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ICU Medical, Inc. Common Stock ICUI

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Market datapartial · fetched 2026-10-22T13:12:59.454Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.857199221Z

FundamentalsAlpha Vantage · unavailable

Share price$160.84
1D-0.1%
AH$160.02$160.60$161.18$161.76$162.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICUI
Sold putSold callAH

ICU Medical, Inc. Common Stock options

Live interpolated ICUI call and put midpoint premiums by absolute delta.ICU Medical, Inc. Common Stock$2.02$7.16$12.29$17.43$22.56$135.00$148.00$161.00$174.00$186.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICUI spot · $160.84ICUI PRICE$2.58$2.89$3.56$4.50$5.50$6.52$7.71$8.92$10.26$11.64$13.62$15.87$18.68$2.58$3.34$4.30$5.35$6.53$7.74$9.21$10.70$12.28$13.94$15.80$18.14$21.08
PutsExpensive1.66×
CallsExpensive1.57×
SkewBullish-0.70 pp
Implied moveBearish±$16.92
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ186.6055.0%17.6%145.3747.7%11.2%
25Δ177.5745.7%12.2%148.9846.1%9.4%
30Δ173.3243.3%10.0%151.9746.0%8.2%
35Δ170.7544.8%9.0%154.7246.4%7.1%
40Δ168.0745.4%7.9%157.4046.4%6.2%
45Δ165.3445.6%6.9%160.0746.4%5.3%
50Δ162.7045.8%5.9%162.7546.5%4.5%
55Δ160.0745.9%5.1%165.4346.4%3.8%
60Δ157.4745.5%4.3%168.1045.7%3.1%
65Δ154.8645.2%3.5%170.8044.9%2.5%
70Δ151.9645.8%2.9%173.5844.0%1.9%
75Δ148.8346.7%2.4%176.7443.6%1.4%
80Δ145.2248.2%1.9%180.3943.7%1.0%

20Δ

Calls
Pseudo strike
186.60
IV
55.0%
B/E move
17.6%
Puts
Pseudo strike
145.37
IV
47.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
177.57
IV
45.7%
B/E move
12.2%
Puts
Pseudo strike
148.98
IV
46.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
173.32
IV
43.3%
B/E move
10.0%
Puts
Pseudo strike
151.97
IV
46.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
170.75
IV
44.8%
B/E move
9.0%
Puts
Pseudo strike
154.72
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
168.07
IV
45.4%
B/E move
7.9%
Puts
Pseudo strike
157.40
IV
46.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
165.34
IV
45.6%
B/E move
6.9%
Puts
Pseudo strike
160.07
IV
46.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
162.70
IV
45.8%
B/E move
5.9%
Puts
Pseudo strike
162.75
IV
46.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
160.07
IV
45.9%
B/E move
5.1%
Puts
Pseudo strike
165.43
IV
46.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
157.47
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
168.10
IV
45.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
154.86
IV
45.2%
B/E move
3.5%
Puts
Pseudo strike
170.80
IV
44.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
151.96
IV
45.8%
B/E move
2.9%
Puts
Pseudo strike
173.58
IV
44.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
148.83
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
176.74
IV
43.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
145.22
IV
48.2%
B/E move
1.9%
Puts
Pseudo strike
180.39
IV
43.7%
B/E move
1.0%

Options history

No recorded observations