DDOG ボラティリティ 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.74.5%
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.51.5%
HV6072.0%
IV − HV20スプレッド
+23.0pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: 06:36 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 66.8% | +1.2pt | ±5.9% |
| Oct 30, 2026 | 10 | 63.3% | +2.5pt | ±8.7% |
| Nov 06, 2026 | 17 | 88.0% | -0.7pt | ±15.5% |
| Nov 13, 2026 | 24 | 79.0% | +1.4pt | ±16.4% |
| Nov 20, 2026 | 31 | 73.9% | +3.3pt | ±17.4% |
| Nov 27, 2026 | 38 | 71.1% | +0.7pt | ±18.4% |
| Dec 18, 2026 | 59 | 66.5% | +1.2pt | ±21.4% |
| Jan 15, 2027 | 87 | 62.2% | +0.7pt | ±24.2% |
| Mar 19, 2027 | 150 | 62.5% | +2.3pt | ±31.7% |
| Apr 16, 2027 | 178 | 62.0% | +1.6pt | ±34.1% |
| Jun 17, 2027 | 240 | 62.9% | — | ±40.0% |
| Sep 17, 2027 | 332 | 62.0% | — | ±46.0% |
| Jan 21, 2028 | 458 | 61.4% | — | ±53.1% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20