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Leonardo DRS, Inc. Common Stock DRS

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T15:56:45.266Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:54:30.507443478Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:56:44.895185+00:00

Share price$36.67
1D+0.1%
$36.20$36.38$36.56$36.74$36.925:30 AM6:30 AM9:00 AM1:00 PMDRS
Sold putSold call

Leonardo DRS, Inc. Common Stock options

Live interpolated DRS call and put midpoint premiums by absolute delta.Leonardo DRS, Inc. Common Stock$0.42$2.05$3.69$5.32$6.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDRS PRICE$0.59$0.87$1.15$1.19$1.27$1.93$2.15$2.38$3.05$3.90$0.63$0.97$1.21$1.59$4.53$4.85$6.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7289.6%15.4%33.2982.3%11.0%
25Δ41.36101.5%15.2%33.6695.7%10.9%
30Δ41.00113.3%14.9%
35Δ39.4595.1%10.8%35.2481.9%7.2%
40Δ38.3683.2%8.1%35.8088.3%6.7%
45Δ
50Δ
55Δ
60Δ35.9466.6%3.3%
65Δ35.4964.3%2.7%
70Δ35.0562.0%2.1%40.2497.6%2.6%
75Δ34.2869.3%1.8%40.8391.0%1.9%
80Δ33.3378.2%1.5%42.58102.3%1.6%

20Δ

Calls
Pseudo strike
41.72
IV
89.6%
B/E move
15.4%
Puts
Pseudo strike
33.29
IV
82.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
41.36
IV
101.5%
B/E move
15.2%
Puts
Pseudo strike
33.66
IV
95.7%
B/E move
10.9%

30Δ

Calls
Pseudo strike
41.00
IV
113.3%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.45
IV
95.1%
B/E move
10.8%
Puts
Pseudo strike
35.24
IV
81.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
38.36
IV
83.2%
B/E move
8.1%
Puts
Pseudo strike
35.80
IV
88.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.94
IV
66.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.49
IV
64.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.05
IV
62.0%
B/E move
2.1%
Puts
Pseudo strike
40.24
IV
97.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
34.28
IV
69.3%
B/E move
1.8%
Puts
Pseudo strike
40.83
IV
91.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
33.33
IV
78.2%
B/E move
1.5%
Puts
Pseudo strike
42.58
IV
102.3%
B/E move
1.6%

Options history

IV · four-Friday blend39.65%
Daily EOD
DRS35.2%41.2%47.2%2026-10-19: 42.73%2026-10-20: 42.33%2026-10-21: 42.24%2026-10-22: 45.77%2026-10-23: 44.77%2026-10-26: 44.53%2026-10-27: 43.44%2026-10-28: 46.35%2026-10-29: 36.06%2026-10-30: 39.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.73%
42.33%
42.24%
45.77%
44.77%
44.53%
43.44%
46.35%
36.06%
39.65%