DDOG·Datadog Inc.

Realized volatility (21d)

38.1% 21st pct

Below its peak

-3.0%

vs 200-day average

+49.5%

Up days (1y)

50%

Datadog Inc. is currently running 38.1% annualised volatility over the last 21 sessions. Measured against DDOG's own 7 years of daily returns rather than a market-wide average, that is the 21st percentile — unusually subdued by its own history, against a typical reading of 53.6%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

DDOG is trading -3.0% below its running peak. Across 6 full years on file, its median worst-drawdown-in-a-year was -38.2%, and the deepest was -60.6% in 2022. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +49.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 91st percentile — a wider gap than this stock usually carries. Over the past year DDOG closed higher on 50% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 8 years of records, DDOG finished the month higher 5 of 8 times, with a median return of +3.0% and an average of +0.3%. Its strongest month historically has been May at +24.2% on average, its weakest March at -6.8%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: DDOG has opened more than 2% away from the prior close in 103 of 1,777 sessions (5.8% of the time), with the largest gaps running +7.9% and -9.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, DDOG moved an average of 3.7% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.6% and a largest of +7.7%.

All figures computed from 1,778 daily closes between 2019-09-19 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against DDOG's own 7-year history, not a peer group or index.