DDOG option chain Datadog, Inc.
Cboe delayed options data · as of 12:34 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 ±34.5% (145.00–298.00) · ATM IV 61.2% · P/C open interest 1.17
| 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 | |
| 98.55 | 102.90 | 10 | 64.8% | 0.94 | 0.0012 | -0.013 | 115 | 3.30 | 3.75 | 814 | 66.5% | -0.06 | 0.0012 | -0.032 | ||
| 93.45 | 98.65 | 26 | 62.2% | 0.93 | 0.0014 | -0.017 | 120 | 3.95 | 5.00 | 11 | 67.2% | -0.07 | 0.0014 | -0.035 | ||
| 90.25 | 94.55 | 23 | 64.1% | 0.92 | 0.0016 | -0.022 | 125 | 4.15 | 5.20 | 12 | 494 | 64.2% | -0.09 | 0.0016 | -0.039 | |
| 85.30 | 90.55 | 17 | 62.1% | 0.90 | 0.0017 | -0.027 | 130 | 5.40 | 6.70 | 2 | 170 | 65.8% | -0.10 | 0.0018 | -0.043 | |
| 82.20 | 86.70 | 31 | 63.5% | 0.89 | 0.0019 | -0.032 | 135 | 6.40 | 7.10 | 79 | 64.4% | -0.11 | 0.0020 | -0.047 | ||
| 76.45 | 82.95 | 32 | 60.2% | 0.88 | 0.0021 | -0.036 | 140 | 7.40 | 8.30 | 96 | 64.1% | -0.13 | 0.0021 | -0.051 | ||
| 73.85 | 79.30 | 414 | 61.9% | 0.86 | 0.0023 | -0.041 | 145 | 8.60 | 9.55 | 496 | 63.9% | -0.14 | 0.0023 | -0.055 | ||
| 70.80 | 76.35 | 1 | 39 | 63.4% | 0.84 | 0.0025 | -0.046 | 150 | 9.80 | 11.35 | 7 | 575 | 64.1% | -0.16 | 0.0025 | -0.059 |
| 65.70 | 72.20 | 29 | 60.2% | 0.83 | 0.0026 | -0.050 | 155 | 10.55 | 12.15 | 144 | 62.2% | -0.18 | 0.0027 | -0.062 | ||
| 64.00 | 69.45 | 1 | 23 | 62.9% | 0.81 | 0.0028 | -0.055 | 160 | 12.75 | 13.75 | 1 | 98 | 62.9% | -0.20 | 0.0029 | -0.066 |
| 61.25 | 64.65 | 69 | 61.5% | 0.79 | 0.0030 | -0.059 | 165 | 14.40 | 15.50 | 65 | 62.8% | -0.21 | 0.0031 | -0.069 | ||
| 58.15 | 61.50 | 29 | 61.3% | 0.77 | 0.0032 | -0.063 | 170 | 15.45 | 17.45 | 11 | 48 | 62.0% | -0.23 | 0.0032 | -0.073 | |
| 55.20 | 58.55 | 31 | 61.3% | 0.75 | 0.0033 | -0.066 | 175 | 17.90 | 19.20 | 235 | 62.2% | -0.25 | 0.0034 | -0.075 | ||
| 52.35 | 55.65 | 70 | 61.2% | 0.73 | 0.0034 | -0.070 | 180 | 20.00 | 21.30 | 145 | 62.2% | -0.27 | 0.0035 | -0.078 | ||
| 49.60 | 52.90 | 75 | 61.1% | 0.71 | 0.0036 | -0.073 | 185 | 21.50 | 23.90 | 2 | 91 | 61.9% | -0.29 | 0.0037 | -0.081 | |
| 47.45 | 50.20 | 32 | 61.4% | 0.69 | 0.0037 | -0.076 | 190 | 24.25 | 25.80 | 3 | 108 | 61.9% | -0.31 | 0.0038 | -0.083 | |
| 44.55 | 47.65 | 49 | 60.9% | 0.67 | 0.0038 | -0.078 | 195 | 26.75 | 28.20 | 3 | 74 | 61.9% | -0.34 | 0.0039 | -0.085 | |
| 42.95 | 44.80 | 4 | 436 | 61.2% | 0.65 | 0.0039 | -0.081 | 200 | 28.55 | 31.50 | 1 | 308 | 61.8% | -0.36 | 0.0040 | -0.086 |
| 38.25 | 40.60 | 4 | 141 | 61.1% | 0.61 | 0.0041 | -0.085 | 210 | 33.85 | 36.90 | 188 | 61.7% | -0.40 | 0.0042 | -0.089 | |
| 34.15 | 36.55 | 6 | 457 | 61.0% | 0.57 | 0.0042 | -0.087 | 220 | 39.55 | 42.75 | 20 | 91 | 61.5% | -0.44 | 0.0044 | -0.090 |
| 30.10 | 32.45 | 5 | 160 | 60.4% | 0.53 | 0.0042 | -0.089 | 230 | 45.70 | 48.40 | 29 | 120 | 60.9% | -0.48 | 0.0044 | -0.090 |
| 27.15 | 29.40 | 8 | 327 | 60.8% | 0.49 | 0.0043 | -0.089 | 240 | 52.50 | 54.85 | 3 | 169 | 60.9% | -0.52 | 0.0045 | -0.090 |
| 23.80 | 25.65 | 30 | 493 | 59.8% | 0.46 | 0.0042 | -0.089 | 250 | 59.10 | 62.60 | 6 | 151 | 61.2% | -0.56 | 0.0045 | -0.088 |
| 21.15 | 23.55 | 11 | 65 | 60.3% | 0.42 | 0.0042 | -0.088 | 260 | 66.30 | 69.70 | 16 | 95 | 61.0% | -0.60 | 0.0045 | -0.086 |
| 18.80 | 21.20 | 4 | 422 | 60.3% | 0.39 | 0.0041 | -0.087 | 270 | 73.80 | 77.65 | 13 | 69 | 61.3% | -0.63 | 0.0044 | -0.084 |
| 17.05 | 18.80 | 3 | 155 | 60.4% | 0.36 | 0.0040 | -0.085 | 280 | 81.55 | 84.85 | 12 | 53 | 60.6% | -0.67 | 0.0044 | -0.080 |
| 15.40 | 16.90 | 3 | 127 | 60.7% | 0.33 | 0.0039 | -0.082 | 290 | 89.75 | 93.05 | 46 | 60.8% | -0.70 | 0.0043 | -0.077 | |
| 13.50 | 15.70 | 1 | 599 | 61.0% | 0.30 | 0.0037 | -0.080 | 300 | 98.00 | 101.25 | 522 | 60.7% | -0.73 | 0.0042 | -0.073 | |
| 11.75 | 14.00 | 551 | 60.7% | 0.28 | 0.0036 | -0.077 | 310 | 106.50 | 109.85 | 224 | 60.8% | -0.76 | 0.0040 | -0.069 | ||
| 11.05 | 12.75 | 1 | 65 | 61.5% | 0.26 | 0.0034 | -0.074 | 320 | 115.20 | 118.70 | 5 | 61.0% | -0.78 | 0.0039 | -0.065 | |
| 9.90 | 11.50 | 23 | 61.6% | 0.24 | 0.0033 | -0.071 | 330 | 124.05 | 127.80 | 527 | 61.3% | -0.80 | 0.0038 | -0.061 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs