DDOG cadena de opciones Datadog, Inc.
Cboe delayed options data · a fecha de Oct 19, 21:54 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±24.3% (197.13–323.58) · ATM IV 62.2% · P/C interés abierto 0.96
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 125.30 | 132.05 | 273 | 83.2% | 0.98 | 0.0005 | 0.000 | 135 | 0 | 1.44 | 2,088 | 71.8% | -0.02 | 0.0005 | -0.021 | ||
| 118.55 | 125.90 | 513 | 53.8% | 0.98 | 0.0006 | -0.003 | 140 | 0.2800 | 1.14 | 9 | 489 | 68.2% | -0.02 | 0.0006 | -0.024 | |
| 114.00 | 122.40 | 258 | 69.6% | 0.98 | 0.0007 | -0.008 | 145 | 0.2900 | 1.66 | 645 | 68.5% | -0.03 | 0.0007 | -0.028 | ||
| 109.00 | 118.00 | 481 | 68.8% | 0.97 | 0.0008 | -0.013 | 150 | 0.2900 | 1.78 | 393 | 65.9% | -0.03 | 0.0008 | -0.033 | ||
| 105.40 | 113.00 | 2 | 570 | 71.2% | 0.96 | 0.0010 | -0.019 | 155 | 0.5500 | 1.91 | 338 | 64.7% | -0.04 | 0.0010 | -0.038 | |
| 101.40 | 108.40 | 484 | 72.3% | 0.96 | 0.0011 | -0.026 | 160 | 0.9200 | 2.55 | 930 | 65.9% | -0.04 | 0.0011 | -0.044 | ||
| 97.00 | 102.55 | 3,050 | 67.4% | 0.95 | 0.0013 | -0.033 | 165 | 1.55 | 2.71 | 1 | 2,934 | 65.5% | -0.05 | 0.0013 | -0.051 | |
| 92.15 | 99.40 | 819 | 69.6% | 0.94 | 0.0015 | -0.041 | 170 | 2.27 | 3.55 | 12 | 436 | 67.0% | -0.06 | 0.0015 | -0.058 | |
| 87.45 | 95.00 | 1 | 1,537 | 68.0% | 0.93 | 0.0017 | -0.050 | 175 | 2.62 | 4.05 | 1 | 182 | 65.8% | -0.07 | 0.0017 | -0.066 |
| 82.20 | 90.60 | 1 | 1,892 | 64.9% | 0.91 | 0.0019 | -0.059 | 180 | 3.20 | 4.45 | 1 | 450 | 64.7% | -0.09 | 0.0019 | -0.074 |
| 79.55 | 86.40 | 351 | 68.0% | 0.90 | 0.0022 | -0.068 | 185 | 3.00 | 5.50 | 244 | 63.1% | -0.10 | 0.0022 | -0.082 | ||
| 75.45 | 81.95 | 15 | 481 | 66.8% | 0.88 | 0.0024 | -0.077 | 190 | 5.05 | 6.10 | 4 | 162 | 64.9% | -0.12 | 0.0024 | -0.090 |
| 70.40 | 78.25 | 384 | 65.1% | 0.87 | 0.0026 | -0.086 | 195 | 5.35 | 6.90 | 13 | 413 | 63.2% | -0.13 | 0.0026 | -0.099 | |
| 66.90 | 74.70 | 544 | 66.0% | 0.85 | 0.0029 | -0.096 | 200 | 6.60 | 9.25 | 10 | 587 | 65.6% | -0.15 | 0.0029 | -0.108 | |
| 59.05 | 66.95 | 340 | 64.3% | 0.81 | 0.0033 | -0.114 | 210 | 9.65 | 10.55 | 390 | 64.1% | -0.19 | 0.0034 | -0.124 | ||
| 54.40 | 58.95 | 2,503 | 65.5% | 0.77 | 0.0038 | -0.130 | 220 | 10.95 | 13.60 | 3 | 3,592 | 61.7% | -0.23 | 0.0038 | -0.139 | |
| 47.55 | 52.55 | 434 | 64.6% | 0.72 | 0.0042 | -0.144 | 230 | 15.35 | 17.05 | 6 | 274 | 62.5% | -0.28 | 0.0042 | -0.152 | |
| 40.20 | 46.65 | 600 | 62.6% | 0.68 | 0.0045 | -0.156 | 240 | 19.35 | 21.00 | 32 | 764 | 62.2% | -0.33 | 0.0046 | -0.162 | |
| 36.10 | 39.70 | 2 | 1,647 | 62.1% | 0.63 | 0.0048 | -0.165 | 250 | 22.45 | 25.80 | 10 | 1,095 | 60.8% | -0.38 | 0.0048 | -0.170 |
| 31.40 | 33.60 | 20 | 733 | 60.8% | 0.58 | 0.0049 | -0.171 | 260 | 28.80 | 32.65 | 3 | 859 | 63.6% | -0.43 | 0.0050 | -0.175 |
| 25.75 | 30.05 | 4 | 921 | 60.2% | 0.53 | 0.0050 | -0.174 | 270 | 33.90 | 38.10 | 11 | 212 | 62.8% | -0.48 | 0.0051 | -0.177 |
| 22.15 | 26.95 | 5 | 530 | 61.1% | 0.48 | 0.0050 | -0.174 | 280 | 39.45 | 43.80 | 5 | 357 | 61.8% | -0.53 | 0.0052 | -0.176 |
| 19.50 | 21.90 | 11 | 706 | 60.2% | 0.44 | 0.0050 | -0.172 | 290 | 46.35 | 50.90 | 358 | 62.6% | -0.57 | 0.0051 | -0.173 | |
| 17.00 | 19.45 | 30 | 598 | 61.1% | 0.39 | 0.0049 | -0.168 | 300 | 53.25 | 58.80 | 1 | 140 | 63.4% | -0.62 | 0.0050 | -0.168 |
| 14.15 | 16.70 | 23 | 723 | 60.7% | 0.35 | 0.0047 | -0.163 | 310 | 60.05 | 64.35 | 28 | 60.8% | -0.66 | 0.0049 | -0.161 | |
| 12.80 | 14.30 | 23 | 2,137 | 61.5% | 0.31 | 0.0045 | -0.155 | 320 | 68.55 | 72.70 | 49 | 62.4% | -0.70 | 0.0047 | -0.153 | |
| 10.20 | 12.40 | 109 | 405 | 60.9% | 0.28 | 0.0043 | -0.147 | 330 | 75.75 | 80.60 | 61.2% | -0.74 | 0.0045 | -0.143 | ||
| 8.85 | 10.80 | 49 | 484 | 61.4% | 0.25 | 0.0040 | -0.138 | 340 | 83.70 | 88.90 | 22 | 60.7% | -0.77 | 0.0042 | -0.133 | |
| 6.25 | 9.50 | 3 | 172 | 60.1% | 0.22 | 0.0037 | -0.129 | 350 | 92.40 | 97.85 | 1 | 61.3% | -0.80 | 0.0040 | -0.123 | |
| 5.00 | 7.80 | 3 | 650 | 59.3% | 0.19 | 0.0034 | -0.120 | 360 | 100.35 | 108.15 | 62.3% | -0.83 | 0.0037 | -0.113 | ||
| 5.65 | 6.85 | 68 | 564 | 62.1% | 0.17 | 0.0032 | -0.110 | 370 | 109.00 | 116.75 | 88 | 61.0% | -0.86 | 0.0035 | -0.103 | |
| 4.80 | 5.85 | 15 | 236 | 62.2% | 0.15 | 0.0029 | -0.101 | 380 | 118.50 | 125.85 | 1 | 61.5% | -0.88 | 0.0032 | -0.093 | |
| 2.88 | 4.95 | 19 | 50 | 59.9% | 0.13 | 0.0026 | -0.092 | 390 | 127.70 | 135.80 | 1 | 62.7% | -0.90 | 0.0030 | -0.083 | |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Jan 15, 2027
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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