Data through close

INSM max pain, gamma exposure (GEX) & options open interest

As of close · rank #681 by open interest · snapshot page

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INSM's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 96.47, net GEX is 3,334,957, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
111.12
prev 108.59
Gamma max
127.53
+14.8% from close
Delta neutral
100.21
-9.8% from close
Gamma neutral
96.47
-13.2% from close
Open interest
89,934
+0.6% vs prev
Contracts listed
337
231 calls · 147 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
115.00
+3.5% from close
2026-10-16
GEX flip
96.47
-13.2% from close
Net GEX
3,334,957
3,708,228 per 100k OI
Call wall
130.00
+17.0% from close
Put wall
80.00
-28.0% from close
Put/call OI
0.68
36,444 puts / 53,490 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
53.3
within trailing 52-week range
Front / back ATM IV
+50.4% / +59.9%
-9.5 pp front premium
Expected move
+9.9%
14 DTE · one standard deviation
ATM straddle / spot
+7.0%
front-window midpoint premium
25Δ risk reversal
-1.4 pp
put IV minus call IV
IV butterfly
-0.7 pp
front-window smile convexity
Volume / open interest
0.01
1,078 contracts traded
Normalized net delta
0.105
option-holder convention
Modeled dealer delta
-0.105
opposite-side scenario
Vanna / 100k OI
4,408
volatility-sensitive delta
Charm / 100k OI
-212,526
time-decay-sensitive delta
IV surface range
25.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

INSM closed 14.8% below its gamma max of 127.53. It is 9.8% above the delta neutral price of 100.21. Total open interest is 89,934, +0.6% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← ROKU (#680) GMAB (#682) →

Questions people ask about INSM

Where is INSM's gamma max today?

As of Oct 2, 2026, the gamma max for INSM is 127.53, +14.8% from the 111.12 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is INSM above or below its delta neutral price?

INSM closed above delta neutral: 111.12 against a delta neutral price of 100.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does INSM have?

89,934 contracts of open interest across 337 listed contracts on Oct 2, 2026, +0.6% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.