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Leidos Holdings LDOS 135.81 0.13 0.1%

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ATM IV
0.392
Put Call Ratio (OI)
0.505
Put Call Ratio (Vol)
0.876
IV Rank
44
IV Percentile
80.6
Max pain
130

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
197.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-155.2
155.2
View values by strike
LDOS · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 14.3 -109
60.00 29.4 -216
65.00 46.3 -320
70.00 79.7 -750
75.00 578 -1.47 K
80.00 1.57 K -5.97 K
85.00 148 -25.3 K
90.00 1.2 K -9.61 K
95.00 1.67 K -12.5 K
100.00 9.75 K -42.3 K
105.00 6.51 K -11.8 K
110.00 164 K -58.1 K
115.00 43.5 K -49.6 K
120.00 87.8 K -127 K
125.00 72.5 K -132 K
130.00 159 K -97.7 K
135.00 157 K -63.9 K
140.00 908 K -102 K
145.00 303 K -132 K
150.00 261 K -11.1 K
155.00 112 K -3.58 K
160.00 107 K -840
165.00 30.3 K 0
170.00 30.5 K 0
175.00 12.9 K 0
180.00 15 K 0
185.00 10.1 K 0
190.00 8.58 K 0
195.00 3.23 K 0
200.00 17.5 K 0
210.00 4.48 K 0
220.00 2.86 K 0
230.00 507 0
240.00 2.13 K 0
250.00 637 0
260.00 26.8 0
270.00 49.7 0
280.00 23.1 0
290.00 564 0