DDOG volatilidad Datadog, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.54.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.70.6%
HV6068.8%
Diferencial IV − HV20
-16.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 09:34 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 | 0 | 63.7% | +1.1pt | ±2.7% |
| Sep 11, 2026 | 7 | 51.2% | +1.1pt | ±6.1% |
| Sep 18, 2026 | 14 | 54.3% | +2.6pt | ±8.8% |
| Sep 25, 2026 | 21 | 54.7% | -2.3pt | ±10.8% |
| Oct 02, 2026 | 28 | 53.9% | -1.2pt | ±12.2% |
| Oct 09, 2026 | 35 | 55.3% | +0.3pt | ±13.9% |
| Oct 16, 2026 | 42 | 54.9% | +1.1pt | ±15.1% |
| Oct 23, 2026 | 49 | 55.7% | +1.3pt | ±16.5% |
| Nov 20, 2026 | 77 | 63.6% | +1.0pt | ±23.3% |
| Dec 18, 2026 | 105 | 61.3% | +1.5pt | ±26.1% |
| Jan 15, 2027 | 133 | 59.6% | -0.2pt | ±28.5% |
| Mar 19, 2027 | 196 | 61.5% | +1.3pt | ±35.4% |
| Apr 16, 2027 | 224 | 60.8% | +0.6pt | ±37.4% |
| Jun 17, 2027 | 286 | 61.7% | +1.5pt | ±42.7% |
| Sep 17, 2027 | 378 | 61.7% | — | ±48.7% |
| Jan 21, 2028 | 504 | 61.1% | — | ±55.3% |
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.
callsputs
Implícita vs realizada, registro diario
IV30HV20