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DexCom DXCM 84.46 -4.02 -4.54%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $84.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$1.78 $82.61 – $86.17 $82.25 – $86.54 $80.56 – $88.22
2 sessions ±2.9% ±$2.48 $81.91 – $86.87 $81.39 – $87.40 $79.04 – $89.74
3 sessions ±3.7% ±$3.12 $81.27 – $87.51 $80.66 – $88.12 $77.74 – $91.04
1 week ±4.7% ±$3.98 $80.42 – $88.37 $79.53 – $89.25 $75.93 – $92.86
2 weeks ±6.2% ±$5.19 $79.20 – $89.58 $77.97 – $90.81 $73.32 – $95.46
3 weeks ±7.8% ±$6.58 $77.82 – $90.97 $76.22 – $92.56 $70.51 – $98.27
1 month ±9.0% ±$7.61 $76.78 – $92.00 $74.89 – $93.89 $68.25 – $100.54
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.82%
Average actual move
7.47%
Beyond the implied move
1 / 5
Median IV change
-30.99%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±8.88% +2.95% 0.33× 67.4% → 46.5%
May 01, 2026 ±10.45% +3.02% 0.29× —
July 31, 2025 ±9.71% -9.31% 0.96× —
May 02, 2025 ±11.03% +16.17% 1.47× 76.8% → 55.1%
February 14, 2025 ±9.04% +5.92% 0.66× 63.3% → 35.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →