Kratos Defense & Security Solutions, Inc. (KTOS) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Kratos Defense & Security Solutions, Inc. (KTOS) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $9.84B, listed on NASDAQ, employing roughly 4,000 people, carrying a beta of 1.06 to the broader market. Kratos Defense & Security Solutions, Inc. Led by Eric DeMarco, public since 1999-11-05.
Snapshot as of May 13, 2026.
- Spot Price
- $53.16
- ATM IV
- 69.0%
- HV 20-Day
- 58.2%
- HV 60-Day
- 73.2%
- IV Rank
- 55.2%
- IV Percentile
- 54.0%
As of May 13, 2026, Kratos Defense & Security Solutions, Inc. (KTOS) ATM implied volatility is 69.0%. 20-day realized volatility is 58.2%, producing an IV-HV spread of +10.8 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 55.2%.
How KTOS iv/hv history Data Feeds Strategy Selection
Strategy selection on Kratos Defense & Security Solutions, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 69.0% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
KTOS highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $40.00 | Jan 15, 2027 | 1.3K | 396 | 73.3% | $18.10 | $18.80 |
| CALL | $40.00 | Jan 15, 2027 | 1.3K | 396 | 73.3% | $18.10 | $18.80 |
Top 2 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked KTOS iv/hv history questions
- Is KTOS options pricing rich or cheap right now?
- As of May 13, 2026, Kratos Defense & Security Solutions, Inc. (KTOS) ATM IV is 69.0% against 20-day realized volatility of 58.2%. IV rank is 55.2%. KTOS options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 10.8 vol points.
- What is the KTOS variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. KTOS is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does KTOS IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. KTOS's current rank of 55.2% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.