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DexCom Inc DXCM

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-21T17:51:39.382Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:27.834656231Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:46.947885+00:00

Share price$80.94
1D-4.7%
$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$0.34$1.13$1.91$2.70$3.48$76.10$78.98$81.86$84.74$87.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DXCM spot · $80.94DXCM PRICE$0.45$0.43$0.53$0.63$0.77$0.92$1.07$1.29$1.51$1.75$2.10$2.46$3.26$1.06$0.45$0.58$0.70$0.84$0.98$1.13$1.33$1.53$1.76$2.09$2.42$2.67
PutsCheap0.90×
CallsExpensive1.14×
SkewBearish+4.46 pp
Implied moveBearish±$2.20
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2874.0%5.9%74.16147.2%9.7%
25Δ83.0048.5%3.1%79.0249.9%2.9%
30Δ82.5447.1%2.6%79.4549.1%2.5%
35Δ82.0745.7%2.2%79.8948.2%2.2%
40Δ81.7145.6%1.9%80.2847.5%1.9%
45Δ81.3645.7%1.7%80.6446.8%1.6%
50Δ81.0045.8%1.4%81.0046.2%1.3%
55Δ80.6446.5%1.2%81.3646.0%1.1%
60Δ80.2847.2%1.0%81.7145.9%0.9%
65Δ79.9048.0%0.9%82.0845.9%0.8%
70Δ79.4449.5%0.7%82.5246.7%0.6%
75Δ78.9751.2%0.6%82.9647.5%0.5%
80Δ78.1058.9%0.5%83.3144.8%0.4%

20Δ

Calls
Pseudo strike
85.28
IV
74.0%
B/E move
5.9%
Puts
Pseudo strike
74.16
IV
147.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
83.00
IV
48.5%
B/E move
3.1%
Puts
Pseudo strike
79.02
IV
49.9%
B/E move
2.9%

30Δ

Calls
Pseudo strike
82.54
IV
47.1%
B/E move
2.6%
Puts
Pseudo strike
79.45
IV
49.1%
B/E move
2.5%

35Δ

Calls
Pseudo strike
82.07
IV
45.7%
B/E move
2.2%
Puts
Pseudo strike
79.89
IV
48.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
81.71
IV
45.6%
B/E move
1.9%
Puts
Pseudo strike
80.28
IV
47.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
81.36
IV
45.7%
B/E move
1.7%
Puts
Pseudo strike
80.64
IV
46.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
81.00
IV
45.8%
B/E move
1.4%
Puts
Pseudo strike
81.00
IV
46.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
80.64
IV
46.5%
B/E move
1.2%
Puts
Pseudo strike
81.36
IV
46.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
80.28
IV
47.2%
B/E move
1.0%
Puts
Pseudo strike
81.71
IV
45.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
79.90
IV
48.0%
B/E move
0.9%
Puts
Pseudo strike
82.08
IV
45.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
79.44
IV
49.5%
B/E move
0.7%
Puts
Pseudo strike
82.52
IV
46.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
78.97
IV
51.2%
B/E move
0.6%
Puts
Pseudo strike
82.96
IV
47.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
78.10
IV
58.9%
B/E move
0.5%
Puts
Pseudo strike
83.31
IV
44.8%
B/E move
0.4%

Options history

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