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DexCom, Inc. Common Stock DXCM

i

Market dataready · fetched 2026-11-10T22:19:10.957Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:41:31.648979038Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:19:11.030020+00:00

Share price$79.92
1D-1.3%
AH$79.17$79.66$80.16$80.65$81.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDXCM
Sold putSold callAH

DexCom, Inc. Common Stock options

Live interpolated DXCM call and put midpoint premiums by absolute delta.DexCom, Inc. Common Stock$0.35$1.70$3.05$4.40$5.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDXCM PRICE$0.50$0.63$0.74$3.33$3.63$3.92$4.22$0.59$0.82$1.09$1.39$1.40$1.57$1.78$2.02$2.26$2.45$2.63$4.08$5.36
PutsExpensive1.75×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.5261.8%5.0%
25Δ82.2946.1%3.6%76.8370.3%4.9%
30Δ81.8447.2%3.2%77.3176.0%4.6%
35Δ81.2944.6%2.6%77.9878.4%4.2%
40Δ78.8765.7%3.1%
45Δ79.4961.7%2.5%
50Δ80.0659.4%2.1%
55Δ80.5857.8%1.7%
60Δ81.0855.9%1.4%
65Δ78.0077.7%1.8%81.4952.5%1.1%
70Δ77.4373.1%1.4%81.9149.2%0.8%
75Δ76.8668.5%1.1%83.3564.9%0.8%
80Δ76.2963.9%0.7%84.7473.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.52
IV
61.8%
B/E move
5.0%

25Δ

Calls
Pseudo strike
82.29
IV
46.1%
B/E move
3.6%
Puts
Pseudo strike
76.83
IV
70.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
81.84
IV
47.2%
B/E move
3.2%
Puts
Pseudo strike
77.31
IV
76.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
81.29
IV
44.6%
B/E move
2.6%
Puts
Pseudo strike
77.98
IV
78.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.87
IV
65.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.49
IV
61.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.06
IV
59.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.58
IV
57.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.08
IV
55.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
78.00
IV
77.7%
B/E move
1.8%
Puts
Pseudo strike
81.49
IV
52.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
77.43
IV
73.1%
B/E move
1.4%
Puts
Pseudo strike
81.91
IV
49.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
76.86
IV
68.5%
B/E move
1.1%
Puts
Pseudo strike
83.35
IV
64.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.29
IV
63.9%
B/E move
0.7%
Puts
Pseudo strike
84.74
IV
73.2%
B/E move
0.7%

Options history

IV · four-Friday blend44.61%
Daily close
DXCM25.0%68.6%112.2%2026-08-12: 40.25%2026-08-13: 38.38%2026-08-14: 31.03%2026-08-17: 36.10%2026-08-18: 39.57%2026-08-19: 35.24%2026-08-20: 40.55%2026-08-21: 31.59%2026-08-24: 35.62%2026-08-25: 42.17%2026-08-26: 40.31%2026-08-27: 44.56%2026-08-28: 31.68%2026-08-31: 32.39%2026-09-01: 38.84%2026-09-02: 35.90%2026-09-03: 36.16%2026-09-04: 34.12%2026-09-08: 39.56%2026-09-09: 43.04%2026-09-10: 47.95%2026-09-11: 38.07%2026-09-14: 35.58%2026-09-15: 37.42%2026-09-16: 39.23%2026-09-17: 39.93%2026-09-18: 34.93%2026-09-21: 35.64%2026-09-22: 36.94%2026-09-23: 38.38%2026-09-24: 41.99%2026-09-25: 33.41%2026-09-28: 34.90%2026-09-29: 41.51%2026-09-30: 38.44%2026-10-01: 43.99%2026-10-02: 36.25%2026-10-05: 39.54%2026-10-06: 36.67%2026-10-07: 44.58%2026-10-08: 50.15%2026-10-09: 43.19%2026-10-12: 48.44%2026-10-13: 44.97%2026-10-14: 51.79%2026-10-15: 51.21%2026-10-16: 49.83%2026-10-19: 55.97%2026-10-20: 55.36%2026-10-21: 59.02%2026-10-22: 65.44%2026-10-23: 60.20%2026-10-26: 69.68%2026-10-27: 76.31%2026-10-28: 83.93%2026-10-29: 106.20%2026-10-30: 44.61%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
40.25%
38.38%
31.03%
36.10%
39.57%
35.24%
40.55%
31.59%
35.62%
42.17%
40.31%
44.56%
31.68%
32.39%
38.84%
35.90%
36.16%
34.12%
39.56%
43.04%
47.95%
38.07%
35.58%
37.42%
39.23%
39.93%
34.93%
35.64%
36.94%
38.38%
41.99%
33.41%
34.90%
41.51%
38.44%
43.99%
36.25%
39.54%
36.67%
44.58%
50.15%
43.19%
48.44%
44.97%
51.79%
51.21%
49.83%
55.97%
55.36%
59.02%
65.44%
60.20%
69.68%
76.31%
83.93%
106.20%
44.61%