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Leidos Holdings, Inc. LDOS

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Market datapartial · fetched 2026-10-22T09:02:55.211Z

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 · 2026-10-21T23:00:00.00327158Z

FundamentalsAlpha Vantage · unavailable

Share price$129.23
1D+0.6%
AH$127.38$127.89$128.40$128.90$129.415:30 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.$1.13$5.17$9.21$13.25$17.29$107.57$117.86$128.15$138.44$148.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LDOS spot · $129.23LDOS PRICE$1.57$2.07$2.76$3.53$4.30$5.16$6.02$6.90$7.78$8.70$9.88$11.05$12.48$1.93$2.55$3.24$3.93$4.58$5.21$5.95$7.09$8.24$9.95$12.22$14.24$16.13
PutsFair0.97×
CallsFair0.99×
SkewBullish-0.76 pp
Implied moveBalanced±$11.97
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.7440.4%12.4%117.5643.9%10.5%
25Δ140.8940.1%10.6%120.1543.9%9.0%
30Δ138.6941.1%9.5%122.3943.3%7.8%
35Δ136.7942.8%8.6%124.6342.7%6.6%
40Δ134.8744.4%7.7%126.5941.1%5.6%
45Δ132.7744.5%6.7%128.5039.3%4.6%
50Δ130.6844.5%5.8%130.4038.0%3.7%
55Δ128.6743.8%4.9%132.2538.3%3.2%
60Δ126.7142.7%4.1%134.0938.5%2.6%
65Δ124.7541.7%3.3%136.3939.9%2.2%
70Δ122.8240.8%2.7%139.1242.4%1.8%
75Δ120.9039.9%2.1%141.6942.6%1.4%
80Δ118.8338.8%1.6%144.1841.7%0.9%

20Δ

Calls
Pseudo strike
143.74
IV
40.4%
B/E move
12.4%
Puts
Pseudo strike
117.56
IV
43.9%
B/E move
10.5%

25Δ

Calls
Pseudo strike
140.89
IV
40.1%
B/E move
10.6%
Puts
Pseudo strike
120.15
IV
43.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
138.69
IV
41.1%
B/E move
9.5%
Puts
Pseudo strike
122.39
IV
43.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
136.79
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
124.63
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
134.87
IV
44.4%
B/E move
7.7%
Puts
Pseudo strike
126.59
IV
41.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
132.77
IV
44.5%
B/E move
6.7%
Puts
Pseudo strike
128.50
IV
39.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
130.68
IV
44.5%
B/E move
5.8%
Puts
Pseudo strike
130.40
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
128.67
IV
43.8%
B/E move
4.9%
Puts
Pseudo strike
132.25
IV
38.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
126.71
IV
42.7%
B/E move
4.1%
Puts
Pseudo strike
134.09
IV
38.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
124.75
IV
41.7%
B/E move
3.3%
Puts
Pseudo strike
136.39
IV
39.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
122.82
IV
40.8%
B/E move
2.7%
Puts
Pseudo strike
139.12
IV
42.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
120.90
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
141.69
IV
42.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
118.83
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
144.18
IV
41.7%
B/E move
0.9%

Options history

No recorded observations