DDOG option chain Datadog, Inc.
Cboe delayed options data · as of 06:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±13.0% (192.80–250.20) · ATM IV 56.1% · P/C open interest 2.95
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 76.55 | 83.80 | 89.8% | 0.99 | 0.0005 | -0.006 | 130 | 0.0100 | 0.2000 | 2 | 5 | 71.3% | -0.01 | 0.0005 | -0.016 | ||
| 72.45 | 78.65 | 92.3% | 0.99 | 0.0007 | -0.009 | 135 | 0.0100 | 0.2600 | 4 | 5 | 68.4% | -0.01 | 0.0007 | -0.019 | ||
| 67.45 | 73.85 | 83.3% | 0.99 | 0.0009 | -0.014 | 140 | 0.0600 | 0.5000 | 1 | 1 | 70.3% | -0.01 | 0.0009 | -0.023 | ||
| 62.60 | 69.20 | 84.6% | 0.98 | 0.0012 | -0.020 | 145 | 0.0500 | 0.4900 | 47 | 1 | 64.6% | -0.02 | 0.0012 | -0.028 | ||
| 59.00 | 61.20 | 62.2% | 0.98 | 0.0015 | -0.027 | 150 | 0.2000 | 0.7500 | 16 | 65.4% | -0.02 | 0.0015 | -0.035 | |||
| 54.15 | 56.50 | 2 | 2 | 61.9% | 0.97 | 0.0020 | -0.037 | 155 | 0.2200 | 0.9800 | 14 | 62.7% | -0.03 | 0.0021 | -0.044 | |
| 49.40 | 51.70 | 60.1% | 0.95 | 0.0027 | -0.050 | 160 | 0.5500 | 1.03 | 7 | 1 | 60.5% | -0.05 | 0.0027 | -0.056 | ||
| 44.75 | 46.80 | 57.6% | 0.94 | 0.0036 | -0.066 | 165 | 0.7000 | 1.39 | 1 | 58.5% | -0.06 | 0.0036 | -0.072 | |||
| 40.20 | 42.30 | 1 | 57.1% | 0.91 | 0.0046 | -0.086 | 170 | 1.14 | 1.70 | 53 | 3 | 57.0% | -0.09 | 0.0046 | -0.091 | |
| 35.85 | 38.25 | 58.2% | 0.88 | 0.0057 | -0.108 | 175 | 1.66 | 2.78 | 6 | 2 | 58.2% | -0.12 | 0.0057 | -0.113 | ||
| 31.65 | 34.10 | 57.6% | 0.84 | 0.0069 | -0.132 | 180 | 2.28 | 3.65 | 10 | 26 | 57.2% | -0.16 | 0.0069 | -0.136 | ||
| 27.75 | 29.95 | 1 | 56.7% | 0.80 | 0.0081 | -0.155 | 185 | 3.25 | 4.30 | 13 | 506 | 55.4% | -0.20 | 0.0081 | -0.159 | |
| 24.05 | 26.20 | 56.2% | 0.75 | 0.0092 | -0.177 | 190 | 4.50 | 6.15 | 4 | 8 | 56.6% | -0.25 | 0.0092 | -0.180 | ||
| 20.70 | 23.05 | 17 | 1 | 56.8% | 0.70 | 0.0101 | -0.195 | 195 | 6.05 | 8.00 | 8 | 35 | 57.0% | -0.30 | 0.0102 | -0.198 |
| 17.60 | 19.90 | 2 | 3 | 56.5% | 0.65 | 0.0108 | -0.210 | 200 | 7.85 | 9.95 | 1 | 93 | 56.7% | -0.35 | 0.0109 | -0.212 |
| 14.85 | 17.00 | 21 | 56.3% | 0.59 | 0.0114 | -0.219 | 205 | 10.00 | 11.90 | 9 | 33 | 56.0% | -0.41 | 0.0115 | -0.222 | |
| 12.70 | 14.45 | 2 | 56.8% | 0.53 | 0.0117 | -0.224 | 210 | 12.85 | 14.70 | 12 | 24 | 57.3% | -0.47 | 0.0118 | -0.226 | |
| 10.15 | 12.25 | 5 | 1 | 56.0% | 0.47 | 0.0118 | -0.224 | 215 | 15.60 | 17.10 | 3 | 9 | 56.3% | -0.53 | 0.0119 | -0.226 |
| 8.45 | 10.15 | 1 | 104 | 56.0% | 0.42 | 0.0116 | -0.219 | 220 | 18.20 | 20.60 | 2 | 15 | 56.1% | -0.59 | 0.0117 | -0.220 |
| 7.00 | 8.60 | 56.7% | 0.36 | 0.0111 | -0.210 | 225 | 21.55 | 24.05 | 2 | 6 | 56.3% | -0.64 | 0.0113 | -0.211 | ||
| 5.65 | 7.15 | 9 | 12 | 56.7% | 0.31 | 0.0105 | -0.198 | 230 | 25.25 | 27.70 | 11 | 56.6% | -0.69 | 0.0107 | -0.199 | |
| 4.60 | 5.95 | 4 | 4 | 57.1% | 0.27 | 0.0098 | -0.184 | 235 | 28.90 | 31.60 | 6 | 56.4% | -0.74 | 0.0100 | -0.184 | |
| 4.10 | 4.65 | 3 | 19 | 57.7% | 0.23 | 0.0089 | -0.169 | 240 | 33.15 | 35.60 | 103 | 57.0% | -0.78 | 0.0091 | -0.169 | |
| 3.30 | 4.10 | 1 | 6 | 58.7% | 0.19 | 0.0081 | -0.153 | 245 | 37.35 | 39.90 | 8 | 57.5% | -0.81 | 0.0083 | -0.153 | |
| 1.94 | 3.45 | 4 | 10 | 56.8% | 0.16 | 0.0072 | -0.139 | 250 | 41.45 | 44.30 | 1 | 57.0% | -0.85 | 0.0074 | -0.138 | |
| 1.42 | 2.81 | 10 | 56.6% | 0.14 | 0.0064 | -0.125 | 255 | 46.25 | 48.80 | 58.5% | -0.87 | 0.0066 | -0.124 | |||
| 1.65 | 2.39 | 8 | 24 | 59.7% | 0.12 | 0.0056 | -0.112 | 260 | 50.85 | 53.40 | 59.0% | -0.89 | 0.0058 | -0.110 | ||
| 0.7400 | 1.75 | 3 | 56.1% | 0.10 | 0.0049 | -0.101 | 265 | 55.55 | 58.05 | 1 | 59.5% | -0.91 | 0.0051 | -0.098 | ||
| 0.8100 | 1.73 | 1 | 16 | 59.7% | 0.08 | 0.0043 | -0.091 | 270 | 60.35 | 62.80 | 1 | 60.4% | -0.93 | 0.0045 | -0.087 | |
| 0.5600 | 1.49 | 5 | 9 | 60.0% | 0.07 | 0.0038 | -0.082 | 275 | 64.95 | 67.60 | 59.6% | -0.94 | 0.0040 | -0.078 | ||
| 0.5300 | 1.16 | 3 | 60.6% | 0.06 | 0.0033 | -0.074 | 280 | 69.85 | 72.45 | 60.6% | -0.95 | 0.0036 | -0.069 | |||
| 0.3000 | 0.9700 | 3 | 16 | 60.1% | 0.05 | 0.0029 | -0.067 | 285 | 75.00 | 77.30 | 63.6% | -0.96 | 0.0032 | -0.065 | ||
| 0.1800 | 0.7600 | 2 | 4 | 59.6% | 0.05 | 0.0026 | -0.060 | 290 | 79.75 | 82.20 | 62.5% | -0.97 | 0.0029 | -0.062 | ||
| 0.1200 | 0.9000 | 10 | 17 | 62.9% | 0.04 | 0.0023 | -0.055 | 295 | 83.45 | 90.30 | 79.7% | -0.97 | 0.0028 | -0.060 | ||
| 0.0100 | 0.6200 | 15 | 60.6% | 0.04 | 0.0020 | -0.050 | 300 | 86.55 | 95.30 | 74.2% | -0.98 | 0.0026 | -0.052 | |||
| 0.0200 | 0.7500 | 10 | 64.9% | 0.03 | 0.0018 | -0.045 | 305 | 93.50 | 99.10 | 77.3% | -0.98 | 0.0022 | -0.043 | |||
| 0.0200 | 0.7000 | 11 | 11 | 66.5% | 0.03 | 0.0016 | -0.041 | 310 | 97.35 | 105.25 | 80.0% | -0.99 | 0.0018 | -0.044 | ||
| 0.0100 | 0.6600 | 4 | 68.0% | 0.02 | 0.0014 | -0.038 | 315 | 102.80 | 109.10 | 74.6% | -0.99 | 0.0015 | -0.041 | |||
| 0 | 0.6300 | 69.5% | 0.02 | 0.0013 | -0.035 | 320 | 107.10 | 115.20 | 82.1% | -0.99 | 0.0012 | -0.032 | ||||
| 0 | 0.6100 | 71.3% | 0.02 | 0.0011 | -0.032 | 325 | 113.30 | 118.80 | 82.2% | -1.00 | 0.0009 | -0.026 | ||||
| 0 | 0.5900 | 73.0% | 0.02 | 0.0010 | -0.029 | 330 | 116.30 | 125.25 | 85.1% | -1.00 | 0.0006 | -0.026 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs