LDOS · Expected Move
Leidos Holdings, Inc.
The expected move for LDOS 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).
LDOS straddle price & implied vol
60 sessionsBars: 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 LDOS Expected Move
30-Day Straddle
$13.50
7-Day Straddle
$8.57
30-Day ATM IV
37.6%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to LDOS'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.
LDOS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $13.50 | $8.57 | 37.6% | 53% |
| 20261109 | $12.60 | $7.75 | 36.3% | 47% |
| 20261106 | $13.70 | $9.10 | 38.3% | 57% |
| 20261105 | $14.05 | $8.95 | 38.5% | 58% |
| 20261104 | $9.05 | $9.05 | 36.4% | 47% |
| 20261103 | $9.65 | $9.65 | 38.5% | 58% |
| 20261102 | $12.80 | $12.80 | 45.5% | 95% |
| 20261030 | $12.60 | $12.60 | 41.7% | 75% |
| 20261029 | $12.55 | $12.55 | 41.3% | 73% |
| 20261028 | $11.95 | $11.95 | 40.8% | 70% |
| 20261027 | $11.65 | $11.65 | 39.4% | 63% |
| 20261026 | $12.35 | $12.35 | 41.3% | 73% |
| 20261023 | $12.50 | $12.50 | 40.4% | 68% |
| 20261022 | $12.20 | $12.20 | 40.0% | 66% |
| 20261021 | $12.00 | $12.00 | 40.5% | 69% |
| 20261020 | $12.05 | $12.05 | 39.8% | 65% |
| 20261019 | $13.40 | $13.40 | 44.2% | 88% |
| 20261016 | $12.05 | $0.35 | 39.2% | 62% |
| 20261015 | $12.45 | $2.83 | 39.6% | 64% |
| 20261014 | $12.25 | $2.70 | 39.9% | 65% |
| 20261013 | $11.45 | $3.23 | 37.4% | 52% |
| 20261012 | $12.05 | $3.78 | 37.8% | 54% |
| 20261009 | $12.65 | $4.47 | 37.4% | 53% |
| 20261008 | $12.75 | $4.33 | 37.8% | 54% |
| 20261007 | $11.80 | $4.80 | 37.2% | 51% |
| 20261006 | $12.25 | $5.05 | 36.7% | 49% |
| 20261005 | $12.75 | $4.97 | 36.6% | 48% |
| 20261002 | $5.33 | $5.33 | 35.1% | 40% |
| 20261001 | $6.83 | $6.83 | 35.9% | 44% |
| 20260930 | $6.47 | $6.47 | 35.7% | 43% |
| 20260929 | $7.22 | $7.22 | 36.2% | 46% |
| 20260928 | $7.32 | $7.32 | 35.4% | 42% |
| 20260925 | $7.60 | $7.60 | 34.7% | 38% |
| 20260924 | $8.30 | $8.30 | 34.7% | 38% |
| 20260923 | $8.05 | $8.05 | 34.5% | 37% |
| 20260922 | $8.00 | $8.00 | 33.3% | 31% |
| 20260921 | $8.95 | $8.95 | 33.1% | 30% |
| 20260918 | $9.55 | $2.52 | 31.8% | 23% |
| 20260917 | $9.45 | $3.42 | 31.8% | 23% |
| 20260916 | $9.45 | $4.22 | 32.2% | 25% |
| 20260915 | $9.80 | $3.60 | 32.8% | 28% |
| 20260914 | $10.20 | $4.50 | 31.1% | 19% |
| 20260911 | $10.45 | $5.00 | 32.3% | 26% |
| 20260910 | $10.30 | $4.35 | 31.6% | 22% |
| 20260909 | $11.00 | $5.38 | 33.5% | 32% |
| 20260908 | $11.35 | $5.08 | 33.7% | 33% |
| 20260904 | $11.55 | $6.28 | 31.1% | 19% |
| 20260903 | $11.30 | $6.15 | 29.8% | 13% |
| 20260902 | $7.12 | $7.12 | 30.7% | 17% |
| 20260901 | $7.28 | $7.28 | 29.9% | 13% |
| 20260831 | $7.55 | $7.55 | 30.8% | 18% |
| 20260828 | $7.95 | $7.95 | 30.0% | 14% |
| 20260827 | $8.50 | $8.50 | 31.3% | 20% |
| 20260826 | $9.72 | $9.72 | 32.2% | 25% |
| 20260825 | $8.70 | $8.70 | 32.2% | 25% |
| 20260824 | $9.20 | $9.20 | 31.3% | 20% |
| 20260821 | $10.50 | $1.68 | 31.9% | 23% |
| 20260820 | $10.45 | $2.62 | 32.5% | 27% |
| 20260819 | $10.50 | $2.95 | 31.1% | 19% |
| 20260818 | $9.20 | $3.52 | 27.4% | 0% |
More on LDOS
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.