MASI - Latest News

Masimo Corporation (MASI), operates in Healthcare / Medical - Devices, trades on NASDAQ.

Market capitalization stands near $9.42B. Trailing twelve-month P/E ratio is 123.11. Beta to the broader market is 1.18.

The article list below shows the most recent MASI headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent MASI Headlines

Masimo Receives FDA 510(k) Clearance for AI-Enabled Opioid-Induced Respiratory Depression (OIRD) Detection on Radius VSM® to Help Identify Respiratory Risk Sooner

businesswire.com - Jun 22, 2026

IRVINE, Calif. --(BUSINESS WIRE)-- #Masimo--Masimo smartSET™-powered, AI-enabled OIRD detection has received FDA 510(k) clearance for the Radius VSM®

IART vs. MASI: Which Stock Should Value Investors Buy Now?

zacks.com - Jun 3, 2026

Investors interested in Medical - Instruments stocks are likely familiar with Integra LifeSciences (IART) and Masimo (MASI). But which of these two s

IART or MASI: Which Is the Better Value Stock Right Now?

zacks.com - May 18, 2026

Investors looking for stocks in the Medical - Instruments sector might want to consider either Integra LifeSciences (IART) or Masimo (MASI). But whic

Masimo Shareholders Approve Acquisition by Danaher

businesswire.com - May 4, 2026

IRVINE, Calif. --(BUSINESS WIRE)--Masimo Corporation (Nasdaq: MASI) (“Masimo”), a leading global innovator in patient monitoring, today announced that

Masimo SET Shows Accurate Pulse Oximetry in Newborns of All Skin Tones

zacks.com - May 1, 2026

MASI's SET pulse oximetry shows accurate, consistent readings in hospitalized newborns across all skin tones in the largest real-world study.

How News Affects MASI Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track MASI's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.