Implied Volatility (Calls) (120-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
DexCom, Inc. (DXCM) had 120-Day Implied Volatility (Calls) of 0.3525 for 2024-06-13.