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LDOSLeidos Holdings, Inc.

Options Analysis Report•SERVICES-COMPUTER INTEGRATED SYSTEMS DESIGN
Market Cap $17.7B|NYSE
● 2026-08-31$140.66
BULLISH
Analysis: 2026-08-28 EOD data
1Y -22.2%YTD -23.3%7D +1.6%
122
30D
±8.5%
9%

LDOS Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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LDOS Gamma Walls

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Value

Is IV priced right?

8.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 63.9% — elevated vs history

<1.05x

IV/HV 0.69x — IV ≤ HV

Sector Relative≤50%

Sector percentile 19% — below sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.3% — normal range

<80%

Effective IV 79.5% (ATM 33.3% + spread 23.1% + bias) — fair

<3.0%

Total drag 31.68% (spread 23.08% + slippage 8.60%) — high friction

≥5.0

Vega efficiency 13.25 (vega 30.590 / spread 23.08%) — efficient

Sentiment

Bullish or bearish?

7.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +14%, Raw: +19%)
|net sentiment| ≥25%

Conviction-weighted: +14% (bullish) — Raw: +19%

≥15%

|OI skew| 34.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +45.9%, OI skew +34.9% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -64%, ATM: -13%, OTM: +39% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 15% — very bullish vs sector

Activity

Unusual activity?

2.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +3.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 6% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 31% — patient

≥30

Conviction +14 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 23.1% — wide

≥10,000

OI 12,054 — adequate

≥500

Volume 122/day — thin

≤$0.50

$1.15 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 20% — much tighter than sector

≥100 contracts

Depth 108.30000000000001 contracts (bid:51.1 ask:57.2) — adequate

<1.0%

Avg slippage 8.60% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -14.9% — contango

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink -3.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 605.75 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +14% @ 57% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls7.5
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.6
bullishIV too cheap, bullish flow
Covered Call3.2
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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