Tour v531
INSM
INSMED INC
$94.04 -1.70%
◀ 10/21 18:30 ▶

Option Volume

Detail
ℹ
Current (10/21) 2,292
Calls: 1,292 (56%)
Puts: 1,000 (44%)
Prior (10/20) 9,460
Calls: 1,288 (14%)
Puts: 8,172 (86%)
Current vs Prior -75.77%
Calls: +0.31% (Calls)
Puts: -87.76% (Puts)
Prior 7-Day Total 45,411
Calls: 32,785 (72%)
Puts: 12,626 (28%)
Prior 7-Day Average 6,487
Calls: 4,683 (72%)
Puts: 1,803 (28%)
Current vs Prior 7-Day Avg -64.67%
Calls: -72.41%
Puts: -44.56%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $2.33M
Calls: $856.0K (37%)
Puts: $1.47M (63%)
Prior (10/20) $24.04M
Calls: $3.73M (16%)
Puts: $20.31M (84%)
Current vs Prior -90.32%
Calls: -77.04%
Puts: -92.76%
Prior 7-Day Total $45.62M
Calls: $23.05M (51%)
Puts: $22.57M (49%)
Prior 7-Day Average $6.52M
Calls: $3.29M (51%)
Puts: $3.22M (49%)
Current vs Prior 7-Day Avg -64.28%
Calls: -74.00%
Puts: -54.36%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.77
Prior (10/20) 6.34
Current vs Prior -87.80%
Prior 7-Day Average 1.38
Current vs Prior 7-Day Avg -43.89%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/21) 56,603
Calls: 36,090 (64%)
Puts: 20,513 (36%)
Prior (10/20) 54,519
Calls: 35,868 (66%)
Puts: 18,651 (34%)
Current vs Prior +3.82%
Prior 7-Day Total 327,781
Calls: 217,232 (66%)
Puts: 110,549 (34%)
Prior 7-Day Average 46,825
Calls: 31,033 (66%)
Puts: 15,792 (34%)
Current vs Prior 7-Day Avg +20.88%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 16.96% | 19.30%
Prior 16.25% | 19.49%
Current vs Prior +4.35% | -0.99%
Prior 7-Day Avg 10.83% | 18.73%
Current vs 7-Day Avg +56.59% | +3.02%
Prior 7-Day Eod 16.25% | 19.49%
Current vs 7-Day Eod +4.35% | -0.99%
Sentiment BEARISH

Relative Spread

Detail
ℹ
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 63% put dollar volume ($1.47M). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 76% vs prior. P/C ratio dropping 88% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 0.64, highest 0.82)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 204.608.70$6.6561.7%50.5070
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Nov 2020.1024.00$22.0517.7%100.82240
$110.00Nov 2015.7019.70$17.7022.6%6500.76--
$100.00Nov 208.3011.60$9.9533.2%80.591.0K
$97.50Nov 208.3010.70$9.5025.3%170.5449

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 1.9K, top 742)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 202.102.40$2.2513.3%7420.234.4K
$100.00Nov 204.605.20$4.9012.2%1590.40405
$115.00Nov 200.852.05$1.4582.8%430.161.2K
$120.00Nov 200.251.50$0.88142.0%310.112.4K
$105.00Nov 202.104.30$3.2068.7%270.305.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 2015.7019.70$17.7022.6%6500.76--
$95.00Nov 206.909.30$8.1029.6%1050.49291
$90.00Nov 204.606.00$5.3026.4%340.383.4K
$92.50Nov 203.808.00$5.9071.2%200.4432
$97.50Nov 208.3010.70$9.5025.3%170.5449

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. 13 found (best R:R 4.56, avg 3.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.50$100.00Nov 20$0.55$1.95$0.5545%3.55$98.05
$105.00$110.00Nov 20$0.95$4.05$0.9530%4.26$105.95
$110.00$115.00Nov 20$0.80$4.20$0.8023%5.25$110.80
$115.00$120.00Nov 20$0.57$4.43$0.5716%7.77$115.57
$95.00$97.50Nov 20$1.20$1.30$1.2050%1.08$96.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$97.50Nov 20$0.45$2.05$0.4559%4.56$99.55
$92.50$90.00Nov 20$0.60$1.90$0.6044%3.17$91.90
$90.00$87.50Nov 20$0.65$1.85$0.6538%2.85$89.35
$97.50$95.00Nov 20$1.40$1.10$1.4054%0.79$96.10
$87.50$85.00Nov 20$0.87$1.63$0.8733%1.87$86.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.72, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$105.00Nov 20$1.70$1.70$3.3060%0.52$101.70
$95.00$97.50Nov 20$1.20$1.20$1.3050%0.92$96.20
$115.00$120.00Nov 20$0.57$0.57$4.4384%0.13$115.57
$110.00$115.00Nov 20$0.80$0.80$4.2077%0.19$110.80
$105.00$110.00Nov 20$0.95$0.95$4.0570%0.23$105.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$80.00Nov 20$2.10$2.10$2.9072%0.72$82.90
$80.00$75.00Nov 20$0.80$0.80$4.2083%0.19$79.20
$87.50$85.00Nov 20$0.87$0.87$1.6367%0.53$86.63
$90.00$87.50Nov 20$0.65$0.65$1.8562%0.35$89.35
$92.50$90.00Nov 20$0.60$0.60$1.9056%0.32$91.90

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. 3 found (cheapest 15.68% of stock, avg 15.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Nov 20$6.65$8.10$14.75$80.25$109.7515.68%
$100.00Nov 20$4.90$9.95$14.85$85.15$114.8515.79%
$97.50Nov 20$5.45$9.50$14.95$82.55$112.4515.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.56% of stock, avg 9.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$85.00Nov 20$1.45$3.78$5.23$79.77$120.23
$110.00$85.00Nov 20$2.25$3.78$6.03$78.97$116.03
$105.00$85.00Nov 20$3.20$3.78$6.98$78.02$111.98
$115.00$87.50Nov 20$1.45$4.65$6.10$81.40$121.10
$110.00$87.50Nov 20$2.25$4.65$6.90$80.60$116.90
$105.00$87.50Nov 20$3.20$4.65$7.85$79.65$112.85
$115.00$90.00Nov 20$1.45$5.30$6.75$83.25$121.75
$110.00$90.00Nov 20$2.25$5.30$7.55$82.45$117.55
$105.00$90.00Nov 20$3.20$5.30$8.50$81.50$113.50
$100.00$85.00Nov 20$4.90$3.78$8.68$76.32$108.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.15, avg credit $2.03)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
80/85115/120Nov 20$2.67$2.3356%1.15$82.33$117.67
80/85110/115Nov 20$2.90$2.1049%1.38$82.10$112.90
80/85105/110Nov 20$3.05$1.9542%1.56$81.95$108.05
75/80115/120Nov 20$1.37$3.6367%0.38$78.63$116.37
75/80110/115Nov 20$1.60$3.4060%0.47$78.40$111.60
75/80105/110Nov 20$1.75$3.2553%0.54$78.25$106.75
85/88115/120Nov 20$1.44$3.5651%0.40$86.06$116.44
85/88110/115Nov 20$1.67$3.3344%0.50$85.83$111.67
85/88105/110Nov 20$1.82$3.1837%0.57$85.68$106.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 32.33, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Nov 20$0.15$4.8514%32.33
$110.00$115.00$120.00Nov 20$0.23$4.7712%20.74
$100.00$105.00$110.00Nov 20$0.75$4.2517%5.67
$95.00$97.50$100.00Nov 20$0.65$1.8510%2.85
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$80.00$85.00Nov 20$1.30$3.7018%2.85
$70.00$75.00$80.00Nov 20$1.45$3.556%2.45
$90.00$92.50$95.00Nov 20$1.60$0.9011%0.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-2.20, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Nov 20-$0.31$4.69
$110.00$115.001:2Nov 20-$0.65$4.35
$100.00$105.001:2Nov 20-$1.50$3.50
$105.00$110.001:2Nov 20-$1.30$3.70
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Nov 20-$2.20$7.80
$80.00$75.001:2Nov 20-$0.08$4.92
$75.00$70.001:2Nov 20-$2.18$2.82
$85.00$80.001:2Nov 20$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 4.89%, avg 2.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Nov 20$4.600.406.3%4.89%11.23%159405
$97.50Nov 20$4.800.453.7%5.10%8.78%1636
$110.00Nov 20$2.100.2317.0%2.23%19.20%7424.4K
$105.00Nov 20$2.100.3011.7%2.23%13.89%275.1K
$95.00Nov 20$4.600.501.0%4.89%5.91%570
$115.00Nov 20$0.850.1622.3%0.90%23.19%431.2K
$120.00Nov 20$0.250.1127.6%0.27%27.87%312.4K

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 1,292
Total Puts 1,000
Put/Call Ratio 0.77
Net Difference 292

Prior's Put/Call Breakdown

Total Calls 1,288
Total Puts 8,172
Put/Call Ratio 6.34
Net Difference -6,884

Prior 7-Day Put/Call Summary

Total Calls 32,785
Total Puts 12,626
Average Put/Call Ratio 1.38
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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