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%.
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%.