Redwire Corporation (RDW) 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.
Redwire Corporation (RDW) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $1.72B, listed on NYSE, employing roughly 750 people, carrying a beta of 2.42 to the broader market. Redwire Corporation, a space infrastructure company, develops, manufactures, and sells mission critical space solutions and components for national security, civil, and commercial space markets in the United States, Luxembourg, Germany, South Korea, Poland, and internationally. Led by Peter Anthony Cannito Jr., public since 2021-01-14.
Snapshot as of May 15, 2026.
- Spot Price
- $14.41
- ATM IV
- 120.8%
- IV Skew 25Δ
- -0.180
- IV Rank
- 83.6%
- IV Percentile
- 93.3%
- Term Structure Slope
- -0.003
As of May 15, 2026, Redwire Corporation (RDW) at-the-money implied volatility is 120.8%. IV rank is 83.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 93.3%. The 25-delta skew is -0.180: 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.
RDW Strategy Selection at Current Volatility Levels
For Redwire Corporation options at 120.8% ATM IV, high IV rank (83.6%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. 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.
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Frequently asked RDW volatility skew questions
- What is the current RDW ATM implied volatility?
- As of May 15, 2026, Redwire Corporation (RDW) at-the-money implied volatility is 120.8%. IV rank is 83.6% 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 RDW IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does RDW volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Redwire Corporation 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.