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ICU Medical Inc ICUI 179.27 1.97 1.11%

Previous-day view · Fri Nov 13 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 13, 2026 close · $179.27
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$2.99 $176.28 – $182.26 $175.67 – $182.87 $172.83 – $185.71
2 sessions ±2.3% ±$4.18 $175.09 – $183.45 $174.21 – $184.33 $170.27 – $188.27
3 sessions ±2.9% ±$5.25 $174.02 – $184.52 $173.01 – $185.53 $168.08 – $190.46
1 week ±3.7% ±$6.67 $172.60 – $185.94 $171.11 – $187.43 $165.05 – $193.49
2 weeks ±5.2% ±$9.36 $169.91 – $188.63 $167.69 – $190.85 $159.28 – $199.26
3 weeks ±6.5% ±$11.60 $167.67 – $190.87 $164.86 – $193.68 $154.76 – $203.78
1 month ±7.7% ±$13.82 $165.45 – $193.09 $162.02 – $196.52 $149.98 – $208.56
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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 →