Performance Food Group Company (PFGC) 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.

Performance Food Group Company (PFGC) operates in the Consumer Defensive sector, specifically the Food Distribution industry, with a market capitalization near $15.05B, listed on NYSE, employing roughly 36,630 people, carrying a beta of 0.92 to the broader market. Performance Food Group Company, through its subsidiaries, markets and distributes food and food-related products in the United States. Led by Scott E. McPherson, public since 2015-09-30.

Snapshot as of May 15, 2026.

Spot Price

$96.50

ATM IV

31.3%

IV Skew 25Δ

0.017

IV Rank

25.1%

IV Percentile

64.3%

Term Structure Slope

-0.005

As of May 15, 2026, Performance Food Group Company (PFGC) at-the-money implied volatility is 31.3%. IV rank is 25.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 64.3%. The 25-delta skew is +0.017: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

PFGC Strategy Selection at Current Volatility Levels

For Performance Food Group Company options at 31.3% ATM IV, low IV rank (25.1%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. 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 →

PFGC highest implied-volatility contracts

Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked PFGC volatility skew questions

What is the current PFGC ATM implied volatility?

As of May 15, 2026, Performance Food Group Company (PFGC) at-the-money implied volatility is 31.3%. IV rank is 25.1% 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 PFGC IV high or low historically?

IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).

What does PFGC volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. Performance Food Group Company 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.