Options Skew Analytics

LDOS option chain

Strikes around the forward, as they were quoted at the close

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 36.22%±16.07skew +1.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$74.00$77.60—$60.00—————
01$59.40$62.70—$75.00—————
04$54.40$57.70—$80.00—————
03$49.40$52.70—$85.00—————
07$44.40$47.90—$90.00—————
026$39.50$42.80—$95.00—————
025$34.60$38.00—$100.00—————
025$30.10$33.20—$105.00—————
01,044$25.60$28.40—$110.00—————
0143$21.00$22.80—$115.00—————
0253$16.80$18.40—$120.0038.19%$1.15$1.553285
0142$12.90$13.80—$125.0037.51%$2.00$2.752171
2172$9.40$10.10—$130.0036.57%$3.40$4.30573
0142$6.30$7.10—$135.0035.96%$5.40$6.50640
61,427$4.40$5.0036.89%$140.00—$8.20$9.201181
3250$2.65$3.2035.81%$145.00—$11.60$12.70971
4164$1.70$2.0036.05%$150.00—$15.20$16.50290
2137$0.85$1.2535.45%$155.00—————
8152$0.55$0.8536.85%$160.00—————

Forward $135.75. The 25-delta put carries +1.46 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 34.39%±20.11skew +1.98
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$64.40$67.80—$70.00—————
02$48.70$52.90—$85.00—————
012$39.60$42.90—$95.00—————
022$35.50$37.60—$100.00—————
014$30.40$33.30—$105.00—————
012$26.10$28.90—$110.0038.57%$0.70$1.10420
025$22.00$24.50—$115.0037.63%$1.25$1.70140
026$17.90$20.40—$120.0036.61%$2.00$2.60291
011$14.40$16.40—$125.0035.85%$3.10$3.90260
052$11.10$12.80—$130.0035.76%$4.70$5.80120
050$7.70$10.10—$135.0035.33%$6.90$7.90172
065$5.90$6.8033.98%$140.00—$9.40$10.60120
022$4.20$5.0034.08%$145.00—$12.10$14.0040
053$2.80$3.6033.87%$150.00—————
014$1.90$2.3533.44%$155.00—————
2219$1.15$1.6033.13%$160.00—————
08$0.80$1.1033.69%$165.00—$27.90$30.3020
025$0.45$0.7533.57%$170.00—————

Forward $136.51. The 25-delta put carries +1.98 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 36.89%±26.75skew +3.70
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$59.00$62.90—$75.00—————
029$54.70$58.00—$80.00—————
01$40.70$43.60—$95.00—————
04$36.40$38.70—$100.00—————
04$32.10$34.60—$105.0040.86%$1.05$1.60240
02$27.60$30.40—$110.0039.94%$1.65$2.251550
04$23.80$26.20—$115.0038.56%$2.45$2.95600
126$20.10$21.50—$120.0038.26%$3.60$4.20220
018$16.40$18.70—$125.0037.65%$5.10$5.603440
050$13.50$15.30—$130.0037.28%$6.70$7.70520
128$10.70$12.50—$135.0037.04%$8.90$10.00210
027$8.40$10.2036.88%$140.00—$11.60$13.1030
533$6.50$7.2034.93%$145.00—$14.20$16.60100
045$5.00$5.8035.32%$150.00—————
051$3.60$4.5034.95%$155.00—$20.90$22.8080
040$2.75$3.2034.56%$160.00—————
123$1.95$2.3534.23%$165.00—————
036$1.40$1.7534.24%$170.00—————
021$0.90$1.5034.68%$175.00—————

Forward $137.18. The 25-delta put carries +3.70 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 38.63%±38.72skew +4.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$65.30$68.40—$70.00—————
014$60.80$63.70—$75.00—————
08$56.30$59.00—$80.00—————
015$46.50$50.20—$90.00—————
03$42.50$45.60—$95.00—————
055$38.40$41.60—$100.0041.98%$2.05$3.201880
010$34.60$36.90—$105.0041.38%$2.80$4.20120
067$30.60$33.00—$110.00—————
054$27.10$30.00—$115.0040.74%$5.00$7.00270
017$23.80$25.90—$120.0040.89%$6.50$9.00491
018$20.70$23.10—$125.0039.41%$8.20$10.20190
021$17.70$20.40—$130.0039.30%$10.20$12.50220
064$15.50$17.60—$135.0038.90%$12.50$14.80110
1073$12.90$15.4038.64%$140.00—$15.10$17.40290
117$11.30$13.1038.63%$145.00—$17.30$20.20190
1036$9.40$11.2038.16%$150.00—$20.90$22.7050
18$8.00$9.4037.91%$155.00—$24.20$25.9070
056$6.30$7.8036.95%$160.00—$27.50$29.8040
012$4.90$6.7036.55%$165.00—————
036$3.90$5.6036.22%$170.00—————
08$3.10$4.8036.21%$175.00—————

Forward $137.85. The 25-delta put carries +4.67 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.