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Datadog, Inc. Class A Common Stock DDOG

i

Market dataready · fetched 2026-11-06T21:24:27.925Z

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 · 2026-11-06T21:00:02.47976015Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:24:26.652322+00:00

Share price$179.04
1D-1.4%
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$1.37$6.87$12.36$17.86$23.36$93.96$134.66$175.36$216.06$256.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDOG spot · $179.04DDOG PRICE$1.96$2.67$3.44$4.21$5.14$6.32$7.24$8.18$8.98$11.54$13.28$15.95$18.41$2.48$3.12$3.95$5.06$6.33$7.25$8.54$9.78$11.13$12.21$14.57$17.11$21.78
PutsCheap0.28×
CallsCheap0.58×
SkewBearish+1.03 pp
Implied moveBearish±$15.79
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.4674.3%10.8%163.6083.8%10.0%
25Δ193.3775.7%9.5%167.3279.7%8.3%
30Δ190.5576.8%8.3%170.2278.8%7.1%
35Δ187.6676.2%7.2%172.6681.2%6.4%
40Δ185.1577.2%6.3%175.1683.6%5.7%
45Δ182.8080.1%5.6%177.7980.4%4.7%
50Δ180.2478.3%4.7%180.2880.3%4.1%
55Δ177.8175.9%3.9%182.7378.8%3.4%
60Δ175.6171.9%3.1%185.1677.3%2.8%
65Δ172.6681.0%2.9%187.3173.6%2.2%
70Δ169.9781.3%2.3%190.3675.7%1.8%
75Δ166.5885.4%2.0%193.5976.7%1.4%
80Δ163.2685.7%1.5%198.7883.3%1.1%

20Δ

Calls
Pseudo strike
196.46
IV
74.3%
B/E move
10.8%
Puts
Pseudo strike
163.60
IV
83.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
193.37
IV
75.7%
B/E move
9.5%
Puts
Pseudo strike
167.32
IV
79.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
190.55
IV
76.8%
B/E move
8.3%
Puts
Pseudo strike
170.22
IV
78.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
187.66
IV
76.2%
B/E move
7.2%
Puts
Pseudo strike
172.66
IV
81.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
185.15
IV
77.2%
B/E move
6.3%
Puts
Pseudo strike
175.16
IV
83.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
182.80
IV
80.1%
B/E move
5.6%
Puts
Pseudo strike
177.79
IV
80.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
180.24
IV
78.3%
B/E move
4.7%
Puts
Pseudo strike
180.28
IV
80.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
177.81
IV
75.9%
B/E move
3.9%
Puts
Pseudo strike
182.73
IV
78.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
175.61
IV
71.9%
B/E move
3.1%
Puts
Pseudo strike
185.16
IV
77.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
172.66
IV
81.0%
B/E move
2.9%
Puts
Pseudo strike
187.31
IV
73.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
169.97
IV
81.3%
B/E move
2.3%
Puts
Pseudo strike
190.36
IV
75.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
166.58
IV
85.4%
B/E move
2.0%
Puts
Pseudo strike
193.59
IV
76.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
163.26
IV
85.7%
B/E move
1.5%
Puts
Pseudo strike
198.78
IV
83.3%
B/E move
1.1%

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%