DigitalOcean Holdings, Inc. (DOCN) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
DigitalOcean Holdings, Inc. (DOCN) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $16.61B, listed on NYSE, employing roughly 1,210 people, carrying a beta of 1.42 to the broader market. DigitalOcean Holdings, Inc. Led by Padmanabhan T. Srinivasan, public since 2021-03-24.
Snapshot as of May 15, 2026.
- Spot Price
- $154.69
- ATM IV
- 88.4%
- IV Skew 25Δ
- 0.033
- IV Rank
- 60.0%
- IV Percentile
- 87.3%
- Term Structure Slope
- 0.001
As of May 15, 2026, DigitalOcean Holdings, Inc. (DOCN) at-the-money implied volatility is 88.4%. IV rank is 60.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 87.3%. The 25-delta skew is +0.033: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
DOCN Strategy Selection at Current Volatility Levels
For DigitalOcean Holdings, Inc. options at 88.4% ATM IV, mid-range IV rank (60.0%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
DOCN highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $170.00 | May 29, 2026 | 9 | 5.3K | 88.5% | $4.70 | $6.50 |
| PUT | $150.00 | May 29, 2026 | 0 | 3.9K | 87.9% | $7.60 | $8.60 |
| CALL | $145.00 | May 29, 2026 | 0 | 3.0K | 89.5% | $15.30 | $17.50 |
Top 3 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked DOCN volatility skew questions
- What is the current DOCN ATM implied volatility?
- As of May 15, 2026, DigitalOcean Holdings, Inc. (DOCN) at-the-money implied volatility is 88.4%. IV rank is 60.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is DOCN IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does DOCN volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. DigitalOcean Holdings, Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.