IntraAlpha
Create free account Start free

Park Aerospace Corp. Common Stock PKE

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T03:01:28.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001832172Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:01:28.297499+00:00

Share price$25.23
1D+0.6%
AH$24.85$25.02$25.20$25.37$25.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPKE
Sold putSold callAH

Park Aerospace Corp. Common Stock options

Live interpolated PKE call and put midpoint premiums by absolute delta.Park Aerospace Corp. Common Stock$0.43$2.64$4.85$7.06$9.27$21.85$23.53$25.22$26.91$28.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PKE spot · $25.23PKE PRICE$1.03$1.28$1.53$1.77$2.02$2.26$2.51$2.75$3.00$3.25$3.49$4.59$0.67$0.88$1.09$1.30$1.62$2.62$3.62$4.63$5.63$6.63$7.63$8.63
Puts——
Calls——
Skew——
Implied moveBearish±$4.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ31.73130.7%29.8%23.3984.6%10.0%
30Δ30.82130.0%27.2%23.8189.4%9.1%
35Δ29.91129.2%24.6%24.2294.3%8.3%
40Δ29.00128.4%21.9%24.6499.2%7.5%
45Δ28.08127.6%19.3%25.17104.4%6.7%
50Δ27.17126.8%16.7%26.33111.6%6.0%
55Δ26.26126.0%14.0%27.49118.9%5.4%
60Δ25.35125.2%11.4%28.65126.2%4.8%
65Δ24.44124.4%8.8%29.81133.4%4.1%
70Δ23.53123.6%6.1%30.98140.7%3.5%
75Δ22.62122.8%3.5%32.14148.0%2.9%
80Δ21.30133.9%2.6%33.30155.2%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.73
IV
130.7%
B/E move
29.8%
Puts
Pseudo strike
23.39
IV
84.6%
B/E move
10.0%

30Δ

Calls
Pseudo strike
30.82
IV
130.0%
B/E move
27.2%
Puts
Pseudo strike
23.81
IV
89.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
29.91
IV
129.2%
B/E move
24.6%
Puts
Pseudo strike
24.22
IV
94.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
29.00
IV
128.4%
B/E move
21.9%
Puts
Pseudo strike
24.64
IV
99.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
28.08
IV
127.6%
B/E move
19.3%
Puts
Pseudo strike
25.17
IV
104.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
27.17
IV
126.8%
B/E move
16.7%
Puts
Pseudo strike
26.33
IV
111.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
26.26
IV
126.0%
B/E move
14.0%
Puts
Pseudo strike
27.49
IV
118.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
25.35
IV
125.2%
B/E move
11.4%
Puts
Pseudo strike
28.65
IV
126.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
24.44
IV
124.4%
B/E move
8.8%
Puts
Pseudo strike
29.81
IV
133.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
23.53
IV
123.6%
B/E move
6.1%
Puts
Pseudo strike
30.98
IV
140.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
22.62
IV
122.8%
B/E move
3.5%
Puts
Pseudo strike
32.14
IV
148.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
21.30
IV
133.9%
B/E move
2.6%
Puts
Pseudo strike
33.30
IV
155.2%
B/E move
2.2%

Options history

IV · four-Friday blend65.86%
Daily EOD
PKE51.3%59.1%66.9%2026-10-21: 52.37%2026-10-22: 54.62%2026-10-23: 57.91%2026-10-26: 65.31%2026-10-28: 65.86%Oct 21Oct 23Oct 28
5 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
52.37%
54.62%
57.91%
65.31%
65.86%