Pre-market
⌘K
Sign in Sign up

ICU Medical Inc ICUI 167.65 -4.97 -2.88%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $167.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$3.54 $164.11 – $171.19 $163.39 – $171.91 $160.04 – $175.26
2 sessions ±2.9% ±$4.93 $162.72 – $172.58 $161.68 – $173.62 $157.02 – $178.28
3 sessions ±3.7% ±$6.20 $161.45 – $173.85 $160.24 – $175.06 $154.42 – $180.88
1 week ±4.7% ±$7.90 $159.75 – $175.55 $157.99 – $177.31 $150.83 – $184.47
2 weeks ±6.6% ±$11.08 $156.57 – $178.73 $153.95 – $181.35 $144.03 – $191.27
3 weeks ±8.2% ±$13.71 $153.94 – $181.36 $150.60 – $184.70 $138.66 – $196.64
1 month ±9.7% ±$16.33 $151.32 – $183.98 $147.26 – $188.04 $133.01 – $202.29
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ICUI reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.46%
Average actual move
7.07%
Beyond the implied move
1 / 3
Median IV change
-23.02%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±8.05% +4.87% 0.60× —
August 08, 2025 ±9.66% -13.13% 1.36× —
May 09, 2025 ±10.67% -3.20% 0.30× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →