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Leidos Holdings, Inc. LDOS

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Market dataready · fetched 2026-11-11T13:46:44.696Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002760204Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-11T13:46:44.031448+00:00

Share price$137.24
1D+1.5%
AH$135$136$137$139$1405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLDOS
Sold putSold callAH

Leidos Holdings, Inc. options

Live interpolated LDOS call and put midpoint premiums by absolute delta.Leidos Holdings, Inc.$0.77$3.59$6.41$9.23$12.05$115.76$125.93$136.09$146.26$156.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LDOS spot · $137.24LDOS PRICE$1.07$1.43$1.88$2.33$2.78$3.36$3.97$4.59$5.21$6.59$8.11$9.65$11.24$1.08$1.63$2.18$2.74$3.29$3.72$4.16$4.59$5.03$5.62$6.21$6.81$7.40
PutsCheap0.54×
CallsCheap0.71×
SkewBullish-6.13 pp
Implied moveBearish±$8.13
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.3344.8%7.4%130.2741.8%5.9%
25Δ144.5845.5%6.4%131.4644.2%5.4%
30Δ143.1746.0%5.7%132.6546.5%4.9%
35Δ141.7746.4%5.0%133.8448.9%4.5%
40Δ140.3746.9%4.3%135.0351.1%4.0%
45Δ139.0547.0%3.8%136.2648.7%3.4%
50Δ137.7647.0%3.3%137.4946.3%2.8%
55Δ136.4847.0%2.8%138.7143.8%2.3%
60Δ135.1947.0%2.3%139.9441.4%1.7%
65Δ133.4250.5%2.0%140.9339.5%1.4%
70Δ131.5754.6%1.8%141.9137.5%1.1%
75Δ129.6858.0%1.5%142.8835.6%0.8%
80Δ127.6157.7%1.2%143.8633.6%0.6%

20Δ

Calls
Pseudo strike
146.33
IV
44.8%
B/E move
7.4%
Puts
Pseudo strike
130.27
IV
41.8%
B/E move
5.9%

25Δ

Calls
Pseudo strike
144.58
IV
45.5%
B/E move
6.4%
Puts
Pseudo strike
131.46
IV
44.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
143.17
IV
46.0%
B/E move
5.7%
Puts
Pseudo strike
132.65
IV
46.5%
B/E move
4.9%

35Δ

Calls
Pseudo strike
141.77
IV
46.4%
B/E move
5.0%
Puts
Pseudo strike
133.84
IV
48.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
140.37
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
135.03
IV
51.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
139.05
IV
47.0%
B/E move
3.8%
Puts
Pseudo strike
136.26
IV
48.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
137.76
IV
47.0%
B/E move
3.3%
Puts
Pseudo strike
137.49
IV
46.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
136.48
IV
47.0%
B/E move
2.8%
Puts
Pseudo strike
138.71
IV
43.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
135.19
IV
47.0%
B/E move
2.3%
Puts
Pseudo strike
139.94
IV
41.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
133.42
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
140.93
IV
39.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
131.57
IV
54.6%
B/E move
1.8%
Puts
Pseudo strike
141.91
IV
37.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
129.68
IV
58.0%
B/E move
1.5%
Puts
Pseudo strike
142.88
IV
35.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
127.61
IV
57.7%
B/E move
1.2%
Puts
Pseudo strike
143.86
IV
33.6%
B/E move
0.6%

Options history

IV · four-Friday blend39.31%
Daily EOD
LDOS36.5%38.0%39.5%2026-10-19: 37.60%2026-10-20: 36.70%2026-10-21: 36.93%2026-10-22: 36.84%2026-10-23: 37.36%2026-10-26: 37.82%2026-10-27: 37.19%2026-10-28: 38.24%2026-10-29: 38.48%2026-10-30: 39.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.60%
36.70%
36.93%
36.84%
37.36%
37.82%
37.19%
38.24%
38.48%
39.31%