OSI Systems, Inc. (OSIS) 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.
OSI Systems, Inc. (OSIS) operates in the Technology sector, specifically the Hardware, Equipment & Parts industry, with a market capitalization near $3.60B, listed on NASDAQ, employing roughly 6,681 people, carrying a beta of 1.31 to the broader market. OSI Systems, Inc. Led by Ajay Mehra, public since 1997-10-02.
Snapshot as of May 15, 2026.
- Spot Price
- $206.47
- ATM IV
- 48.9%
- IV Skew 25Δ
- 0.051
- IV Rank
- 53.5%
- IV Percentile
- 89.7%
- Term Structure Slope
- -0.045
As of May 15, 2026, OSI Systems, Inc. (OSIS) at-the-money implied volatility is 48.9%. IV rank is 53.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 89.7%. The 25-delta skew is +0.051: 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.
OSIS Strategy Selection at Current Volatility Levels
For OSI Systems, Inc. options at 48.9% ATM IV, mid-range IV rank (53.5%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. 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 OSIS volatility skew questions
- What is the current OSIS ATM implied volatility?
- As of May 15, 2026, OSI Systems, Inc. (OSIS) at-the-money implied volatility is 48.9%. IV rank is 53.5% 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 OSIS IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does OSIS volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. OSI Systems, 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.