DXCM Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete DXCM options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around DXCM.

Latest Data: 2026-08-28 (EDT)

Max Pain Price

Exp: 2026-08-28

Gamma Flip

90.00

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.656

Shows put vs call positioning

IV Skew

1.56

Put–call IV difference

Max Pain Price Volatility

σ = 12.50

high volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%

Current DPI is 0.783(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for DXCM are at 90.22, 89.32, and 86.78, while the resistance levels are at 91.42, 92.32, and 94.86. The pivot point, a key reference price for traders, is at 89.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.20), pin strength 0.90.

Based on same-day expiring options (0DTE), the ATM straddle implies an 1.24% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 88.47 — 92.99 , corresponding to +2.39% / -2.58% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 94.33 (3.86% above spot).

Bearish positioning points to downside pressure toward 86.98 (4.23% below spot).

Options flow strength: 0.55 (0–1 scale). ATM Strike: 91.00, Call: 0.28, Put: 0.85, Straddle Cost: 1.12.

Price moves are likely to stay range-bound. The short-term gamma flip is near 87.09 , with intermediate positioning around 90.00 . The mid-term gamma flip remains near 90.00.