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DexCom Inc DXCM

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-21T16:59:00.572Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:29.395132755Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:00.190194+00:00

Share price$80.84
1D-4.8%
$80$81$83$85$865:30 AM6:30 AM9:00 AM1:00 PMDXCM
Sold putSold call

DexCom Inc options

Live interpolated DXCM call and put midpoint premiums by absolute delta.DexCom Inc$0.25$1.83$3.42$5.00$6.58$75.67$78.67$81.67$84.66$87.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DXCM spot · $80.84DXCM PRICE$0.44$0.42$0.53$0.64$0.79$0.94$1.11$1.32$1.52$1.78$2.07$2.81$6.12$1.07$0.67$0.60$0.71$0.85$1.02$1.18$1.62$2.14$2.64$3.02$3.16$3.30
PutsExpensive1.07×
CallsExpensive1.26×
SkewBearish+12.45 pp
Implied moveBearish±$2.29
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.5668.5%5.1%74.01147.7%9.8%
25Δ82.8948.2%3.1%77.6678.1%4.8%
30Δ82.4347.0%2.6%79.2951.3%2.7%
35Δ81.9745.9%2.2%79.7549.5%2.2%
40Δ81.6246.3%1.9%80.1748.5%1.9%
45Δ81.2646.6%1.7%80.5448.4%1.6%
50Δ80.9047.0%1.4%80.9148.3%1.4%
55Δ80.5447.5%1.3%81.4055.0%1.3%
60Δ80.1848.0%1.1%81.9464.0%1.3%
65Δ79.7848.5%0.9%82.5767.8%1.1%
70Δ79.3649.1%0.7%83.1068.0%0.9%
75Δ78.5154.2%0.6%83.4362.0%0.7%
80Δ75.1485.8%0.5%83.7555.9%0.5%

20Δ

Calls
Pseudo strike
84.56
IV
68.5%
B/E move
5.1%
Puts
Pseudo strike
74.01
IV
147.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
82.89
IV
48.2%
B/E move
3.1%
Puts
Pseudo strike
77.66
IV
78.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
82.43
IV
47.0%
B/E move
2.6%
Puts
Pseudo strike
79.29
IV
51.3%
B/E move
2.7%

35Δ

Calls
Pseudo strike
81.97
IV
45.9%
B/E move
2.2%
Puts
Pseudo strike
79.75
IV
49.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
81.62
IV
46.3%
B/E move
1.9%
Puts
Pseudo strike
80.17
IV
48.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
81.26
IV
46.6%
B/E move
1.7%
Puts
Pseudo strike
80.54
IV
48.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
80.90
IV
47.0%
B/E move
1.4%
Puts
Pseudo strike
80.91
IV
48.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
80.54
IV
47.5%
B/E move
1.3%
Puts
Pseudo strike
81.40
IV
55.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
80.18
IV
48.0%
B/E move
1.1%
Puts
Pseudo strike
81.94
IV
64.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
79.78
IV
48.5%
B/E move
0.9%
Puts
Pseudo strike
82.57
IV
67.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.36
IV
49.1%
B/E move
0.7%
Puts
Pseudo strike
83.10
IV
68.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
78.51
IV
54.2%
B/E move
0.6%
Puts
Pseudo strike
83.43
IV
62.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
75.14
IV
85.8%
B/E move
0.5%
Puts
Pseudo strike
83.75
IV
55.9%
B/E move
0.5%

Options history

DXCM55.9056.4857.072026-10-19: 55.98%2026-10-20: 56.99%Oct 19Oct 20
Table
DateIV
55.98%
56.99%