Tour v536
INSM
INSMED INC
$110.00 +5.32%
$110.47 (+0.43%)🌙
as of 11/04 06:38 PM
◀ 11/4 18:38 ▶

Option Volume

Detail
ℹ
Current (11/04) 3,506
Calls: 3,193 (91%)
Puts: 313 (9%)
Prior (11/03) 13,066
Calls: 11,670 (89%)
Puts: 1,396 (11%)
Current vs Prior -73.17%
Calls: -72.64% (Calls)
Puts: -77.58% (Puts)
Prior 7-Day Total 86,656
Calls: 76,944 (89%)
Puts: 9,712 (11%)
Prior 7-Day Average 12,379
Calls: 10,992 (89%)
Puts: 1,387 (11%)
Current vs Prior 7-Day Avg -71.68%
Calls: -70.95%
Puts: -77.44%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.71M
Calls: $1.58M (92%)
Puts: $130.2K (8%)
Prior (11/03) $10.65M
Calls: $9.89M (93%)
Puts: $759.6K (7%)
Current vs Prior -83.95%
Calls: -84.04%
Puts: -82.86%
Prior 7-Day Total $44.90M
Calls: $40.48M (90%)
Puts: $4.42M (10%)
Prior 7-Day Average $6.41M
Calls: $5.78M (90%)
Puts: $631.1K (10%)
Current vs Prior 7-Day Avg -73.35%
Calls: -72.69%
Puts: -79.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.10
Prior (11/03) 0.12
Current vs Prior -18.05%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -22.37%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 71,244
Calls: 67,411 (95%)
Puts: 3,833 (5%)
Prior (11/03) 75,382
Calls: 60,972 (81%)
Puts: 14,410 (19%)
Current vs Prior -5.49%
Prior 7-Day Total 612,139
Calls: 459,813 (75%)
Puts: 152,326 (25%)
Prior 7-Day Average 87,448
Calls: 65,687 (75%)
Puts: 21,760 (25%)
Current vs Prior 7-Day Avg -18.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 8.62% | 13.00%
Prior 11.20% | 17.00%
Current vs Prior -23.07% | -23.51%
Prior 7-Day Avg 13.51% | 16.93%
Current vs 7-Day Avg -36.23% | -23.22%
Prior 7-Day Eod 11.20% | 17.00%
Current vs 7-Day Eod -23.07% | -23.51%
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 25.95% | 25.45%
Calls: 19.25% | 18.68%
Puts: 32.65% | 32.22%
Current vs 7-Day Avg -5.06% | -6.34%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($1.58M) vs puts ($130.2K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 73% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (3,193 calls vs 313 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 0.63, highest 0.84)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 209.4012.80$11.1030.6%10.84--
$105.00Nov 205.708.60$7.1540.6%250.693.9K
$110.00Dec 185.508.10$6.8038.2%310.51156
$110.00Nov 202.856.00$4.4371.1%6850.508.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Dec 188.5011.80$10.1532.5%90.59--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 3.1K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 200.902.70$1.80100.0%2.1K0.243.0K
$110.00Nov 202.856.00$4.4371.1%6850.508.8K
$110.00Dec 185.508.10$6.8038.2%310.51156
$105.00Nov 205.708.60$7.1540.6%250.693.9K
$115.00Dec 183.106.70$4.9073.5%250.4025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 201.353.90$2.6397.0%1150.33596
$95.00Nov 200.401.35$0.88108.0%110.12491
$97.50Nov 200.202.55$1.38170.3%100.17--
$105.00Dec 184.605.50$5.0517.8%90.3840
$115.00Dec 188.5011.80$10.1532.5%90.59--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 11.7%, max 16.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Nov 20Dec 1857.0%49.0%16.4%331.3K
$120.00Nov 20Dec 1859.0%51.5%14.5%2.1K3.0K
$110.00Nov 20Dec 1852.2%48.4%7.9%7169.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Nov 20Dec 1849.4%45.9%7.8%124636

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 3.35, avg 4.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Dec 18$1.15$3.85$1.1540%3.35$116.15
$110.00$115.00Nov 20$1.50$3.50$1.5050%2.33$111.50
$110.00$115.00Dec 18$1.90$3.10$1.9051%1.63$111.90
$105.00$110.00Nov 20$2.72$2.28$2.7269%0.84$107.72
$115.00$120.00Nov 20$1.13$3.87$1.1335%3.42$116.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$97.50Nov 20$0.10$2.40$0.1020%24.00$99.90
$105.00$100.00Nov 20$1.15$3.85$1.1533%3.35$103.85
$95.00$92.50Dec 18$0.40$2.10$0.4016%5.25$94.60
$95.00$92.50Nov 20$0.33$2.17$0.3312%6.58$94.67
$97.50$95.00Nov 20$0.50$2.00$0.5017%4.00$97.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.53, avg 0.26)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$130.00Nov 20$1.32$1.32$8.6876%0.15$121.32
$120.00$125.00Dec 18$1.40$1.40$3.6068%0.39$121.40
$115.00$120.00Nov 20$1.13$1.13$3.8765%0.29$116.13
$115.00$120.00Dec 18$1.15$1.15$3.8560%0.30$116.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$95.00Dec 18$3.45$3.45$6.5562%0.53$101.55
$97.50$95.00Nov 20$0.50$0.50$2.0083%0.25$97.00
$95.00$92.50Nov 20$0.33$0.33$2.1788%0.15$94.67
$95.00$92.50Dec 18$0.40$0.40$2.1084%0.19$94.60
$105.00$100.00Nov 20$1.15$1.15$3.8567%0.30$103.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.25, cheapest $1.97)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Nov 20Dec 18$1.9757.0%49.0%
$110.00Nov 20Dec 18$2.3752.2%48.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Nov 20Dec 18$2.4249.4%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 8.62% of stock, avg 10.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Nov 20$4.43$5.05$9.48$100.52$119.488.62%
$105.00Nov 20$7.15$2.63$9.78$95.22$114.788.89%
$100.00Nov 20$11.10$1.48$12.58$87.42$112.5811.44%
$115.00Dec 18$4.90$10.15$15.05$99.95$130.0513.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.94% of stock, avg 3.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$92.50Nov 20$0.48$0.55$1.03$91.47$131.03
$130.00$95.00Nov 20$0.48$0.88$1.36$93.64$131.36
$130.00$97.50Nov 20$0.48$1.38$1.86$95.64$131.86
$130.00$100.00Nov 20$0.48$1.48$1.96$98.04$131.96
$120.00$92.50Nov 20$1.80$0.55$2.35$90.15$122.35
$120.00$95.00Nov 20$1.80$0.88$2.68$92.32$122.68
$120.00$100.00Nov 20$1.80$1.48$3.28$96.72$123.28
$120.00$97.50Nov 20$1.80$1.38$3.18$94.32$123.18
$125.00$92.50Dec 18$2.35$1.20$3.55$88.95$128.55
$130.00$105.00Nov 20$0.48$2.63$3.11$101.89$133.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.56, avg credit $1.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/95120/125Dec 18$1.80$3.2051%0.56$93.20$121.80
92/95120/130Nov 20$1.65$8.3564%0.20$93.35$121.65
95/98120/130Nov 20$1.82$8.1859%0.22$95.68$121.82
98/100120/130Nov 20$1.42$8.5856%0.17$98.58$121.42
100/105120/130Nov 20$2.47$7.5343%0.33$102.53$122.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 5.06, cheapest $0.17)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Nov 20$0.37$4.6326%12.51
$105.00$110.00$115.00Nov 20$1.22$3.7834%3.10
$100.00$105.00$110.00Nov 20$1.23$3.7734%3.07
$110.00$115.00$120.00Dec 18$0.75$4.2519%5.67
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$105.00$115.00Dec 18$1.65$8.3542%5.06
$92.50$95.00$97.50Nov 20$0.17$2.339%13.71
$90.00$92.50$95.00Nov 20$0.33$2.175%6.58
$100.00$105.00$110.00Nov 20$1.27$3.7330%2.94

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 $-0.21, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Nov 20-$1.71$3.29
$100.00$105.001:2Nov 20-$3.20$1.80
$115.00$120.001:2Nov 20-$0.67$4.33
$110.00$115.001:2Nov 20-$1.43$3.57
$120.00$125.001:2Dec 18-$0.95$4.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Nov 20-$0.21$4.79
$105.00$100.001:2Nov 20-$0.33$4.67
$95.00$92.501:2Nov 20-$0.22$2.28
$97.50$95.001:2Nov 20-$0.38$2.12
$92.50$90.001:2Nov 20-$0.55$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.00%, avg 1.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Dec 18$5.500.510.0%5.00%5.00%31156
$120.00Dec 18$2.100.329.1%1.91%11.00%2539
$115.00Dec 18$3.100.404.5%2.82%7.36%2525
$125.00Dec 18$0.900.2313.6%0.82%14.45%613
$120.00Nov 20$0.900.249.1%0.82%9.91%2.1K3.0K
$115.00Nov 20$1.250.354.5%1.14%5.68%81.2K
$110.00Nov 20$2.850.500.0%2.59%2.59%6858.8K
$130.00Nov 20$0.100.0818.2%0.09%18.27%97.5K

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 3,193
Total Puts 313
Put/Call Ratio 0.10
Net Difference 2,880

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 76,944
Total Puts 9,712
Average Put/Call Ratio 0.13
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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