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Kratos Defense & Security Solutions KTOS

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T02:49:47.048Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:54.28177918Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T02:49:46.518824+00:00

Research2026-08-31 · 11 entries · 53 trades · 0 option records · 6743 price bars

Share price$40.75
1D+6.4%
AH$37.72$38.59$39.46$40.34$41.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKTOS
Sold putSold callAH

Kratos Defense & Security Solutions options

Live interpolated KTOS call and put midpoint premiums by absolute delta.Kratos Defense & Security Solutions$0.07$1.05$2.03$3.01$3.99$37.59$39.11$40.62$42.14$43.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KTOS spot · $40.75KTOS PRICE$0.79$0.25$0.29$0.35$0.43$0.53$0.76$1.00$1.04$1.06$1.13$1.46$2.41$0.17$0.25$0.32$0.44$0.58$0.77$1.18$1.58$1.81$1.92$2.03$2.45$3.70
PutsExpensive1.57×
CallsCheap0.87×
SkewBearish+8.67 pp
Implied moveBearish±$1.94
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.65422.5%21.3%39.6075.8%3.2%
25Δ41.9881.1%3.6%39.7776.9%3.0%
30Δ41.6272.7%2.8%39.9477.9%2.8%
35Δ41.3770.5%2.4%40.1387.9%2.6%
40Δ41.1771.3%2.1%40.34102.5%2.5%
45Δ40.9773.8%1.8%40.56117.4%2.4%
50Δ40.7588.6%1.9%40.88134.3%2.6%
55Δ40.53103.3%1.9%41.30150.1%2.5%
60Δ40.3495.2%1.5%41.67150.1%2.2%
65Δ40.1583.8%1.1%41.96138.8%1.7%
70Δ39.9476.1%0.8%42.25127.4%1.3%
75Δ39.5785.7%0.7%42.81130.3%1.0%
80Δ38.63121.8%0.7%44.07189.6%0.9%

20Δ

Calls
Pseudo strike
48.65
IV
422.5%
B/E move
21.3%
Puts
Pseudo strike
39.60
IV
75.8%
B/E move
3.2%

25Δ

Calls
Pseudo strike
41.98
IV
81.1%
B/E move
3.6%
Puts
Pseudo strike
39.77
IV
76.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
41.62
IV
72.7%
B/E move
2.8%
Puts
Pseudo strike
39.94
IV
77.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
41.37
IV
70.5%
B/E move
2.4%
Puts
Pseudo strike
40.13
IV
87.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
41.17
IV
71.3%
B/E move
2.1%
Puts
Pseudo strike
40.34
IV
102.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
40.97
IV
73.8%
B/E move
1.8%
Puts
Pseudo strike
40.56
IV
117.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
40.75
IV
88.6%
B/E move
1.9%
Puts
Pseudo strike
40.88
IV
134.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
40.53
IV
103.3%
B/E move
1.9%
Puts
Pseudo strike
41.30
IV
150.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
40.34
IV
95.2%
B/E move
1.5%
Puts
Pseudo strike
41.67
IV
150.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
40.15
IV
83.8%
B/E move
1.1%
Puts
Pseudo strike
41.96
IV
138.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
39.94
IV
76.1%
B/E move
0.8%
Puts
Pseudo strike
42.25
IV
127.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
39.57
IV
85.7%
B/E move
0.7%
Puts
Pseudo strike
42.81
IV
130.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
38.63
IV
121.8%
B/E move
0.7%
Puts
Pseudo strike
44.07
IV
189.6%
B/E move
0.9%

Company coverage

Moat

Strong

Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B MACH-TB 2.0 contract…

Physical assets

Strong

55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materials testing center. T…

Software / hardware

Software25%
Hardware75%

Growth. Valkyrie drone mass production scales under $1.45B MACH-TB 2.0 contract as purpose-built Indiana and Maryland facilities enable rapid hypersonic and autonomous systems delivery. Primary assets. Valkyrie autonomous combat drones, $1.45B MACH-…

Latest entries
  1. manual · sw-hw

    Growth. Valkyrie drone mass production scales under $1.45B MACH-TB 2.0 contract as purpose-built Indiana and Maryland facilities enable rapid hypersonic and autonomous systems delivery. Primary assets. Valkyrie autonomous combat…

  2. manual · physical-assets

    55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materia…

  3. manual · moat

    Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B…

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Notes

Full portfolio moat / asset analysis

Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B MACH-TB 2.0 contract (largest in history) and recent $30M hardware production contracts demonstrate deep customer stickiness. Gove…

Full portfolio moat / asset analysis

55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materials testing center. These facilities are capital-intensive, specialized, and defensible by mission-specific design and customer cer…