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Insmed Incorporated Common Stock INSM

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Market dataready · fetched 2026-11-12T04:07:29.573Z

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 · 2026-11-11T23:32:43.835550345Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T04:07:29.139913+00:00

Share price$119.50
1D+1.9%
AH$117.57$118.43$119.28$120.13$120.995:30 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$0.68$3.89$7.10$10.31$13.52$98.99$108.91$118.82$128.74$138.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INSM spot · $119.50INSM PRICE$1.03$1.34$1.67$2.16$2.66$3.15$3.65$4.75$5.86$6.97$8.58$10.51$12.60$1.04$1.27$1.58$1.92$2.27$2.61$2.96$3.52$4.13$4.75$5.36$5.98
Puts——
CallsCheap0.69×
Skew——
Implied moveBullish±$6.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.4850.2%8.4%112.1648.7%7.0%
25Δ126.6149.1%7.1%114.2744.2%5.4%
30Δ124.8348.2%5.9%115.6742.0%4.5%
35Δ123.6249.0%5.3%116.7141.0%3.9%
40Δ122.4249.7%4.7%117.7440.0%3.4%
45Δ121.2150.5%4.1%118.7738.9%2.8%
50Δ120.0051.2%3.5%119.8037.9%2.2%
55Δ118.5355.2%3.2%120.7737.5%1.9%
60Δ117.0559.1%2.9%121.7237.2%1.6%
65Δ115.5863.1%2.5%122.6736.9%1.3%
70Δ113.5867.8%2.2%123.6236.6%1.0%
75Δ111.2673.1%1.9%124.5836.3%0.8%
80Δ108.7276.7%1.5%

20Δ

Calls
Pseudo strike
128.48
IV
50.2%
B/E move
8.4%
Puts
Pseudo strike
112.16
IV
48.7%
B/E move
7.0%

25Δ

Calls
Pseudo strike
126.61
IV
49.1%
B/E move
7.1%
Puts
Pseudo strike
114.27
IV
44.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
124.83
IV
48.2%
B/E move
5.9%
Puts
Pseudo strike
115.67
IV
42.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
123.62
IV
49.0%
B/E move
5.3%
Puts
Pseudo strike
116.71
IV
41.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
122.42
IV
49.7%
B/E move
4.7%
Puts
Pseudo strike
117.74
IV
40.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
121.21
IV
50.5%
B/E move
4.1%
Puts
Pseudo strike
118.77
IV
38.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
120.00
IV
51.2%
B/E move
3.5%
Puts
Pseudo strike
119.80
IV
37.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
118.53
IV
55.2%
B/E move
3.2%
Puts
Pseudo strike
120.77
IV
37.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
117.05
IV
59.1%
B/E move
2.9%
Puts
Pseudo strike
121.72
IV
37.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
115.58
IV
63.1%
B/E move
2.5%
Puts
Pseudo strike
122.67
IV
36.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
113.58
IV
67.8%
B/E move
2.2%
Puts
Pseudo strike
123.62
IV
36.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
111.26
IV
73.1%
B/E move
1.9%
Puts
Pseudo strike
124.58
IV
36.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
108.72
IV
76.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.37%
Daily close
INSM39.4%54.8%70.2%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 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
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%