DDOG volatilità Datadog, Inc.
Cboe delayed options data · aggiornato al 06:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 77.3% | +2.3pt | ±6.8% |
| Sep 11, 2026 | 8 | 56.8% | +0.7pt | ±8.5% |
| Sep 18, 2026 | 15 | 56.7% | +2.4pt | ±10.4% |
| Sep 25, 2026 | 22 | 57.0% | -0.9pt | ±11.7% |
| Oct 02, 2026 | 29 | 56.1% | -0.7pt | ±13.0% |
| Oct 09, 2026 | 36 | 55.8% | +0.7pt | ±14.2% |
| Oct 16, 2026 | 43 | 56.0% | +1.4pt | ±15.4% |
| Nov 20, 2026 | 78 | 63.9% | +2.4pt | ±23.1% |
| Dec 18, 2026 | 106 | 61.5% | +2.1pt | ±25.7% |
| Jan 15, 2027 | 134 | 59.3% | +1.9pt | ±27.8% |
| Mar 19, 2027 | 197 | 61.2% | +0.7pt | ±34.5% |
| Apr 16, 2027 | 225 | 60.6% | +1.8pt | ±36.4% |
| Jun 17, 2027 | 287 | 61.7% | +1.5pt | ±41.6% |
| Sep 17, 2027 | 379 | 61.5% | — | ±47.3% |
| Jan 21, 2028 | 505 | 60.4% | — | ±53.2% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.