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 0.4615 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4615
Historical Volatility (Parkinson)	0.3863
Implied Volatility (Calls)	0.2706
Implied Volatility (Puts)	0.3371
Implied Volatility (Mean)	0.3038
Put-Call Implied Volatility Ratio	1.2460
Implied Volatility Skew	-0.0246
Option Statistics
Put-Call Ratio (Volume)	0.3333
Put-Call Ratio (Open Interest)	0.4156
Forward Price	125.46
Call Breakeven Price	140.70
Put Breakeven Price	119.53
Option Breakeven Price	134.49