DDOG option chain Datadog, Inc.
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 ±17.5% (203.00–288.85) · ATM IV 79.0% · P/C open interest 3.46
| 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 | |
| 103.60 | 112.00 | 108.4% | 0.99 | 0.0004 | -0.030 | 140 | 0 | 4.45 | 139.9% | -0.01 | 0.0004 | -0.030 | ||||
| 98.50 | 107.15 | 102.7% | 0.99 | 0.0005 | -0.036 | 145 | 0 | 4.55 | 5 | 133.4% | -0.01 | 0.0005 | -0.036 | |||
| 93.75 | 102.25 | 100.9% | 0.98 | 0.0007 | -0.043 | 150 | 0 | 4.60 | 2 | 126.7% | -0.02 | 0.0007 | -0.043 | |||
| 89.00 | 96.95 | 94.2% | 0.98 | 0.0008 | -0.051 | 155 | 0 | 4.65 | 4 | 120.1% | -0.02 | 0.0008 | -0.051 | |||
| 84.15 | 92.10 | 91.5% | 0.97 | 0.0010 | -0.060 | 160 | 0.0600 | 0.8100 | 1 | 81.1% | -0.03 | 0.0010 | -0.060 | |||
| 79.85 | 86.95 | 90.6% | 0.97 | 0.0012 | -0.071 | 165 | 0.1100 | 1.15 | 3 | 81.1% | -0.03 | 0.0012 | -0.071 | |||
| 74.60 | 82.55 | 87.4% | 0.96 | 0.0015 | -0.083 | 170 | 0 | 2.54 | 6 | 87.3% | -0.04 | 0.0015 | -0.083 | |||
| 69.70 | 77.60 | 1 | 82.6% | 0.95 | 0.0018 | -0.098 | 175 | 0.7800 | 1.81 | 53 | 82.0% | -0.05 | 0.0018 | -0.098 | ||
| 65.20 | 73.50 | 85.2% | 0.94 | 0.0022 | -0.115 | 180 | 0.6800 | 2.30 | 3 | 79.1% | -0.06 | 0.0022 | -0.115 | |||
| 60.65 | 68.80 | 82.9% | 0.92 | 0.0026 | -0.135 | 185 | 1.21 | 3.20 | 53 | 197 | 81.2% | -0.08 | 0.0026 | -0.135 | ||
| 56.30 | 64.45 | 82.5% | 0.91 | 0.0031 | -0.158 | 190 | 1.41 | 3.10 | 3 | 75.9% | -0.09 | 0.0031 | -0.158 | |||
| 52.05 | 60.15 | 81.7% | 0.89 | 0.0036 | -0.183 | 195 | 2.52 | 4.45 | 2 | 5 | 80.0% | -0.11 | 0.0036 | -0.184 | ||
| 47.95 | 56.15 | 81.7% | 0.86 | 0.0041 | -0.210 | 200 | 3.05 | 5.25 | 4 | 17 | 78.4% | -0.14 | 0.0041 | -0.211 | ||
| 44.00 | 50.45 | 2 | 76.2% | 0.83 | 0.0046 | -0.239 | 205 | 4.65 | 6.10 | 11 | 26 | 79.5% | -0.17 | 0.0046 | -0.239 | |
| 40.60 | 46.70 | 77.5% | 0.80 | 0.0051 | -0.266 | 210 | 4.75 | 7.55 | 10 | 77.1% | -0.20 | 0.0051 | -0.267 | |||
| 37.55 | 43.05 | 78.8% | 0.77 | 0.0055 | -0.292 | 215 | 6.65 | 9.55 | 3 | 80.0% | -0.23 | 0.0055 | -0.293 | |||
| 34.35 | 39.95 | 6 | 6 | 80.0% | 0.74 | 0.0059 | -0.316 | 220 | 8.50 | 10.30 | 12 | 22 | 78.7% | -0.26 | 0.0060 | -0.317 |
| 30.45 | 36.35 | 77.7% | 0.71 | 0.0063 | -0.337 | 225 | 10.30 | 14.70 | 43 | 84.3% | -0.29 | 0.0063 | -0.338 | |||
| 27.75 | 33.30 | 78.4% | 0.67 | 0.0066 | -0.353 | 230 | 10.95 | 14.60 | 5 | 3 | 77.3% | -0.33 | 0.0066 | -0.355 | ||
| 26.00 | 29.35 | 78.4% | 0.64 | 0.0069 | -0.367 | 235 | 13.05 | 16.90 | 2 | 15 | 77.6% | -0.37 | 0.0069 | -0.369 | ||
| 22.95 | 26.60 | 1 | 77.5% | 0.60 | 0.0071 | -0.377 | 240 | 16.40 | 18.75 | 3 | 11 | 78.6% | -0.40 | 0.0071 | -0.379 | |
| 20.75 | 24.60 | 2 | 2 | 78.8% | 0.56 | 0.0072 | -0.383 | 245 | 18.80 | 21.70 | 2 | 15 | 79.1% | -0.44 | 0.0073 | -0.385 |
| 16.90 | 21.90 | 4 | 75.2% | 0.53 | 0.0073 | -0.386 | 250 | 21.85 | 24.40 | 1 | 18 | 79.7% | -0.47 | 0.0074 | -0.388 | |
| 17.00 | 20.00 | 2 | 3 | 79.6% | 0.49 | 0.0074 | -0.386 | 255 | 23.45 | 27.20 | 1 | 19 | 77.2% | -0.51 | 0.0074 | -0.388 |
| 14.65 | 19.20 | 4 | 2 | 80.9% | 0.46 | 0.0073 | -0.382 | 260 | 27.10 | 30.50 | 2 | 24 | 78.7% | -0.55 | 0.0074 | -0.385 |
| 12.05 | 15.80 | 1 | 2 | 76.3% | 0.42 | 0.0072 | -0.376 | 265 | 30.60 | 35.25 | 1 | 23 | 82.0% | -0.58 | 0.0073 | -0.379 |
| 9.30 | 14.65 | 12 | 74.9% | 0.39 | 0.0071 | -0.367 | 270 | 33.90 | 38.20 | 9 | 72 | 81.0% | -0.62 | 0.0072 | -0.370 | |
| 10.35 | 13.20 | 1 | 6 | 79.7% | 0.35 | 0.0069 | -0.356 | 275 | 35.20 | 41.30 | 3 | 75.8% | -0.65 | 0.0070 | -0.359 | |
| 8.00 | 12.90 | 4 | 14 | 79.7% | 0.32 | 0.0067 | -0.342 | 280 | 40.45 | 45.25 | 12 | 79.4% | -0.68 | 0.0068 | -0.346 | |
| 7.50 | 10.70 | 2 | 79.0% | 0.29 | 0.0064 | -0.328 | 285 | 43.65 | 49.60 | 1 | 79.3% | -0.71 | 0.0065 | -0.332 | ||
| 6.50 | 9.25 | 2 | 43 | 78.3% | 0.27 | 0.0062 | -0.312 | 290 | 47.70 | 52.75 | 125 | 77.8% | -0.74 | 0.0062 | -0.316 | |
| 5.30 | 8.00 | 3 | 77.1% | 0.24 | 0.0058 | -0.295 | 295 | 51.65 | 57.65 | 79.5% | -0.76 | 0.0059 | -0.300 | |||
| 5.15 | 6.80 | 4 | 4 | 77.8% | 0.22 | 0.0055 | -0.279 | 300 | 55.90 | 61.75 | 79.7% | -0.79 | 0.0056 | -0.284 | ||
| 4.75 | 6.35 | 40 | 5 | 79.5% | 0.20 | 0.0052 | -0.263 | 305 | 58.40 | 66.70 | 77.0% | -0.81 | 0.0053 | -0.268 | ||
| 2.45 | 6.35 | 2 | 7 | 76.9% | 0.18 | 0.0048 | -0.249 | 310 | 62.75 | 71.00 | 76.8% | -0.83 | 0.0050 | -0.254 | ||
| 3.60 | 4.70 | 13 | 20 | 78.9% | 0.16 | 0.0045 | -0.235 | 315 | 67.00 | 75.50 | 76.4% | -0.84 | 0.0046 | -0.241 | ||
| 2.79 | 5.70 | 2 | 82.8% | 0.15 | 0.0042 | -0.223 | 320 | 71.35 | 80.00 | 75.8% | -0.86 | 0.0043 | -0.229 | |||
| 1.71 | 5.30 | 5 | 81.3% | 0.14 | 0.0039 | -0.213 | 325 | 78.00 | 84.50 | 82.9% | -0.87 | 0.0040 | -0.219 | |||
| 1.08 | 4.55 | 1 | 25 | 79.5% | 0.13 | 0.0037 | -0.204 | 330 | 80.95 | 89.10 | 76.8% | -0.88 | 0.0038 | -0.210 | ||
| 1.80 | 5.70 | 3 | 89.0% | 0.12 | 0.0034 | -0.197 | 335 | 85.70 | 93.80 | 77.2% | -0.89 | 0.0036 | -0.203 | |||
| 1.46 | 5.35 | 1 | 1 | 89.6% | 0.11 | 0.0032 | -0.190 | 340 | 90.40 | 98.50 | 77.0% | -0.90 | 0.0033 | -0.197 | ||
| 0.9200 | 5.45 | 2 | 90.8% | 0.10 | 0.0030 | -0.184 | 345 | 95.10 | 103.25 | 76.6% | -0.90 | 0.0031 | -0.191 | |||
| 0.8700 | 4.65 | 1 | 4 | 90.2% | 0.10 | 0.0028 | -0.180 | 350 | 99.95 | 108.00 | 76.5% | -0.91 | 0.0030 | -0.187 | ||
| 0.6600 | 5.00 | 11 | 96.0% | 0.09 | 0.0026 | -0.171 | 360 | 109.65 | 117.70 | 1 | 76.5% | -0.92 | 0.0027 | -0.179 | ||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.