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Leonardo DRS, Inc. Common Stock DRS

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Market datapartial · fetched 2026-10-22T14:58:30.381Z

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 · 2026-10-22T14:57:44.551650111Z

FundamentalsAlpha Vantage · unavailable

Share price$33.60
1D-1.3%
$33.49$33.85$34.21$34.56$34.925:30 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$0.33$1.98$3.64$5.29$6.95$28.05$31.19$34.33$37.46$40.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRS spot · $33.60DRS PRICE$0.50$0.73$1.00$1.20$1.48$1.85$2.00$2.09$2.25$2.73$3.86$5.55$6.47$0.88$0.71$0.99$1.18$1.18$1.35$1.53$1.90$2.34$2.98$3.44$3.81$4.54
PutsExpensive1.09×
CallsExpensive1.42×
SkewBullish-15.31 pp
Implied moveBullish±$3.53
TiltBullish8.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3249.7%15.5%29.3969.2%15.2%
25Δ37.7754.1%14.6%31.1546.1%9.4%
30Δ37.2759.2%13.9%31.6649.5%8.7%
35Δ36.4659.1%12.1%32.2349.1%7.6%
40Δ35.6359.4%10.5%32.9440.8%5.4%
45Δ35.0463.9%9.8%33.4339.0%4.5%
50Δ34.1858.5%7.7%33.8937.8%3.7%
55Δ33.5052.4%5.9%34.4239.5%3.2%
60Δ32.8648.2%4.5%34.9842.1%2.8%
65Δ32.2150.9%4.0%35.7445.7%2.5%
70Δ31.1364.9%4.1%36.3745.8%2.0%
75Δ29.5084.9%4.3%36.9344.0%1.4%
80Δ28.2686.8%3.4%37.8144.1%1.0%

20Δ

Calls
Pseudo strike
38.32
IV
49.7%
B/E move
15.5%
Puts
Pseudo strike
29.39
IV
69.2%
B/E move
15.2%

25Δ

Calls
Pseudo strike
37.77
IV
54.1%
B/E move
14.6%
Puts
Pseudo strike
31.15
IV
46.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
37.27
IV
59.2%
B/E move
13.9%
Puts
Pseudo strike
31.66
IV
49.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
36.46
IV
59.1%
B/E move
12.1%
Puts
Pseudo strike
32.23
IV
49.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
35.63
IV
59.4%
B/E move
10.5%
Puts
Pseudo strike
32.94
IV
40.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
35.04
IV
63.9%
B/E move
9.8%
Puts
Pseudo strike
33.43
IV
39.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
34.18
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
33.89
IV
37.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
33.50
IV
52.4%
B/E move
5.9%
Puts
Pseudo strike
34.42
IV
39.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
32.86
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
34.98
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
32.21
IV
50.9%
B/E move
4.0%
Puts
Pseudo strike
35.74
IV
45.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
31.13
IV
64.9%
B/E move
4.1%
Puts
Pseudo strike
36.37
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
29.50
IV
84.9%
B/E move
4.3%
Puts
Pseudo strike
36.93
IV
44.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.26
IV
86.8%
B/E move
3.4%
Puts
Pseudo strike
37.81
IV
44.1%
B/E move
1.0%

Options history

No recorded observations