Tour v531
INSM
INSMED INC
$94.96 +1.75%
$94.90 (-0.06%)🌙
as of 10/27 06:34 PM
◀ 10/27 18:34 ▶

Option Volume

Detail
ℹ
Current (10/27) 28,822
Calls: 26,490 (92%)
Puts: 2,332 (8%)
Prior (10/26) 5,437
Calls: 5,331 (98%)
Puts: 106 (2%)
Current vs Prior +430.11%
Calls: +396.90% (Calls)
Puts: +2100.00% (Puts)
Prior 7-Day Total 48,911
Calls: 36,895 (75%)
Puts: 12,016 (25%)
Prior 7-Day Average 6,987
Calls: 5,270 (75%)
Puts: 1,716 (25%)
Current vs Prior 7-Day Avg +312.49%
Calls: +402.59%
Puts: +35.85%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $14.51M
Calls: $13.11M (90%)
Puts: $1.40M (10%)
Prior (10/26) $736.2K
Calls: $677.7K (92%)
Puts: $58.5K (8%)
Current vs Prior +1870.43%
Calls: +1834.30%
Puts: +2288.78%
Prior 7-Day Total $47.55M
Calls: $24.76M (52%)
Puts: $22.79M (48%)
Prior 7-Day Average $6.79M
Calls: $3.54M (52%)
Puts: $3.26M (48%)
Current vs Prior 7-Day Avg +113.55%
Calls: +270.59%
Puts: -57.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.09
Prior (10/26) 0.02
Current vs Prior +342.74%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg -92.30%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 67,545
Calls: 49,548 (73%)
Puts: 17,997 (27%)
Prior (10/26) 57,079
Calls: 40,205 (70%)
Puts: 16,874 (30%)
Current vs Prior +18.34%
Prior 7-Day Total 372,994
Calls: 248,722 (67%)
Puts: 124,272 (33%)
Prior 7-Day Average 53,284
Calls: 35,531 (67%)
Puts: 17,753 (33%)
Current vs Prior 7-Day Avg +26.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.48% | 18.32%
Prior 15.70% | 18.75%
Current vs Prior -1.38% | -2.28%
Prior 7-Day Avg 16.29% | 19.32%
Current vs 7-Day Avg -4.94% | -5.14%
Prior 7-Day Eod 15.70% | 18.75%
Current vs 7-Day Eod -1.38% | -2.28%
Sentiment BULLISH

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

Strong bullish conviction with 90% of dollar volume in calls ($13.11M) vs puts ($1.40M). Massive premium surge with dollar volume up 1870% vs prior. Dollar volume significantly above 7-day average (114% higher). Unusually high activity with volume up 430% vs prior - elevated interest.

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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 202.552.80$2.689.3%4.5K0.275.5K
PUTS (0)
No puts meet the criteria

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 0.67, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 206.309.20$7.7537.4%60.57289
$97.50Nov 205.207.00$6.1029.5%570.515.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 2024.0028.00$26.0015.4%20.91189
$110.00Nov 2015.3019.30$17.3023.1%6500.76--
$100.00Nov 209.5012.10$10.8024.1%190.571.0K

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 7.2K, top 4.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 202.552.80$2.689.3%4.5K0.275.5K
$120.00Nov 200.951.35$1.1534.8%2440.142.4K
$100.00Nov 204.805.60$5.2015.4%760.46670
$97.50Nov 205.207.00$6.1029.5%570.515.3K
$105.00Nov 202.504.50$3.5057.1%470.354.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 200.401.80$1.10127.3%1.6K0.1311.2K
$110.00Nov 2015.3019.30$17.3023.1%6500.76--
$95.00Nov 204.807.80$6.3047.6%230.45415
$100.00Nov 209.5012.10$10.8024.1%190.571.0K
$90.00Nov 204.306.00$5.1533.0%120.343.5K

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. 11 found (best R:R 3.35, avg 3.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$110.00Nov 20$0.82$4.18$0.8235%5.10$105.82
$97.50$100.00Nov 20$0.90$1.60$0.9051%1.78$98.40
$100.00$105.00Nov 20$1.70$3.30$1.7046%1.94$101.70
$115.00$120.00Nov 20$0.52$4.48$0.5219%8.62$115.52
$110.00$115.00Nov 20$1.01$3.99$1.0127%3.95$111.01
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$90.00Nov 20$1.15$3.85$1.1545%3.35$93.85
$110.00$100.00Nov 20$6.50$3.50$6.5076%0.54$103.50
$80.00$75.00Nov 20$0.47$4.53$0.4713%9.64$79.53
$85.00$80.00Nov 20$1.50$3.50$1.5023%2.33$83.50
$90.00$85.00Nov 20$2.55$2.45$2.5534%0.96$87.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.04, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$97.50Nov 20$1.65$1.65$0.8543%1.94$96.65
$110.00$115.00Nov 20$1.01$1.01$3.9973%0.25$111.01
$115.00$120.00Nov 20$0.52$0.52$4.4881%0.12$115.52
$100.00$105.00Nov 20$1.70$1.70$3.3054%0.52$101.70
$97.50$100.00Nov 20$0.90$0.90$1.6049%0.56$98.40
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$85.00Nov 20$2.55$2.55$2.4566%1.04$87.45
$85.00$80.00Nov 20$1.50$1.50$3.5077%0.43$83.50
$80.00$75.00Nov 20$0.47$0.47$4.5387%0.10$79.53

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 14.80% of stock, avg 15.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Nov 20$7.75$6.30$14.05$80.95$109.0514.80%
$100.00Nov 20$5.20$10.80$16.00$84.00$116.0016.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.87% of stock, avg 6.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$75.00Nov 20$1.15$0.63$1.78$73.22$121.78
$120.00$80.00Nov 20$1.15$1.10$2.25$77.75$122.25
$115.00$75.00Nov 20$1.67$0.63$2.30$72.70$117.30
$115.00$80.00Nov 20$1.67$1.10$2.77$77.23$117.77
$110.00$75.00Nov 20$2.68$0.63$3.31$71.69$113.31
$120.00$85.00Nov 20$1.15$2.60$3.75$81.25$123.75
$110.00$80.00Nov 20$2.68$1.10$3.78$76.22$113.78
$115.00$85.00Nov 20$1.67$2.60$4.27$80.73$119.27
$110.00$85.00Nov 20$2.68$2.60$5.28$79.72$115.28
$105.00$75.00Nov 20$3.50$0.63$4.13$70.87$109.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.47, avg credit $2.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/90110/115Nov 20$3.56$1.4438%2.47$86.44$113.56
85/90115/120Nov 20$3.07$1.9346%1.59$86.93$118.07
80/85110/115Nov 20$2.51$2.4950%1.01$82.49$112.51
85/90105/110Nov 20$3.37$1.6331%2.07$86.63$108.37
80/85115/120Nov 20$2.02$2.9858%0.68$82.98$117.02
75/80110/115Nov 20$1.48$3.5260%0.42$78.52$111.48
80/85105/110Nov 20$2.32$2.6842%0.87$82.68$107.32
75/80115/120Nov 20$0.99$4.0168%0.25$79.01$115.99
75/80105/110Nov 20$1.29$3.7153%0.35$78.71$106.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 3.55, cheapest $0.49)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Nov 20$0.49$4.5113%9.20
$100.00$105.00$110.00Nov 20$0.88$4.1218%4.68
$95.00$97.50$100.00Nov 20$0.75$1.7512%2.33
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$110.00$120.00Nov 20$2.20$7.8034%3.55
$80.00$85.00$90.00Nov 20$1.05$3.9522%3.76
$75.00$80.00$85.00Nov 20$1.03$3.9716%3.85
$90.00$95.00$100.00Nov 20$3.35$1.6522%0.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-4.30, 10 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Nov 20-$0.66$4.34
$100.00$105.001:2Nov 20-$1.80$3.20
$115.00$120.001:2Nov 20-$0.63$4.37
$105.00$110.001:2Nov 20-$1.86$3.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Nov 20-$4.30$5.70
$90.00$85.001:2Nov 20-$0.05$4.95
$100.00$95.001:2Nov 20-$1.80$3.20
$120.00$110.001:2Nov 20-$8.60$1.40
$80.00$75.001:2Nov 20-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 5.05%, avg 3.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Nov 20$4.800.465.3%5.05%10.36%76670
$110.00Nov 20$2.550.2715.8%2.69%18.52%4.5K5.5K
$97.50Nov 20$5.200.512.7%5.48%8.15%575.3K
$95.00Nov 20$6.300.570.0%6.63%6.68%6289
$105.00Nov 20$2.500.3510.6%2.63%13.21%474.0K
$115.00Nov 20$1.450.1921.1%1.53%22.63%121.2K
$120.00Nov 20$0.950.1426.4%1.00%27.37%2442.4K

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 26,490
Total Puts 2,332
Put/Call Ratio 0.09
Net Difference 24,158

Prior's Put/Call Breakdown

Total Calls 5,331
Total Puts 106
Put/Call Ratio 0.02
Net Difference 5,225

Prior 7-Day Put/Call Summary

Total Calls 36,895
Total Puts 12,016
Average Put/Call Ratio 1.14
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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