DDOG option chain Datadog, Inc.
Cboe delayed options data · as of 03:34 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 ±15.4% (187.32–255.68) · ATM IV 56.0% · P/C open interest 0.75
| 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 | |
| 90.85 | 98.95 | 92 | 69.0% | 0.99 | 0.0004 | 0.000 | 115 | 0 | 0.3400 | 91 | 77.2% | -0.01 | 0.0004 | -0.011 | ||
| 85.95 | 92.00 | 12 | 0.99 | 0.0004 | 0.000 | 120 | 0.0100 | 0.3700 | 90 | 74 | 73.4% | -0.01 | 0.0004 | -0.013 | ||
| 81.00 | 87.00 | 36 | 0.99 | 0.0006 | -0.002 | 125 | 0.0100 | 0.5800 | 3 | 5 | 73.0% | -0.01 | 0.0006 | -0.016 | ||
| 76.10 | 81.70 | 59 | 0.99 | 0.0008 | -0.006 | 130 | 0.0500 | 0.4500 | 1 | 22 | 66.5% | -0.01 | 0.0008 | -0.019 | ||
| 71.25 | 79.05 | 39 | 60.1% | 0.98 | 0.0010 | -0.011 | 135 | 0.1100 | 0.5600 | 38 | 36 | 64.6% | -0.02 | 0.0010 | -0.024 | |
| 67.80 | 72.35 | 48 | 50.7% | 0.98 | 0.0013 | -0.017 | 140 | 0.2300 | 0.8400 | 6 | 79 | 65.0% | -0.02 | 0.0013 | -0.029 | |
| 62.90 | 67.55 | 21 | 52.1% | 0.97 | 0.0016 | -0.025 | 145 | 0.2600 | 1.05 | 13 | 22 | 62.4% | -0.03 | 0.0016 | -0.036 | |
| 59.10 | 62.85 | 216 | 62.2% | 0.96 | 0.0021 | -0.035 | 150 | 0.3400 | 1.00 | 116 | 331 | 57.9% | -0.04 | 0.0021 | -0.045 | |
| 52.40 | 60.05 | 15 | 23 | 60.0% | 0.94 | 0.0026 | -0.046 | 155 | 0.9900 | 1.42 | 4 | 42 | 60.3% | -0.06 | 0.0027 | -0.055 |
| 49.05 | 55.15 | 21 | 63.1% | 0.92 | 0.0033 | -0.059 | 160 | 1.44 | 1.70 | 24 | 210 | 59.0% | -0.08 | 0.0033 | -0.068 | |
| 45.50 | 49.25 | 117 | 59.6% | 0.90 | 0.0040 | -0.074 | 165 | 1.91 | 2.51 | 30 | 49 | 59.2% | -0.10 | 0.0041 | -0.082 | |
| 42.15 | 45.00 | 100 | 62.1% | 0.88 | 0.0048 | -0.090 | 170 | 2.36 | 3.45 | 14 | 305 | 58.6% | -0.12 | 0.0049 | -0.098 | |
| 36.00 | 40.95 | 2 | 39 | 55.4% | 0.84 | 0.0057 | -0.107 | 175 | 3.25 | 4.00 | 9 | 79 | 57.2% | -0.16 | 0.0057 | -0.113 |
| 33.50 | 37.10 | 10 | 64 | 59.1% | 0.81 | 0.0065 | -0.123 | 180 | 4.45 | 5.15 | 46 | 1,156 | 57.5% | -0.19 | 0.0065 | -0.129 |
| 30.20 | 32.30 | 403 | 57.0% | 0.77 | 0.0072 | -0.138 | 185 | 5.80 | 6.50 | 20 | 292 | 57.5% | -0.23 | 0.0073 | -0.143 | |
| 26.80 | 28.80 | 9 | 106 | 56.8% | 0.73 | 0.0080 | -0.152 | 190 | 7.40 | 8.05 | 146 | 482 | 57.4% | -0.27 | 0.0080 | -0.156 |
| 23.60 | 25.50 | 3 | 7 | 56.5% | 0.68 | 0.0086 | -0.163 | 195 | 8.75 | 10.05 | 39 | 413 | 56.8% | -0.32 | 0.0086 | -0.167 |
| 20.65 | 22.50 | 10 | 123 | 56.3% | 0.64 | 0.0091 | -0.172 | 200 | 10.60 | 12.00 | 113 | 1,289 | 56.2% | -0.36 | 0.0091 | -0.176 |
| 15.50 | 17.20 | 58 | 410 | 55.9% | 0.54 | 0.0096 | -0.182 | 210 | 15.25 | 16.90 | 92 | 410 | 55.9% | -0.46 | 0.0098 | -0.184 |
| 11.75 | 12.75 | 69 | 95 | 56.1% | 0.45 | 0.0097 | -0.181 | 220 | 20.95 | 22.90 | 76 | 480 | 55.9% | -0.56 | 0.0098 | -0.183 |
| 8.45 | 9.60 | 84 | 328 | 56.3% | 0.36 | 0.0092 | -0.171 | 230 | 27.55 | 29.75 | 3 | 537 | 55.9% | -0.65 | 0.0094 | -0.171 |
| 6.10 | 6.70 | 78 | 960 | 55.8% | 0.28 | 0.0083 | -0.155 | 240 | 35.00 | 37.40 | 15 | 968 | 56.1% | -0.73 | 0.0085 | -0.154 |
| 4.20 | 5.00 | 29 | 1,049 | 56.2% | 0.22 | 0.0072 | -0.135 | 250 | 43.30 | 45.70 | 7 | 287 | 56.8% | -0.79 | 0.0074 | -0.133 |
| 3.05 | 3.45 | 78 | 1,419 | 56.5% | 0.17 | 0.0060 | -0.114 | 260 | 49.75 | 56.10 | 6 | 173 | 55.6% | -0.85 | 0.0063 | -0.111 |
| 2.14 | 2.78 | 221 | 539 | 58.0% | 0.12 | 0.0049 | -0.095 | 270 | 58.15 | 66.40 | 2 | 161 | 57.6% | -0.89 | 0.0052 | -0.090 |
| 1.41 | 1.79 | 31 | 1,221 | 57.2% | 0.09 | 0.0040 | -0.078 | 280 | 67.55 | 75.80 | 4 | 213 | 58.2% | -0.92 | 0.0042 | -0.071 |
| 1.00 | 1.40 | 12 | 792 | 58.4% | 0.07 | 0.0032 | -0.063 | 290 | 77.40 | 84.60 | 2 | 46 | 54.8% | -0.95 | 0.0035 | -0.053 |
| 0.7400 | 0.9400 | 10 | 537 | 58.8% | 0.05 | 0.0025 | -0.051 | 300 | 88.25 | 93.00 | 39 | -0.97 | 0.0032 | -0.050 | ||
| 0.5000 | 0.8400 | 12 | 602 | 60.5% | 0.04 | 0.0020 | -0.041 | 310 | 97.10 | 104.90 | 30 | 63.7% | -0.98 | 0.0024 | -0.043 | |
| 0.1000 | 0.7400 | 7 | 541 | 59.7% | 0.03 | 0.0016 | -0.033 | 320 | 107.05 | 114.90 | 67.3% | -0.99 | 0.0014 | -0.041 | ||
| 0.1000 | 0.4200 | 22 | 550 | 59.1% | 0.02 | 0.0012 | -0.027 | 330 | 117.35 | 124.90 | 3 | 74.4% | -1.00 | 0.0004 | -0.036 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs