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Insmed INSM 108.76 -1.24 -1.13%

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ATM IV
0.513
Put Call Ratio (OI)
0.424
Put Call Ratio (Vol)
0.235
IV Rank
11.4
IV Percentile
43.7
Max pain
100

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-191.9
191.9
View values by strike
INSM · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
32.50 -1.7e-6 0
35.00 0.228 -17.5
37.50 0 -7.27
45.00 2.14 -95.1
47.50 8.69 0
50.00 17.5 K -467
55.00 6.56 K -1.52 K
57.50 0 -17.4
60.00 3.85 K -76.6 K
62.50 206 0
65.00 7.12 K -3.84 K
67.50 269 0
70.00 4.28 K -5.98 K
72.50 449 -973
75.00 395 -116 K
77.50 0 -127
80.00 11.6 K -978 K
82.50 3.47 K -489
85.00 5.31 K -21.5 K
87.50 1.56 K -17.5 K
90.00 28.9 K -517 K
92.50 9.71 K -30.2 K
95.00 92.4 K -305 K
97.50 515 K -139 K
100.00 1.84 M -250 K
105.00 1.52 M -301 K
110.00 4.39 M -349 K
115.00 965 K -386 K
120.00 1.48 M -282 K
125.00 262 K -42.5 K
130.00 2.8 M -62.9 K
135.00 122 K -6.53 K
140.00 202 K -2.04 K
145.00 28.7 K -8.03 K
150.00 586 K -8.67 K
155.00 57.9 K -14.3 K
160.00 181 K -1.88 K
165.00 40.5 K -8.21 K
170.00 56 K -683
175.00 9.7 K -3.42 K
180.00 91.2 K -1.39 K
185.00 17.2 K -1.83 K
190.00 30 K 0
195.00 11.4 K -325
200.00 57.5 K -2.03 K
210.00 4.55 K -385
220.00 2.41 K -1.37 K
230.00 3.16 K 0
240.00 974 0
250.00 2.68 K 0
260.00 21.8 K 0
270.00 2.05 K 0
280.00 121 0
290.00 1.08 K 0
300.00 9.76 K 0