Tour v533
INSM
INSMED INC
$109.31 -2.90%
$108.75 (-0.51%)🌙
as of 11/02 06:32 PM
◀ 11/2 18:32 ▶

Option Volume

Detail
ℹ
Current (11/02) 2,061
Calls: 1,817 (88%)
Puts: 244 (12%)
Prior (10/30) 7,441
Calls: 6,374 (86%)
Puts: 1,067 (14%)
Current vs Prior -72.30%
Calls: -71.49% (Calls)
Puts: -77.13% (Puts)
Prior 7-Day Total 84,776
Calls: 76,392 (90%)
Puts: 8,384 (10%)
Prior 7-Day Average 12,110
Calls: 10,913 (90%)
Puts: 1,197 (10%)
Current vs Prior 7-Day Avg -82.98%
Calls: -83.35%
Puts: -79.63%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $908.0K
Calls: $736.2K (81%)
Puts: $171.7K (19%)
Prior (10/30) $4.55M
Calls: $4.19M (92%)
Puts: $354.1K (8%)
Current vs Prior -80.03%
Calls: -82.44%
Puts: -51.49%
Prior 7-Day Total $40.95M
Calls: $37.21M (91%)
Puts: $3.75M (9%)
Prior 7-Day Average $5.85M
Calls: $5.32M (91%)
Puts: $535.5K (9%)
Current vs Prior 7-Day Avg -84.48%
Calls: -86.15%
Puts: -67.93%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.13
Prior (10/30) 0.17
Current vs Prior -19.78%
Prior 7-Day Average 0.12
Current vs Prior 7-Day Avg +8.34%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 63,454
Calls: 47,594 (75%)
Puts: 15,860 (25%)
Prior (10/30) 69,173
Calls: 62,237 (90%)
Puts: 6,936 (10%)
Current vs Prior -8.27%
Prior 7-Day Total 582,959
Calls: 426,955 (73%)
Puts: 156,004 (27%)
Prior 7-Day Average 83,279
Calls: 60,993 (73%)
Puts: 22,286 (27%)
Current vs Prior 7-Day Avg -23.81%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 12.12% | 14.87%
Prior 9.99% | 14.52%
Current vs Prior +21.30% | +2.36%
Prior 7-Day Avg 14.72% | 17.87%
Current vs 7-Day Avg -17.67% | -16.83%
Prior 7-Day Eod 9.99% | 14.52%
Current vs 7-Day Eod +21.30% | +2.36%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 24.64% | 23.84%
Calls: 16.39% | 15.57%
Puts: 32.88% | 32.10%
Prior 24.64% | 23.84%
Calls: 16.39% | 15.57%
Puts: 32.88% | 32.10%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 26.43% | 26.42%
Calls: 22.87% | 22.69%
Puts: 29.98% | 30.16%
Current vs 7-Day Avg -6.77% | -9.78%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($736.2K) vs puts ($171.7K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (1,817 calls vs 244 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 0.76, highest 0.95)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Nov 2011.5015.10$13.3027.1%10.82--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 2023.6027.20$25.4014.2%10.9510
$125.00Nov 2014.0017.60$15.8022.8%20.85--
$115.00Nov 207.209.70$8.4529.6%50.68236
$110.00Nov 204.705.70$5.2019.2%1030.51756

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 1.3K, top 590)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 203.905.20$4.5528.6%5900.509.6K
$130.00Nov 200.050.60$0.33166.7%3680.06--
$120.00Nov 201.101.70$1.4042.9%1380.212.9K
$115.00Nov 201.553.20$2.3869.3%720.331.2K
$125.00Nov 200.651.60$1.1384.1%20.16577
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 204.705.70$5.2019.2%1030.51756
$100.00Nov 201.101.55$1.3333.8%360.19713
$105.00Nov 200.604.20$2.40150.0%70.33611
$115.00Nov 207.209.70$8.4529.6%50.68236
$80.00Nov 200.150.85$0.50140.0%30.0511.3K

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. 10 found (best R:R 17.52, avg 16.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Nov 20$0.27$4.73$0.2721%17.52$120.27
$130.00$140.00Nov 20$0.10$9.90$0.106%99.00$130.10
$115.00$120.00Nov 20$0.98$4.02$0.9833%4.10$115.98
$110.00$115.00Nov 20$2.17$2.83$2.1750%1.30$112.17
$125.00$130.00Nov 20$0.80$4.20$0.8016%5.25$125.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$90.00Nov 20$0.22$4.78$0.2210%21.73$94.78
$105.00$100.00Nov 20$1.07$3.93$1.0733%3.67$103.93
$100.00$95.00Nov 20$0.68$4.32$0.6819%6.35$99.32
$115.00$110.00Nov 20$3.25$1.75$3.2568%0.54$111.75
$110.00$105.00Nov 20$2.80$2.20$2.8051%0.79$107.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.19, avg 0.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Nov 20$0.80$0.80$4.2084%0.19$125.80
$110.00$115.00Nov 20$2.17$2.17$2.8350%0.77$112.17
$115.00$120.00Nov 20$0.98$0.98$4.0267%0.24$115.98
$130.00$140.00Nov 20$0.10$0.10$9.9094%0.01$130.10
$120.00$125.00Nov 20$0.27$0.27$4.7379%0.06$120.27
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Nov 20$0.68$0.68$4.3281%0.16$99.32
$105.00$100.00Nov 20$1.07$1.07$3.9367%0.27$103.93
$95.00$90.00Nov 20$0.22$0.22$4.7890%0.05$94.78

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 8.92% of stock, avg 9.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Nov 20$4.55$5.20$9.75$100.25$119.758.92%
$115.00Nov 20$2.38$8.45$10.83$104.17$125.839.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.70% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$90.00Nov 20$0.33$0.43$0.76$89.24$130.76
$130.00$95.00Nov 20$0.33$0.65$0.98$94.02$130.98
$125.00$90.00Nov 20$1.13$0.43$1.56$88.44$126.56
$125.00$95.00Nov 20$1.13$0.65$1.78$93.22$126.78
$130.00$100.00Nov 20$0.33$1.33$1.66$98.34$131.66
$120.00$90.00Nov 20$1.40$0.43$1.83$88.17$121.83
$120.00$95.00Nov 20$1.40$0.65$2.05$92.95$122.05
$125.00$100.00Nov 20$1.13$1.33$2.46$97.54$127.46
$120.00$100.00Nov 20$1.40$1.33$2.73$97.27$122.73
$130.00$105.00Nov 20$0.33$2.40$2.73$102.27$132.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.42, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/100125/130Nov 20$1.48$3.5264%0.42$98.52$126.48
90/95125/130Nov 20$1.02$3.9873%0.26$93.98$126.02
100/105125/130Nov 20$1.87$3.1351%0.60$103.13$126.87
95/100115/120Nov 20$1.66$3.3448%0.50$98.34$116.66
90/95115/120Nov 20$1.20$3.8056%0.32$93.80$116.20
95/100120/125Nov 20$0.95$4.0559%0.23$99.05$120.95
90/95120/125Nov 20$0.49$4.5168%0.11$94.51$120.49
100/105115/120Nov 20$2.05$2.9534%0.69$102.95$117.05
90/95130/140Nov 20$0.32$9.6883%0.03$94.68$130.32
100/105120/125Nov 20$1.34$3.6646%0.37$103.66$121.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 10.11, cheapest $0.39)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Nov 20$0.71$4.2917%6.04
$110.00$115.00$120.00Nov 20$1.19$3.8128%3.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Nov 20$0.45$4.5535%10.11
$95.00$100.00$105.00Nov 20$0.39$4.6122%11.82
$90.00$95.00$100.00Nov 20$0.46$4.5413%9.87
$115.00$125.00$135.00Nov 20$2.25$7.7528%3.44
$100.00$105.00$110.00Nov 20$1.73$3.2732%1.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-1.10, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Nov 20-$0.21$4.79
$115.00$120.001:2Nov 20-$0.42$4.58
$130.00$140.001:2Nov 20-$0.13$9.87
$120.00$125.001:2Nov 20-$0.86$4.14
$97.50$110.001:2Nov 20$4.20$8.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Nov 20-$1.10$8.90
$135.00$125.001:2Nov 20-$6.20$3.80
$115.00$110.001:2Nov 20-$1.95$3.05
$105.00$100.001:2Nov 20-$0.26$4.74
$95.00$90.001:2Nov 20-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.57%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$3.900.500.6%3.57%4.20%5909.6K
$115.00Nov 20$1.550.335.2%1.42%6.62%721.2K
$120.00Nov 20$1.100.219.8%1.01%10.79%1382.9K
$125.00Nov 20$0.650.1614.3%0.59%14.95%2577

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 1,817
Total Puts 244
Put/Call Ratio 0.13
Net Difference 1,573

Prior's Put/Call Breakdown

Total Calls 6,374
Total Puts 1,067
Put/Call Ratio 0.17
Net Difference 5,307

Prior 7-Day Put/Call Summary

Total Calls 76,392
Total Puts 8,384
Average Put/Call Ratio 0.12
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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