Insmed (INSM) options flow
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Options flow session · Last trade
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Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $60 | -$123,520 |
| $75 | -$177,064 |
| $80 | -$2,066,668 |
| $90 | -$822,082 |
| $95 | -$221,783 |
| $97.50 | $1,061,890 |
| $105 | $770,784 |
| $110 | $1,578,784 |
| $115 | $254,427 |
| $120 | $158,513 |
| $130 | $756,570 |
| $150 | $359,248 |
INSM session snapshot
Bullflow recorded 4 INSM options trades on Monday, October 26, 2026, totaling $392,590 in premium. Calls made up $392.59K (100.0%) across 4 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
3 trades were sweeps and 1 were blocks. 1 filled at or above the ask, 3 at or below the bid and 0 at the mid. The largest was a $297,500 block of 3,500 Jan 15, 2027 $150 Call trade at 10:38:26 ET, filled at the ask.
INSM closed at $93.33, down 0.06% from the prior close. Net gamma exposure was $2.19M per 1% move at the Oct 26, 2026, 15:59:23 ET snapshot; the largest positive GEX strike was $110.
- Company
- Insmed, Inc.
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $93.33
INSM options flow statistics
- Total premium
- $392.59K
- Recorded trades
- 4
- Call premium
- $392.59K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $98.15K
- Calls / puts (trades)
- 4 / 0
- Sweeps / blocks
- 3 / 1
- At or above ask
- 1
- At or below bid
- 3
- Largest trade
- $297.50K
- Last trade
Where the premium went
in calls
$392.59K · 4 trades
Premium
Trade type
Fill side
INSM largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| INSM Jan 15, 2027 $150 | Call | $297,500 | 3,500 | Ask | Block | |
| INSM Nov 20, 2026 $110 | Call | $40,330 | 218 | Bid | Sweep | |
| INSM Nov 20, 2026 $110 | Call | $27,935 | 151 | Bid | Sweep | |
| INSM Nov 20, 2026 $110 | Call | $26,825 | 145 | Bid | Sweep |
3 of the 4 largest trades, $95.09K combined
The 4 largest trades total $392.59K of $392.59K
INSM gamma exposure
- Spot at snapshot
- $93.35
- Net GEX per 1% move
- $2.19M
- Largest positive strike
- $110
- Largest negative strike
- $80
Closing snapshot , 57 strikes across 11 expirations (Unavailable to Unavailable).
INSM options flow questions
What was the largest INSM options trade on October 26, 2026?
A $297,500 block of 3,500 INSM Jan 15, 2027 $150 Call trade at 10:38:26 ET, filled at the ask. It was the largest of 4 trades Bullflow recorded for INSM that session.
How much INSM options premium traded on October 26, 2026?
$392,590 across 4 recorded sweeps and blocks: $392,590 in calls (4 trades) and $0 in puts (0 trades).
Was INSM options flow bullish or bearish on October 26, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 3 of 4 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are INSM's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:23 ET, spot $93.35), INSM net GEX was $2.19M per 1% move. The largest positive GEX strike was $110. The largest negative GEX strike was $80. The snapshot covers 57 strikes and 11 expirations.
How often is INSM options flow data updated?
The page shows a completed session (October 26, 2026, last trade 14:53:04 ET) and updates after the next trading day becomes historical. Intraday INSM flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.