DXCM gamma levels.
Where DXCM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DXCM $85.92 · up 2.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (below price · 0.92 / 1.07% away); ↯ Surge, live flow 90 (above price · 4.08 / 4.75% away); ‖ call wall — ceiling, sticky 100 (above price · 14.08 / 16.39% away); ‖ put wall — floor, slippery 85 (below price · 0.92 / 1.07% away); ↘ Reversal 100 (above price · 14.08 / 16.39% away)
- Expected move today ±4.86
- Strikes nearest the money (high to low): 88 positive, 87 positive, 86 positive, 85 negative, 84 positive, 83 positive
- Since yesterday's close, positioning grew at 84, 90, 95 and faded at 80.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$10.06 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 46.2%