DDOG Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete DDOG options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around DDOG.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

130

Exp: 2026-03-27

Gamma Flip

124.61

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.488

Shows put vs call positioning

IV Skew

-1.70

Put–call IV difference

Max Pain Price Volatility

σ = 19.93

high volatility

Confidence 92%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 80%

Current DPI is -0.126(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for DDOG are at 121.47, 119.28, and 105.62, while the resistance levels are at 125.11, 127.30, and 140.96. The pivot point, a key reference price for traders, is at 130.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.58% 1-day move.

The expected range for the next 2 days is 120.35 — 127.69 , corresponding to +3.57% / -2.38% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 129.70 (5.20% above spot).

Bearish positioning points to downside pressure toward 119.42 (3.14% below spot).

Options flow strength: 0.73 (0–1 scale). ATM Strike: 123.00, Call: 2.35, Put: 2.15, Straddle Cost: 4.49.

Price moves may extend once a direction forms. The short-term gamma flip is near 124.72 , with intermediate positioning around 124.61 . The mid-term gamma flip remains near 125.20.