DDOG volatilidad Datadog, Inc.
Cboe delayed options data · a fecha de 00:34 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 75.8% | +2.3pt | ±6.0% |
| Sep 11, 2026 | 9 | 57.0% | +0.7pt | ±8.0% |
| Sep 18, 2026 | 16 | 56.8% | +2.4pt | ±10.0% |
| Sep 25, 2026 | 23 | 57.0% | -0.9pt | ±11.7% |
| Oct 02, 2026 | 30 | 56.1% | -0.7pt | ±13.0% |
| Oct 09, 2026 | 37 | 55.8% | +0.7pt | ±14.2% |
| Oct 16, 2026 | 44 | 56.0% | +1.4pt | ±15.5% |
| Nov 20, 2026 | 79 | 63.9% | +2.4pt | ±23.1% |
| Dec 18, 2026 | 107 | 61.5% | +2.1pt | ±25.8% |
| Jan 15, 2027 | 135 | 59.3% | +1.9pt | ±27.9% |
| Mar 19, 2027 | 198 | 61.2% | +0.7pt | ±34.6% |
| Apr 16, 2027 | 226 | 60.6% | +1.8pt | ±36.5% |
| Jun 17, 2027 | 288 | 61.7% | +1.5pt | ±41.7% |
| Sep 17, 2027 | 380 | 61.5% | — | ±47.4% |
| Jan 21, 2028 | 506 | 60.4% | — | ±53.3% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.