IntraAlpha
Create free account Start free

ICU Medical, Inc. Common Stock ICUI

i

Market datapartial · fetched 2026-10-22T21:08:38.784Z

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 · 2026-10-22T20:00:03.473162312Z

FundamentalsAlpha Vantage · unavailable

Share price$168.33
1D+3.8%
AH$162$163$165$167$1695:30 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$1.75$7.44$13.14$18.83$24.52$141.20$154.78$168.37$181.96$195.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICUI spot · $168.33ICUI PRICE$2.36$2.96$3.85$4.80$5.84$7.05$8.36$9.76$11.16$12.56$14.14$16.15$18.63$2.54$3.41$4.41$5.61$6.88$8.36$9.87$11.47$13.19$15.09$17.30$19.77$22.88
PutsExpensive1.72×
CallsExpensive1.60×
SkewNeutral-0.18 pp
Implied moveBearish±$18.23
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.7447.5%14.7%152.9344.8%10.7%
25Δ185.1944.4%11.8%156.3044.6%9.2%
30Δ182.0345.1%10.4%159.1845.3%8.1%
35Δ179.0045.8%9.2%161.9746.1%7.1%
40Δ176.0446.2%8.0%164.7346.9%6.2%
45Δ173.1947.0%7.1%167.5647.4%5.4%
50Δ170.4047.9%6.2%170.3947.7%4.6%
55Δ167.5447.9%5.3%173.2647.3%3.9%
60Δ164.6947.7%4.5%176.1646.9%3.2%
65Δ161.9446.5%3.7%179.1346.4%2.6%
70Δ159.1245.6%2.9%182.3045.9%2.0%
75Δ156.1245.4%2.3%185.6545.4%1.5%
80Δ152.7545.4%1.8%189.5445.2%1.0%

20Δ

Calls
Pseudo strike
190.74
IV
47.5%
B/E move
14.7%
Puts
Pseudo strike
152.93
IV
44.8%
B/E move
10.7%

25Δ

Calls
Pseudo strike
185.19
IV
44.4%
B/E move
11.8%
Puts
Pseudo strike
156.30
IV
44.6%
B/E move
9.2%

30Δ

Calls
Pseudo strike
182.03
IV
45.1%
B/E move
10.4%
Puts
Pseudo strike
159.18
IV
45.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
179.00
IV
45.8%
B/E move
9.2%
Puts
Pseudo strike
161.97
IV
46.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
176.04
IV
46.2%
B/E move
8.0%
Puts
Pseudo strike
164.73
IV
46.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
173.19
IV
47.0%
B/E move
7.1%
Puts
Pseudo strike
167.56
IV
47.4%
B/E move
5.4%

50Δ

Calls
Pseudo strike
170.40
IV
47.9%
B/E move
6.2%
Puts
Pseudo strike
170.39
IV
47.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
167.54
IV
47.9%
B/E move
5.3%
Puts
Pseudo strike
173.26
IV
47.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
164.69
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
176.16
IV
46.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
161.94
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
179.13
IV
46.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
159.12
IV
45.6%
B/E move
2.9%
Puts
Pseudo strike
182.30
IV
45.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
156.12
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
185.65
IV
45.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
152.75
IV
45.4%
B/E move
1.8%
Puts
Pseudo strike
189.54
IV
45.2%
B/E move
1.0%

Options history

No recorded observations