IntraAlpha
Create free account Start free

Omnicell Inc OMCL

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-15T21:57:39.944Z

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 2026-10-15T21:57:38.965170+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$4.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOMCL 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$1.89$1.69$1.68$1.66
PutsExpensive13.97×
CallsExpensive7.18×
SkewBearish+90.81 pp
Implied move——
TiltBullish62.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.49794.6%55.3%28.50665.9%26.0%
25Δ49.88754.1%43.5%30.64568.4%19.5%
30Δ42.96492.4%23.5%32.10476.7%15.4%
35Δ44.32685.7%29.7%33.57385.1%11.3%
40Δ42.62597.4%24.8%
45Δ40.93509.1%19.9%
50Δ39.23420.7%15.0%
55Δ37.53332.4%10.1%
60Δ35.84244.0%5.2%
65Δ34.63200.5%2.6%
70Δ33.90200.4%2.2%
75Δ33.18200.4%1.8%
80Δ32.45200.3%1.4%

20Δ

Calls
Pseudo strike
54.49
IV
794.6%
B/E move
55.3%
Puts
Pseudo strike
28.50
IV
665.9%
B/E move
26.0%

25Δ

Calls
Pseudo strike
49.88
IV
754.1%
B/E move
43.5%
Puts
Pseudo strike
30.64
IV
568.4%
B/E move
19.5%

30Δ

Calls
Pseudo strike
42.96
IV
492.4%
B/E move
23.5%
Puts
Pseudo strike
32.10
IV
476.7%
B/E move
15.4%

35Δ

Calls
Pseudo strike
44.32
IV
685.7%
B/E move
29.7%
Puts
Pseudo strike
33.57
IV
385.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
42.62
IV
597.4%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
40.93
IV
509.1%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.23
IV
420.7%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.53
IV
332.4%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.84
IV
244.0%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.63
IV
200.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.90
IV
200.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.18
IV
200.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.45
IV
200.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move