Dynatrace, Inc. (DT) 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.
Dynatrace, Inc. (DT) operates in the Technology sector, specifically the Software - Application industry, with a market capitalization near $10.47B, listed on NYSE, employing roughly 4,700 people, carrying a beta of 0.70 to the broader market. Dynatrace, Inc. Led by Rick McConnell, public since 2019-08-01.
Snapshot as of May 15, 2026.
- Spot Price
- $38.28
- ATM IV
- 48.8%
- IV Skew 25Δ
- 0.024
- IV Rank
- 23.4%
- IV Percentile
- 77.0%
- Term Structure Slope
- -0.008
As of May 15, 2026, Dynatrace, Inc. (DT) at-the-money implied volatility is 48.8%. IV rank is 23.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 77.0%. The 25-delta skew is +0.024: 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.
DT Strategy Selection at Current Volatility Levels
For Dynatrace, Inc. options at 48.8% ATM IV, low IV rank (23.4%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. 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 →
DT highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $42.50 | Jun 18, 2026 | 2.3K | 1.6K | 50.4% | $0.90 | $1.00 |
| PUT | $37.50 | Jun 18, 2026 | 205 | 119 | 48.8% | $1.70 | $1.90 |
| CALL | $40.00 | Jun 18, 2026 | 1.4K | 2.1K | 48.6% | $1.55 | $1.65 |
Top 3 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked DT volatility skew questions
- What is the current DT ATM implied volatility?
- As of May 15, 2026, Dynatrace, Inc. (DT) at-the-money implied volatility is 48.8%. IV rank is 23.4% 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 DT IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does DT volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Dynatrace, 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.