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Insmed INSM 114.41 5.64 5.19%

Previous-day view · Fri Nov 6 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 06, 2026 close · $113.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$2.58 $111.24 – $116.39 $110.72 – $116.91 $108.28 – $119.35
2 sessions ±3.1% ±$3.59 $110.23 – $117.40 $109.47 – $118.16 $106.09 – $121.54
3 sessions ±4.0% ±$4.50 $109.31 – $118.32 $108.43 – $119.20 $104.21 – $123.42
1 week ±5.0% ±$5.73 $108.08 – $119.55 $106.80 – $120.83 $101.59 – $126.04
2 weeks ±7.1% ±$8.05 $105.77 – $121.86 $103.86 – $123.77 $96.64 – $130.99
3 weeks ±8.8% ±$9.98 $103.84 – $123.79 $101.42 – $126.21 $92.75 – $134.88
1 month ±10.4% ±$11.88 $101.94 – $125.69 $99.00 – $128.63 $88.64 – $138.99
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 →