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DexCom options imply 9.2% move in share price post-earnings

Pre-earnings options volume in DexCom (DXCM) is 6.6x normal with calls leading puts 8:3. Implied volatility suggests the market is anticipating a move near 9.2%, or $8.14, after results are released. Median move over the past eight quarters is 7.9%.

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