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Omnicell, Inc. Common Stock ($0.001 par value) OMCL

i

Market datapartial · fetched 2026-11-05T19:28:38.178Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T19:28:37.023412937Z

FundamentalsAlpha Vantage · unavailable

Share price$37.40
1D-5.3%
$36.92$37.69$38.46$39.23$40.005:30 AM6:30 AM9:00 AM1:00 PMOMCL
Sold putSold call

Omnicell, Inc. Common Stock ($0.001 par value) options

Live interpolated OMCL call and put midpoint premiums by absolute delta.Omnicell, Inc. Common Stock ($0.001 par value)$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEOMCL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.73%
Daily close
OMCL45.6%64.0%82.5%2026-08-21: 51.83%2026-08-24: 48.30%2026-08-25: 51.83%2026-08-26: 53.00%2026-08-27: 49.59%2026-08-31: 51.47%2026-09-01: 53.37%2026-09-02: 48.10%2026-09-03: 52.49%2026-09-18: 55.89%2026-09-22: 58.68%2026-09-24: 57.80%2026-09-25: 60.52%2026-09-28: 59.15%2026-09-30: 58.36%2026-10-01: 63.18%2026-10-02: 61.63%2026-10-05: 56.95%2026-10-06: 66.44%2026-10-08: 70.20%2026-10-14: 79.93%2026-10-16: 60.75%2026-10-19: 61.76%2026-10-20: 62.61%2026-10-21: 63.27%2026-10-22: 61.56%2026-10-23: 63.73%2026-10-26: 64.20%2026-10-27: 63.87%2026-10-28: 65.65%2026-10-29: 58.01%2026-10-30: 58.73%Aug 21Oct 1Oct 30
32 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
51.83%
48.30%
51.83%
53.00%
49.59%
51.47%
53.37%
48.10%
52.49%
55.89%
58.68%
57.80%
60.52%
59.15%
58.36%
63.18%
61.63%
56.95%
66.44%
70.20%
79.93%
60.75%
61.76%
62.61%
63.27%
61.56%
63.73%
64.20%
63.87%
65.65%
58.01%
58.73%