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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insmed Incorporated (INSM) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.2
Avg Daily Volume: 2,788,841    Market Cap: 29.4B
Sector: Healthcare    Short Interest: 6.42
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 7, 2026 BO 2.5 $137.09 @$135.00 $17.90
($137.09)
13.26% -24.5% O -23.4% O $105.00 $29.33
( $105.00 )
63.85%
Feb. 19, 2026 BO 2.3 $151.11 @$150.00 $18.65
($151.11)
12.43% 7.96% I 6.54% I $161.00 $17.80
( $161.00 )
-4.56%
Oct. 30, 2025 BO 1.8 $166.95 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 2.1 $111.26 @$110.00
May 8, 2025 BO 2.1 $68.28 @$67.50
Feb. 20, 2025 BO 2.1 $83.83 @$85.00
Oct. 31, 2024 BO 2.4 $70.30 @$70.00
Aug. 8, 2024 BO 2.4 $70.99 @$70.00
May 9, 2024 BO 2.2 $26.00 @$25.00
Feb. 22, 2024 BO 2.1 $28.24 @$30.00

 
 
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