DDOG option chain Datadog, Inc.
Cboe delayed options data · as of 00:34 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 ±26.1% (158.74–270.74) · ATM IV 61.3% · P/C open interest 0.61
| 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 | |
| 103.95 | 109.80 | 572 | 63.9% | 0.98 | 0.0007 | 0.000 | 110 | 0.2700 | 1.14 | 18 | 467 | 68.7% | -0.02 | 0.0007 | -0.021 | |
| 99.95 | 106.35 | 247 | 76.6% | 0.97 | 0.0008 | 0.000 | 115 | 0.2300 | 1.73 | 59 | 68.7% | -0.03 | 0.0008 | -0.025 | ||
| 96.35 | 101.85 | 270 | 79.8% | 0.96 | 0.0010 | -0.002 | 120 | 0.8100 | 1.87 | 1,388 | 68.9% | -0.04 | 0.0010 | -0.029 | ||
| 89.15 | 97.50 | 151 | 68.4% | 0.96 | 0.0012 | -0.007 | 125 | 1.12 | 1.90 | 263 | 66.5% | -0.04 | 0.0012 | -0.034 | ||
| 85.75 | 91.10 | 2,437 | 64.6% | 0.95 | 0.0014 | -0.014 | 130 | 1.40 | 2.50 | 258 | 66.3% | -0.05 | 0.0014 | -0.039 | ||
| 80.25 | 87.55 | 221 | 63.8% | 0.94 | 0.0016 | -0.021 | 135 | 2.12 | 2.98 | 245 | 66.5% | -0.06 | 0.0017 | -0.044 | ||
| 75.65 | 83.50 | 457 | 63.9% | 0.92 | 0.0019 | -0.028 | 140 | 2.25 | 3.50 | 133 | 64.5% | -0.08 | 0.0019 | -0.050 | ||
| 73.05 | 77.30 | 710 | 62.9% | 0.91 | 0.0022 | -0.036 | 145 | 3.35 | 4.20 | 180 | 65.3% | -0.09 | 0.0022 | -0.057 | ||
| 67.20 | 75.50 | 642 | 64.3% | 0.89 | 0.0025 | -0.044 | 150 | 4.15 | 5.00 | 1 | 125 | 65.0% | -0.11 | 0.0025 | -0.064 | |
| 64.75 | 69.50 | 307 | 63.2% | 0.88 | 0.0028 | -0.052 | 155 | 4.15 | 6.45 | 1 | 107 | 63.9% | -0.12 | 0.0028 | -0.070 | |
| 61.00 | 66.90 | 498 | 65.8% | 0.86 | 0.0031 | -0.060 | 160 | 5.15 | 7.50 | 4 | 464 | 63.6% | -0.14 | 0.0031 | -0.077 | |
| 57.20 | 61.80 | 302 | 63.1% | 0.84 | 0.0034 | -0.068 | 165 | 6.20 | 7.85 | 50 | 61.7% | -0.16 | 0.0034 | -0.084 | ||
| 51.65 | 59.25 | 817 | 61.5% | 0.82 | 0.0036 | -0.076 | 170 | 8.05 | 9.10 | 103 | 62.4% | -0.19 | 0.0037 | -0.090 | ||
| 49.90 | 54.05 | 143 | 61.5% | 0.79 | 0.0039 | -0.083 | 175 | 8.85 | 10.60 | 163 | 61.4% | -0.21 | 0.0040 | -0.096 | ||
| 46.80 | 50.60 | 2 | 238 | 61.7% | 0.77 | 0.0042 | -0.090 | 180 | 11.25 | 12.05 | 78 | 148 | 62.6% | -0.23 | 0.0043 | -0.102 |
| 43.35 | 47.35 | 367 | 61.2% | 0.74 | 0.0045 | -0.097 | 185 | 13.10 | 13.85 | 3 | 356 | 62.4% | -0.26 | 0.0045 | -0.107 | |
| 40.30 | 43.85 | 231 | 60.6% | 0.72 | 0.0047 | -0.102 | 190 | 14.65 | 16.05 | 146 | 62.2% | -0.29 | 0.0048 | -0.112 | ||
| 37.45 | 41.30 | 181 | 61.0% | 0.69 | 0.0049 | -0.108 | 195 | 16.75 | 18.90 | 31 | 103 | 63.1% | -0.31 | 0.0050 | -0.116 | |
| 34.75 | 38.45 | 15 | 380 | 60.9% | 0.66 | 0.0051 | -0.113 | 200 | 19.15 | 20.10 | 11 | 316 | 62.0% | -0.34 | 0.0052 | -0.120 |
| 29.80 | 33.25 | 3 | 291 | 60.8% | 0.61 | 0.0054 | -0.120 | 210 | 23.95 | 25.00 | 52 | 323 | 61.9% | -0.40 | 0.0055 | -0.125 |
| 25.40 | 28.00 | 3 | 829 | 60.0% | 0.56 | 0.0056 | -0.125 | 220 | 29.45 | 30.55 | 132 | 61.9% | -0.45 | 0.0057 | -0.128 | |
| 22.10 | 24.70 | 2 | 1,389 | 61.3% | 0.50 | 0.0056 | -0.127 | 230 | 35.05 | 37.30 | 149 | 62.2% | -0.51 | 0.0058 | -0.127 | |
| 19.05 | 20.90 | 11 | 772 | 61.3% | 0.45 | 0.0056 | -0.127 | 240 | 41.60 | 43.00 | 304 | 61.3% | -0.56 | 0.0058 | -0.125 | |
| 15.70 | 18.20 | 86 | 150 | 61.2% | 0.40 | 0.0054 | -0.125 | 250 | 48.25 | 51.05 | 154 | 62.1% | -0.61 | 0.0056 | -0.120 | |
| 12.95 | 15.00 | 49 | 207 | 60.3% | 0.36 | 0.0052 | -0.121 | 260 | 55.75 | 58.90 | 2 | 120 | 62.8% | -0.66 | 0.0055 | -0.114 |
| 11.15 | 13.40 | 2 | 196 | 61.5% | 0.32 | 0.0050 | -0.116 | 270 | 62.45 | 66.85 | 271 | 61.7% | -0.70 | 0.0052 | -0.107 | |
| 9.05 | 11.30 | 2 | 407 | 61.0% | 0.28 | 0.0047 | -0.109 | 280 | 71.00 | 74.60 | 133 | 61.8% | -0.74 | 0.0050 | -0.099 | |
| 7.25 | 9.90 | 1 | 856 | 61.0% | 0.25 | 0.0044 | -0.103 | 290 | 79.60 | 82.85 | 131 | 61.9% | -0.77 | 0.0047 | -0.090 | |
| 6.75 | 7.50 | 216 | 337 | 60.8% | 0.21 | 0.0041 | -0.096 | 300 | 87.60 | 92.35 | 34 | 62.1% | -0.81 | 0.0044 | -0.081 | |
| 5.65 | 6.40 | 1 | 749 | 61.0% | 0.19 | 0.0038 | -0.089 | 310 | 94.40 | 102.75 | 8 | 61.1% | -0.84 | 0.0041 | -0.071 | |
| 4.30 | 5.80 | 174 | 61.0% | 0.16 | 0.0034 | -0.082 | 320 | 104.80 | 111.75 | 15 | 63.5% | -0.86 | 0.0038 | -0.062 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs