A system for tailoring an insulin delivery regimen for achieving glycemic control during and around exercise time, comprising: a device configured to dispense insulin at a resting basal rate; and an exercise control feature comprising a tangible machine-readable storage medium embodying instructions that when performed by one or more processor-based devices result in operations characterized by: receiving a first value corresponding to a first glucose concentration before an exercise activity of a user, the exercise activity having a certain intensity level; receiving a second value corresponding to a second glucose concentration after the exercise activity of the user; determining a glucose concentration change based on a difference between the second value and the first value; modifying the resting basal rate based on a comparison of the glucose concentration change with a predetermined threshold value, with modifying the basal rate comprising: decreasing the resting basal rate by Δ IS * T for insulin delivery to the user based on a determination that the glucose concentration change in the user is greater than the predetermined threshold value, or increasing the resting basal rate by |Δ|/(IS*T) based on a determination that the glucose concentration change is less than a negative of the predetermined threshold value, wherein: Δ represents the glucose concentration change, IS represents insulin sensitivity of the user, and T represents a duration of the exercise activity; and, recording the modified basal rate in a computer-readable memory device for use with the device when the user performs future exercises of similar levels of intensity. a device configured to dispense insulin at a resting basal rate; and an exercise control feature comprising a tangible machine-readable storage medium embodying instructions that when performed by one or more processor-based devices result in operations characterized by: receiving a first value corresponding to a first glucose concentration before an exercise activity of a user, the exercise activity having a certain intensity level; receiving a second value corresponding to a second glucose concentration after the exercise activity of the user; determining a glucose concentration change based on a difference between the second value and the first value; modifying the resting basal rate based on a comparison of the glucose concentration change with a predetermined threshold value, with modifying the basal rate comprising: decreasing the resting basal rate by Δ IS * T for insulin delivery to the user based on a determination that the glucose concentration change in the user is greater than the predetermined threshold value, or increasing the resting basal rate by |Δ|/(IS*T) based on a determination that the glucose concentration change is less than a negative of the predetermined threshold value, wherein: Δ represents the glucose concentration change, IS represents insulin sensitivity of the user, and T represents a duration of the exercise activity; and, recording the modified basal rate in a computer-readable memory device for use with the device when the user performs future exercises of similar levels of intensity. receiving a first value corresponding to a first glucose concentration before an exercise activity of a user, the exercise activity having a certain intensity level; receiving a second value corresponding to a second glucose concentration after the exercise activity of the user; determining a glucose concentration change based on a difference between the second value and the first value; modifying the resting basal rate based on a comparison of the glucose concentration change with a predetermined threshold value, with modifying the basal rate comprising: decreasing the resting basal rate by Δ IS * T for insulin delivery to the user based on a determination that the glucose concentration change in the user is greater than the predetermined threshold value, or increasing the resting basal rate by |Δ|/(IS*T) based on a determination that the glucose concentration change is less than a negative of the predetermined threshold value, wherein: Δ represents the glucose concentration change, IS represents insulin sensitivity of the user, and T represents a duration of the exercise activity; and, decreasing the resting basal rate by Δ IS * T for insulin delivery to the user based on a determination that the glucose concentration change in the user is greater than the predetermined threshold value, or increasing the resting basal rate by |Δ|/(IS*T) based on a determination that the glucose concentration change is less than a negative of the predetermined threshold value, wherein: Δ represents the glucose concentration change, IS represents insulin sensitivity of the user, and T represents a duration of the exercise activity; and, Δ represents the glucose concentration change, IS represents insulin sensitivity of the user, and T represents a duration of the exercise activity; and, recording the modified basal rate in a computer-readable memory device for use with the device when the user performs future exercises of similar levels of intensity.