LDOS Gamma Exposure, IV Rank & Implied Volatility
Leidos Holdings (LDOS) options data — GEX, IV rank, options chain & Greeks
LDOS options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 19.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 19.9th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live LDOS IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real LDOS IV history on the live platform →
Comprehensive options market data for Leidos Holdings (LDOS).
LDOS Options at a Glance
What's Covered in This Guide
1 About Leidos Holdings (LDOS)
Leidos provides defense, intelligence, civil, and health IT solutions to U.S. government agencies and commercial customers worldwide.
Company Profile
Key Dates
Leidos Holdings operates in the Industrials sector.
2 LDOS Options Market Overview
LDOS options provide good liquidity for options traders.
Liquidity Assessment: Good
LDOS options are available for trading across multiple expirations.
3 LDOS Implied Volatility & IV Rank
LDOS implied volatility is moderate, reflecting economic cycle exposure.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short LDOS options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
LDOS IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
LDOS Gamma Exposure (GEX)
Gamma Exposure analysis for LDOS reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: LDOS tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common LDOS Options Strategies
These are strategies commonly used by traders on LDOS options, based on typical market characteristics. This is not investment advice.
Popular for LDOS shareholders seeking additional income.
Defined-risk directional exposure on LDOS.
Range-bound strategy for LDOS between events.
Key Considerations for LDOS Options
- LDOS options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: LDOS Options
What is LDOS's typical implied volatility?
LDOS implied volatility typically ranges from 16% - 35%.
Does LDOS have weekly options?
LDOS offers weekly options.
What is LDOS's options trading profile?
LDOS (Leidos Holdings) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does LDOS implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on LDOS?
Popular strategies on LDOS options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is LDOS's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence LDOS's intraday price action. LDOS tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live LDOS GEX levels and the gamma-flip point on ApexVol.
What is LDOS's IV rank?
LDOS's IV rank shows where LDOS's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. LDOS implied volatility typically ranges from 16% - 35%. Check LDOS's live IV rank and percentile on ApexVol's IV analytics.
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