Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

DexCom, Inc. (DXCM) had 120-Day Implied Volatility Skew of 0.0145 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3882
Historical Volatility (Parkinson)	0.3236
Implied Volatility (Calls)	0.3525
Implied Volatility (Puts)	0.3591
Implied Volatility (Mean)	0.3558
Put-Call Implied Volatility Ratio	1.0186
Implied Volatility Skew	0.0145
Option Statistics
Put-Call Ratio (Volume)	0.0727
Put-Call Ratio (Open Interest)	0.8293
Forward Price	115.65
Call Breakeven Price	154.66
Put Breakeven Price	101.67
Option Breakeven Price	131.26