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Datadog, Inc. Class A Common Stock DDOG

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-07T16:15:52.165Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:53.981950177Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T16:15:51.613255+00:00

Share price$178.00
1D-1.2%
AH$176$178$181$183$1865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDDOG
Sold putSold callAH

Datadog, Inc. Class A Common Stock options

Live interpolated DDOG call and put midpoint premiums by absolute delta.Datadog, Inc. Class A Common Stock$1.32$7.78$14.24$20.71$27.17$93.23$134.13$175.03$215.93$256.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDOG spot · $178.00DDOG PRICE$2.02$2.78$3.57$4.41$5.44$6.63$7.60$8.57$10.06$12.56$15.24$17.49$25.30$2.34$3.08$3.72$4.73$5.91$6.84$7.92$9.08$10.25$11.37$12.30$14.54$16.79
PutsCheap0.27×
CallsCheap0.66×
SkewBullish-14.84 pp
Implied moveBearish±$15.52
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.0283.3%11.3%163.2686.4%9.6%
25Δ193.0385.9%10.0%166.3585.7%8.3%
30Δ190.0287.0%8.8%169.5781.0%6.8%
35Δ187.0986.9%7.6%171.9582.6%6.1%
40Δ184.5289.0%6.7%174.3185.0%5.4%
45Δ182.0391.8%6.0%176.7282.8%4.6%
50Δ179.3089.4%5.0%179.0881.2%3.8%
55Δ176.7686.7%4.1%181.3679.8%3.2%
60Δ174.1487.9%3.5%183.5777.7%2.6%
65Δ171.1296.4%3.2%185.6574.8%2.1%
70Δ167.66102.8%2.8%187.5170.4%1.6%
75Δ164.36102.8%2.2%190.3371.7%1.2%
80Δ156.49133.4%2.1%193.1771.2%0.9%

20Δ

Calls
Pseudo strike
196.02
IV
83.3%
B/E move
11.3%
Puts
Pseudo strike
163.26
IV
86.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
193.03
IV
85.9%
B/E move
10.0%
Puts
Pseudo strike
166.35
IV
85.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
190.02
IV
87.0%
B/E move
8.8%
Puts
Pseudo strike
169.57
IV
81.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
187.09
IV
86.9%
B/E move
7.6%
Puts
Pseudo strike
171.95
IV
82.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
184.52
IV
89.0%
B/E move
6.7%
Puts
Pseudo strike
174.31
IV
85.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
182.03
IV
91.8%
B/E move
6.0%
Puts
Pseudo strike
176.72
IV
82.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
179.30
IV
89.4%
B/E move
5.0%
Puts
Pseudo strike
179.08
IV
81.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
176.76
IV
86.7%
B/E move
4.1%
Puts
Pseudo strike
181.36
IV
79.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
174.14
IV
87.9%
B/E move
3.5%
Puts
Pseudo strike
183.57
IV
77.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
171.12
IV
96.4%
B/E move
3.2%
Puts
Pseudo strike
185.65
IV
74.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
167.66
IV
102.8%
B/E move
2.8%
Puts
Pseudo strike
187.51
IV
70.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
164.36
IV
102.8%
B/E move
2.2%
Puts
Pseudo strike
190.33
IV
71.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
156.49
IV
133.4%
B/E move
2.1%
Puts
Pseudo strike
193.17
IV
71.2%
B/E move
0.9%

Options history

IV · four-Friday blend105.71%
Daily close
DDOG46.4%78.2%110.1%2026-08-10: 60.78%2026-08-11: 57.27%2026-08-12: 56.59%2026-08-13: 57.99%2026-08-14: 52.64%2026-08-17: 57.06%2026-08-18: 55.97%2026-08-19: 55.72%2026-08-20: 57.89%2026-08-21: 53.72%2026-08-24: 58.37%2026-08-25: 57.33%2026-08-26: 61.20%2026-08-27: 59.97%2026-08-28: 55.21%2026-08-31: 59.15%2026-09-01: 65.48%2026-09-02: 61.46%2026-09-03: 56.43%2026-09-04: 50.79%2026-09-08: 58.98%2026-09-09: 61.78%2026-09-10: 58.03%2026-09-11: 52.64%2026-09-14: 58.96%2026-09-15: 59.44%2026-09-16: 58.55%2026-09-17: 53.98%2026-09-18: 51.92%2026-09-21: 58.36%2026-09-22: 58.16%2026-09-23: 58.50%2026-09-24: 57.32%2026-09-25: 57.93%2026-09-28: 62.10%2026-09-29: 62.24%2026-09-30: 59.65%2026-10-01: 59.92%2026-10-02: 52.16%2026-10-05: 54.58%2026-10-06: 55.30%2026-10-07: 54.88%2026-10-08: 56.46%2026-10-09: 57.41%2026-10-12: 57.74%2026-10-13: 60.25%2026-10-14: 65.38%2026-10-15: 67.43%2026-10-16: 72.31%2026-10-19: 75.17%2026-10-20: 75.89%2026-10-21: 76.65%2026-10-22: 84.37%2026-10-23: 82.90%2026-10-26: 91.44%2026-10-27: 92.40%2026-10-28: 97.47%2026-10-29: 99.24%2026-10-30: 105.71%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.78%
57.27%
56.59%
57.99%
52.64%
57.06%
55.97%
55.72%
57.89%
53.72%
58.37%
57.33%
61.20%
59.97%
55.21%
59.15%
65.48%
61.46%
56.43%
50.79%
58.98%
61.78%
58.03%
52.64%
58.96%
59.44%
58.55%
53.98%
51.92%
58.36%
58.16%
58.50%
57.32%
57.93%
62.10%
62.24%
59.65%
59.92%
52.16%
54.58%
55.30%
54.88%
56.46%
57.41%
57.74%
60.25%
65.38%
67.43%
72.31%
75.17%
75.89%
76.65%
84.37%
82.90%
91.44%
92.40%
97.47%
99.24%
105.71%