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Leidos Holdings LDOS 128.23 0.54 0.42%

LDOS Gamma Exposure (GEX)

LDOS (Leidos Holdings): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.319
Put Call Ratio (OI)
0.511
Put Call Ratio (Vol)
0.94
IV Rank
11.7
IV Percentile
37.6
Max Pain
130

Gamma exposure (2026-09-21)

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}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-161.8
161.8
View values by strike
LDOS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 35 -233
65.00 51.8 -354
70.00 145 -732
75.00 687 -1.37 K
80.00 968 -6.83 K
85.00 252 -29.9 K
90.00 4.46 K -15.2 K
95.00 3.6 K -16.3 K
100.00 12.5 K -50.7 K
105.00 8.32 K -14.4 K
110.00 206 K -70.2 K
115.00 50.9 K -50.6 K
120.00 92.1 K -138 K
125.00 34.5 K -124 K
130.00 147 K -84.4 K
135.00 389 K -42.8 K
140.00 459 K -33.1 K
145.00 164 K -33 K
150.00 90.3 K -5.32 K
155.00 58.8 K -5.67 K
160.00 47.8 K -3.67 K
165.00 21.1 K -222
170.00 18 K 0
175.00 7.86 K -148
180.00 10.6 K 0
185.00 16.3 K 0
190.00 4.74 K 0
195.00 2.03 K 0
200.00 11.1 K 0
210.00 1.08 K 0
220.00 2.51 K 0
230.00 438 0
240.00 1.25 K 0
250.00 559 0
260.00 23.7 0
270.00 44.2 0
280.00 20.7 0
290.00 506 0