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Datadog Inc DDOG

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T00:16:42.181Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:46:14.880281766Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:41.482769+00:00

Share price$265.90
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$4.22$21.62$39.03$56.44$73.84$193.59$229.81$266.04$302.26$338.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDOG spot · $265.90DDOG PRICE$6.10$7.85$9.94$12.20$14.77$17.65$20.40$23.64$27.40$31.60$36.05$41.18$47.53$7.35$9.93$12.68$15.57$18.93$22.58$26.62$31.13$36.41$43.26$50.48$58.83$68.83
PutsExpensive1.35×
CallsExpensive1.11×
SkewBullish-0.32 pp
Implied moveBearish±$47.01
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ331.8372.4%27.1%226.9670.4%17.4%
25Δ317.2669.9%22.3%235.4770.6%15.2%
30Δ306.8069.7%19.1%243.4970.4%13.2%
35Δ297.3869.4%16.4%251.2969.6%11.3%
40Δ289.1370.0%14.3%258.6569.6%9.8%
45Δ281.3470.7%12.4%265.9569.3%8.5%
50Δ273.4969.7%10.5%273.3269.0%7.2%
55Δ265.9569.5%8.9%280.8469.0%6.1%
60Δ258.6270.2%7.6%288.8169.2%5.1%
65Δ251.1270.8%6.3%297.9770.4%4.2%
70Δ243.5270.5%5.1%307.5070.7%3.3%
75Δ235.5270.4%4.1%318.0270.8%2.5%
80Δ226.6671.0%3.1%330.0370.9%1.8%

20Δ

Calls
Pseudo strike
331.83
IV
72.4%
B/E move
27.1%
Puts
Pseudo strike
226.96
IV
70.4%
B/E move
17.4%

25Δ

Calls
Pseudo strike
317.26
IV
69.9%
B/E move
22.3%
Puts
Pseudo strike
235.47
IV
70.6%
B/E move
15.2%

30Δ

Calls
Pseudo strike
306.80
IV
69.7%
B/E move
19.1%
Puts
Pseudo strike
243.49
IV
70.4%
B/E move
13.2%

35Δ

Calls
Pseudo strike
297.38
IV
69.4%
B/E move
16.4%
Puts
Pseudo strike
251.29
IV
69.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
289.13
IV
70.0%
B/E move
14.3%
Puts
Pseudo strike
258.65
IV
69.6%
B/E move
9.8%

45Δ

Calls
Pseudo strike
281.34
IV
70.7%
B/E move
12.4%
Puts
Pseudo strike
265.95
IV
69.3%
B/E move
8.5%

50Δ

Calls
Pseudo strike
273.49
IV
69.7%
B/E move
10.5%
Puts
Pseudo strike
273.32
IV
69.0%
B/E move
7.2%

55Δ

Calls
Pseudo strike
265.95
IV
69.5%
B/E move
8.9%
Puts
Pseudo strike
280.84
IV
69.0%
B/E move
6.1%

60Δ

Calls
Pseudo strike
258.62
IV
70.2%
B/E move
7.6%
Puts
Pseudo strike
288.81
IV
69.2%
B/E move
5.1%

65Δ

Calls
Pseudo strike
251.12
IV
70.8%
B/E move
6.3%
Puts
Pseudo strike
297.97
IV
70.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
243.52
IV
70.5%
B/E move
5.1%
Puts
Pseudo strike
307.50
IV
70.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
235.52
IV
70.4%
B/E move
4.1%
Puts
Pseudo strike
318.02
IV
70.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
226.66
IV
71.0%
B/E move
3.1%
Puts
Pseudo strike
330.03
IV
70.9%
B/E move
1.8%