Bull Call Spreads on High-Beta Names
Bull Call Spread11 trades pass on KTOS
- Return on risk
- 110.5% to 207.7%
- Probability of profit
- 34.2% to 47.4%
Kratos Defense & Security Solutions, Inc. · Industrials
As of the close on . In the app, stock prices are live and options data is refreshed intraday.
KTOS closed at $38.96 on Oct 20, 2026 with 30-day implied volatility of 67.5%. That is in the lower half of its one-year range (IV rank 34), so premiums are on the modest side for KTOS. Measured by IV percentile, IV is higher than 31% of the past year's readings. Options expiring Nov 20 (31 days out) price a one standard deviation move of about $7.60, or 19.5%.
The price is below both its 50-day (-20.5%) and 200-day (-41.8%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 30.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.07, about 5.3% of the price, a measure of a typical day's range.
Option volume at the close (7.32K contracts) was 0.5x its average, much quieter than usual. A beta of 2.18 means KTOS has tended to move about 2.2 times as much as the broad market. 3 of our preset screens found trades on KTOS at the close, led by Bull Call Spreads on High-Beta Names with 11 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 23, 20263 days | 63.0% | ±$2.22 (5.7%) | $36.74 to $41.18 | $1.78 |
| Nov 20, 202631 days | 67.0% | ±$7.60 (19.5%) | $31.36 to $46.56 | $6.05 |
| Dec 18, 202659 days | 60.2% | ±$9.43 (24.2%) | $29.53 to $48.39 | $7.60 |
| Jan 15, 202787 days | 59.9% | ±$11.40 (29.3%) | $27.56 to $50.36 | $9.15 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for KTOS from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
11 trades pass on KTOS
2 trades pass on KTOS
2 trades pass on KTOS
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.