KTOS · Expected Move

Kratos Defense & Security Solutions, Inc.

The expected move for KTOS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

KTOS straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current KTOS Expected Move
30-Day Straddle
$6.00
7-Day Straddle
$2.45
30-Day ATM IV
66.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to KTOS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
KTOS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $6.00 $2.45 66.2% 35%
20261015 $6.85 $2.08 72.5% 53%
20261014 $6.38 $2.75 69.2% 43%
20261013 $6.10 $2.58 65.5% 33%
20261012 $6.55 $2.40 63.5% 27%
20261009 $6.08 $2.22 64.0% 29%
20261008 $6.92 $2.50 72.8% 53%
20261007 $5.97 $2.88 62.6% 25%
20261006 $6.57 $3.27 62.5% 24%
20261005 $6.42 $2.17 63.6% 28%
20261002 $4.90 $2.35 57.9% 11%
20261001 $5.60 $2.77 59.7% 17%
20260930 $6.03 $2.30 59.9% 17%
20260929 $5.88 $3.05 58.6% 13%
20260928 $5.75 $1.75 54.8% 3%
20260925 $5.92 $2.65 58.3% 13%
20260924 $5.92 $3.08 56.7% 8%
20260923 $6.00 $3.28 57.0% 9%
20260922 $6.45 $3.67 59.2% 15%
20260921 $6.78 $3.15 58.1% 12%
20260918 $5.80 $2.73 55.1% 4%
20260917 $6.75 $3.02 61.5% 22%
20260916 $6.75 $3.55 62.1% 24%
20260915 $6.85 $4.35 61.7% 22%
20260914 $5.97 $2.97 54.7% 3%
20260911 $6.17 $2.58 59.6% 16%
20260910 $6.38 $2.88 60.2% 18%
20260909 $6.32 $3.35 58.5% 13%
20260908 $6.55 $4.05 58.6% 13%
20260904 $5.50 $2.65 53.8% 0%
20260903 $5.78 $2.58 54.7% 3%
20260902 $6.80 $3.22 60.4% 18%
20260901 $6.55 $4.33 57.5% 10%
20260831 $6.60 $2.42 53.9% 0%
20260828 $6.70 $3.25 58.0% 4%
20260827 $7.10 $4.22 56.8% 0%
20260826 $7.20 $4.25 60.0% 9%
20260825 $7.35 $5.00 57.0% 0%
20260824 $7.80 $3.05 63.7% 14%
20260821 $7.70 $3.73 60.9% 4%
20260820 $7.83 $4.28 60.7% 4%
20260819 $8.22 $5.03 59.6% 0%
20260818 $8.93 $5.28 61.1% 4%
20260817 $9.28 $3.75 63.5% 13%
20260814 $8.65 $4.53 60.7% 3%
20260813 $8.35 $4.70 59.8% 0%
20260812 $9.60 $4.60 65.5% 0%
20260811 $9.90 $5.95 66.6% 0%
20260810 $10.20 $4.17 69.0% 9%
20260807 — — 70.1% 13%
20260806 $9.65 $5.75 75.1% 36%
20260805 $10.35 $5.30 81.4% 64%
20260804 $10.30 $7.30 85.5% 83%
20260803 $9.20 $5.53 80.3% 60%
20260731 $8.40 $5.50 83.1% 72%
20260730 $8.68 $5.88 84.0% 76%
20260729 $8.65 $6.55 85.5% 83%
20260728 $9.35 $5.90 83.8% 75%
20260727 $9.55 $3.55 85.3% 82%
20260724 $8.65 $4.05 81.5% 65%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.