Tour v533
INSM
INSMED INC
$104.44 -4.46%
$105.01 (+0.55%)🌙
as of 11/03 06:36 PM
◀ 11/3 18:36 ▶

Option Volume

Detail
ℹ
Current (11/03) 13,066
Calls: 11,670 (89%)
Puts: 1,396 (11%)
Prior (11/02) 2,061
Calls: 1,817 (88%)
Puts: 244 (12%)
Current vs Prior +533.96%
Calls: +542.27% (Calls)
Puts: +472.13% (Puts)
Prior 7-Day Total 74,934
Calls: 66,364 (89%)
Puts: 8,570 (11%)
Prior 7-Day Average 10,704
Calls: 9,480 (89%)
Puts: 1,224 (11%)
Current vs Prior 7-Day Avg +22.06%
Calls: +23.09%
Puts: +14.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $10.65M
Calls: $9.89M (93%)
Puts: $759.6K (7%)
Prior (11/02) $908.0K
Calls: $736.2K (81%)
Puts: $171.7K (19%)
Current vs Prior +1073.26%
Calls: +1243.77%
Puts: +342.30%
Prior 7-Day Total $35.62M
Calls: $31.74M (89%)
Puts: $3.88M (11%)
Prior 7-Day Average $5.09M
Calls: $4.53M (89%)
Puts: $554.4K (11%)
Current vs Prior 7-Day Avg +109.36%
Calls: +118.21%
Puts: +37.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.12
Prior (11/02) 0.13
Current vs Prior -10.92%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg -16.04%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 75,382
Calls: 60,972 (81%)
Puts: 14,410 (19%)
Prior (11/02) 63,454
Calls: 47,594 (75%)
Puts: 15,860 (25%)
Current vs Prior +18.80%
Prior 7-Day Total 586,848
Calls: 427,655 (73%)
Puts: 159,193 (27%)
Prior 7-Day Average 83,835
Calls: 61,093 (73%)
Puts: 22,741 (27%)
Current vs Prior 7-Day Avg -10.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 11.20% | 17.00%
Prior 12.12% | 14.87%
Current vs Prior -7.58% | +14.32%
Prior 7-Day Avg 14.15% | 17.23%
Current vs 7-Day Avg -20.81% | -1.38%
Prior 7-Day Eod 12.12% | 14.87%
Current vs 7-Day Eod -7.58% | +14.32%
Sentiment BULLISH

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 26.19% | 25.94%
Calls: 21.06% | 20.69%
Puts: 31.32% | 31.19%
Current vs 7-Day Avg -5.92% | -8.09%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($9.89M) vs puts ($759.6K). Massive premium surge with dollar volume up 1073% vs prior. Dollar volume significantly above 7-day average (109% higher). Unusually high activity with volume up 534% 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 -- 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. 8 found (avg delta 0.66, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 2013.9017.40$15.6522.4%50.939
$97.50Nov 207.4011.00$9.2039.1%5.0K0.745.2K
$100.00Nov 206.009.40$7.7044.2%10.66708
$100.00Dec 188.6011.50$10.0528.9%30.64--
$105.00Nov 202.754.80$3.7854.2%470.503.9K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 205.708.60$7.1540.6%210.66822
$110.00Dec 189.1011.30$10.2021.6%70.606

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 6.7K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Nov 207.4011.00$9.2039.1%5.0K0.745.2K
$110.00Nov 202.052.75$2.4029.2%3760.349.1K
$105.00Nov 202.754.80$3.7854.2%470.503.9K
$120.00Nov 200.250.80$0.53103.8%330.103.0K
$115.00Nov 200.902.00$1.4575.9%280.221.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Dec 183.604.30$3.9517.7%4640.3239
$100.00Nov 202.254.40$3.3364.6%3800.34734
$95.00Nov 201.052.65$1.8586.5%780.22447
$97.50Nov 201.552.75$2.1555.8%740.26151
$105.00Dec 186.508.90$7.7031.2%400.491

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 25.1%, max 51.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Nov 20Dec 1860.5%40.0%51.2%4708
$110.00Nov 20Dec 1850.1%47.5%5.4%3799.1K
$115.00Nov 20Dec 1853.5%52.0%3.0%351.3K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Nov 20Dec 1860.5%40.0%51.2%418778
$95.00Nov 20Dec 1862.3%45.5%36.9%114451
$97.50Nov 20Dec 1856.5%46.1%22.6%538190
$110.00Nov 20Dec 1850.1%47.5%5.4%28828

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 6.46, avg 3.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$115.00Dec 18$0.85$4.15$0.8539%4.88$110.85
$105.00$110.00Nov 20$1.38$3.62$1.3850%2.62$106.38
$97.50$100.00Nov 20$1.50$1.00$1.5074%0.67$99.00
$110.00$115.00Nov 20$0.95$4.05$0.9534%4.26$110.95
$115.00$120.00Dec 18$1.15$3.85$1.1531%3.35$116.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$100.00Nov 20$0.67$4.33$0.6750%6.46$104.33
$100.00$97.50Dec 18$0.20$2.30$0.2037%11.50$99.80
$97.50$95.00Nov 20$0.30$2.20$0.3026%7.33$97.20
$110.00$105.00Dec 18$2.50$2.50$2.5060%1.00$107.50
$110.00$105.00Nov 20$3.15$1.85$3.1566%0.59$106.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.34, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$125.00Dec 18$1.28$1.28$3.7277%0.34$121.28
$115.00$120.00Nov 20$0.92$0.92$4.0878%0.23$115.92
$105.00$110.00Dec 18$2.30$2.30$2.7050%0.85$107.30
$115.00$120.00Dec 18$1.15$1.15$3.8569%0.30$116.15
$110.00$115.00Nov 20$0.95$0.95$4.0566%0.23$110.95
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$97.50Nov 20$1.18$1.18$1.3266%0.89$98.82
$97.50$95.00Dec 18$0.97$0.97$1.5368%0.63$96.53
$97.50$95.00Nov 20$0.30$0.30$2.2074%0.14$97.20
$100.00$97.50Dec 18$0.20$0.20$2.3063%0.09$99.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.44, cheapest $0.82)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Nov 20Dec 18$2.3560.5%40.0%
$110.00Nov 20Dec 18$1.9050.1%47.5%
$105.00Nov 20Dec 18$2.8244.1%50.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Nov 20Dec 18$0.8260.5%40.0%
$110.00Nov 20Dec 18$3.0550.1%47.5%
$105.00Nov 20Dec 18$3.7044.1%50.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 7.45% of stock, avg 11.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Nov 20$3.78$4.00$7.78$97.22$112.787.45%
$110.00Nov 20$2.40$7.15$9.55$100.45$119.559.14%
$100.00Nov 20$7.70$3.33$11.03$88.97$111.0310.56%
$97.50Nov 20$9.20$2.15$11.35$86.15$108.8510.87%
$100.00Dec 18$10.05$4.15$14.20$85.80$114.2013.60%
$105.00Dec 18$6.60$7.70$14.30$90.70$119.3013.69%
$110.00Dec 18$4.30$10.20$14.50$95.50$124.5013.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 2.28% of stock, avg 5.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$95.00Nov 20$0.53$1.85$2.38$92.62$122.38
$125.00$95.00Nov 20$0.55$1.85$2.40$92.60$127.40
$120.00$97.50Nov 20$0.53$2.15$2.68$94.82$122.68
$125.00$97.50Nov 20$0.55$2.15$2.70$94.80$127.70
$115.00$95.00Nov 20$1.45$1.85$3.30$91.70$118.30
$115.00$97.50Nov 20$1.45$2.15$3.60$93.90$118.60
$125.00$92.50Dec 18$1.02$2.98$4.00$88.50$129.00
$125.00$95.00Dec 18$1.02$2.98$4.00$91.00$129.00
$110.00$95.00Nov 20$2.40$1.85$4.25$90.75$114.25
$110.00$97.50Nov 20$2.40$2.15$4.55$92.95$114.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.82, avg credit $1.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/98120/125Dec 18$2.25$2.7545%0.82$95.25$122.25
98/100115/120Nov 20$2.10$2.9044%0.72$97.90$117.10
95/98115/120Dec 18$2.12$2.8837%0.74$95.38$117.12
95/98115/120Nov 20$1.22$3.7852%0.32$96.28$116.22
98/100110/115Nov 20$2.13$2.8732%0.74$97.87$112.13
95/98110/115Nov 20$1.25$3.7540%0.33$96.25$111.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 10.63, cheapest $0.43)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Nov 20$0.43$4.5728%10.63
$100.00$105.00$110.00Dec 18$1.15$3.8525%3.35
$115.00$120.00$125.00Nov 20$0.94$4.0613%4.32
$105.00$110.00$115.00Dec 18$1.45$3.5519%2.45
$100.00$105.00$110.00Nov 20$2.54$2.4632%0.97
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$97.50$100.00Nov 20$0.88$1.6212%1.84
$92.50$95.00$97.50Dec 18$0.97$1.539%1.58
$100.00$105.00$110.00Nov 20$2.48$2.5232%1.02

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-2.75, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$97.501:2Nov 20-$2.75$4.75
$105.00$110.001:2Nov 20-$1.02$3.98
$110.00$115.001:2Nov 20-$0.50$4.50
$105.00$110.001:2Dec 18-$2.00$3.00
$115.00$120.001:2Dec 18-$1.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Nov 20-$0.85$4.15
$105.00$100.001:2Dec 18-$0.60$4.40
$100.00$97.501:2Nov 20-$0.97$1.53
$105.00$100.001:2Nov 20-$2.66$2.34
$97.50$95.001:2Nov 20-$1.55$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.87%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$3.000.3110.1%2.87%12.98%718
$105.00Dec 18$5.300.500.5%5.07%5.61%21111
$120.00Dec 18$1.900.2314.9%1.82%16.72%540
$110.00Dec 18$3.000.395.3%2.87%8.20%3--
$110.00Nov 20$2.050.345.3%1.96%7.29%3769.1K
$115.00Nov 20$0.900.2210.1%0.86%10.97%281.3K
$105.00Nov 20$2.750.500.5%2.63%3.17%473.9K
$125.00Dec 18$0.150.1319.7%0.14%19.83%811
$125.00Nov 20$0.100.0919.7%0.10%19.78%11577
$120.00Nov 20$0.250.1014.9%0.24%15.14%333.0K

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 11,670
Total Puts 1,396
Put/Call Ratio 0.12
Net Difference 10,274

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 66,364
Total Puts 8,570
Average Put/Call Ratio 0.14
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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