ICU Medical Inc (ICUI) Historical Volatility

Tracking ICUI historical volatility helps you see how much ICU Medical Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, ICUI's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ICUI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. ICUI's 30 day historical volatility, or ICUI HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ICUI's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

ICU Medical, Inc., together with its subsidiaries, develops, manufactures, and sells medical devices used in infusion therapy and critical care applications worldwide. The company's infusion therapy products include needlefree products under the MicroClave, MicroClave Clear, and NanoClave brands; Neutron catheter patency devices; SwabCap and SwabTip disinfecting caps; Tego hemodialysis connectors; ClearGuard HD, an antimicrobial barrier cap for hemodialysis catheters; and ChemoClave and ChemoLock closed system transfer devices, as well as Diana hazardous drug compounding system for the preparation of hazardous drugs.