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Kratos Defense & Security Solutions, Inc. Common Stock KTOS

i

Market datapartial · fetched 2026-11-03T13:45:48.150Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T00:55:37.723078297Z

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-03T02:37:38.832755+00:00

Earnings observationsAlpha Vantage · collected 2026-11-03T02:36:27.432428+00:00

Research2026-08-31 · 11 entries · 53 trades · 0 option records · 6743 price bars

Share price$40.06
1D-1.5%
AH$39.64$40.15$40.66$41.17$41.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKTOS
Sold putSold callAH

Kratos Defense & Security Solutions, Inc. Common Stock options

Live interpolated KTOS call and put midpoint premiums by absolute delta.Kratos Defense & Security Solutions, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKTOS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.62%
Daily close
KTOS49.0%70.8%92.6%2026-08-05: 80.27%2026-08-06: 81.74%2026-08-07: 69.98%2026-08-10: 76.12%2026-08-11: 68.50%2026-08-12: 64.10%2026-08-13: 64.26%2026-08-14: 62.93%2026-08-17: 64.30%2026-08-18: 67.08%2026-08-19: 67.99%2026-08-20: 70.63%2026-08-21: 61.51%2026-08-24: 68.76%2026-08-25: 67.00%2026-08-26: 62.40%2026-08-27: 71.65%2026-08-28: 59.06%2026-08-31: 55.87%2026-09-01: 57.75%2026-09-02: 53.71%2026-09-03: 58.68%2026-09-04: 52.04%2026-09-08: 64.01%2026-09-09: 60.43%2026-09-10: 63.94%2026-09-11: 55.40%2026-09-14: 61.50%2026-09-15: 68.89%2026-09-16: 72.45%2026-09-17: 64.43%2026-09-18: 55.37%2026-09-21: 62.62%2026-09-22: 60.07%2026-09-23: 59.24%2026-09-24: 62.67%2026-09-25: 56.50%2026-09-28: 54.54%2026-09-29: 58.50%2026-09-30: 61.41%2026-10-01: 63.57%2026-10-02: 52.80%2026-10-05: 56.72%2026-10-06: 57.97%2026-10-07: 55.10%2026-10-08: 55.53%2026-10-09: 54.11%2026-10-12: 58.36%2026-10-13: 59.25%2026-10-14: 65.28%2026-10-15: 71.67%2026-10-16: 62.41%2026-10-19: 66.67%2026-10-20: 63.81%2026-10-21: 66.65%2026-10-22: 69.77%2026-10-23: 71.36%2026-10-26: 72.59%2026-10-27: 75.58%2026-10-28: 77.72%2026-10-29: 80.39%2026-10-30: 84.45%2026-11-02: 89.62%Aug 5Sep 18Nov 2
63 observations2026-08-05 — 2026-11-02
Table
DateIV (%)
80.27%
81.74%
69.98%
76.12%
68.50%
64.10%
64.26%
62.93%
64.30%
67.08%
67.99%
70.63%
61.51%
68.76%
67.00%
62.40%
71.65%
59.06%
55.87%
57.75%
53.71%
58.68%
52.04%
64.01%
60.43%
63.94%
55.40%
61.50%
68.89%
72.45%
64.43%
55.37%
62.62%
60.07%
59.24%
62.67%
56.50%
54.54%
58.50%
61.41%
63.57%
52.80%
56.72%
57.97%
55.10%
55.53%
54.11%
58.36%
59.25%
65.28%
71.67%
62.41%
66.67%
63.81%
66.65%
69.77%
71.36%
72.59%
75.58%
77.72%
80.39%
84.45%
89.62%

Company coverage

Moat

Strong

Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B MACH-TB 2.0 contract…

Physical assets

Strong

55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materials testing center. T…

Software / hardware

Software25%
Hardware75%

Growth. Valkyrie drone mass production scales under $1.45B MACH-TB 2.0 contract as purpose-built Indiana and Maryland facilities enable rapid hypersonic and autonomous systems delivery. Primary assets. Valkyrie autonomous combat drones, $1.45B MACH-…

Latest entries
  1. manual · sw-hw

    Growth. Valkyrie drone mass production scales under $1.45B MACH-TB 2.0 contract as purpose-built Indiana and Maryland facilities enable rapid hypersonic and autonomous systems delivery. Primary assets. Valkyrie autonomous combat…

  2. manual · physical-assets

    55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materia…

  3. manual · moat

    Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B…

Recent records
Action Type Relative size
SELL Equity +100%
SELL Equity +4%
SELL Equity +27%
SELL Equity +13%
SELL Equity +2%
SELL Equity +40%
SELL Equity +6%
BUY Equity +2%
BUY Equity +7%
BUY Equity +5%
BUY Equity +53%
BUY Equity +21%
BUY Equity +32%
BUY Equity +54%
BUY Equity +3%
BUY Equity +5%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +1%
BUY Equity +0%
BUY Equity +1%
BUY Equity +0%
BUY Equity +0%

Notes

Full portfolio moat / asset analysis

Delivers military-grade hardware reliably and on schedule — genuinely hard to replicate. Valkyrie drone (flying since 2019) represents what the military wants: affordable, combat-capable, mass-producible unmanned systems. $1.45B MACH-TB 2.0 contract (largest in history) and recent $30M hardware production contracts demonstrate deep customer stickiness. Gove…

Full portfolio moat / asset analysis

55,000 sq ft Maryland facility (January 2026) and $50M Indiana Payload Integration Facility at Crane (completion end-2026) are purpose-built for hypersonic systems and payload integration. $68.3M Project Helios hypersonic materials testing center. These facilities are capital-intensive, specialized, and defensible by mission-specific design and customer cer…

News