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L3Harris Technologies, Inc. LHX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-08T00:18:56.557Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002552729Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T00:18:56.075729+00:00

Share price$259.89
1D+2.6%
AH$252$255$258$260$2635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLHX
Sold putSold callAH

L3Harris Technologies, Inc. options

Live interpolated LHX call and put midpoint premiums by absolute delta.L3Harris Technologies, Inc.$0.86$3.84$6.82$9.81$12.79$236.83$248.97$261.12$273.26$285.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LHX spot · $259.89LHX PRICE$1.18$1.65$1.98$2.42$3.00$3.60$4.22$5.14$6.10$6.62$7.25$9.21$11.93$1.35$1.89$2.26$2.83$3.53$3.95$4.46$5.46$6.51$7.61$8.97$10.41$11.67
PutsCheap0.63×
CallsCheap0.93×
SkewBearish+1.81 pp
Implied moveBearish±$8.68
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ269.3231.6%4.1%250.7834.5%4.0%
25Δ267.9533.5%3.7%252.2036.7%3.7%
30Δ266.0032.0%3.1%254.2334.9%3.0%
35Δ264.2931.1%2.6%255.9134.7%2.6%
40Δ263.0032.1%2.4%257.3136.1%2.4%
45Δ261.6632.5%2.1%258.8034.1%1.9%
50Δ260.2932.5%1.8%260.3032.5%1.6%
55Δ258.8333.8%1.6%261.7733.9%1.4%
60Δ257.3835.1%1.4%263.3235.0%1.2%
65Δ256.1433.0%1.1%264.9535.6%1.0%
70Δ254.8331.3%0.8%266.7836.2%0.8%
75Δ252.6134.7%0.7%268.7036.3%0.6%
80Δ249.6139.1%0.6%270.4235.2%0.4%

20Δ

Calls
Pseudo strike
269.32
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
250.78
IV
34.5%
B/E move
4.0%

25Δ

Calls
Pseudo strike
267.95
IV
33.5%
B/E move
3.7%
Puts
Pseudo strike
252.20
IV
36.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
266.00
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
254.23
IV
34.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
264.29
IV
31.1%
B/E move
2.6%
Puts
Pseudo strike
255.91
IV
34.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
263.00
IV
32.1%
B/E move
2.4%
Puts
Pseudo strike
257.31
IV
36.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
261.66
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
258.80
IV
34.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
260.29
IV
32.5%
B/E move
1.8%
Puts
Pseudo strike
260.30
IV
32.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
258.83
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
261.77
IV
33.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
257.38
IV
35.1%
B/E move
1.4%
Puts
Pseudo strike
263.32
IV
35.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
256.14
IV
33.0%
B/E move
1.1%
Puts
Pseudo strike
264.95
IV
35.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
254.83
IV
31.3%
B/E move
0.8%
Puts
Pseudo strike
266.78
IV
36.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
252.61
IV
34.7%
B/E move
0.7%
Puts
Pseudo strike
268.70
IV
36.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
249.61
IV
39.1%
B/E move
0.6%
Puts
Pseudo strike
270.42
IV
35.2%
B/E move
0.4%

Options history

IV · four-Friday blend29.05%
Daily close
LHX20.8%34.7%48.7%2026-08-10: 27.44%2026-08-11: 26.93%2026-08-12: 26.64%2026-08-13: 26.50%2026-08-14: 23.99%2026-08-17: 25.32%2026-08-18: 24.43%2026-08-19: 24.42%2026-08-20: 24.68%2026-08-21: 22.70%2026-08-24: 25.18%2026-08-25: 25.02%2026-08-26: 24.26%2026-08-27: 24.94%2026-08-28: 22.95%2026-08-31: 24.97%2026-09-01: 25.46%2026-09-02: 25.01%2026-09-04: 23.30%2026-09-08: 27.16%2026-09-09: 26.96%2026-09-10: 28.57%2026-09-11: 25.30%2026-09-14: 25.91%2026-09-15: 27.90%2026-09-16: 28.73%2026-09-17: 26.68%2026-09-18: 22.99%2026-09-21: 26.26%2026-09-22: 25.99%2026-09-23: 24.23%2026-09-24: 25.22%2026-09-25: 23.42%2026-09-28: 26.74%2026-09-29: 27.66%2026-09-30: 27.29%2026-10-01: 27.68%2026-10-02: 26.12%2026-10-05: 26.06%2026-10-06: 27.25%2026-10-07: 27.56%2026-10-08: 27.20%2026-10-09: 26.35%2026-10-12: 27.60%2026-10-13: 30.95%2026-10-14: 30.42%2026-10-15: 29.56%2026-10-16: 30.81%2026-10-19: 33.72%2026-10-20: 35.01%2026-10-21: 36.27%2026-10-22: 38.49%2026-10-23: 35.01%2026-10-26: 40.03%2026-10-27: 41.72%2026-10-28: 46.77%2026-10-29: 32.27%2026-10-30: 29.05%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.44%
26.93%
26.64%
26.50%
23.99%
25.32%
24.43%
24.42%
24.68%
22.70%
25.18%
25.02%
24.26%
24.94%
22.95%
24.97%
25.46%
25.01%
23.30%
27.16%
26.96%
28.57%
25.30%
25.91%
27.90%
28.73%
26.68%
22.99%
26.26%
25.99%
24.23%
25.22%
23.42%
26.74%
27.66%
27.29%
27.68%
26.12%
26.06%
27.25%
27.56%
27.20%
26.35%
27.60%
30.95%
30.42%
29.56%
30.81%
33.72%
35.01%
36.27%
38.49%
35.01%
40.03%
41.72%
46.77%
32.27%
29.05%