Options Skew Analytics

DXCM option chain

Strikes around the forward, as they were quoted at the close

Data as of 6 November 2026 (end of day)

2026-11-13(7 days)ATM 47.00%±5.20skew +6.97
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
33$10.90$13.70—$68.00—————
30$9.30$11.60—$70.00—————
05$6.20$9.10—$73.00—————
90$4.90$6.40—$75.0054.33%$0.55$0.754018
—————$76.0056.14%$0.75$1.15320
—————$77.0050.87%$0.95$1.152423
711$3.00$3.40—$78.0049.15%$1.20$1.451825
72$2.40$2.75—$79.0047.17%$1.45$1.8511
797$1.85$2.2047.01%$80.00—$1.95$2.301421
17$1.40$1.7546.81%$81.00—$2.55$2.85140
323$1.05$1.3546.63%$82.00—$3.20$3.50101
5118$0.75$1.1047.26%$83.00—$3.70$4.2012
117$0.60$0.9049.17%$84.00—————
—————$85.00—$4.00$6.5080
—————$86.00—$4.90$7.30530
—————$87.00—$5.80$8.20260
—————$88.00—$6.80$9.2010
017$0.10$0.1552.00%$90.00—————

Forward $79.90. The 25-delta put carries +6.97 volatility points over the 25-delta call.

2026-11-20(14 days)ATM 43.73%±6.84skew +3.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$28.90$31.50—$50.00—————
20$14.10$16.40—$65.00—————
83$9.40$12.00—$70.00—————
015$5.30$7.40—$75.0047.78%$0.95$1.202,0797
—————$76.0046.58%$1.15$1.4590
—————$77.0046.89%$1.40$1.90870
016$3.60$4.10—$78.0045.42%$1.80$2.10170
11,208$3.00$3.50—$79.0043.99%$2.10$2.50350
1406$2.35$3.0043.70%$80.00—$2.55$3.009348
012$2.00$2.5044.06%$81.00—$3.10$3.50221
07$1.60$2.1544.34%$82.00—$3.70$4.1010
013$1.35$1.7044.17%$83.00—$4.40$4.801781
464$1.05$1.4544.44%$84.00—$4.90$6.1040
—————$85.00—$5.00$6.808989
57$0.60$1.0044.48%$86.00—$5.30$7.601090
—————$87.00—$6.20$8.50300
—————$88.00—$7.10$9.801380
—————$89.00—$9.10$10.50270
—————$90.00—$9.20$11.40380
—————$91.00—$9.90$12.2010

Forward $79.90. The 25-delta put carries +3.31 volatility points over the 25-delta call.

2026-12-18(42 days)ATM 40.81%±11.09skew +1.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$48.40$51.70—$30.00—————
05$43.40$46.70—$35.00—————
0228$38.70$41.80—$40.00—————
017$33.70$36.80—$45.00—————
043$28.80$31.90—$50.00—————
034$24.50$26.90—$55.00—————
099$19.60$22.10—$60.00—————
0781$15.00$17.40—$65.00—————
0342$10.50$13.00—$70.0045.10%$0.95$1.4062515
1312$7.20$7.90—$75.0042.92%$2.20$2.5542728
13330$4.20$4.80—$80.0041.05%$4.00$4.7032418
31882$2.25$2.6540.08%$85.00—$7.00$7.804432
22911$1.10$1.6041.24%$90.00—$9.50$11.902390
201,183$0.65$0.9543.64%$95.00—$14.00$16.30890
—————$100.00—$18.80$21.301320
—————$105.00—$23.60$26.0010

Forward $80.15. The 25-delta put carries +1.68 volatility points over the 25-delta call.

2027-01-15(70 days)ATM 41.17%±14.54skew +2.52
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
030$48.60$51.80—$30.00—————
0154$43.80$46.90—$35.00—————
010$38.70$42.00—$40.00—————
09$33.90$37.20—$45.00—————
055$29.50$32.20—$50.00—————
030$24.60$27.40—$55.00—————
098$20.00$22.70—$60.00—————
01,296$15.70$18.20—$65.0045.68%$0.85$1.202,0481
6989$11.80$12.80—$70.0044.23%$1.65$2.252,7619
52,363$8.40$10.60—$75.0043.31%$3.10$3.801,95912
61,356$5.60$6.70—$80.0041.85%$5.00$6.009581
481,003$3.60$4.2040.48%$85.00—$7.90$9.109330
181,117$2.20$2.7540.71%$90.00—$11.00$12.802870
01,098$1.35$1.8541.71%$95.00—$14.50$17.101190
32,120$0.80$1.2042.29%$100.00—$19.00$21.40630
—————$105.00—$23.80$26.405000

Forward $80.66. The 25-delta put carries +2.52 volatility points over the 25-delta call.

2027-03-19(133 days)ATM 44.15%±21.60skew +1.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$44.20$47.30—$35.00—————
05$39.50$42.40—$40.00—————
03$35.10$37.70—$45.00—————
07$30.30$33.00—$50.00—————
06$25.70$28.40—$55.00—————
013$21.50$24.00—$60.0048.47%$1.25$1.901630
031$17.50$20.00—$65.0046.66%$2.00$2.957970
076$14.10$16.40—$70.0045.82%$3.30$4.401790
143$10.80$13.30—$75.0044.14%$4.90$6.101190
539$8.30$9.10—$80.0042.86%$7.10$8.20830
1273$6.30$7.5044.32%$85.00—$9.90$11.10670
0193$4.70$5.8044.39%$90.00—$12.20$14.503070
0610$3.30$4.4043.87%$95.00—$15.80$18.30570
1104$2.50$3.4044.54%$100.00—$20.00$22.4020
370$1.60$2.5543.81%$105.00—————
093$1.30$1.9544.84%$110.00—$29.10$31.5030

Forward $81.07. The 25-delta put carries +1.28 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.