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Insmed INSM 108.76 -1.24 -1.13%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $108.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$2.96 $105.12 – $111.04 $104.52 – $111.64 $101.72 – $114.44
2 sessions ±3.8% ±$4.12 $103.96 – $112.20 $103.09 – $113.07 $99.20 – $116.96
3 sessions ±4.8% ±$5.19 $102.89 – $113.27 $101.90 – $114.26 $97.03 – $119.13
1 week ±6.1% ±$6.59 $101.49 – $114.67 $100.02 – $116.14 $94.04 – $122.12
2 weeks ±8.6% ±$9.25 $98.83 – $117.33 $96.63 – $119.53 $88.34 – $127.82
3 weeks ±9.9% ±$10.69 $97.39 – $118.77 $94.79 – $121.37 $85.48 – $130.68
1 month ±11.1% ±$11.98 $96.10 – $120.06 $93.13 – $123.03 $82.69 – $133.47
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.99%
Average actual move
9.68%
Beyond the implied move
1 / 3
Median IV change
-8.42%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±12.84% -23.41% 1.82× —
August 07, 2025 ±10.25% -1.76% 0.17× 82.6% → 78.6%
May 08, 2025 ±9.89% -3.88% 0.39× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →