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Leonardo DRS, Inc. Common Stock DRS

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Market datapartial · fetched 2026-10-22T14:05:47.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:05:25.826557123Z

FundamentalsAlpha Vantage · unavailable

Share price$33.85
1D-0.4%
$33.80$34.08$34.35$34.62$34.905:30 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$0.32$1.93$3.54$5.14$6.75$27.77$31.08$34.40$37.71$41.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRS spot · $33.85DRS PRICE$0.85$0.70$0.96$1.18$1.40$1.77$2.21$2.48$2.23$2.46$3.01$5.35$6.29$0.50$1.23$1.24$1.22$1.24$1.45$1.74$2.20$2.80$3.38$3.79$4.17$4.53
PutsExpensive1.21×
CallsExpensive1.44×
SkewBullish-11.38 pp
Implied moveBullish±$3.96
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6584.9%28.5%30.8343.7%10.4%
25Δ37.8251.5%13.8%29.7879.7%15.7%
30Δ37.3456.3%13.2%31.2564.2%11.3%
35Δ36.6557.6%11.8%32.4250.6%7.8%
40Δ35.7555.8%9.8%33.1742.5%5.7%
45Δ35.1759.9%9.1%33.6841.4%4.8%
50Δ34.5064.4%8.5%34.2241.9%4.1%
55Δ33.8263.2%7.2%34.8045.1%3.7%
60Δ33.2048.2%4.6%35.5349.0%3.3%
65Δ32.5844.9%3.5%36.2751.0%2.8%
70Δ31.8948.8%3.1%36.9149.8%2.2%
75Δ29.8980.6%4.1%37.4947.4%1.6%
80Δ28.6683.1%3.2%38.0444.6%1.0%

20Δ

Calls
Pseudo strike
42.65
IV
84.9%
B/E move
28.5%
Puts
Pseudo strike
30.83
IV
43.7%
B/E move
10.4%

25Δ

Calls
Pseudo strike
37.82
IV
51.5%
B/E move
13.8%
Puts
Pseudo strike
29.78
IV
79.7%
B/E move
15.7%

30Δ

Calls
Pseudo strike
37.34
IV
56.3%
B/E move
13.2%
Puts
Pseudo strike
31.25
IV
64.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
36.65
IV
57.6%
B/E move
11.8%
Puts
Pseudo strike
32.42
IV
50.6%
B/E move
7.8%

40Δ

Calls
Pseudo strike
35.75
IV
55.8%
B/E move
9.8%
Puts
Pseudo strike
33.17
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
35.17
IV
59.9%
B/E move
9.1%
Puts
Pseudo strike
33.68
IV
41.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
34.50
IV
64.4%
B/E move
8.5%
Puts
Pseudo strike
34.22
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
33.82
IV
63.2%
B/E move
7.2%
Puts
Pseudo strike
34.80
IV
45.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
33.20
IV
48.2%
B/E move
4.6%
Puts
Pseudo strike
35.53
IV
49.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
32.58
IV
44.9%
B/E move
3.5%
Puts
Pseudo strike
36.27
IV
51.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
31.89
IV
48.8%
B/E move
3.1%
Puts
Pseudo strike
36.91
IV
49.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
29.89
IV
80.6%
B/E move
4.1%
Puts
Pseudo strike
37.49
IV
47.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
28.66
IV
83.1%
B/E move
3.2%
Puts
Pseudo strike
38.04
IV
44.6%
B/E move
1.0%

Options history

No recorded observations