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Omnicell Inc OMCL

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-16T00:17:03.923Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:03.448208+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$0.82$3.14$5.45$7.76$10.08$26.32$31.61$36.90$42.19$47.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMCL spot · $35.95OMCL PRICE$1.67$1.53$1.47$1.57$2.07$2.56$3.06$3.55$4.06$4.76$5.46$6.16$6.86$1.07$1.40$1.73$2.07$2.40$2.94$3.49$4.04$4.58$5.13$6.35$7.88$9.41
PutsExpensive1.72×
CallsExpensive2.09×
SkewBullish-16.85 pp
Implied moveBearish±$6.55
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.05165.9%82.8%30.3575.4%18.6%
25Δ50.11111.7%43.6%31.5173.0%16.3%
30Δ42.7879.5%23.1%32.6770.6%14.0%
35Δ39.8665.0%15.2%33.8368.2%11.7%
40Δ38.8867.7%13.9%34.9965.8%9.3%
45Δ37.9070.3%12.5%35.9365.1%8.2%
50Δ36.9272.9%11.2%36.8864.5%7.1%
55Δ35.9475.6%9.8%37.8263.8%6.0%
60Δ34.9578.1%8.5%38.7663.2%4.9%
65Δ33.7977.6%7.2%39.7162.5%3.8%
70Δ32.6477.2%6.0%41.2164.6%3.0%
75Δ31.4876.7%4.7%42.9767.8%2.4%
80Δ30.3276.3%3.4%44.7371.0%1.8%

20Δ

Calls
Pseudo strike
64.05
IV
165.9%
B/E move
82.8%
Puts
Pseudo strike
30.35
IV
75.4%
B/E move
18.6%

25Δ

Calls
Pseudo strike
50.11
IV
111.7%
B/E move
43.6%
Puts
Pseudo strike
31.51
IV
73.0%
B/E move
16.3%

30Δ

Calls
Pseudo strike
42.78
IV
79.5%
B/E move
23.1%
Puts
Pseudo strike
32.67
IV
70.6%
B/E move
14.0%

35Δ

Calls
Pseudo strike
39.86
IV
65.0%
B/E move
15.2%
Puts
Pseudo strike
33.83
IV
68.2%
B/E move
11.7%

40Δ

Calls
Pseudo strike
38.88
IV
67.7%
B/E move
13.9%
Puts
Pseudo strike
34.99
IV
65.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
37.90
IV
70.3%
B/E move
12.5%
Puts
Pseudo strike
35.93
IV
65.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
36.92
IV
72.9%
B/E move
11.2%
Puts
Pseudo strike
36.88
IV
64.5%
B/E move
7.1%

55Δ

Calls
Pseudo strike
35.94
IV
75.6%
B/E move
9.8%
Puts
Pseudo strike
37.82
IV
63.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
34.95
IV
78.1%
B/E move
8.5%
Puts
Pseudo strike
38.76
IV
63.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
33.79
IV
77.6%
B/E move
7.2%
Puts
Pseudo strike
39.71
IV
62.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
32.64
IV
77.2%
B/E move
6.0%
Puts
Pseudo strike
41.21
IV
64.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
31.48
IV
76.7%
B/E move
4.7%
Puts
Pseudo strike
42.97
IV
67.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
30.32
IV
76.3%
B/E move
3.4%
Puts
Pseudo strike
44.73
IV
71.0%
B/E move
1.8%