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 ±47.3% (116.65–326.35) · ATM IV 61.5% · P/C open interest 2.28
| 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 | |
| 102.85 | 109.00 | 65.8% | 0.90 | 0.0013 | -0.021 | 120 | 9.50 | 10.10 | 3 | 65.0% | -0.11 | 0.0014 | -0.033 | |||
| 99.25 | 105.70 | 65.6% | 0.89 | 0.0014 | -0.024 | 125 | 10.65 | 11.75 | 2 | 65.0% | -0.12 | 0.0015 | -0.036 | |||
| 94.90 | 101.55 | 1 | 63.4% | 0.88 | 0.0015 | -0.026 | 130 | 12.00 | 13.00 | 2 | 64.5% | -0.13 | 0.0016 | -0.038 | ||
| 92.55 | 98.05 | 1 | 64.0% | 0.86 | 0.0016 | -0.029 | 135 | 12.15 | 15.65 | 64.1% | -0.14 | 0.0017 | -0.040 | |||
| 89.70 | 95.65 | 65.0% | 0.85 | 0.0017 | -0.032 | 140 | 14.95 | 16.15 | 1 | 64.1% | -0.16 | 0.0018 | -0.042 | |||
| 86.55 | 91.55 | 63.8% | 0.84 | 0.0018 | -0.034 | 145 | 16.20 | 18.50 | 1 | 64.1% | -0.17 | 0.0019 | -0.044 | |||
| 82.35 | 89.35 | 2 | 63.3% | 0.83 | 0.0019 | -0.037 | 150 | 17.30 | 20.75 | 1 | 2 | 63.7% | -0.18 | 0.0020 | -0.046 | |
| 79.10 | 86.35 | 62.9% | 0.81 | 0.0020 | -0.039 | 155 | 19.85 | 21.55 | 63.2% | -0.20 | 0.0021 | -0.048 | ||||
| 76.60 | 81.70 | 61.6% | 0.80 | 0.0021 | -0.041 | 160 | 21.75 | 23.30 | 6 | 62.8% | -0.21 | 0.0022 | -0.050 | |||
| 74.40 | 78.75 | 61.8% | 0.79 | 0.0022 | -0.043 | 165 | 22.65 | 25.40 | 30 | 61.8% | -0.23 | 0.0023 | -0.052 | |||
| 71.15 | 76.05 | 3 | 61.2% | 0.77 | 0.0023 | -0.045 | 170 | 25.85 | 28.95 | 63.6% | -0.24 | 0.0024 | -0.054 | |||
| 68.55 | 73.45 | 61.1% | 0.76 | 0.0024 | -0.047 | 175 | 27.25 | 31.20 | 1 | 62.8% | -0.26 | 0.0025 | -0.055 | |||
| 66.10 | 70.95 | 1 | 61.1% | 0.74 | 0.0024 | -0.049 | 180 | 30.10 | 33.55 | 63.1% | -0.27 | 0.0026 | -0.057 | |||
| 63.65 | 68.55 | 61.0% | 0.73 | 0.0025 | -0.051 | 185 | 32.15 | 35.25 | 1 | 62.2% | -0.29 | 0.0027 | -0.058 | |||
| 61.90 | 66.40 | 61.5% | 0.71 | 0.0026 | -0.052 | 190 | 34.70 | 38.35 | 62.5% | -0.30 | 0.0028 | -0.059 | ||||
| 59.45 | 63.90 | 61.1% | 0.70 | 0.0026 | -0.054 | 195 | 37.50 | 39.65 | 2 | 61.7% | -0.32 | 0.0028 | -0.060 | |||
| 58.05 | 61.70 | 16 | 61.5% | 0.69 | 0.0027 | -0.055 | 200 | 40.25 | 42.30 | 58 | 61.7% | -0.33 | 0.0029 | -0.061 | ||
| 53.05 | 57.55 | 2 | 60.8% | 0.66 | 0.0028 | -0.058 | 210 | 45.65 | 47.90 | 61.4% | -0.36 | 0.0030 | -0.063 | |||
| 50.30 | 53.65 | 1 | 2 | 61.4% | 0.63 | 0.0029 | -0.060 | 220 | 51.65 | 54.10 | 1 | 26 | 61.6% | -0.39 | 0.0031 | -0.065 |
| 45.65 | 49.65 | 2 | 60.4% | 0.60 | 0.0030 | -0.061 | 230 | 57.50 | 60.65 | 1 | 61.5% | -0.42 | 0.0032 | -0.066 | ||
| 43.40 | 46.25 | 1 | 60.9% | 0.58 | 0.0030 | -0.063 | 240 | 64.05 | 66.85 | 61.3% | -0.45 | 0.0033 | -0.066 | |||
| 40.40 | 43.15 | 60.8% | 0.55 | 0.0031 | -0.064 | 250 | 70.45 | 73.65 | 61.0% | -0.48 | 0.0034 | -0.067 | ||||
| 37.55 | 40.85 | 1 | 1 | 61.1% | 0.52 | 0.0031 | -0.064 | 260 | 77.30 | 80.35 | 60.7% | -0.51 | 0.0034 | -0.067 | ||
| 33.95 | 37.65 | 1 | 60.2% | 0.50 | 0.0031 | -0.064 | 270 | 84.35 | 87.85 | 60.8% | -0.54 | 0.0034 | -0.067 | |||
| 31.55 | 35.90 | 2 | 1 | 60.5% | 0.48 | 0.0031 | -0.064 | 280 | 91.70 | 95.40 | 60.8% | -0.56 | 0.0035 | -0.066 | ||
| 29.30 | 32.90 | 1 | 60.1% | 0.45 | 0.0031 | -0.064 | 290 | 99.40 | 102.85 | 60.7% | -0.59 | 0.0035 | -0.066 | |||
| 27.25 | 31.10 | 60.3% | 0.43 | 0.0030 | -0.064 | 300 | 106.95 | 111.35 | 60.9% | -0.61 | 0.0035 | -0.065 | ||||
| 26.50 | 28.70 | 60.7% | 0.41 | 0.0030 | -0.064 | 310 | 114.95 | 119.25 | 60.8% | -0.64 | 0.0035 | -0.064 | ||||
| 24.75 | 27.00 | 60.8% | 0.39 | 0.0030 | -0.063 | 320 | 122.50 | 129.05 | 1 | 61.5% | -0.66 | 0.0035 | -0.063 | |||
| 23.10 | 25.60 | 2 | 61.0% | 0.37 | 0.0029 | -0.062 | 330 | 131.10 | 136.65 | 61.2% | -0.68 | 0.0035 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.