Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

DexCom, Inc. (DXCM) had 30-Day Historical Volatility (Close-to-Close) of 0.4374 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4374
Historical Volatility (Parkinson)	0.3541
Implied Volatility (Calls)	0.3080
Implied Volatility (Puts)	0.2447
Implied Volatility (Mean)	0.2764
Put-Call Implied Volatility Ratio	0.7946
Implied Volatility Skew	0.0242
Option Statistics
Put-Call Ratio (Volume)	0.7350
Put-Call Ratio (Open Interest)	0.8540
Forward Price	133.43
Call Breakeven Price	138.03
Put Breakeven Price	114.13
Option Breakeven Price	126.77