DDOG volatilidad Datadog, Inc.
Cboe delayed options data · a fecha de 15:35 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 70.4% | +3.2pt | ±5.3% |
| Oct 30, 2026 | 10 | 66.1% | +4.8pt | ±8.8% |
| Nov 06, 2026 | 17 | 89.8% | +2.2pt | ±15.5% |
| Nov 13, 2026 | 24 | 82.5% | +6.3pt | ±16.9% |
| Nov 20, 2026 | 31 | 77.1% | +4.0pt | ±17.9% |
| Nov 27, 2026 | 38 | 72.8% | +2.0pt | ±18.7% |
| Dec 18, 2026 | 59 | 66.4% | +4.7pt | ±21.5% |
| Jan 15, 2027 | 87 | 62.3% | +3.0pt | ±24.4% |
| Mar 19, 2027 | 150 | 63.5% | +1.2pt | ±32.4% |
| Apr 16, 2027 | 178 | 62.1% | +1.6pt | ±34.5% |
| Jun 17, 2027 | 240 | 63.2% | — | ±40.5% |
| Sep 17, 2027 | 332 | 63.2% | — | ±47.3% |
| Jan 21, 2028 | 458 | 62.3% | — | ±54.3% |
Sonrisa de volatilidad — Nov 20, 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.