INSM · Expected Move
Insmed, Inc.
The expected move for INSM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
INSM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current INSM Expected Move
30-Day Straddle
$14.15
7-Day Straddle
$9.15
30-Day ATM IV
48.7%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to INSM's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
INSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $14.15 | $9.15 | 48.7% | 37% |
| 20261106 | $15.80 | $9.70 | 51.4% | 43% |
| 20261105 | $14.70 | $10.30 | 51.9% | 44% |
| 20261104 | $9.47 | $9.47 | 48.5% | 36% |
| 20261103 | $7.72 | $7.72 | 47.3% | 34% |
| 20261102 | $9.15 | $9.15 | 44.4% | 27% |
| 20261030 | $8.40 | $8.40 | 40.4% | 18% |
| 20261029 | $10.75 | $10.75 | 46.3% | 31% |
| 20261028 | $16.60 | $16.60 | 76.6% | 100% |
| 20261027 | $14.05 | $14.05 | 67.3% | 82% |
| 20261026 | $13.35 | $13.35 | 64.8% | 76% |
| 20261023 | $13.90 | $13.90 | 64.3% | 75% |
| 20261022 | $14.05 | $14.05 | 65.7% | 78% |
| 20261021 | $14.75 | $14.75 | 66.4% | 80% |
| 20261020 | $14.20 | $14.20 | 64.0% | 74% |
| 20261019 | $14.30 | $14.30 | 63.7% | 74% |
| 20261016 | $15.30 | $1.90 | 63.5% | 73% |
| 20261015 | $16.50 | $3.67 | 65.2% | 77% |
| 20261014 | $15.35 | $3.75 | 62.2% | 70% |
| 20261013 | $16.25 | $4.28 | 64.6% | 76% |
| 20261012 | $16.20 | $4.97 | 61.5% | 68% |
| 20261009 | $17.00 | $5.85 | 62.0% | 69% |
| 20261008 | $17.25 | $6.03 | 62.0% | 69% |
| 20261007 | $17.90 | $6.68 | 62.2% | 70% |
| 20261006 | $18.60 | $7.90 | 62.5% | 71% |
| 20261005 | $17.05 | $7.25 | 56.3% | 56% |
| 20261002 | $7.75 | $7.75 | 56.8% | 57% |
| 20261001 | $8.18 | $8.18 | 55.5% | 54% |
| 20260930 | $8.15 | $8.15 | 54.5% | 52% |
| 20260929 | $8.07 | $8.07 | 51.5% | 45% |
| 20260928 | $10.75 | $10.75 | 52.6% | 47% |
| 20260925 | $10.90 | $10.90 | 51.7% | 45% |
| 20260924 | $11.30 | $11.30 | 51.7% | 45% |
| 20260923 | $10.40 | $10.40 | 47.5% | 35% |
| 20260922 | $9.97 | $9.97 | 45.7% | 31% |
| 20260921 | $10.25 | $10.25 | 44.3% | 28% |
| 20260918 | $11.00 | $2.33 | 41.7% | 22% |
| 20260917 | $11.90 | $3.97 | 42.5% | 24% |
| 20260916 | $13.40 | $4.97 | 45.8% | 31% |
| 20260915 | $11.80 | $3.42 | 42.5% | 23% |
| 20260914 | $11.80 | $4.00 | 40.1% | 18% |
| 20260911 | $13.40 | $5.93 | 42.1% | 23% |
| 20260910 | $13.50 | $6.78 | 40.8% | 19% |
| 20260909 | $13.30 | $6.93 | 40.2% | 18% |
| 20260908 | $12.70 | $6.70 | 39.7% | 17% |
| 20260904 | $13.00 | $7.10 | 36.6% | 10% |
| 20260903 | $12.90 | $7.55 | 36.0% | 8% |
| 20260902 | $7.67 | $7.67 | 35.0% | 6% |
| 20260901 | $6.23 | $6.23 | 34.0% | 3% |
| 20260831 | $7.50 | $7.50 | 35.6% | 7% |
| 20260828 | $7.35 | $7.35 | 32.5% | 0% |
| 20260827 | $7.20 | $7.20 | 32.6% | 0% |
| 20260826 | $8.20 | $8.20 | 33.6% | 0% |
| 20260825 | $8.65 | $8.65 | 34.9% | 3% |
| 20260824 | $10.20 | $10.20 | 38.6% | 12% |
| 20260821 | $9.15 | $1.75 | 33.5% | 0% |
| 20260820 | $10.35 | $4.30 | 37.0% | 2% |
| 20260819 | $10.80 | $3.20 | 36.1% | 0% |
| 20260818 | $12.35 | $3.80 | 38.7% | 5% |
| 20260817 | $11.85 | $5.20 | 38.4% | 5% |
More on INSM
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.