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Kratos Defense & Security Solutions KTOS

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T00:22:32.760Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:22:31.053689+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$0.54$3.59$6.63$9.68$12.73$29.84$35.35$40.85$46.35$51.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KTOS spot · $40.75KTOS PRICE$0.87$1.15$1.47$1.80$2.19$2.60$3.03$3.46$3.97$4.66$5.33$5.71$6.08$1.05$1.46$1.87$2.33$2.80$3.48$4.26$4.93$5.51$6.18$7.15$8.74$11.85
PutsExpensive1.10×
CallsExpensive1.15×
SkewBearish+3.14 pp
Implied moveBearish±$7.29
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.9066.7%24.6%35.0866.3%16.5%
25Δ48.2166.6%21.1%36.2567.2%14.6%
30Δ46.7066.5%18.2%37.4168.1%12.8%
35Δ45.3366.4%15.6%38.5367.7%11.2%
40Δ44.1266.8%13.7%39.6467.3%9.6%
45Δ42.9767.4%11.8%40.8068.8%8.4%
50Δ41.8566.9%10.1%41.9871.2%7.4%
55Δ40.7565.8%8.5%43.1170.8%6.3%
60Δ39.6465.5%7.0%44.1868.3%5.1%
65Δ38.5366.9%6.0%45.3166.2%4.0%
70Δ37.4367.8%4.9%46.6365.8%3.1%
75Δ36.6262.6%3.9%48.5068.7%2.4%
80Δ35.8057.4%2.8%51.8177.7%1.9%

20Δ

Calls
Pseudo strike
49.90
IV
66.7%
B/E move
24.6%
Puts
Pseudo strike
35.08
IV
66.3%
B/E move
16.5%

25Δ

Calls
Pseudo strike
48.21
IV
66.6%
B/E move
21.1%
Puts
Pseudo strike
36.25
IV
67.2%
B/E move
14.6%

30Δ

Calls
Pseudo strike
46.70
IV
66.5%
B/E move
18.2%
Puts
Pseudo strike
37.41
IV
68.1%
B/E move
12.8%

35Δ

Calls
Pseudo strike
45.33
IV
66.4%
B/E move
15.6%
Puts
Pseudo strike
38.53
IV
67.7%
B/E move
11.2%

40Δ

Calls
Pseudo strike
44.12
IV
66.8%
B/E move
13.7%
Puts
Pseudo strike
39.64
IV
67.3%
B/E move
9.6%

45Δ

Calls
Pseudo strike
42.97
IV
67.4%
B/E move
11.8%
Puts
Pseudo strike
40.80
IV
68.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
41.85
IV
66.9%
B/E move
10.1%
Puts
Pseudo strike
41.98
IV
71.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
40.75
IV
65.8%
B/E move
8.5%
Puts
Pseudo strike
43.11
IV
70.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
39.64
IV
65.5%
B/E move
7.0%
Puts
Pseudo strike
44.18
IV
68.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
38.53
IV
66.9%
B/E move
6.0%
Puts
Pseudo strike
45.31
IV
66.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
37.43
IV
67.8%
B/E move
4.9%
Puts
Pseudo strike
46.63
IV
65.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
36.62
IV
62.6%
B/E move
3.9%
Puts
Pseudo strike
48.50
IV
68.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
35.80
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
51.81
IV
77.7%
B/E move
1.9%

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…