.65$1.352.70$101.35
$110.00$105.00Aug 21$3.35$3.35$1.652.03$106.65
$105.00$100.00Sep 18$2.90$2.90$2.101.38$102.10
$100.00$95.00Sep 18$2.50$2.50$2.501.00$97.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.90, cheapest $1.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Sep 18$1.4092.1%69.9%
$100.00Aug 21Sep 18$1.6586.8%70.7%
$110.00Aug 21Sep 18$1.7586.6%69.3%
$115.00Aug 21Sep 18$1.8880.9%68.1%
$95.00Aug 21Sep 18$2.2091.1%68.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Aug 21Sep 18$1.4596.2%70.2%
$105.00Aug 21Sep 18$1.9092.1%69.9%
$95.00Aug 21Sep 18$2.2091.1%68.2%
$100.00Aug 21Sep 18$2.6586.8%70.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 14.74% of stock, avg 17.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Aug 21$9.55$5.05$14.60$80.40$109.6014.74%
$100.00Aug 21$7.60$7.10$14.70$85.30$114.7014.85%
$97.50Aug 21$8.80$6.25$15.05$82.45$112.5515.20%
$90.00Aug 21$12.10$3.95$16.05$73.95$106.0516.21%
$105.00Aug 21$5.75$10.75$16.50$88.50$121.5016.66%
$110.00Aug 21$3.70$14.10$17.80$92.20$127.8017.98%
$95.00Sep 18$11.75$7.25$19.00$76.00$114.0019.19%
$100.00Sep 18$9.25$9.75$19.00$81.00$119.0019.19%
$105.00Sep 18$7.15$12.65$19.80$85.20$124.8020.00%
$115.00Aug 21$2.15$18.05$20.20$94.80$135.2020.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 6.16% of stock, avg 10.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$90.00Aug 21$2.15$3.95$6.10$83.90$121.10
$115.00$92.50Aug 21$2.15$4.22$6.37$86.13$121.37
$115.00$95.00Aug 21$2.15$5.05$7.20$87.80$122.20
$115.00$85.00Sep 18$4.03$3.58$7.61$77.39$122.61
$110.00$90.00Aug 21$3.70$3.95$7.65$82.35$117.65
$110.00$92.50Aug 21$3.70$4.22$7.92$84.58$117.92
$115.00$97.50Aug 21$2.15$6.25$8.40$89.10$123.40
$110.00$95.00Aug 21$3.70$5.05$8.75$86.25$118.75
$110.00$85.00Sep 18$5.45$3.58$9.03$75.97$119.03
$115.00$100.00Aug 21$2.15$7.10$9.25$90.75$124.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 6.35, avg credit $2.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/105110/115Sep 18$4.32$0.686.35$100.68$114.32
85/8898/100Aug 21$2.15$0.356.14$85.35$99.65
95/100105/110Sep 18$4.20$0.805.25$95.80$109.20
88/9098/100Aug 21$2.07$0.434.81$87.93$99.57
92/9598/100Aug 21$2.03$0.474.32$92.97$99.53
95/100110/115Sep 18$3.92$1.083.63$96.08$113.92
80/8590/95Aug 21$3.66$1.342.73$81.34$93.66
85/8890/95Aug 21$3.50$1.502.33$84.00$93.50
85/8895/98Aug 21$1.70$0.802.13$85.80$96.70
95/98105/110Aug 21$3.25$1.751.86$94.25$108.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 16.86, cheapest $0.28)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Sep 18$0.28$4.7216.86
$95.00$100.00$105.00Sep 18$0.40$4.6011.50
$100.00$105.00$110.00Sep 18$0.40$4.6011.50
$105.00$110.00$115.00Aug 21$0.50$4.509.00
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Sep 18$0.40$4.6011.50
$105.00$110.00$115.00Aug 21$0.60$4.407.33
$92.50$95.00$97.50Aug 21$0.37$2.135.76
$90.00$92.50$95.00Aug 21$0.56$1.943.46

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 $-3.95, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$90.001:2Aug 21-$3.95$6.05
$110.00$115.001:2Aug 21-$0.60$4.40
$105.00$110.001:2Aug 21-$1.65$3.35
$110.00$115.001:2Sep 18-$2.61$2.39
$105.00$110.001:2Sep 18-$3.75$1.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$3.45$1.55
$87.50$85.001:2Aug 21-$1.18$1.32
$90.00$87.501:2Aug 21-$2.21$0.29
$100.00$95.001:2Sep 18-$4.75$0.25
$95.00$85.001:2Sep 18$0.09$9.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.27%, avg 4.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Sep 18$7.200.531.0%7.27%8.26%43
$100.00Aug 21$6.300.551.0%6.36%7.35%751.2K
$105.00Sep 18$5.200.456.0%5.25%11.29%11--
$105.00Aug 21$4.600.456.0%4.65%10.68%1381.1K
$110.00Sep 18$3.400.3811.1%3.43%14.52%182
$110.00Aug 21$3.300.3411.1%3.33%14.42%6803.5K
$115.00Sep 18$2.050.3016.1%2.07%18.21%150
$115.00Aug 21$1.750.2416.1%1.77%17.91%1903.0K

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 1,582
Total Puts 5,896
Put/Call Ratio 3.73
Net Difference -4,314

Prior's Put/Call Breakdown

Total Calls 2,215
Total Puts 3,027
Put/Call Ratio 1.37
Net Difference -812

Prior 7-Day Put/Call Summary

Total Calls 9,761
Total Puts 7,242
Average Put/Call Ratio 0.51
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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