Tour v492
INSM
INSMED INC
$130.84 +32.13%
8/6 14:06

Option Volume

Detail
Current (08/06 2:05pm) 29,289
Calls: 21,640 (74%)
Puts: 7,649 (26%)
Prior (08/05) 3,429
Calls: 754 (22%)
Puts: 2,675 (78%)
Current vs Prior +754.16%
Calls: +2770.03% (Calls)
Puts: +185.94% (Puts)
Prior 7-Day Total 18,178
Calls: 8,326 (46%)
Puts: 9,852 (54%)
Prior 7-Day Average 6,059
Calls: 1,189 (46%)
Puts: 1,407 (54%)
Current vs Prior 7-Day Avg +383.37%
Calls: +1719.36%
Puts: +443.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 2:05pm) $24.46M
Calls: $21.88M (89%)
Puts: $2.58M (11%)
Prior (08/05) $1.84M
Calls: $354.5K (19%)
Puts: $1.49M (81%)
Current vs Prior +1226.86%
Calls: +6071.11%
Puts: +73.22%
Prior 7-Day Total $13.66M
Calls: $4.64M (34%)
Puts: $9.02M (66%)
Prior 7-Day Average $4.55M
Calls: $662.6K (34%)
Puts: $1.29M (66%)
Current vs Prior 7-Day Avg +437.08%
Calls: +3201.79%
Puts: +100.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 2:05pm) 0.35
Prior (08/05) 3.55
Current vs Prior -90.04%
Prior 7-Day Average 1.61
Current vs Prior 7-Day Avg -78.03%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 2:05pm) 121,361
Calls: 72,952 (60%)
Puts: 48,409 (40%)
Prior (08/05) 118,383
Calls: 72,942 (62%)
Puts: 45,441 (38%)
Current vs Prior +2.52%
Prior 7-Day Total 215,144
Calls: 129,487 (60%)
Puts: 85,657 (40%)
Prior 7-Day Average 71,714
Calls: 43,162 (60%)
Puts: 28,552 (40%)
Current vs Prior 7-Day Avg +69.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.67% | 14.14%
Prior 9.94% | 16.36%
Current vs Prior -2.73% | -13.59%
Prior 7-Day Avg 13.71% | 18.79%
Current vs 7-Day Avg -29.50% | -24.74%
Prior 7-Day Eod 9.94% | 16.36%
Current vs 7-Day Eod -2.73% | -13.59%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 26.30% | 27.23%
Calls: 29.06% | 29.59%
Puts: 23.53% | 24.88%
Prior 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs Prior -6.97% | +53.58%
Prior 7-Day Avg 28.34% | 21.63%
Calls: 28.01% | 18.36%
Puts: 28.66% | 24.90%
Current vs 7-Day Avg -7.20% | +25.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($21.88M) vs puts ($2.58M). Massive premium surge with dollar volume up 1227% vs prior. Dollar volume significantly above 7-day average (437% higher). Unusually high activity with volume up 754% 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 2 of results (avg 8.6%, best 8.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2125.8028.00$26.908.2%1340.961.1K
$105.00Sep 1826.5029.00$27.759.0%110.9011
PUTS (0)
No puts meet the criteria

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. 19 found (avg delta 0.76, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2125.8028.00$26.908.2%1340.961.1K
$110.00Aug 2120.8023.50$22.1512.2%7670.933.1K
$115.00Aug 2116.2018.70$17.4514.3%4870.903.1K
$105.00Sep 1826.5029.00$27.759.0%110.9011
$110.00Sep 1821.5024.60$23.0513.4%110.8618
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2117.6019.90$18.7512.3%210.9390
$145.00Aug 2113.2016.00$14.6019.2%80.85205
$140.00Aug 219.3011.10$10.2017.6%570.73153
$145.00Sep 1815.4018.00$16.7015.6%10.71--
$140.00Sep 1811.9014.40$13.1519.0%120.641

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 18.6K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 213.003.60$3.3018.2%4.6K0.40542
$130.00Aug 215.006.70$5.8529.1%4.2K0.566.8K
$135.00Sep 185.307.30$6.3031.7%1.1K0.45--
$110.00Aug 2120.8023.50$22.1512.2%7670.933.1K
$140.00Aug 211.552.65$2.1052.4%6680.281.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 211.151.55$1.3529.6%1.6K0.1828
$120.00Sep 182.853.40$3.1317.6%1.2K0.25--
$125.00Sep 184.505.40$4.9518.2%8870.35--
$110.00Aug 210.350.80$0.5778.9%4740.072.1K
$125.00Aug 212.002.60$2.3026.1%2960.29204

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 13.3%, max 32.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 21Sep 1868.5%51.7%32.5%1451.1K
$110.00Aug 21Sep 1862.7%49.4%26.9%7783.1K
$115.00Aug 21Sep 1854.6%45.1%21.2%4893.2K
$120.00Aug 21Sep 1850.5%42.5%18.8%59760
$130.00Aug 21Sep 1846.9%41.8%12.3%4.4K7.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 21Sep 1868.5%51.7%32.5%2422.0K
$110.00Aug 21Sep 1862.7%49.4%26.9%4872.1K
$115.00Aug 21Sep 1854.6%45.1%21.2%8184
$120.00Aug 21Sep 1850.5%42.5%18.8%2.8K28
$130.00Aug 21Sep 1846.9%41.8%12.3%368200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 32.33, avg 6.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 21$0.15$4.85$0.1532.33$150.15
$145.00$150.00Aug 21$0.57$4.43$0.577.77$145.57
$150.00$155.00Sep 18$0.63$4.37$0.636.94$150.63
$145.00$150.00Sep 18$0.87$4.13$0.874.75$145.87
$140.00$145.00Aug 21$1.00$4.00$1.004.00$141.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$105.00Aug 21$0.19$4.81$0.1925.32$109.81
$115.00$110.00Aug 21$0.20$4.80$0.2024.00$114.80
$115.00$110.00Sep 18$0.52$4.48$0.528.62$114.48
$110.00$105.00Sep 18$0.55$4.45$0.558.09$109.45
$120.00$115.00Aug 21$0.58$4.42$0.587.62$119.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 19.00, avg 2.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$110.00Aug 21$4.75$4.75$0.2519.00$109.75
$110.00$115.00Aug 21$4.70$4.70$0.3015.67$114.70
$105.00$110.00Sep 18$4.70$4.70$0.3015.67$109.70
$115.00$120.00Aug 21$4.65$4.65$0.3513.29$119.65
$110.00$115.00Sep 18$4.15$4.15$0.854.88$114.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$140.00Aug 21$4.40$4.40$0.607.33$140.60
$150.00$145.00Aug 21$4.15$4.15$0.854.88$145.85
$145.00$140.00Sep 18$3.55$3.55$1.452.45$141.45
$140.00$135.00Aug 21$3.40$3.40$1.602.12$136.60
$140.00$135.00Sep 18$3.10$3.10$1.901.63$136.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.04, cheapest $0.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Sep 18$0.8568.5%51.7%
$110.00Aug 21Sep 18$0.9062.7%49.4%
$115.00Aug 21Sep 18$1.4554.6%45.1%
$155.00Aug 21Sep 18$1.5752.0%48.9%
$150.00Aug 21Sep 18$2.0547.6%47.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Sep 18$0.7068.5%51.7%
$110.00Aug 21Sep 18$1.0662.7%49.4%
$115.00Aug 21Sep 18$1.3854.6%45.1%
$120.00Aug 21Sep 18$1.7850.5%42.5%
$145.00Aug 21Sep 18$2.1048.2%46.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 7.72% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$3.30$6.80$10.10$124.90$145.107.72%
$130.00Aug 21$5.85$4.35$10.20$119.80$140.207.80%
$125.00Aug 21$8.85$2.30$11.15$113.85$136.158.52%
$140.00Aug 21$2.10$10.20$12.30$127.70$152.309.40%
$120.00Aug 21$12.80$1.35$14.15$105.85$134.1510.81%
$130.00Sep 18$8.45$7.05$15.50$114.50$145.5011.85%
$145.00Aug 21$1.10$14.60$15.70$129.30$160.7012.00%
$125.00Sep 18$11.40$4.95$16.35$108.65$141.3512.50%
$135.00Sep 18$6.30$10.05$16.35$118.65$151.3512.50%
$140.00Sep 18$4.75$13.15$17.90$122.10$157.9013.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.73% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$110.00Aug 21$0.38$0.57$0.95$109.05$155.95
$150.00$110.00Aug 21$0.53$0.57$1.10$108.90$151.10
$155.00$115.00Aug 21$0.38$0.77$1.15$113.85$156.15
$150.00$115.00Aug 21$0.53$0.77$1.30$113.70$151.30
$145.00$110.00Aug 21$1.10$0.57$1.67$108.33$146.67
$155.00$120.00Aug 21$0.38$1.35$1.73$118.27$156.73
$145.00$115.00Aug 21$1.10$0.77$1.87$113.13$146.87
$150.00$120.00Aug 21$0.53$1.35$1.88$118.12$151.88
$145.00$120.00Aug 21$1.10$1.35$2.45$117.55$147.45
$140.00$110.00Aug 21$2.10$0.57$2.67$107.33$142.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 72 found (best R:R 30.25, avg credit $2.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/110115/120Aug 21$4.84$0.1630.25$105.16$119.84
140/145150/155Aug 21$4.55$0.4510.11$140.45$154.55
105/110115/120Sep 18$4.45$0.558.09$105.55$119.45
130/135140/145Sep 18$4.30$0.706.14$130.70$144.30
140/145150/155Sep 18$4.18$0.825.10$140.82$154.18
110/115120/125Aug 21$4.15$0.854.88$110.85$124.15
105/110120/125Sep 18$4.15$0.854.88$105.85$124.15
105/110120/125Aug 21$4.14$0.864.81$105.86$124.14
110/115120/125Sep 18$4.12$0.884.68$110.88$124.12
135/140145/150Aug 21$3.97$1.033.85$136.03$148.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.05$4.9599.00
$135.00$140.00$145.00Aug 21$0.20$4.8024.00
$145.00$150.00$155.00Sep 18$0.24$4.7619.83
$110.00$115.00$120.00Sep 18$0.25$4.7519.00
$135.00$140.00$145.00Sep 18$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Sep 18$0.10$4.9049.00
$120.00$125.00$130.00Sep 18$0.28$4.7216.86
$115.00$120.00$125.00Aug 21$0.37$4.6312.51
$110.00$115.00$120.00Aug 21$0.38$4.6212.16
$125.00$130.00$135.00Aug 21$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.10, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$145.001:2Aug 21-$0.10$4.90
$150.00$155.001:2Aug 21-$0.23$4.77
$130.00$135.001:2Aug 21-$0.75$4.25
$135.00$140.001:2Aug 21-$0.90$4.10
$150.00$155.001:2Sep 18-$1.32$3.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Aug 21-$0.19$4.81
$120.00$115.001:2Aug 21-$0.19$4.81
$130.00$125.001:2Aug 21-$0.25$4.75
$115.00$110.001:2Aug 21-$0.37$4.63
$125.00$120.001:2Aug 21-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 4.05%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$5.300.453.2%4.05%7.23%1.1K--
$140.00Sep 18$3.600.367.0%2.75%9.75%21201
$135.00Aug 21$3.000.403.2%2.29%5.47%4.6K542
$145.00Sep 18$2.500.2910.8%1.91%12.73%102--
$150.00Sep 18$1.750.2314.6%1.34%15.98%3151
$140.00Aug 21$1.550.287.0%1.18%8.19%6681.1K
$155.00Sep 18$1.150.1818.5%0.88%19.34%141
$145.00Aug 21$0.950.1710.8%0.73%11.55%18334
$150.00Aug 21$0.400.0914.6%0.31%14.95%8723
$155.00Aug 21$0.250.0718.5%0.19%18.66%57222

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 21,640
Total Puts 7,649
Put/Call Ratio 0.35
Net Difference 13,991

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,326
Total Puts 9,852
Average Put/Call Ratio 1.61
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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