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Lockheed Martin Corp. LMT

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-09T20:54:16.767Z

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 · 2026-11-09T20:54:08.351522699Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:54:16.149736+00:00

Share price$588.19
1D+3.0%
$567$573$579$584$5905:30 AM6:30 AM9:00 AM1:00 PMLMT
Sold putSold call

Lockheed Martin Corp. options

Live interpolated LMT call and put midpoint premiums by absolute delta.Lockheed Martin Corp.$1.66$7.29$12.93$18.56$24.19$559.64$572.72$585.80$598.88$611.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LMT spot · $588.19LMT PRICE$2.27$2.99$3.95$5.09$9.31$10.75$12.75$14.13$15.61$17.41$20.81$3.13$3.65$4.56$5.94$7.50$8.54$10.43$11.05$14.00$14.79$19.43$22.57
Puts——
Calls——
Skew——
Implied moveBearish±$19.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ606.5033.5%3.5%566.8143.8%4.2%
25Δ602.7233.1%3.0%572.9538.9%3.2%
30Δ600.0134.3%2.7%576.7038.1%2.7%
35Δ579.5739.9%2.5%
40Δ593.3829.5%1.7%582.5241.7%2.2%
45Δ585.9039.8%1.8%
50Δ588.9338.8%1.7%589.0141.2%1.6%
55Δ585.9538.5%1.4%591.7437.7%1.3%
60Δ582.7939.5%1.2%595.3941.0%1.2%
65Δ579.9438.0%1.0%597.8937.6%0.9%
70Δ577.2036.5%0.8%
75Δ574.3335.3%0.6%604.4937.2%0.5%
80Δ570.1936.6%0.5%608.5037.2%0.4%

20Δ

Calls
Pseudo strike
606.50
IV
33.5%
B/E move
3.5%
Puts
Pseudo strike
566.81
IV
43.8%
B/E move
4.2%

25Δ

Calls
Pseudo strike
602.72
IV
33.1%
B/E move
3.0%
Puts
Pseudo strike
572.95
IV
38.9%
B/E move
3.2%

30Δ

Calls
Pseudo strike
600.01
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
576.70
IV
38.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
579.57
IV
39.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
593.38
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
582.52
IV
41.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
585.90
IV
39.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
588.93
IV
38.8%
B/E move
1.7%
Puts
Pseudo strike
589.01
IV
41.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
585.95
IV
38.5%
B/E move
1.4%
Puts
Pseudo strike
591.74
IV
37.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
582.79
IV
39.5%
B/E move
1.2%
Puts
Pseudo strike
595.39
IV
41.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
579.94
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
597.89
IV
37.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
577.20
IV
36.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
574.33
IV
35.3%
B/E move
0.6%
Puts
Pseudo strike
604.49
IV
37.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
570.19
IV
36.6%
B/E move
0.5%
Puts
Pseudo strike
608.50
IV
37.2%
B/E move
0.4%

Options history

IV · four-Friday blend29.76%
Daily close
LMT19.9%35.1%50.2%2026-08-11: 24.89%2026-08-12: 24.55%2026-08-13: 24.81%2026-08-14: 23.66%2026-08-17: 24.73%2026-08-18: 26.11%2026-08-19: 26.09%2026-08-20: 28.75%2026-08-21: 24.72%2026-08-24: 26.17%2026-08-25: 25.61%2026-08-26: 26.82%2026-08-27: 25.96%2026-08-28: 23.72%2026-08-31: 25.59%2026-09-01: 25.33%2026-09-02: 25.50%2026-09-03: 27.06%2026-09-04: 21.95%2026-09-08: 26.86%2026-09-09: 26.64%2026-09-10: 29.03%2026-09-11: 24.33%2026-09-14: 26.04%2026-09-15: 28.66%2026-09-16: 29.14%2026-09-17: 30.15%2026-09-18: 23.72%2026-09-21: 24.29%2026-09-22: 27.18%2026-09-23: 29.79%2026-09-24: 29.23%2026-09-25: 26.10%2026-09-28: 27.69%2026-09-29: 28.42%2026-09-30: 30.24%2026-10-01: 28.19%2026-10-02: 28.35%2026-10-05: 29.36%2026-10-06: 29.40%2026-10-07: 27.97%2026-10-08: 31.51%2026-10-09: 29.49%2026-10-12: 31.88%2026-10-13: 31.89%2026-10-14: 34.96%2026-10-15: 36.11%2026-10-16: 38.06%2026-10-19: 41.74%2026-10-20: 44.77%2026-10-21: 48.15%2026-10-22: 35.51%2026-10-23: 27.95%2026-10-26: 31.15%2026-10-27: 30.43%2026-10-28: 31.24%2026-10-29: 29.89%2026-10-30: 29.76%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
24.89%
24.55%
24.81%
23.66%
24.73%
26.11%
26.09%
28.75%
24.72%
26.17%
25.61%
26.82%
25.96%
23.72%
25.59%
25.33%
25.50%
27.06%
21.95%
26.86%
26.64%
29.03%
24.33%
26.04%
28.66%
29.14%
30.15%
23.72%
24.29%
27.18%
29.79%
29.23%
26.10%
27.69%
28.42%
30.24%
28.19%
28.35%
29.36%
29.40%
27.97%
31.51%
29.49%
31.88%
31.89%
34.96%
36.11%
38.06%
41.74%
44.77%
48.15%
35.51%
27.95%
31.15%
30.43%
31.24%
29.89%
29.76%