Park Aerospace Corp. (PKE) 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.

Park Aerospace Corp. (PKE) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $680.7M, listed on NYSE, employing roughly 123 people, carrying a beta of 0.45 to the broader market. Park Aerospace Corp. Led by Brian E. Shore, public since 1980-03-17.

Snapshot as of May 15, 2026.

Spot Price
$33.53
ATM IV
60.8%
IV Skew 25Δ
-0.070
IV Rank
26.8%
IV Percentile
59.1%
Term Structure Slope
-0.051

As of May 15, 2026, Park Aerospace Corp. (PKE) at-the-money implied volatility is 60.8%. IV rank is 26.8% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 59.1%. The 25-delta skew is -0.070: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

PKE Strategy Selection at Current Volatility Levels

For Park Aerospace Corp. options at 60.8% ATM IV, low IV rank (26.8%) 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. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. 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 PKE volatility skew questions

What is the current PKE ATM implied volatility?
As of May 15, 2026, Park Aerospace Corp. (PKE) at-the-money implied volatility is 60.8%. IV rank is 26.8% 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 PKE 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 PKE volatility skew tell options traders?
Volatility skew is the pattern by which IV varies across strikes for a given expiration. Park Aerospace Corp. carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. 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.