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Datadog Inc DDOG

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T21:02:49.558Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:40:59.903573053Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:57:42.779927+00:00

Share price$266.25
1D+2.4%
AH$258$260$262$265$2675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDDOG
Sold putSold callAH

Datadog Inc options

Live interpolated DDOG call and put midpoint premiums by absolute delta.Datadog Inc$0.87$3.21$5.56$7.90$10.24$252.71$259.20$265.68$272.17$278.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $266.25OPTION PRICELive DDOG spot · $266.25DDOG PRICE$1.12$1.56$1.99$2.33$2.86$3.45$3.98$4.51$5.32$6.19$7.05$7.89$8.59$1.40$1.67$1.74$2.28$3.12$3.93$4.39$4.94$5.85$6.76$7.68$8.62$9.57
PutsCheap0.92×
CallsExpensive1.09×
SkewBearish+1.84 pp
Implied moveBearish±$8.37
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ275.2473.3%3.8%256.7884.9%4.1%
25Δ273.7175.4%3.4%259.1279.0%3.3%
30Δ272.1876.5%3.0%261.6365.1%2.4%
35Δ270.4472.6%2.4%263.0865.5%2.0%
40Δ269.0572.8%2.1%264.0773.7%2.0%
45Δ267.7874.3%1.9%265.0981.1%1.9%
50Δ266.5173.2%1.6%266.4477.0%1.6%
55Δ265.2371.2%1.3%267.7974.0%1.3%
60Δ263.9072.0%1.1%269.1975.3%1.1%
65Δ262.5573.5%0.9%270.6075.6%0.9%
70Δ261.2172.3%0.8%272.0174.6%0.7%
75Δ259.8970.7%0.6%273.4072.4%0.6%
80Δ258.7866.1%0.4%274.7769.7%0.4%

20Δ

Calls
Pseudo strike
275.24
IV
73.3%
B/E move
3.8%
Puts
Pseudo strike
256.78
IV
84.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
273.71
IV
75.4%
B/E move
3.4%
Puts
Pseudo strike
259.12
IV
79.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
272.18
IV
76.5%
B/E move
3.0%
Puts
Pseudo strike
261.63
IV
65.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
270.44
IV
72.6%
B/E move
2.4%
Puts
Pseudo strike
263.08
IV
65.5%
B/E move
2.0%

40Δ

Calls
Pseudo strike
269.05
IV
72.8%
B/E move
2.1%
Puts
Pseudo strike
264.07
IV
73.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
267.78
IV
74.3%
B/E move
1.9%
Puts
Pseudo strike
265.09
IV
81.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
266.51
IV
73.2%
B/E move
1.6%
Puts
Pseudo strike
266.44
IV
77.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
265.23
IV
71.2%
B/E move
1.3%
Puts
Pseudo strike
267.79
IV
74.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
263.90
IV
72.0%
B/E move
1.1%
Puts
Pseudo strike
269.19
IV
75.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
262.55
IV
73.5%
B/E move
0.9%
Puts
Pseudo strike
270.60
IV
75.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
261.21
IV
72.3%
B/E move
0.8%
Puts
Pseudo strike
272.01
IV
74.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
259.89
IV
70.7%
B/E move
0.6%
Puts
Pseudo strike
273.40
IV
72.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
258.78
IV
66.1%
B/E move
0.4%
Puts
Pseudo strike
274.77
IV
69.7%
B/E move
0.4%