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DexCom options imply 9.0% move in share price post-earnings
The Fly

DexCom options imply 9.0% move in share price post-earnings

Pre-earnings options volume in DexCom (DXCM) is 1.6x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 9.0%, or $6.67, after results are released. Median move over the past eight quarters is 9.9%.

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