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Kratos Defense & Security Solutions, Inc. KTOS

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-30T23:34:11.146Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-30T23:34:07.740951156Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T23:34:10.537657+00:00

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

Share price$41.15
1D-2.4%
AH$40.17$40.96$41.74$42.53$43.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKTOS
Sold putSold callAH

Kratos Defense & Security Solutions, Inc. options

Live interpolated KTOS call and put midpoint premiums by absolute delta.Kratos Defense & Security Solutions, Inc.$0.44$2.04$3.64$5.24$6.84$33.36$37.20$41.04$44.89$48.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KTOS spot · $41.15KTOS PRICE$0.61$0.78$1.00$1.27$1.57$1.99$2.26$2.60$2.93$3.63$3.72$5.25$5.80$0.71$1.02$1.31$1.66$1.94$2.30$2.98$3.50$3.88$4.40$5.70$5.95$6.38
PutsExpensive2.08×
CallsExpensive1.75×
SkewBearish+3.78 pp
Implied moveBearish±$5.23
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.85101.9%15.3%36.85104.3%12.2%
25Δ45.5698.2%12.6%37.58110.5%11.2%
30Δ44.6498.5%10.9%38.43111.5%9.8%
35Δ43.91101.8%9.8%39.26112.6%8.6%
40Δ43.18104.9%8.8%40.09109.2%7.3%
45Δ42.51112.8%8.1%40.86108.7%6.3%
50Δ41.64108.6%6.7%41.72118.1%5.9%
55Δ40.86107.8%5.6%42.59118.4%5.0%
60Δ40.12105.3%4.6%43.38113.1%4.0%
65Δ39.24114.5%4.2%44.21110.8%3.3%
70Δ38.65101.2%3.0%45.65122.8%2.9%
75Δ37.12127.8%3.0%46.25111.3%2.0%
80Δ36.22122.3%2.1%46.94103.6%1.4%

20Δ

Calls
Pseudo strike
46.85
IV
101.9%
B/E move
15.3%
Puts
Pseudo strike
36.85
IV
104.3%
B/E move
12.2%

25Δ

Calls
Pseudo strike
45.56
IV
98.2%
B/E move
12.6%
Puts
Pseudo strike
37.58
IV
110.5%
B/E move
11.2%

30Δ

Calls
Pseudo strike
44.64
IV
98.5%
B/E move
10.9%
Puts
Pseudo strike
38.43
IV
111.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
43.91
IV
101.8%
B/E move
9.8%
Puts
Pseudo strike
39.26
IV
112.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
43.18
IV
104.9%
B/E move
8.8%
Puts
Pseudo strike
40.09
IV
109.2%
B/E move
7.3%

45Δ

Calls
Pseudo strike
42.51
IV
112.8%
B/E move
8.1%
Puts
Pseudo strike
40.86
IV
108.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
41.64
IV
108.6%
B/E move
6.7%
Puts
Pseudo strike
41.72
IV
118.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
40.86
IV
107.8%
B/E move
5.6%
Puts
Pseudo strike
42.59
IV
118.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
40.12
IV
105.3%
B/E move
4.6%
Puts
Pseudo strike
43.38
IV
113.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
39.24
IV
114.5%
B/E move
4.2%
Puts
Pseudo strike
44.21
IV
110.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.65
IV
101.2%
B/E move
3.0%
Puts
Pseudo strike
45.65
IV
122.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
37.12
IV
127.8%
B/E move
3.0%
Puts
Pseudo strike
46.25
IV
111.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
36.22
IV
122.3%
B/E move
2.1%
Puts
Pseudo strike
46.94
IV
103.6%
B/E move
1.4%

Options history

KTOS47.2981.75116.222026-08-03: 103.99%2026-08-04: 111.46%2026-08-05: 80.27%2026-08-06: 81.74%2026-08-07: 69.98%2026-08-10: 76.12%2026-08-11: 68.50%2026-08-12: 64.10%2026-08-13: 64.26%2026-08-14: 62.93%2026-08-17: 64.30%2026-08-18: 67.08%2026-08-19: 67.99%2026-08-20: 70.63%2026-08-21: 61.51%2026-08-24: 68.76%2026-08-25: 67.00%2026-08-26: 62.40%2026-08-27: 71.65%2026-08-28: 59.06%2026-08-31: 55.87%2026-09-01: 57.75%2026-09-02: 53.71%2026-09-03: 58.68%2026-09-04: 52.04%2026-09-08: 64.01%2026-09-09: 60.43%2026-09-10: 63.94%2026-09-11: 55.40%2026-09-14: 61.50%2026-09-15: 68.89%2026-09-16: 72.45%2026-09-17: 64.43%2026-09-18: 55.37%2026-09-21: 62.62%2026-09-22: 60.07%2026-09-23: 59.24%2026-09-24: 62.67%2026-09-25: 56.50%2026-09-28: 54.54%2026-09-29: 58.50%2026-09-30: 61.41%2026-10-01: 63.57%2026-10-02: 52.80%2026-10-05: 56.72%2026-10-06: 57.97%2026-10-07: 55.10%2026-10-08: 55.53%2026-10-09: 54.11%2026-10-12: 58.36%2026-10-13: 59.25%2026-10-14: 65.28%2026-10-15: 71.67%2026-10-16: 62.41%2026-10-19: 66.67%2026-10-20: 63.81%2026-10-21: 66.65%2026-10-22: 69.77%2026-10-23: 71.36%2026-10-26: 72.59%2026-10-27: 75.58%2026-10-28: 77.72%2026-10-29: 80.39%Aug 3Oct 29
Table
DateIV
103.99%
111.46%
80.27%
81.74%
69.98%
76.12%
68.50%
64.10%
64.26%
62.93%
64.30%
67.08%
67.99%
70.63%
61.51%
68.76%
67.00%
62.40%
71.65%
59.06%
55.87%
57.75%
53.71%
58.68%
52.04%
64.01%
60.43%
63.94%
55.40%
61.50%
68.89%
72.45%
64.43%
55.37%
62.62%
60.07%
59.24%
62.67%
56.50%
54.54%
58.50%
61.41%
63.57%
52.80%
56.72%
57.97%
55.10%
55.53%
54.11%
58.36%
59.25%
65.28%
71.67%
62.41%
66.67%
63.81%
66.65%
69.77%
71.36%
72.59%
75.58%
77.72%
80.39%

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…

Recent records
Action Type Relative size
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BUY Equity +2%
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BUY Equity +0%
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BUY Equity +1%
BUY Equity +0%
BUY Equity +1%
BUY Equity +0%
BUY Equity +0%

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…