Omnicell, Inc. (OMCL) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Omnicell, Inc. (OMCL) operates in the Healthcare sector, specifically the Medical - Healthcare Information Services industry, with a market capitalization near $1.96B, listed on NASDAQ, employing roughly 3,620 people, carrying a beta of 0.96 to the broader market. Omnicell, Inc. Led by Randall A. Lipps, public since 2001-08-09.
Snapshot as of May 15, 2026.
- Spot Price
- $43.08
- ATM IV
- 44.5%
- IV Skew 25Δ
- 0.031
- IV Rank
- 5.6%
- IV Percentile
- 27.8%
- Term Structure Slope
- -0.007
As of May 15, 2026, Omnicell, Inc. (OMCL) at-the-money implied volatility is 44.5%. IV rank is 5.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 27.8%. The 25-delta skew is +0.031: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
OMCL Strategy Selection at Current Volatility Levels
For Omnicell, Inc. options at 44.5% ATM IV, low IV rank (5.6%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked OMCL volatility skew questions
- What is the current OMCL ATM implied volatility?
- As of May 15, 2026, Omnicell, Inc. (OMCL) at-the-money implied volatility is 44.5%. IV rank is 5.6% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is OMCL IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does OMCL volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Omnicell, Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.