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Current LDOS options analysis: Weak Signal for Selling premium on LDOS. This LDOS options page updates daily with IV rank, VRP, expected move, and strategy picks.
Earnings within a week — IV crush risk
Leidos (LDOS) is a Industrials stock with actively traded listed options. IV Rank 77% is 8pp above the Industrials sector median of 69%. LDOS put/call walls.
LDOS Edge Score: 83/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 1d — hold off on premium-selling setups until after the event.
LDOS See full analysis →LDOS conditions are unfavorable — but other tickers may have edge today
LDOS’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on LDOS.
Earnings impact: Raw VRP (+11.4pp) includes an IV premium from upcoming earnings (1d). Excluding this premium, VRP is +0.8pp. The 11pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Earnings in 1d — hold off on premium-selling setups until after the event.
Conditions are weak — explore alternatives or wait for a better setup.
Strategy
Flow & Events
Planned
IV curve across expirations
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Leidos shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 40.3% over 20 days versus a 34.0% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.72, indicating calming conditions relative to implied expectations. An Industrials sector component tracked by VolRadar. For premium sellers tracking LDOS, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Over the past 20 trading days, LDOS's volatility has been dropping sharply. The RV ratio moved from a high of 1.49 down to the current 0.72 — a significant compression that often precedes favorable premium selling windows. During this period, 0 out of 20 days (0%) showed conditions favorable for sellers (ratio below 1.0). This kind of rapid vol compression in a industrials name like LDOS typically means options haven't fully repriced lower yet — creating a temporary edge.
Based on current realized volatility, traders can expect LDOS to move approximately ±$3.77 (2.5%) per day and ±$8.44 (5.7%) over five trading days. At a stock price of $148.82, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
VolRadar's algorithm currently flags LDOS in a caution zone. Earnings in 1 days. Stock can gap 10%+ overnight, making premium selling extremely risky. This doesn't mean LDOS is a bad stock — it means current volatility conditions don't offer the statistical edge that premium sellers look for. Conditions can change quickly; VolRadar updates this assessment daily before market open.
Leidos reports earnings in approximately 1 trading days. Earnings events are the single largest source of overnight gap risk for option sellers. LDOS's earnings reactions, while typically more contained than high-beta names, can still exceed the implied move. Most premium selling approaches are designed for gradual time decay — not binary events. Consider closing existing positions or significantly widening strikes.
Industrial stocks reflect economic cycle expectations, with volatility rising during recession fears. LDOS is specifically an Industrials sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks LDOS daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). See the disclaimer for the full risk and regulatory notice.
More about LDOS
Leidos currently shows a weak premium selling signal because earnings in 1 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Leidos's IV Rank is 77%, meaning current IV exceeds most of its 12-month range. Elevated IV creates richer premiums for sellers and may indicate upcoming events or heightened uncertainty. Explore the IV Analysis page for peer comparisons and historical context.
Leidos has earnings in 1 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
Leidos currently shows a weak premium selling signal because earnings in 1 days. Consider waiting for conditions to improve.
Leidos's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.72.
Leidos's snapshot: IV Rank 77% (elevated premiums), VRP +11.4pp (options overpriced), RV Ratio 0.72 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Leidos: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Leidos right now: earnings in 1 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Leidos has earnings in approximately 1 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Leidos's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
An IV Rank of 77% means Leidos's current implied volatility is higher than most readings over the past year. Elevated IV can indicate the market expects larger moves ahead, creating higher premiums for sellers but also higher risk if the move materializes.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Industrials tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
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Spread +11.0pp — IV is pricing above realized movement. This is the spread theta sellers collect as IV mean-reverts toward RV.