Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2218 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)	0.2218
Historical Volatility (Parkinson)	0.2548
Implied Volatility (Calls)	0.3053
Implied Volatility (Puts)	0.2915
Implied Volatility (Mean)	0.2984
Put-Call Implied Volatility Ratio	0.9549
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.2290
Put-Call Ratio (Open Interest)	0.9573
Forward Price	132.48
Call Breakeven Price	138.21
Put Breakeven Price	121.29
Option Breakeven Price	130.22