ICU Medical, Inc. (ICUI) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
ICU Medical, Inc. (ICUI) operates in the Healthcare sector, specifically the Medical - Instruments & Supplies industry, with a market capitalization near $3.05B, listed on NASDAQ, employing roughly 15,000 people, carrying a beta of 0.74 to the broader market. ICU Medical, Inc. Led by Vivek Jain, public since 1992-03-31.
Snapshot as of May 15, 2026.
- Spot Price
- $119.44
- ATM IV
- 38.3%
- HV 20-Day
- 34.5%
- HV 60-Day
- 37.1%
- IV Rank
- 10.6%
- IV Percentile
- 14.7%
As of May 15, 2026, ICU Medical, Inc. (ICUI) ATM implied volatility is 38.3%. 20-day realized volatility is 34.5%, producing an IV-HV spread of +3.8 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 10.6%.
How ICUI iv/hv history Data Feeds Strategy Selection
Strategy selection on ICU Medical, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 38.3% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked ICUI iv/hv history questions
- Is ICUI options pricing rich or cheap right now?
- As of May 15, 2026, ICU Medical, Inc. (ICUI) ATM IV is 38.3% against 20-day realized volatility of 34.5%. IV rank is 10.6%. ICUI options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 3.8 vol points.
- What is the ICUI variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. ICUI is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does ICUI IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. ICUI's current rank of 10.6% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.