Tour v527
INSM
INSMED INC
$125.30 -3.18%
$125.99 (+0.55%)🌙
as of 09/14 06:42 PM
9/14 18:42

Option Volume

Detail
Current (09/14) 1,191
Calls: 1,090 (92%)
Puts: 101 (8%)
Prior (09/11) 7,650
Calls: 7,443 (97%)
Puts: 207 (3%)
Current vs Prior -84.43%
Calls: -85.36% (Calls)
Puts: -51.21% (Puts)
Prior 7-Day Total 19,923
Calls: 18,378 (92%)
Puts: 1,545 (8%)
Prior 7-Day Average 2,846
Calls: 2,625 (92%)
Puts: 220 (8%)
Current vs Prior 7-Day Avg -58.15%
Calls: -58.48%
Puts: -54.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/14) $624.8K
Calls: $434.7K (70%)
Puts: $190.1K (30%)
Prior (09/11) $14.58M
Calls: $14.47M (99%)
Puts: $112.6K (1%)
Current vs Prior -95.72%
Calls: -97.00%
Puts: +68.87%
Prior 7-Day Total $34.29M
Calls: $33.61M (98%)
Puts: $676.5K (2%)
Prior 7-Day Average $4.90M
Calls: $4.80M (98%)
Puts: $96.6K (2%)
Current vs Prior 7-Day Avg -87.25%
Calls: -90.95%
Puts: +96.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/14) 0.09
Prior (09/11) 0.03
Current vs Prior +233.18%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -81.46%
Sentiment BULLISH

Open Interest

Detail
Current (09/14) 16,811
Calls: 16,459 (98%)
Puts: 352 (2%)
Prior (09/11) 27,998
Calls: 24,059 (86%)
Puts: 3,939 (14%)
Current vs Prior -39.96%
Prior 7-Day Total 155,692
Calls: 135,346 (87%)
Puts: 20,346 (13%)
Prior 7-Day Average 22,241
Calls: 19,335 (87%)
Puts: 2,906 (13%)
Current vs Prior 7-Day Avg -24.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 6.03% | 12.21%6.03% | 12.21%
Prior 6.88% | 12.48%6.88% | 12.48%
Current vs Prior -12.39% | -2.16%-12.39% | -2.16%
Prior 7-Day Avg 7.68% | 11.96%7.68% | 11.96%
Current vs 7-Day Avg -21.58% | +2.05%-21.58% | +2.05%
Prior 7-Day Eod 6.88% | 12.48%6.88% | 12.48%
Current vs 7-Day Eod -12.39% | -2.16%-12.39% | -2.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
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 bullish flow with 70% call dollar volume ($434.7K). Light premium activity with dollar volume down 96% vs prior. Below-average activity with volume down 84% vs prior. Extreme bullish P/C ratio of 0.09 - heavy call buying (1,090 calls vs 101 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 5 found (avg delta 0.64, highest 0.78)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 1611.7014.10$12.9018.6%20.78--
$125.00Oct 166.107.40$6.7519.3%20.5672
$125.00Sep 181.402.70$2.0563.4%40.51501
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 183.507.50$5.5072.7%20.76--
$130.00Oct 167.509.60$8.5524.6%10.582

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 827, top 333)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 180.751.10$0.9337.6%3330.241.6K
$140.00Oct 160.603.00$1.80133.3%2330.22423
$150.00Sep 180.000.15$0.08187.5%1000.02--
$140.00Sep 180.050.40$0.23152.2%510.06721
$130.00Oct 164.304.80$4.5511.0%390.43163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 181.102.80$1.9587.2%250.49--
$120.00Sep 180.300.90$0.60100.0%60.18--
$120.00Oct 162.255.60$3.9385.2%60.33110
$115.00Oct 161.353.70$2.5392.9%30.2352
$125.00Oct 163.806.30$5.0549.5%30.45--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 12.4%, max 24.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Sep 18Oct 1651.4%41.3%24.6%3721.8K
$125.00Sep 18Oct 1638.2%38.1%0.2%6573
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 0.63, avg 12.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$125.00Oct 16$6.15$3.85$6.1578%0.63$121.15
$125.00$130.00Sep 18$1.12$3.88$1.1251%3.46$126.12
$125.00$130.00Oct 16$2.20$2.80$2.2056%1.27$127.20
$135.00$140.00Sep 18$0.10$4.90$0.1010%49.00$135.10
$135.00$140.00Oct 16$1.00$4.00$1.0031%4.00$136.00
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Oct 16$1.12$3.88$1.1245%3.46$123.88
$125.00$120.00Sep 18$1.35$3.65$1.3549%2.70$123.65
$120.00$115.00Oct 16$1.40$3.60$1.4033%2.57$118.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.23, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$145.00Oct 16$0.95$0.95$4.0578%0.23$140.95
$130.00$135.00Sep 18$0.60$0.60$4.4076%0.14$130.60
$130.00$135.00Oct 16$1.75$1.75$3.2557%0.54$131.75
$145.00$150.00Oct 16$0.37$0.37$4.6387%0.08$145.37
$140.00$150.00Sep 18$0.15$0.15$9.8594%0.02$140.15
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$115.00Oct 16$1.40$1.40$3.6067%0.39$118.60
$125.00$120.00Sep 18$1.35$1.35$3.6551%0.37$123.65
$125.00$120.00Oct 16$1.12$1.12$3.8855%0.29$123.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.90, cheapest $3.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Sep 18Oct 16$4.7038.2%38.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Sep 18Oct 16$3.1038.2%38.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.19% of stock, avg 8.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Sep 18$2.05$1.95$4.00$121.00$129.003.19%
$130.00Sep 18$0.93$5.50$6.43$123.57$136.435.13%
$125.00Oct 16$6.75$5.05$11.80$113.20$136.809.42%
$130.00Oct 16$4.55$8.55$13.10$116.90$143.1010.45%
$115.00Oct 16$12.90$2.53$15.43$99.57$130.4312.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.66% of stock, avg 3.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$120.00Sep 18$0.23$0.60$0.83$119.17$140.83
$135.00$120.00Sep 18$0.33$0.60$0.93$119.07$135.93
$130.00$120.00Sep 18$0.93$0.60$1.53$118.47$131.53
$150.00$115.00Oct 16$0.48$2.53$3.01$111.99$153.01
$135.00$125.00Sep 18$0.33$1.95$2.28$122.72$137.28
$145.00$115.00Oct 16$0.85$2.53$3.38$111.62$148.38
$140.00$125.00Sep 18$0.23$1.95$2.18$122.82$142.18
$130.00$125.00Sep 18$0.93$1.95$2.88$122.12$132.88
$140.00$115.00Oct 16$1.80$2.53$4.33$110.67$144.33
$135.00$115.00Oct 16$2.80$2.53$5.33$109.67$140.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.89, avg credit $2.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/120140/145Oct 16$2.35$2.6545%0.89$117.65$142.35
115/120145/150Oct 16$1.77$3.2354%0.55$118.23$146.77
115/120135/140Oct 16$2.40$2.6036%0.92$117.60$137.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 8.62, cheapest $0.45)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 18$0.52$4.4842%8.62
$125.00$130.00$135.00Oct 16$0.45$4.5525%10.11
$130.00$135.00$140.00Sep 18$0.50$4.5018%9.00
$130.00$135.00$140.00Oct 16$0.75$4.2522%5.67
$140.00$145.00$150.00Oct 16$0.58$4.4214%7.62
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 18$2.20$2.8057%1.27
$120.00$125.00$130.00Oct 16$2.38$2.6225%1.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.60, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$125.001:2Oct 16-$0.60$9.40
$130.00$135.001:2Oct 16-$1.05$3.95
$135.00$140.001:2Oct 16-$0.80$4.20
$145.00$150.001:2Oct 16-$0.11$4.89
$135.00$140.001:2Sep 18-$0.13$4.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Oct 16-$1.55$3.45
$120.00$115.001:2Oct 16-$1.13$3.87
$125.00$120.001:2Oct 16-$2.81$2.19
$130.00$125.001:2Sep 18$1.60$3.40
$125.00$120.001:2Sep 18$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.43%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Oct 16$4.300.433.8%3.43%7.18%39163
$135.00Oct 16$2.300.317.7%1.84%9.58%1139
$140.00Oct 16$0.600.2211.7%0.48%12.21%233423
$145.00Oct 16$0.250.1315.7%0.20%15.92%349
$130.00Sep 18$0.750.243.8%0.60%4.35%3331.6K
$135.00Sep 18$0.100.107.7%0.08%7.82%31.8K

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 1,090
Total Puts 101
Put/Call Ratio 0.09
Net Difference 989

Prior's Put/Call Breakdown

Total Calls 7,443
Total Puts 207
Put/Call Ratio 0.03
Net Difference 7,236

Prior 7-Day Put/Call Summary

Total Calls 18,378
Total Puts 1,545
Average Put/Call Ratio 0.50
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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