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Insmed Incorporated Common Stock INSM

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Market dataready · fetched 2026-11-04T06:34:09.111Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T23:23:19.48822641Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:34:08.839561+00:00

Share price$105.00
1D-5.0%
AH$104$106$107$109$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINSM
Sold putSold callAH

Insmed Incorporated Common Stock options

Live interpolated INSM call and put midpoint premiums by absolute delta.Insmed Incorporated Common Stock$0.88$4.26$7.65$11.03$14.41$83.63$97.00$110.37$123.74$137.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INSM spot · $105.00INSM PRICE$1.25$1.63$2.01$2.40$2.79$3.18$3.58$4.36$5.54$6.73$7.86$8.74$9.91$1.52$2.11$2.87$3.42$3.65$3.89$4.46$5.34$6.22$7.10$8.82$10.60$13.43
PutsCheap0.74×
CallsCheap0.41×
SkewBearish+4.44 pp
Implied moveBearish±$8.04
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.3452.9%12.0%95.7457.4%10.3%
25Δ114.0652.2%10.2%97.3960.1%9.3%
30Δ112.0350.6%8.6%99.0263.0%8.4%
35Δ110.0049.0%7.0%100.7062.2%7.3%
40Δ108.5747.0%6.1%102.4455.9%5.9%
45Δ107.1545.0%5.1%104.1849.6%4.5%
50Δ105.7243.1%4.1%105.7446.9%3.6%
55Δ104.2643.9%3.4%107.1347.3%3.1%
60Δ102.7547.7%3.1%108.5247.8%2.6%
65Δ101.2451.5%2.8%109.9248.2%2.1%
70Δ99.7454.2%2.5%112.0150.4%1.7%
75Δ98.2752.3%1.9%114.1552.7%1.4%
80Δ96.5951.3%1.4%117.3256.9%1.1%

20Δ

Calls
Pseudo strike
116.34
IV
52.9%
B/E move
12.0%
Puts
Pseudo strike
95.74
IV
57.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
114.06
IV
52.2%
B/E move
10.2%
Puts
Pseudo strike
97.39
IV
60.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
112.03
IV
50.6%
B/E move
8.6%
Puts
Pseudo strike
99.02
IV
63.0%
B/E move
8.4%

35Δ

Calls
Pseudo strike
110.00
IV
49.0%
B/E move
7.0%
Puts
Pseudo strike
100.70
IV
62.2%
B/E move
7.3%

40Δ

Calls
Pseudo strike
108.57
IV
47.0%
B/E move
6.1%
Puts
Pseudo strike
102.44
IV
55.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
107.15
IV
45.0%
B/E move
5.1%
Puts
Pseudo strike
104.18
IV
49.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
105.72
IV
43.1%
B/E move
4.1%
Puts
Pseudo strike
105.74
IV
46.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
104.26
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
107.13
IV
47.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
102.75
IV
47.7%
B/E move
3.1%
Puts
Pseudo strike
108.52
IV
47.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
101.24
IV
51.5%
B/E move
2.8%
Puts
Pseudo strike
109.92
IV
48.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
99.74
IV
54.2%
B/E move
2.5%
Puts
Pseudo strike
112.01
IV
50.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
98.27
IV
52.3%
B/E move
1.9%
Puts
Pseudo strike
114.15
IV
52.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
96.59
IV
51.3%
B/E move
1.4%
Puts
Pseudo strike
117.32
IV
56.9%
B/E move
1.1%

Options history

IV · four-Friday blend44.37%
Daily close
INSM39.4%54.8%70.2%2026-08-06: 49.40%2026-08-07: 44.55%2026-08-10: 44.33%2026-08-11: 45.02%2026-08-12: 43.28%2026-08-13: 43.13%2026-08-14: 44.22%2026-08-17: 46.77%2026-08-18: 45.32%2026-08-19: 44.70%2026-08-20: 52.57%2026-08-21: 43.45%2026-08-24: 44.67%2026-08-25: 42.52%2026-08-26: 41.68%2026-08-27: 41.53%2026-08-28: 42.33%2026-08-31: 42.85%2026-09-01: 41.57%2026-09-02: 42.24%2026-09-03: 42.20%2026-09-04: 42.91%2026-09-08: 45.24%2026-09-09: 46.83%2026-09-10: 46.49%2026-09-11: 46.92%2026-09-14: 46.55%2026-09-15: 47.54%2026-09-16: 54.03%2026-09-17: 55.54%2026-09-18: 49.67%2026-09-21: 50.02%2026-09-22: 50.02%2026-09-23: 50.66%2026-09-24: 52.80%2026-09-25: 52.43%2026-09-28: 52.97%2026-09-29: 51.18%2026-09-30: 52.84%2026-10-01: 53.89%2026-10-02: 55.12%2026-10-05: 55.83%2026-10-06: 59.39%2026-10-07: 59.55%2026-10-08: 58.19%2026-10-09: 58.03%2026-10-12: 59.04%2026-10-13: 61.10%2026-10-14: 61.48%2026-10-15: 68.07%2026-10-16: 58.95%2026-10-19: 58.47%2026-10-20: 59.01%2026-10-21: 58.56%2026-10-22: 58.40%2026-10-23: 57.94%2026-10-26: 59.65%2026-10-27: 61.69%2026-10-28: 67.81%2026-10-29: 48.17%2026-10-30: 44.37%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
49.40%
44.55%
44.33%
45.02%
43.28%
43.13%
44.22%
46.77%
45.32%
44.70%
52.57%
43.45%
44.67%
42.52%
41.68%
41.53%
42.33%
42.85%
41.57%
42.24%
42.20%
42.91%
45.24%
46.83%
46.49%
46.92%
46.55%
47.54%
54.03%
55.54%
49.67%
50.02%
50.02%
50.66%
52.80%
52.43%
52.97%
51.18%
52.84%
53.89%
55.12%
55.83%
59.39%
59.55%
58.19%
58.03%
59.04%
61.10%
61.48%
68.07%
58.95%
58.47%
59.01%
58.56%
58.40%
57.94%
59.65%
61.69%
67.81%
48.17%
44.37%