Pre-earnings options volume in DexCom is 3.5x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 8.2%, or $9.03, after results are released. Median move over the past eight quarters is 7.8%.
Pre-earnings options volume in DexCom is 3.5x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 8.2%, or $9.03, after results are released. Median move over the past eight quarters is 7.8%.