Tour v536
INSM
INSMED INC
$114.41 +5.19%
$113.94 (-0.41%)🌙
as of 11/06 06:33 PM
◀ 11/6 18:33

Option Volume

Detail
ℹ
Current (11/06) 6,806
Calls: 6,082 (89%)
Puts: 724 (11%)
Prior (11/05) 1,521
Calls: 1,408 (93%)
Puts: 113 (7%)
Current vs Prior +347.47%
Calls: +331.96% (Calls)
Puts: +540.71% (Puts)
Prior 7-Day Total 57,424
Calls: 49,724 (87%)
Puts: 7,700 (13%)
Prior 7-Day Average 8,203
Calls: 7,103 (87%)
Puts: 1,100 (13%)
Current vs Prior 7-Day Avg -17.03%
Calls: -14.38%
Puts: -34.18%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $4.77M
Calls: $4.61M (97%)
Puts: $158.6K (3%)
Prior (11/05) $2.13M
Calls: $2.07M (97%)
Puts: $66.1K (3%)
Current vs Prior +123.68%
Calls: +123.16%
Puts: +140.12%
Prior 7-Day Total $33.50M
Calls: $30.34M (91%)
Puts: $3.16M (9%)
Prior 7-Day Average $4.79M
Calls: $4.33M (91%)
Puts: $451.0K (9%)
Current vs Prior 7-Day Avg -0.30%
Calls: +6.41%
Puts: -64.83%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.12
Prior (11/05) 0.08
Current vs Prior +48.33%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg -12.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 76,003
Calls: 62,312 (82%)
Puts: 13,691 (18%)
Prior (11/05) 62,231
Calls: 49,814 (80%)
Puts: 12,417 (20%)
Current vs Prior +22.13%
Prior 7-Day Total 620,990
Calls: 487,285 (78%)
Puts: 133,705 (22%)
Prior 7-Day Average 88,712
Calls: 69,612 (78%)
Puts: 19,100 (22%)
Current vs Prior 7-Day Avg -14.33%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 10.36% | 16.17%10.36% | 16.17%
Prior 12.27% | 16.14%12.27% | 16.14%
Current vs Prior -15.62% | +0.21%-15.62% | +0.21%
Prior 7-Day Avg 12.04% | 15.80%12.04% | 15.80%
Current vs 7-Day Avg -14.01% | +2.36%-14.01% | +2.36%
Prior 7-Day Eod 12.27% | 16.14%12.27% | 16.14%
Current vs 7-Day Eod -15.62% | +0.21%-15.62% | +0.21%
Sentiment BULLISHBULLISH

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 25.48% | 24.49%
Calls: 15.63% | 14.68%
Puts: 35.33% | 34.29%
Current vs 7-Day Avg -3.30% | -2.64%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($4.61M) vs puts ($158.6K). Massive premium surge with dollar volume up 124% vs prior. Unusually high activity with volume up 347% vs prior - elevated interest. Extreme bullish P/C ratio of 0.12 - heavy call buying (6,082 calls vs 724 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 0.70, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 2017.9022.00$19.9520.6%10.91381
$105.00Nov 2010.6012.10$11.3513.2%70.773.9K
$110.00Nov 205.408.00$6.7038.8%2.9K0.667.9K
$110.00Dec 188.5012.50$10.5038.1%50.62--
$115.00Dec 185.809.80$7.8051.3%30.5227
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 5.9K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 205.408.00$6.7038.8%2.9K0.667.9K
$120.00Nov 202.453.30$2.8829.5%1.9K0.354.9K
$130.00Nov 200.051.05$0.55181.8%1180.117.5K
$125.00Nov 200.351.60$0.98127.6%1060.18568
$130.00Dec 182.104.50$3.3072.7%250.2814
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 200.254.10$2.17177.4%5010.24619
$95.00Nov 200.301.20$0.75120.0%960.09491
$97.50Nov 200.203.70$1.95179.5%950.17--
$110.00Dec 183.807.50$5.6565.5%80.3810
$92.50Dec 180.501.50$1.00100.0%40.10--

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 10.3%, max 13.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Nov 20Dec 1857.8%50.9%13.7%1.9K5.0K
$110.00Nov 20Dec 1855.9%50.2%11.3%2.9K7.9K
$115.00Nov 20Dec 1855.3%52.7%4.8%121.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Nov 20Dec 1855.9%50.2%11.3%910

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 8.09, avg 4.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Dec 18$0.55$4.45$0.5533%8.09$125.55
$110.00$115.00Nov 20$2.15$2.85$2.1566%1.33$112.15
$115.00$120.00Nov 20$1.67$3.33$1.6750%1.99$116.67
$110.00$115.00Dec 18$2.70$2.30$2.7062%0.85$112.70
$120.00$125.00Dec 18$1.65$3.35$1.6542%2.03$121.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Nov 20$0.88$4.12$0.8835%4.68$109.12
$100.00$95.00Dec 18$0.53$4.47$0.5321%8.43$99.47
$105.00$100.00Nov 20$1.09$3.91$1.0924%3.59$103.91
$110.00$100.00Dec 18$3.02$6.98$3.0238%2.31$106.98
$95.00$92.50Dec 18$1.10$1.40$1.1016%1.27$93.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.92, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$125.00Nov 20$1.90$1.90$3.1065%0.61$121.90
$115.00$120.00Dec 18$2.30$2.30$2.7048%0.85$117.30
$125.00$130.00Nov 20$0.43$0.43$4.5782%0.09$125.43
$130.00$135.00Nov 20$0.20$0.20$4.8089%0.04$130.20
$120.00$125.00Dec 18$1.65$1.65$3.3558%0.49$121.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.50$95.00Nov 20$1.20$1.20$1.3083%0.92$96.30
$95.00$92.50Dec 18$1.10$1.10$1.4084%0.79$93.90
$110.00$100.00Dec 18$3.02$3.02$6.9862%0.43$106.98
$105.00$100.00Nov 20$1.09$1.09$3.9176%0.28$103.91
$100.00$95.00Dec 18$0.53$0.53$4.4779%0.12$99.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.07, cheapest $2.62)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Nov 20Dec 18$2.6257.8%50.9%
$110.00Nov 20Dec 18$3.8055.9%50.2%
$115.00Nov 20Dec 18$3.2555.3%52.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Nov 20Dec 18$2.6055.9%50.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 8.52% of stock, avg 11.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Nov 20$6.70$3.05$9.75$100.25$119.758.52%
$105.00Nov 20$11.35$2.17$13.52$91.48$118.5211.82%
$110.00Dec 18$10.50$5.65$16.15$93.85$126.1514.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.96% of stock, avg 4.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$95.00Nov 20$0.35$0.75$1.10$93.90$136.10
$130.00$95.00Nov 20$0.55$0.75$1.30$93.70$131.30
$135.00$100.00Nov 20$0.35$1.08$1.43$98.57$136.43
$130.00$100.00Nov 20$0.55$1.08$1.63$98.37$131.63
$125.00$95.00Nov 20$0.98$0.75$1.73$93.27$126.73
$125.00$100.00Nov 20$0.98$1.08$2.06$97.94$127.06
$135.00$97.50Nov 20$0.35$1.95$2.30$95.20$137.30
$130.00$97.50Nov 20$0.55$1.95$2.50$95.00$132.50
$125.00$97.50Nov 20$0.98$1.95$2.93$94.57$127.93
$135.00$105.00Nov 20$0.35$2.17$2.52$102.48$137.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 0.39, avg credit $1.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/98130/135Nov 20$1.40$3.6073%0.39$96.10$131.40
95/98125/130Nov 20$1.63$3.3766%0.48$95.87$126.63
100/105130/135Nov 20$1.29$3.7166%0.35$103.71$131.29
100/105125/130Nov 20$1.52$3.4858%0.44$103.48$126.52
92/95125/130Dec 18$1.65$3.3551%0.49$93.35$126.65
105/110130/135Nov 20$1.08$3.9255%0.28$108.92$131.08
105/110125/130Nov 20$1.31$3.6948%0.36$108.69$126.31
95/100125/130Dec 18$1.08$3.9246%0.28$98.92$126.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 9.42, cheapest $0.23)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Nov 20$0.48$4.5230%9.42
$110.00$115.00$120.00Dec 18$0.40$4.6020%11.50
$125.00$130.00$135.00Nov 20$0.23$4.7711%20.74
$115.00$120.00$125.00Dec 18$0.65$4.3519%6.69
$120.00$125.00$130.00Dec 18$1.10$3.9015%3.55
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-2.75, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Nov 20-$2.75$7.25
$105.00$110.001:2Nov 20-$2.05$2.95
$115.00$120.001:2Nov 20-$1.21$3.79
$110.00$115.001:2Nov 20-$2.40$2.60
$125.00$130.001:2Nov 20-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Nov 20-$1.29$3.71
$100.00$95.001:2Dec 18-$1.57$3.43
$110.00$100.001:2Dec 18$0.39$9.61
$105.00$100.001:2Nov 20$0.01$4.99
$95.00$92.501:2Dec 18$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.84%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Dec 18$2.100.2813.6%1.84%15.46%2514
$115.00Dec 18$5.800.520.5%5.07%5.59%327
$120.00Dec 18$3.500.424.9%3.06%7.95%656
$125.00Dec 18$1.800.339.3%1.57%10.83%2317
$120.00Nov 20$2.450.354.9%2.14%7.03%1.9K4.9K
$115.00Nov 20$2.600.500.5%2.27%2.79%91.2K
$125.00Nov 20$0.350.189.3%0.31%9.56%106568
$135.00Nov 20$0.250.0718.0%0.22%18.22%21552

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 6,082
Total Puts 724
Put/Call Ratio 0.12
Net Difference 5,358

Prior's Put/Call Breakdown

Total Calls 1,408
Total Puts 113
Put/Call Ratio 0.08
Net Difference 1,295

Prior 7-Day Put/Call Summary

Total Calls 49,724
Total Puts 7,700
Average Put/Call Ratio 0.14
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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