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Omnicell Inc OMCL

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:03:39.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.747254572Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:22.876040+00:00

Share price$35.95
1D+1.3%
AH$35.26$35.52$35.78$36.04$36.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMCL
Sold putSold callAH

Omnicell Inc options

Live interpolated OMCL call and put midpoint premiums by absolute delta.Omnicell Inc$1.26$2.00$2.75$3.49$4.23$32.76$35.80$38.85$41.89$44.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $35.95OPTION PRICELive OMCL spot · $35.95OMCL PRICE$1.34$1.70$1.42$2.32$2.25$2.19$2.12$2.05$1.98$2.25$2.84$3.43$4.02$1.91$1.69$1.68$1.66$1.65$1.64$1.62$1.61$1.59$1.58$1.56$1.55$1.53
PutsExpensive2.97×
CallsExpensive6.79×
SkewBullish-308.57 pp
Implied moveBullish±$3.74
TiltBullish16.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.49762.4%55.3%28.40653.2%26.3%
25Δ49.88723.5%43.5%30.64545.4%19.5%
30Δ42.97472.5%23.5%32.10457.4%15.4%
35Δ44.32658.0%29.7%33.57369.5%11.3%
40Δ42.62573.2%24.8%35.03281.5%7.2%
45Δ40.93488.5%19.9%36.49193.5%3.0%
50Δ39.23403.7%15.0%37.95105.6%1.1%
55Δ37.53319.0%10.1%39.4117.6%5.2%
60Δ35.84234.2%5.2%40.87-70.4%9.3%
65Δ34.63192.3%2.6%42.34-158.3%13.4%
70Δ33.90192.2%2.2%43.80-246.3%17.5%
75Δ33.18192.1%1.8%45.26-334.2%21.6%
80Δ32.45192.1%1.4%46.72-422.2%25.7%

20Δ

Calls
Pseudo strike
54.49
IV
762.4%
B/E move
55.3%
Puts
Pseudo strike
28.40
IV
653.2%
B/E move
26.3%

25Δ

Calls
Pseudo strike
49.88
IV
723.5%
B/E move
43.5%
Puts
Pseudo strike
30.64
IV
545.4%
B/E move
19.5%

30Δ

Calls
Pseudo strike
42.97
IV
472.5%
B/E move
23.5%
Puts
Pseudo strike
32.10
IV
457.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
44.32
IV
658.0%
B/E move
29.7%
Puts
Pseudo strike
33.57
IV
369.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
42.62
IV
573.2%
B/E move
24.8%
Puts
Pseudo strike
35.03
IV
281.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
40.93
IV
488.5%
B/E move
19.9%
Puts
Pseudo strike
36.49
IV
193.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
39.23
IV
403.7%
B/E move
15.0%
Puts
Pseudo strike
37.95
IV
105.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
37.53
IV
319.0%
B/E move
10.1%
Puts
Pseudo strike
39.41
IV
17.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
35.84
IV
234.2%
B/E move
5.2%
Puts
Pseudo strike
40.87
IV
-70.4%
B/E move
9.3%

65Δ

Calls
Pseudo strike
34.63
IV
192.3%
B/E move
2.6%
Puts
Pseudo strike
42.34
IV
-158.3%
B/E move
13.4%

70Δ

Calls
Pseudo strike
33.90
IV
192.2%
B/E move
2.2%
Puts
Pseudo strike
43.80
IV
-246.3%
B/E move
17.5%

75Δ

Calls
Pseudo strike
33.18
IV
192.1%
B/E move
1.8%
Puts
Pseudo strike
45.26
IV
-334.2%
B/E move
21.6%

80Δ

Calls
Pseudo strike
32.45
IV
192.1%
B/E move
1.4%
Puts
Pseudo strike
46.72
IV
-422.2%
B/E move
25.7%