Tour v492
INSM
INSMED INC
$100.21 +1.48%
8/5 14:07

Option Volume

Detail
Current (08/05 2:05pm) 3,429
Calls: 754 (22%)
Puts: 2,675 (78%)
Prior (05/07) 13,760
Calls: 6,781 (49%)
Puts: 6,979 (51%)
Current vs Prior -75.08%
Calls: -88.88% (Calls)
Puts: -61.67% (Puts)
Prior 7-Day Total 14,749
Calls: 7,572 (51%)
Puts: 7,177 (49%)
Prior 7-Day Average 7,374
Calls: 1,081 (51%)
Puts: 1,025 (49%)
Current vs Prior 7-Day Avg -53.50%
Calls: -30.30%
Puts: +160.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05 2:05pm) $1.84M
Calls: $354.5K (19%)
Puts: $1.49M (81%)
Prior (05/07) $11.48M
Calls: $4.06M (35%)
Puts: $7.41M (65%)
Current vs Prior -83.94%
Calls: -91.28%
Puts: -79.92%
Prior 7-Day Total $11.82M
Calls: $4.28M (36%)
Puts: $7.53M (64%)
Prior 7-Day Average $5.91M
Calls: $611.9K (36%)
Puts: $1.08M (64%)
Current vs Prior 7-Day Avg -68.81%
Calls: -42.07%
Puts: +38.32%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05 2:05pm) 3.55
Prior (05/07) 1.03
Current vs Prior +244.71%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +454.54%
Sentiment BEARISH

Open Interest

Detail
Current (08/05 2:05pm) 118,383
Calls: 72,942 (62%)
Puts: 45,441 (38%)
Prior (05/07) 49,045
Calls: 28,433 (58%)
Puts: 20,612 (42%)
Current vs Prior +141.38%
Prior 7-Day Total 96,761
Calls: 56,545 (58%)
Puts: 40,216 (42%)
Prior 7-Day Average 48,380
Calls: 28,272 (58%)
Puts: 20,108 (42%)
Current vs Prior 7-Day Avg +144.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 17.01% | 21.85%
Prior 14.19% | 18.15%
Current vs Prior +19.94% | +20.43%
Prior 7-Day Avg 12.06% | 17.25%
Current vs 7-Day Avg +41.05% | +26.65%
Prior 7-Day Eod 14.19% | 18.15%
Current vs 7-Day Eod +19.94% | +20.43%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 7.86% | 7.38%
Calls: 9.52% | 8.08%
Puts: 6.19% | 6.67%
Prior 28.41% | 25.54%
Calls: 28.57% | 24.00%
Puts: 28.24% | 27.07%
Current vs Prior -72.33% | -71.10%
Prior 7-Day Avg 28.41% | 25.54%
Calls: 28.57% | 24.00%
Puts: 28.24% | 27.07%
Current vs 7-Day Avg -72.33% | -71.10%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($1.49M) vs calls ($354.5K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 75% vs prior. Extreme bearish P/C ratio of 3.55 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 6 of results (avg 7.8%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1812.0012.90$12.457.2%20.642
$100.00Sep 189.5010.30$9.908.1%40.553
$97.50Aug 218.209.00$8.609.3%--0.6028
$100.00Aug 217.007.70$7.359.5%480.541.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 219.4010.00$9.706.2%960.571.9K
$105.00Sep 1811.6012.40$12.006.7%10.531

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. 11 found (avg delta 0.64, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2112.0014.80$13.4020.9%--0.7517
$95.00Aug 219.2011.00$10.1017.8%--0.6525
$95.00Sep 1812.0012.90$12.457.2%20.642
$97.50Aug 218.209.00$8.609.3%--0.6028
$100.00Sep 189.5010.30$9.908.1%40.553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2119.7022.90$21.3015.0%--0.8028
$115.00Aug 2115.4018.70$17.0519.4%--0.7484
$110.00Aug 2111.6015.00$13.3025.6%--0.672.1K
$105.00Aug 219.4010.00$9.706.2%960.571.9K
$105.00Sep 1811.6012.40$12.006.7%10.531

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 2.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 183.003.70$3.3520.9%1500.2612
$105.00Aug 214.805.50$5.1513.6%1270.431.1K
$110.00Aug 213.103.80$3.4520.3%970.333.5K
$115.00Aug 212.152.80$2.4726.3%860.253.0K
$100.00Aug 217.007.70$7.359.5%480.541.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 212.503.40$2.9530.5%1.1K0.253.3K
$100.00Aug 216.607.30$6.9510.1%1320.461.8K
$105.00Aug 219.4010.00$9.706.2%960.571.9K
$85.00Aug 211.251.90$1.5841.1%920.15740
$95.00Sep 186.407.20$6.8011.8%100.361

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 25.3%, max 29.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Aug 21Sep 1888.1%68.0%29.6%163613
$95.00Aug 21Sep 1886.5%68.4%26.6%227
$100.00Aug 21Sep 1884.4%67.0%26.1%521.2K
$115.00Aug 21Sep 1885.8%68.2%25.9%863.0K
$105.00Aug 21Sep 1884.9%69.4%22.4%1381.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Aug 21Sep 1886.5%68.4%26.6%101.2K
$100.00Aug 21Sep 1884.4%67.0%26.1%1331.8K
$105.00Aug 21Sep 1884.9%69.4%22.4%971.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 5.25, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$120.00Aug 21$0.80$4.20$0.805.25$115.80
$110.00$115.00Aug 21$0.98$4.02$0.984.10$110.98
$115.00$120.00Sep 18$1.10$3.90$1.103.55$116.10
$110.00$115.00Sep 18$1.40$3.60$1.402.57$111.40
$105.00$110.00Aug 21$1.70$3.30$1.701.94$106.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$87.50Aug 21$0.50$2.00$0.504.00$89.50
$92.50$90.00Aug 21$0.85$1.65$0.851.94$91.65
$87.50$85.00Aug 21$0.87$1.63$0.871.87$86.63
$95.00$92.50Aug 21$0.95$1.55$0.951.63$94.05
$97.50$95.00Aug 21$1.05$1.45$1.051.38$96.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 5.67, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$95.00Aug 21$3.30$3.30$1.701.94$93.30
$95.00$97.50Aug 21$1.50$1.50$1.001.50$96.50
$95.00$100.00Sep 18$2.55$2.55$2.451.04$97.55
$97.50$100.00Aug 21$1.25$1.25$1.251.00$98.75
$100.00$105.00Aug 21$2.20$2.20$2.800.79$102.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$115.00Aug 21$4.25$4.25$0.755.67$115.75
$115.00$110.00Aug 21$3.75$3.75$1.253.00$111.25
$110.00$105.00Aug 21$3.60$3.60$1.402.57$106.40
$105.00$100.00Sep 18$2.90$2.90$2.101.38$102.10
$105.00$100.00Aug 21$2.75$2.75$2.251.22$102.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.22, cheapest $1.68)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Aug 21Sep 18$1.6888.1%68.0%
$115.00Aug 21Sep 18$1.9885.8%68.2%
$95.00Aug 21Sep 18$2.3586.5%68.4%
$110.00Aug 21Sep 18$2.4083.3%68.4%
$100.00Aug 21Sep 18$2.5584.4%67.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Aug 21Sep 18$2.0586.5%68.4%
$100.00Aug 21Sep 18$2.1584.4%67.0%
$105.00Aug 21Sep 18$2.3084.9%69.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 14.27% of stock, avg 17.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$7.35$6.95$14.30$85.70$114.3014.27%
$97.50Aug 21$8.60$5.80$14.40$83.10$111.9014.37%
$95.00Aug 21$10.10$4.75$14.85$80.15$109.8514.82%
$105.00Aug 21$5.15$9.70$14.85$90.15$119.8514.82%
$90.00Aug 21$13.40$2.95$16.35$73.65$106.3516.32%
$110.00Aug 21$3.45$13.30$16.75$93.25$126.7516.71%
$100.00Sep 18$9.90$9.10$19.00$81.00$119.0018.96%
$95.00Sep 18$12.45$6.80$19.25$75.75$114.2519.21%
$115.00Aug 21$2.47$17.05$19.52$95.48$134.5219.48%
$105.00Sep 18$7.70$12.00$19.70$85.30$124.7019.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 4.61% of stock, avg 9.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$90.00Aug 21$1.67$2.95$4.62$85.38$124.62
$115.00$90.00Aug 21$2.47$2.95$5.42$84.58$120.42
$120.00$92.50Aug 21$1.67$3.80$5.47$87.03$125.47
$115.00$92.50Aug 21$2.47$3.80$6.27$86.23$121.27
$110.00$90.00Aug 21$3.45$2.95$6.40$83.60$116.40
$120.00$95.00Aug 21$1.67$4.75$6.42$88.58$126.42
$115.00$95.00Aug 21$2.47$4.75$7.22$87.78$122.22
$110.00$92.50Aug 21$3.45$3.80$7.25$85.25$117.25
$120.00$97.50Aug 21$1.67$5.80$7.47$90.03$127.47
$105.00$90.00Aug 21$5.15$2.95$8.10$81.90$113.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 18.23, avg credit $2.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/8895/98Aug 21$2.37$0.1318.23$85.13$97.37
90/9295/98Aug 21$2.35$0.1515.67$90.15$97.35
92/9598/100Aug 21$2.20$0.307.33$92.80$99.70
105/110115/120Aug 21$4.40$0.607.33$105.60$119.40
100/105110/115Sep 18$4.30$0.706.14$100.70$114.30
85/8898/100Aug 21$2.12$0.385.58$85.38$99.62
90/9298/100Aug 21$2.10$0.405.25$90.40$99.60
85/8890/95Aug 21$4.17$0.835.02$83.33$94.17
95/100105/110Sep 18$4.15$0.854.88$95.85$109.15
88/9095/98Aug 21$2.00$0.504.00$88.00$97.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.18$4.8226.78
$110.00$115.00$120.00Sep 18$0.30$4.7015.67
$95.00$100.00$105.00Sep 18$0.35$4.6513.29
$100.00$105.00$110.00Sep 18$0.35$4.6513.29
$105.00$110.00$115.00Sep 18$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 21$0.15$4.8532.33
$90.00$92.50$95.00Aug 21$0.10$2.4024.00
$92.50$95.00$97.50Aug 21$0.10$2.4024.00
$95.00$97.50$100.00Aug 21$0.10$2.4024.00
$110.00$115.00$120.00Aug 21$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.87, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$0.87$4.13
$110.00$115.001:2Aug 21-$1.49$3.51
$105.00$110.001:2Aug 21-$1.75$3.25
$115.00$120.001:2Sep 18-$2.25$2.75
$100.00$105.001:2Aug 21-$2.95$2.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.50$85.001:2Aug 21-$0.71$1.79
$105.00$100.001:2Aug 21-$4.20$0.80
$90.00$87.501:2Aug 21-$1.95$0.55
$100.00$95.001:2Sep 18-$4.50$0.50
$92.50$90.001:2Aug 21-$2.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.18%, avg 3.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Sep 18$7.200.474.8%7.18%11.96%11--
$110.00Sep 18$5.400.409.8%5.39%15.16%182
$105.00Aug 21$4.800.434.8%4.79%9.57%1271.1K
$115.00Sep 18$4.000.3214.8%3.99%18.75%--50
$110.00Aug 21$3.100.339.8%3.09%12.86%973.5K
$120.00Sep 18$3.000.2619.8%2.99%22.74%15012
$115.00Aug 21$2.150.2514.8%2.15%16.90%863.0K
$120.00Aug 21$1.400.1919.8%1.40%21.15%13601

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 754
Total Puts 2,675
Put/Call Ratio 3.55
Net Difference -1,921

Prior's Put/Call Breakdown

Total Calls 6,781
Total Puts 6,979
Put/Call Ratio 1.03
Net Difference -198

Prior 7-Day Put/Call Summary

Total Calls 7,572
Total Puts 7,177
Average Put/Call Ratio 0.64
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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