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DDOGDatadog, Inc.
Next verified earnings Nov 4, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for DDOG
Observed outcomes from 12 earnings events (Nov 7, 2023 – Aug 6, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Nov 7, 2023; gaps indicate missing quotes.
Updated Oct 18, 2026
Loading graph — the exact table is available below.
Exact data table
DDOG · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 28.4727% | 12.5707% | Signed actual 28.4727% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 2.3508% | 13.2555% | Signed actual -2.3508% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 11.4752% | 10.3568% | Signed actual -11.4752% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 5.572% | 11.4078% | Signed actual 5.572% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 1.1219% | 9.778% | Signed actual 1.1219% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 8.2382% | 9.3018% | Signed actual -8.2382% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 0.3406% | 11.3056% | Signed actual 0.3406% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 0.4235% | 8.5974% | Signed actual -0.4235% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 23.1256% | 10.5336% | Signed actual 23.1256% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 13.7356% | 14.297% | Signed actual 13.7356% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 31.327% | 13.2733% | Signed actual 31.327% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 19.0274% | 13.393% | Signed actual -19.0274% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | Not available | ||||||||||||||||||||
| Iron Condor | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||||||||||||||||||||||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||||||||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||||||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
| Strategy | Events | Average | Median | Worst observed | Best observed | Did not pass filters / Unknown eligibility |
|---|---|---|---|---|---|---|
| Calendar | 5 | -$74.50 | -$19.85 | -$362.60 | $106.90 | 0 / 0 |
| Iron Condor | 7 | -$179.45 | -$187.70 | -$370.70 | -$22.45 | 0 / 0 |
| Long Straddle | 3 | -$119.02 | -$116.35 | -$222.60 | -$18.10 | 0 / 0 |
| Long Strangle | 3 | -$27.18 | -$63.35 | -$71.85 | $53.65 | 0 / 0 |
8 unavailable tests at T−14
- DDOG_2024-11-07 · Bull Put Spread · missing exact leg quotes or unbounded capital
- DDOG_2025-05-06 · Calendar · missing exact leg quotes or unbounded capital
- DDOG_2026-02-10 · Long Straddle · missing exact leg quotes or unbounded capital
- DDOG_2026-02-10 · Iron Condor · missing exact leg quotes or unbounded capital
- DDOG_2026-02-10 · Bear Call Spread · missing exact leg quotes or unbounded capital
- DDOG_2026-02-10 · Short Straddle · missing exact leg quotes or unbounded capital
- DDOG_2026-05-07 · Calendar · missing exact leg quotes or unbounded capital
- DDOG_2026-08-06 · Calendar · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Iron Condor
Passed entry filters- Modeled entry credit
- $228.7500
- Payoff max loss
- -$1,021.25
- Payoff max profit
- $228.75
- Modeled exit P&L
- -$345.70-44.5% on stored risk basis $777.50
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Jul 23, 2026 → Exit Aug 5, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Entry spot: $244.39
- Expiry breakeven $212.7125: $212.7125
- Expiry breakeven $292.2875: $292.2875
- sell put strike $215.00: $215.00
- buy put strike $202.50: $202.50
- sell call strike $290.00: $290.00
- buy call strike $300.00: $300.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$1,021.25 | Update time unavailable | ||
| -$986.88 | Update time unavailable | ||
| -$742.49 | Update time unavailable | ||
| -$498.10 | Update time unavailable | ||
| -$253.71 | Update time unavailable | ||
| -$9.32 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Entry spot reference | Update time unavailable | |
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $228.75 | Update time unavailable | ||
| $146.34 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| -$98.05 | Update time unavailable | ||
| -$342.44 | Update time unavailable | ||
| -$586.83 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable | ||
| -$771.25 | Update time unavailable |
Exact contracts and modeled fills · dollars per share. Entry and exit fills are shown to four decimals so the modeled net entry can be checked against each leg.
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | DDOG260807P00215000 | $215.00 put · 2026-08-07 | $6.9500 | $0.7600 |
| BUY × 1 | DDOG260807P00202500 | $202.50 put · 2026-08-07 | $4.9750 | $0.2675 |
| SELL × 1 | DDOG260807C00290000 | $290.00 call · 2026-08-07 | $5.3500 | $16.9500 |
| BUY × 1 | DDOG260807C00300000 | $300.00 call · 2026-08-07 | $5.0375 | $11.7500 |
Breakevens: $212.71 / $292.29. Short legs may carry assignment risk; expiry payoff excludes early exercise.
2469 unavailable observations / tests · Record hist_DDOG_5d31a9c5f3cae9a3 · Historical methodology