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Insmed Incorporated Common Stock INSM

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Market datapartial · fetched 2026-10-22T22:31:24.412Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:34:59.856282808Z

FundamentalsAlpha Vantage · unavailable

Share price$95.06
1D+1.3%
AH$93.28$93.81$94.35$94.88$95.425:30 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$1.36$6.71$12.06$17.41$22.76$71.56$85.68$99.81$113.94$128.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INSM spot · $95.06INSM PRICE$1.94$2.34$3.16$3.97$4.57$5.33$6.32$7.20$8.53$9.81$11.26$13.13$15.32$2.31$3.04$3.84$4.61$5.68$6.89$8.07$9.47$11.12$12.84$15.08$17.63$21.21
PutsExpensive1.10×
CallsExpensive1.36×
SkewBearish+0.56 pp
Implied moveBearish±$14.38
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.1270.9%23.1%82.3269.4%15.8%
25Δ108.7461.4%16.9%85.2768.6%13.5%
30Δ106.8465.8%15.7%87.8367.9%11.6%
35Δ104.9069.8%14.5%90.3365.6%9.8%
40Δ101.9066.4%12.0%92.5566.4%8.6%
45Δ99.2264.9%10.0%94.8067.3%7.5%
50Δ97.0466.1%8.7%97.0566.7%6.4%
55Δ94.7564.7%7.2%99.3966.7%5.4%
60Δ92.5466.9%6.3%101.8766.8%4.5%
65Δ90.2567.1%5.3%104.4066.8%3.7%
70Δ87.8867.3%4.3%107.3467.2%2.9%
75Δ85.2468.8%3.5%110.5667.9%2.2%
80Δ82.3169.4%2.7%114.7369.7%1.6%

20Δ

Calls
Pseudo strike
115.12
IV
70.9%
B/E move
23.1%
Puts
Pseudo strike
82.32
IV
69.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
108.74
IV
61.4%
B/E move
16.9%
Puts
Pseudo strike
85.27
IV
68.6%
B/E move
13.5%

30Δ

Calls
Pseudo strike
106.84
IV
65.8%
B/E move
15.7%
Puts
Pseudo strike
87.83
IV
67.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
104.90
IV
69.8%
B/E move
14.5%
Puts
Pseudo strike
90.33
IV
65.6%
B/E move
9.8%

40Δ

Calls
Pseudo strike
101.90
IV
66.4%
B/E move
12.0%
Puts
Pseudo strike
92.55
IV
66.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
99.22
IV
64.9%
B/E move
10.0%
Puts
Pseudo strike
94.80
IV
67.3%
B/E move
7.5%

50Δ

Calls
Pseudo strike
97.04
IV
66.1%
B/E move
8.7%
Puts
Pseudo strike
97.05
IV
66.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
94.75
IV
64.7%
B/E move
7.2%
Puts
Pseudo strike
99.39
IV
66.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
92.54
IV
66.9%
B/E move
6.3%
Puts
Pseudo strike
101.87
IV
66.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
90.25
IV
67.1%
B/E move
5.3%
Puts
Pseudo strike
104.40
IV
66.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
87.88
IV
67.3%
B/E move
4.3%
Puts
Pseudo strike
107.34
IV
67.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
85.24
IV
68.8%
B/E move
3.5%
Puts
Pseudo strike
110.56
IV
67.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
82.31
IV
69.4%
B/E move
2.7%
Puts
Pseudo strike
114.73
IV
69.7%
B/E move
1.6%

Options history

No recorded observations