ATS Corporation (ATS) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
ATS Corporation (ATS) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $3.23B, listed on NYSE, employing roughly 7,500 people, carrying a beta of 1.27 to the broader market. ATS Corporation, together with its subsidiaries, provides automation solutions worldwide. Led by Douglas William Wright, public since 2009-12-29.
Snapshot as of May 15, 2026.
- Spot Price
- $32.07
- ATM IV
- 56.1%
- IV Skew 25Δ
- 0.020
- IV Rank
- 39.3%
- IV Percentile
- 73.8%
- Term Structure Slope
- -0.011
As of May 15, 2026, ATS Corporation (ATS) at-the-money implied volatility is 56.1%. IV rank is 39.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 73.8%. The 25-delta skew is +0.020: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ATS Strategy Selection at Current Volatility Levels
For ATS Corporation options at 56.1% ATM IV, mid-range IV rank (39.3%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked ATS volatility skew questions
- What is the current ATS ATM implied volatility?
- As of May 15, 2026, ATS Corporation (ATS) at-the-money implied volatility is 56.1%. IV rank is 39.3% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ATS IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does ATS volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. ATS Corporation skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.