DDOG option chain Datadog, Inc.
Cboe delayed options data · as of 15:34 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 ±28.7% (153.70–277.70) · ATM IV 59.2% · P/C open interest 1.05
| 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 | |
| 104.80 | 110.85 | 89 | 39.7% | 0.97 | 0.0008 | 0.000 | 110 | 0.1000 | 1.42 | 319 | 62.4% | -0.03 | 0.0008 | -0.022 | ||
| 100.25 | 106.15 | 132 | 51.0% | 0.97 | 0.0009 | -0.002 | 115 | 0.6300 | 2.03 | 516 | 65.5% | -0.04 | 0.0009 | -0.025 | ||
| 95.80 | 101.50 | 504 | 54.4% | 0.96 | 0.0011 | -0.007 | 120 | 0.8300 | 2.12 | 811 | 63.1% | -0.04 | 0.0011 | -0.029 | ||
| 91.15 | 96.95 | 418 | 54.9% | 0.95 | 0.0012 | -0.012 | 125 | 1.95 | 2.65 | 2,007 | 65.8% | -0.05 | 0.0013 | -0.033 | ||
| 87.35 | 92.60 | 1,109 | 58.9% | 0.94 | 0.0014 | -0.018 | 130 | 2.50 | 3.15 | 1,535 | 65.3% | -0.06 | 0.0015 | -0.038 | ||
| 82.60 | 87.90 | 275 | 56.6% | 0.93 | 0.0017 | -0.024 | 135 | 3.00 | 3.50 | 2,097 | 63.9% | -0.07 | 0.0017 | -0.043 | ||
| 79.35 | 83.60 | 514 | 59.8% | 0.91 | 0.0019 | -0.030 | 140 | 3.75 | 4.25 | 496 | 63.7% | -0.09 | 0.0019 | -0.048 | ||
| 74.35 | 79.55 | 279 | 58.0% | 0.90 | 0.0021 | -0.036 | 145 | 4.50 | 5.30 | 644 | 63.9% | -0.10 | 0.0022 | -0.053 | ||
| 70.30 | 75.60 | 482 | 58.3% | 0.88 | 0.0024 | -0.043 | 150 | 4.55 | 6.25 | 402 | 61.9% | -0.12 | 0.0024 | -0.059 | ||
| 65.55 | 71.55 | 573 | 56.6% | 0.87 | 0.0026 | -0.049 | 155 | 5.75 | 7.35 | 339 | 62.2% | -0.13 | 0.0027 | -0.064 | ||
| 61.80 | 67.00 | 509 | 55.6% | 0.85 | 0.0029 | -0.056 | 160 | 6.70 | 8.55 | 931 | 61.7% | -0.15 | 0.0029 | -0.070 | ||
| 59.50 | 63.90 | 3,048 | 59.0% | 0.83 | 0.0031 | -0.062 | 165 | 7.75 | 9.95 | 2,933 | 61.4% | -0.17 | 0.0032 | -0.075 | ||
| 54.55 | 60.40 | 822 | 57.0% | 0.81 | 0.0034 | -0.068 | 170 | 9.10 | 11.50 | 126 | 61.4% | -0.19 | 0.0034 | -0.081 | ||
| 51.20 | 56.70 | 1,536 | 56.7% | 0.79 | 0.0036 | -0.074 | 175 | 10.65 | 13.15 | 115 | 61.4% | -0.22 | 0.0037 | -0.086 | ||
| 48.05 | 53.10 | 1,891 | 56.6% | 0.77 | 0.0038 | -0.080 | 180 | 13.35 | 14.55 | 407 | 62.1% | -0.24 | 0.0039 | -0.090 | ||
| 45.00 | 49.70 | 351 | 56.4% | 0.74 | 0.0040 | -0.085 | 185 | 14.15 | 16.75 | 235 | 61.2% | -0.26 | 0.0041 | -0.094 | ||
| 42.05 | 46.70 | 480 | 56.5% | 0.72 | 0.0042 | -0.090 | 190 | 16.30 | 18.90 | 134 | 61.5% | -0.29 | 0.0043 | -0.098 | ||
| 40.00 | 43.80 | 385 | 57.4% | 0.70 | 0.0044 | -0.094 | 195 | 18.75 | 20.95 | 1 | 384 | 61.7% | -0.31 | 0.0045 | -0.102 | |
| 36.70 | 41.05 | 1 | 545 | 56.7% | 0.67 | 0.0046 | -0.098 | 200 | 20.60 | 23.35 | 493 | 61.3% | -0.34 | 0.0047 | -0.105 | |
| 31.90 | 35.95 | 1 | 343 | 56.9% | 0.62 | 0.0048 | -0.104 | 210 | 25.30 | 28.55 | 132 | 61.3% | -0.39 | 0.0049 | -0.109 | |
| 27.60 | 31.45 | 2,453 | 57.0% | 0.57 | 0.0050 | -0.108 | 220 | 30.75 | 34.20 | 3,302 | 61.4% | -0.44 | 0.0051 | -0.112 | ||
| 23.95 | 27.35 | 1 | 427 | 57.2% | 0.52 | 0.0051 | -0.111 | 230 | 36.70 | 40.60 | 199 | 61.7% | -0.49 | 0.0052 | -0.112 | |
| 21.00 | 23.50 | 1 | 454 | 57.4% | 0.48 | 0.0051 | -0.111 | 240 | 43.25 | 47.00 | 364 | 61.8% | -0.53 | 0.0053 | -0.111 | |
| 17.40 | 20.55 | 337 | 57.1% | 0.43 | 0.0050 | -0.110 | 250 | 50.15 | 54.15 | 1,039 | 62.2% | -0.58 | 0.0052 | -0.108 | ||
| 15.00 | 17.85 | 716 | 57.3% | 0.39 | 0.0049 | -0.108 | 260 | 57.25 | 61.90 | 800 | 62.6% | -0.62 | 0.0051 | -0.105 | ||
| 13.40 | 15.55 | 740 | 58.1% | 0.35 | 0.0047 | -0.105 | 270 | 65.05 | 69.75 | 59 | 63.2% | -0.67 | 0.0050 | -0.100 | ||
| 11.20 | 13.55 | 342 | 58.0% | 0.32 | 0.0045 | -0.101 | 280 | 72.80 | 77.95 | 244 | 63.4% | -0.70 | 0.0048 | -0.094 | ||
| 10.70 | 11.55 | 24 | 481 | 59.2% | 0.28 | 0.0043 | -0.096 | 290 | 81.00 | 86.40 | 300 | 63.9% | -0.74 | 0.0046 | -0.088 | |
| 9.50 | 10.05 | 3 | 464 | 59.8% | 0.25 | 0.0040 | -0.091 | 300 | 89.65 | 94.95 | 81 | 64.5% | -0.77 | 0.0044 | -0.082 | |
| 6.90 | 9.20 | 778 | 58.8% | 0.23 | 0.0038 | -0.086 | 310 | 98.25 | 103.70 | 28 | 64.8% | -0.80 | 0.0042 | -0.075 | ||
| 5.90 | 8.20 | 501 | 59.2% | 0.20 | 0.0035 | -0.081 | 320 | 106.80 | 111.90 | 7 | 63.8% | -0.83 | 0.0040 | -0.069 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs