Tour v528
INSM
INSMED INC
$121.00 +0.83%
$122.51 (+1.25%)🌙
as of 09/21 06:37 PM
9/21 18:37

Option Volume

Detail
Current (09/21) 3,835
Calls: 1,559 (41%)
Puts: 2,276 (59%)
Prior (09/18) 3,963
Calls: 2,948 (74%)
Puts: 1,015 (26%)
Current vs Prior -3.23%
Calls: -47.12% (Calls)
Puts: +124.24% (Puts)
Prior 7-Day Total 24,048
Calls: 21,925 (91%)
Puts: 2,123 (9%)
Prior 7-Day Average 3,435
Calls: 3,132 (91%)
Puts: 303 (9%)
Current vs Prior 7-Day Avg +11.63%
Calls: -50.23%
Puts: +650.45%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $4.15M
Calls: $1.25M (30%)
Puts: $2.90M (70%)
Prior (09/18) $3.03M
Calls: $2.07M (68%)
Puts: $959.1K (32%)
Current vs Prior +36.81%
Calls: -39.64%
Puts: +201.86%
Prior 7-Day Total $37.73M
Calls: $35.95M (95%)
Puts: $1.78M (5%)
Prior 7-Day Average $5.39M
Calls: $5.14M (95%)
Puts: $254.4K (5%)
Current vs Prior 7-Day Avg -23.09%
Calls: -75.66%
Puts: +1038.22%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/21) 1.46
Prior (09/18) 0.34
Current vs Prior +324.02%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +665.03%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 13,149
Calls: 12,720 (97%)
Puts: 429 (3%)
Prior (09/18) 18,804
Calls: 16,875 (90%)
Puts: 1,929 (10%)
Current vs Prior -30.07%
Prior 7-Day Total 173,106
Calls: 144,484 (83%)
Puts: 28,622 (17%)
Prior 7-Day Average 24,729
Calls: 20,640 (83%)
Puts: 4,088 (17%)
Current vs Prior 7-Day Avg -46.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 11.40% | 19.59%
Prior 9.17% | 18.25%
Current vs Prior +24.42% | +7.32%
Prior 7-Day Avg 7.21% | 12.98%
Current vs 7-Day Avg +58.07% | +50.86%
Prior 7-Day Eod 9.17% | 18.25%
Current vs 7-Day Eod +24.42% | +7.32%
Sentiment BEARISH

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 bearish flow with 70% put dollar volume ($2.90M). Bearish P/C ratio of 1.46 indicates protective positioning. P/C ratio rising 324% - increased hedging/bearish positioning. Call-heavy open interest (12,720 calls vs 429 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 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 0.58, highest 0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 164.507.90$6.2054.8%110.58--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 166.109.10$7.6039.5%1020.58107

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 853, top 280)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 161.854.00$2.9373.4%2800.32294
$135.00Oct 161.301.55$1.4317.5%2770.20213
$120.00Oct 164.507.90$6.2054.8%110.58--
$140.00Oct 160.501.20$0.8582.4%110.13385
$125.00Oct 162.205.60$3.9087.2%40.4396
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 161.204.40$2.80114.3%1520.29141
$125.00Oct 166.109.10$7.6039.5%1020.58107
$100.00Oct 160.001.20$0.60200.0%150.072
$120.00Oct 163.105.00$4.0546.9%10.43--

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. 6 found (best R:R 4.15, avg 4.01)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Oct 16$0.97$4.03$0.9743%4.15$125.97
$120.00$125.00Oct 16$2.30$2.70$2.3058%1.17$122.30
$135.00$140.00Oct 16$0.58$4.42$0.5820%7.62$135.58
$130.00$135.00Oct 16$1.50$3.50$1.5032%2.33$131.50
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Oct 16$1.25$3.75$1.2543%3.00$118.75
$115.00$100.00Oct 16$2.20$12.80$2.2029%5.82$112.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.17, avg 0.26)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$135.00Oct 16$1.50$1.50$3.5068%0.43$131.50
$135.00$140.00Oct 16$0.58$0.58$4.4280%0.13$135.58
$125.00$130.00Oct 16$0.97$0.97$4.0357%0.24$125.97
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$100.00Oct 16$2.20$2.20$12.8071%0.17$112.80
$120.00$115.00Oct 16$1.25$1.25$3.7557%0.33$118.75

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 8.47% of stock, avg 8.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Oct 16$6.20$4.05$10.25$109.75$130.258.47%
$125.00Oct 16$3.90$7.60$11.50$113.50$136.509.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 1.20% of stock, avg 3.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$100.00Oct 16$0.85$0.60$1.45$98.55$141.45
$135.00$100.00Oct 16$1.43$0.60$2.03$97.97$137.03
$140.00$115.00Oct 16$0.85$2.80$3.65$111.35$143.65
$135.00$115.00Oct 16$1.43$2.80$4.23$110.77$139.23
$130.00$100.00Oct 16$2.93$0.60$3.53$96.47$133.53
$130.00$115.00Oct 16$2.93$2.80$5.73$109.27$135.73
$125.00$100.00Oct 16$3.90$0.60$4.50$95.50$129.50
$140.00$120.00Oct 16$0.85$4.05$4.90$115.10$144.90
$135.00$120.00Oct 16$1.43$4.05$5.48$114.52$140.48
$125.00$115.00Oct 16$3.90$2.80$6.70$108.30$131.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.23, avg credit $3.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/115135/140Oct 16$2.78$12.2251%0.23$112.22$137.78
100/115130/135Oct 16$3.70$11.3038%0.33$111.30$133.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.43, cheapest $0.92)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.92$4.0820%4.43
$120.00$125.00$130.00Oct 16$1.33$3.6726%2.76
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Oct 16$2.30$2.7029%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.50, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Oct 16-$1.60$3.40
$135.00$140.001:2Oct 16-$0.27$4.73
$125.00$130.001:2Oct 16-$1.96$3.04
$130.00$135.001:2Oct 16$0.07$4.93
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Oct 16-$0.50$4.50
$120.00$115.001:2Oct 16-$1.55$3.45
$115.00$100.001:2Oct 16$1.60$13.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.53%, avg 1.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Oct 16$1.850.327.4%1.53%8.97%280294
$135.00Oct 16$1.300.2011.6%1.07%12.64%277213
$125.00Oct 16$2.200.433.3%1.82%5.12%496
$140.00Oct 16$0.500.1315.7%0.41%16.12%11385

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 1,559
Total Puts 2,276
Put/Call Ratio 1.46
Net Difference -717

Prior's Put/Call Breakdown

Total Calls 2,948
Total Puts 1,015
Put/Call Ratio 0.34
Net Difference 1,933

Prior 7-Day Put/Call Summary

Total Calls 21,925
Total Puts 2,123
Average Put/Call Ratio 0.19
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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