Healthcare · Healthcare
DXCM Implied Volatility, IV Rank & Options Chain
DexCom Inc. (DXCM) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for DexCom Inc.
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DXCM options trade with implied volatility typically in the 28% - 65% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
DXCM implied volatility
As of 2026-10-26As of 2026-10-26, DXCM's 30-day implied volatility is 48.7%, placing its 1-year IV percentile at 22.0 — above 22.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
DXCM live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live DXCM chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
DXCM options at a glance
- Daily volume
- N/A
- IV range
- 28% - 65%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About DexCom Inc. (DXCM)
DexCom is a leader in continuous glucose monitoring (CGM) systems for diabetes management. Its real-time glucose monitoring technology has transformed diabetes care.
Company profile
- Sector
- Healthcare
- Industry
- Medical Devices
- Market cap
- $30B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
DexCom Inc. operates in the Healthcare sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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DXCM options market overview
DXCM options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
DXCM options are available for trading across multiple expirations.
DXCM implied volatility and IV rank
DXCM implied volatility reflects inherent uncertainty in healthcare outcomes, clinical trials, and regulatory decisions. IV patterns follow earnings and FDA catalysts.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short DXCM options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
DXCM IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for DXCM, on today's chain.
Open DXCM in IV IntelligenceDXCM gamma exposure (GEX)
Gamma Exposure analysis for DXCM reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. DXCM tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on DXCM right now, strike by strike.
See live DXCM GEXCommon DXCM options strategies
These are strategies commonly used by traders on DXCM options, based on typical market characteristics. This is not investment advice.
Key considerations for DXCM options
- DXCM options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
DXCM key events
Earnings months. January, April, July, October
DXCM options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns DXCM's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/DXCM"What is DXCM's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on DXCM in the console, more prompts for DXCM, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about DXCM options.
What is DXCM's typical implied volatility?
DXCM implied volatility typically ranges from 28% - 65%.
Does DXCM have weekly options?
DXCM offers weekly options.
What is DXCM's options trading profile?
DXCM (DexCom Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 28% - 65% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.
How does DXCM implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on DXCM?
Popular strategies on DXCM options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 28% - 65% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is DXCM's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence DXCM's intraday price action. DXCM tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live DXCM GEX levels and the gamma-flip point on ApexVol.
What is DXCM's IV rank?
DXCM's IV rank shows where DXCM's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. DXCM implied volatility typically ranges from 28% - 65%. Check DXCM's live IV rank and percentile on ApexVol's IV analytics.
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