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DigitalOcean Holdings, Inc. DOCN

i

Market dataready · fetched 2026-11-10T22:15:57.911Z

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 · 2026-11-10T21:53:03.198950503Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:13:13.177973+00:00

Share price$80.50
1D+5.5%
AH$75$78$80$83$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOCN
Sold putSold callAH

DigitalOcean Holdings, Inc. options

Live interpolated DOCN call and put midpoint premiums by absolute delta.DigitalOcean Holdings, Inc.$0.47$3.04$5.61$8.19$10.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDOCN PRICE$0.74$1.01$1.29$1.67$2.21$2.26$3.39$3.90$4.57$5.05$5.43$0.98$1.39$1.76$2.18$2.57$3.15$3.64$4.31$5.10$9.45$10.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.9195.1%8.9%74.21114.1%9.0%
25Δ85.7696.6%7.8%75.26120.1%8.2%
30Δ84.6797.1%6.8%76.51119.8%7.2%
35Δ83.74101.2%6.1%77.69119.0%6.2%
40Δ83.05112.3%5.9%78.84116.2%5.3%
45Δ81.7195.7%4.3%79.91118.8%4.6%
50Δ80.98116.8%3.9%
55Δ82.09118.2%3.4%
60Δ79.1290.9%2.5%83.27120.1%2.9%
65Δ78.2791.1%2.1%
70Δ77.3193.0%1.7%
75Δ76.5189.3%1.3%88.48142.1%1.8%
80Δ75.8082.8%0.9%89.54129.9%1.2%

20Δ

Calls
Pseudo strike
86.91
IV
95.1%
B/E move
8.9%
Puts
Pseudo strike
74.21
IV
114.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
85.76
IV
96.6%
B/E move
7.8%
Puts
Pseudo strike
75.26
IV
120.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
84.67
IV
97.1%
B/E move
6.8%
Puts
Pseudo strike
76.51
IV
119.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
83.74
IV
101.2%
B/E move
6.1%
Puts
Pseudo strike
77.69
IV
119.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
83.05
IV
112.3%
B/E move
5.9%
Puts
Pseudo strike
78.84
IV
116.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
81.71
IV
95.7%
B/E move
4.3%
Puts
Pseudo strike
79.91
IV
118.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.98
IV
116.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.09
IV
118.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
79.12
IV
90.9%
B/E move
2.5%
Puts
Pseudo strike
83.27
IV
120.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
78.27
IV
91.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
77.31
IV
93.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.51
IV
89.3%
B/E move
1.3%
Puts
Pseudo strike
88.48
IV
142.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
75.80
IV
82.8%
B/E move
0.9%
Puts
Pseudo strike
89.54
IV
129.9%
B/E move
1.2%

Options history

IV · four-Friday blend125.21%
Daily close
DOCN66.0%97.8%129.6%2026-08-12: 82.56%2026-08-13: 82.73%2026-08-14: 75.52%2026-08-17: 81.39%2026-08-18: 82.53%2026-08-19: 82.48%2026-08-20: 81.27%2026-08-21: 76.40%2026-08-24: 80.09%2026-08-25: 77.82%2026-08-26: 76.40%2026-08-27: 76.59%2026-08-28: 71.02%2026-08-31: 73.15%2026-09-01: 72.99%2026-09-02: 72.55%2026-09-03: 74.29%2026-09-04: 70.35%2026-09-08: 85.08%2026-09-09: 89.86%2026-09-10: 90.97%2026-09-11: 76.46%2026-09-14: 89.61%2026-09-15: 86.19%2026-09-16: 82.04%2026-09-17: 80.54%2026-09-18: 72.67%2026-09-21: 87.05%2026-09-22: 85.12%2026-09-23: 84.67%2026-09-24: 85.29%2026-09-25: 80.53%2026-09-28: 86.39%2026-09-29: 85.08%2026-09-30: 84.61%2026-10-01: 80.04%2026-10-02: 76.14%2026-10-05: 76.33%2026-10-06: 75.26%2026-10-07: 72.41%2026-10-08: 79.35%2026-10-09: 75.51%2026-10-12: 81.99%2026-10-13: 90.16%2026-10-14: 103.45%2026-10-15: 104.90%2026-10-16: 106.16%2026-10-19: 108.43%2026-10-20: 109.72%2026-10-21: 111.16%2026-10-22: 117.03%2026-10-23: 108.31%2026-10-26: 119.60%2026-10-27: 117.62%2026-10-28: 124.37%2026-10-29: 122.76%2026-10-30: 125.21%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
82.56%
82.73%
75.52%
81.39%
82.53%
82.48%
81.27%
76.40%
80.09%
77.82%
76.40%
76.59%
71.02%
73.15%
72.99%
72.55%
74.29%
70.35%
85.08%
89.86%
90.97%
76.46%
89.61%
86.19%
82.04%
80.54%
72.67%
87.05%
85.12%
84.67%
85.29%
80.53%
86.39%
85.08%
84.61%
80.04%
76.14%
76.33%
75.26%
72.41%
79.35%
75.51%
81.99%
90.16%
103.45%
104.90%
106.16%
108.43%
109.72%
111.16%
117.03%
108.31%
119.60%
117.62%
124.37%
122.76%
125.21%