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ICU Medical, Inc. Common Stock ICUI

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Market dataready · fetched 2026-11-11T13:52:33.036Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:33:32.408891272Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:52:32.640831+00:00

Share price$183.50
1D+0.0%
$183.41$183.45$183.50$183.55$183.595:30 AM6:30 AM9:00 AM1:00 PMICUI
Sold putSold call

ICU Medical, Inc. Common Stock options

Live interpolated ICUI call and put midpoint premiums by absolute delta.ICU Medical, Inc. Common Stock$0.92$6.24$11.56$16.88$22.20$155.04$169.43$183.83$198.23$212.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICUI spot · $183.50ICUI PRICE$1.49$1.77$2.02$2.33$2.64$2.94$3.54$4.13$4.73$5.33$6.12$7.08$8.03$1.86$2.28$2.74$3.20$3.81$4.55$5.28$6.37$7.93$9.48$11.88$14.88$20.67
PutsFair0.97×
CallsCheap0.42×
SkewBearish+16.27 pp
Implied moveBearish±$8.82
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.5447.5%7.9%171.2054.9%7.7%
25Δ192.9342.5%6.1%174.4951.0%6.2%
30Δ189.8938.0%4.6%176.8548.1%5.1%
35Δ188.2735.7%3.9%179.0345.4%4.2%
40Δ186.6533.4%3.2%180.8944.0%3.5%
45Δ185.0331.0%2.4%182.4943.8%3.0%
50Δ183.8930.8%2.1%184.0943.6%2.6%
55Δ182.7730.7%1.9%185.8744.6%2.2%
60Δ181.6430.6%1.6%187.8947.3%1.9%
65Δ180.5130.4%1.3%189.9250.0%1.7%
70Δ179.2830.1%1.0%192.7753.3%1.4%
75Δ177.9829.7%0.8%196.2057.8%1.2%
80Δ176.6729.3%0.7%202.3167.7%1.0%

20Δ

Calls
Pseudo strike
196.54
IV
47.5%
B/E move
7.9%
Puts
Pseudo strike
171.20
IV
54.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
192.93
IV
42.5%
B/E move
6.1%
Puts
Pseudo strike
174.49
IV
51.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
189.89
IV
38.0%
B/E move
4.6%
Puts
Pseudo strike
176.85
IV
48.1%
B/E move
5.1%

35Δ

Calls
Pseudo strike
188.27
IV
35.7%
B/E move
3.9%
Puts
Pseudo strike
179.03
IV
45.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
186.65
IV
33.4%
B/E move
3.2%
Puts
Pseudo strike
180.89
IV
44.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
185.03
IV
31.0%
B/E move
2.4%
Puts
Pseudo strike
182.49
IV
43.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
183.89
IV
30.8%
B/E move
2.1%
Puts
Pseudo strike
184.09
IV
43.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
182.77
IV
30.7%
B/E move
1.9%
Puts
Pseudo strike
185.87
IV
44.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
181.64
IV
30.6%
B/E move
1.6%
Puts
Pseudo strike
187.89
IV
47.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
180.51
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
189.92
IV
50.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
179.28
IV
30.1%
B/E move
1.0%
Puts
Pseudo strike
192.77
IV
53.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
177.98
IV
29.7%
B/E move
0.8%
Puts
Pseudo strike
196.20
IV
57.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
176.67
IV
29.3%
B/E move
0.7%
Puts
Pseudo strike
202.31
IV
67.7%
B/E move
1.0%

Options history

IV · four-Friday blend45.20%
Daily close
ICUI33.4%41.5%49.6%2026-08-13: 34.87%2026-08-14: 34.51%2026-08-17: 36.88%2026-08-18: 36.49%2026-08-19: 37.35%2026-08-20: 40.38%2026-08-21: 35.51%2026-08-24: 35.66%2026-08-25: 35.48%2026-08-26: 35.75%2026-08-27: 35.31%2026-08-28: 35.40%2026-08-31: 36.00%2026-09-01: 34.85%2026-09-02: 34.91%2026-09-03: 35.09%2026-09-04: 35.15%2026-09-08: 36.53%2026-09-09: 37.66%2026-09-10: 37.88%2026-09-11: 37.08%2026-09-14: 39.14%2026-09-15: 39.59%2026-09-16: 42.82%2026-09-18: 38.31%2026-09-21: 39.49%2026-09-22: 39.06%2026-09-23: 38.16%2026-09-24: 38.70%2026-09-25: 38.50%2026-09-28: 39.48%2026-09-29: 39.33%2026-09-30: 39.45%2026-10-01: 39.21%2026-10-02: 38.70%2026-10-05: 36.46%2026-10-06: 38.84%2026-10-07: 38.77%2026-10-08: 39.54%2026-10-09: 39.28%2026-10-12: 40.94%2026-10-13: 42.09%2026-10-14: 42.30%2026-10-15: 48.46%2026-10-16: 41.39%2026-10-19: 41.44%2026-10-20: 42.05%2026-10-21: 41.98%2026-10-22: 42.51%2026-10-23: 42.82%2026-10-26: 43.68%2026-10-27: 43.82%2026-10-28: 44.52%2026-10-29: 44.31%2026-10-30: 45.20%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.87%
34.51%
36.88%
36.49%
37.35%
40.38%
35.51%
35.66%
35.48%
35.75%
35.31%
35.40%
36.00%
34.85%
34.91%
35.09%
35.15%
36.53%
37.66%
37.88%
37.08%
39.14%
39.59%
42.82%
38.31%
39.49%
39.06%
38.16%
38.70%
38.50%
39.48%
39.33%
39.45%
39.21%
38.70%
36.46%
38.84%
38.77%
39.54%
39.28%
40.94%
42.09%
42.30%
48.46%
41.39%
41.44%
42.05%
41.98%
42.51%
42.82%
43.68%
43.82%
44.52%
44.31%
45.20%