DDOG cadeia de opções Datadog, Inc.
Cboe delayed options data · em 06:34 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±14.2% (190.07–252.93) · IV ATM 55.8% · P/C open interest 0.82
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 76.45 | 83.35 | 71.8% | 0.99 | 0.0006 | -0.010 | 130 | 0.0100 | 0.6800 | 1 | 76.0% | -0.01 | 0.0006 | -0.018 | |||
| 72.90 | 77.15 | 65.7% | 0.99 | 0.0008 | -0.014 | 135 | 0.0100 | 0.8200 | 72.9% | -0.01 | 0.0008 | -0.021 | ||||
| 66.65 | 73.55 | 63.8% | 0.98 | 0.0011 | -0.019 | 140 | 0.0100 | 0.9000 | 1 | 68.7% | -0.02 | 0.0011 | -0.026 | |||
| 64.10 | 66.55 | 63.8% | 0.97 | 0.0014 | -0.026 | 145 | 0.2200 | 0.6500 | 63.1% | -0.03 | 0.0014 | -0.033 | ||||
| 59.25 | 61.80 | 62.5% | 0.97 | 0.0018 | -0.034 | 150 | 0.2900 | 0.8500 | 2 | 1 | 61.0% | -0.03 | 0.0019 | -0.041 | ||
| 54.50 | 57.00 | 2 | 60.6% | 0.95 | 0.0024 | -0.045 | 155 | 0.5500 | 1.22 | 2 | 61.3% | -0.05 | 0.0024 | -0.051 | ||
| 49.85 | 52.35 | 59.7% | 0.94 | 0.0031 | -0.058 | 160 | 0.9800 | 1.52 | 1 | 60.6% | -0.06 | 0.0031 | -0.064 | |||
| 45.25 | 47.85 | 58.8% | 0.92 | 0.0039 | -0.074 | 165 | 1.45 | 2.00 | 2 | 60.0% | -0.08 | 0.0039 | -0.079 | |||
| 40.85 | 43.50 | 58.4% | 0.89 | 0.0048 | -0.091 | 170 | 1.42 | 3.05 | 4 | 58.6% | -0.11 | 0.0048 | -0.096 | |||
| 36.60 | 39.05 | 57.0% | 0.86 | 0.0058 | -0.110 | 175 | 2.10 | 3.90 | 11 | 1 | 58.1% | -0.14 | 0.0058 | -0.114 | ||
| 32.60 | 35.05 | 56.9% | 0.83 | 0.0067 | -0.129 | 180 | 3.00 | 4.90 | 11 | 3 | 57.6% | -0.18 | 0.0068 | -0.133 | ||
| 28.80 | 31.25 | 56.6% | 0.78 | 0.0076 | -0.147 | 185 | 4.45 | 5.70 | 57.0% | -0.22 | 0.0077 | -0.151 | ||||
| 25.25 | 27.70 | 56.4% | 0.74 | 0.0085 | -0.164 | 190 | 5.50 | 7.40 | 7 | 12 | 56.5% | -0.26 | 0.0086 | -0.167 | ||
| 21.95 | 24.35 | 56.1% | 0.69 | 0.0093 | -0.178 | 195 | 7.50 | 9.10 | 7 | 3 | 57.0% | -0.31 | 0.0093 | -0.181 | ||
| 18.90 | 21.30 | 55.9% | 0.64 | 0.0099 | -0.189 | 200 | 9.10 | 11.35 | 5 | 56.7% | -0.36 | 0.0100 | -0.192 | |||
| 16.20 | 18.50 | 55.8% | 0.59 | 0.0103 | -0.197 | 205 | 11.55 | 13.30 | 5 | 4 | 56.4% | -0.41 | 0.0104 | -0.199 | ||
| 13.80 | 16.00 | 55.8% | 0.54 | 0.0106 | -0.201 | 210 | 13.60 | 16.15 | 2 | 56.0% | -0.47 | 0.0107 | -0.203 | |||
| 11.50 | 13.90 | 2 | 55.8% | 0.49 | 0.0106 | -0.201 | 215 | 16.35 | 18.95 | 3 | 3 | 55.9% | -0.52 | 0.0108 | -0.203 | |
| 9.55 | 11.90 | 101 | 2 | 55.6% | 0.43 | 0.0105 | -0.198 | 220 | 19.35 | 22.05 | 110 | 2 | 55.9% | -0.57 | 0.0107 | -0.199 |
| 7.90 | 10.15 | 1 | 1 | 55.6% | 0.39 | 0.0103 | -0.192 | 225 | 22.85 | 25.30 | 8 | 56.2% | -0.62 | 0.0104 | -0.193 | |
| 6.60 | 8.50 | 1 | 55.6% | 0.34 | 0.0098 | -0.183 | 230 | 26.10 | 28.95 | 3 | 1 | 55.9% | -0.67 | 0.0100 | -0.184 | |
| 5.25 | 7.35 | 1 | 1 | 55.7% | 0.30 | 0.0093 | -0.172 | 235 | 29.80 | 32.80 | 1 | 56.0% | -0.71 | 0.0095 | -0.173 | |
| 4.20 | 6.25 | 1 | 4 | 55.8% | 0.26 | 0.0086 | -0.161 | 240 | 33.70 | 36.75 | 1 | 56.1% | -0.75 | 0.0088 | -0.162 | |
| 3.60 | 5.25 | 56.4% | 0.22 | 0.0080 | -0.149 | 245 | 37.80 | 40.90 | 56.3% | -0.79 | 0.0082 | -0.149 | ||||
| 2.65 | 4.55 | 48 | 2 | 56.2% | 0.19 | 0.0072 | -0.136 | 250 | 42.30 | 45.15 | 57.1% | -0.82 | 0.0075 | -0.137 | ||
| 2.48 | 3.80 | 57.4% | 0.16 | 0.0065 | -0.124 | 255 | 46.70 | 49.60 | 57.6% | -0.85 | 0.0068 | -0.125 | ||||
| 1.90 | 3.25 | 57.5% | 0.14 | 0.0059 | -0.113 | 260 | 51.20 | 54.10 | 57.9% | -0.87 | 0.0061 | -0.113 | ||||
| 1.21 | 2.83 | 1 | 5 | 56.9% | 0.12 | 0.0052 | -0.102 | 265 | 55.85 | 58.70 | 58.6% | -0.89 | 0.0055 | -0.102 | ||
| 1.16 | 2.41 | 3 | 58.2% | 0.10 | 0.0047 | -0.092 | 270 | 60.55 | 63.35 | 59.1% | -0.91 | 0.0049 | -0.091 | |||
| 0.6400 | 2.11 | 6 | 57.5% | 0.09 | 0.0041 | -0.083 | 275 | 64.90 | 68.45 | 59.5% | -0.92 | 0.0044 | -0.081 | |||
| 0.4400 | 1.85 | 9 | 58.0% | 0.08 | 0.0037 | -0.075 | 280 | 69.70 | 73.30 | 59.0% | -0.94 | 0.0039 | -0.072 | |||
| 0.3600 | 1.66 | 59.1% | 0.07 | 0.0032 | -0.068 | 285 | 74.55 | 78.15 | 59.3% | -0.95 | 0.0036 | -0.065 | ||||
| 0.1400 | 0.8600 | 54.1% | 0.06 | 0.0029 | -0.061 | 290 | 79.65 | 83.05 | 60.3% | -0.96 | 0.0033 | -0.059 | ||||
| 0.2800 | 1.37 | 61.7% | 0.05 | 0.0025 | -0.055 | 295 | 84.50 | 88.05 | 60.2% | -0.97 | 0.0031 | -0.055 | ||||
| 0.1900 | 0.8300 | 2 | 58.8% | 0.04 | 0.0023 | -0.050 | 300 | 88.80 | 93.05 | 61.3% | -0.97 | 0.0028 | -0.057 | |||
| 0.0200 | 1.06 | 61.6% | 0.04 | 0.0020 | -0.045 | 305 | 91.40 | 100.85 | 67.2% | -0.98 | 0.0026 | -0.057 | ||||
| 0.0100 | 0.9800 | 62.8% | 0.03 | 0.0018 | -0.041 | 310 | 98.75 | 103.10 | 65.8% | -0.99 | 0.0021 | -0.056 | ||||
| 0.0400 | 0.9200 | 64.6% | 0.03 | 0.0016 | -0.037 | 315 | 101.20 | 110.90 | 69.5% | -0.99 | 0.0017 | -0.040 | ||||
| 0.0200 | 0.8700 | 65.8% | 0.03 | 0.0014 | -0.034 | 320 | 106.50 | 115.45 | 71.7% | -0.99 | 0.0013 | -0.027 | ||||
| 0.0100 | 0.8300 | 67.2% | 0.02 | 0.0013 | -0.031 | 325 | 111.25 | 120.90 | 74.5% | -1.00 | 0.0009 | -0.021 | ||||
| 0.0100 | 0.8000 | 7 | 68.7% | 0.02 | 0.0011 | -0.028 | 330 | 116.30 | 125.90 | 78.5% | -1.00 | 0.0006 | -0.021 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Oct 09, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs