Materials · Industrial
PKG Implied Volatility, IV Rank & Options Chain
Packaging Corporation of America (PKG) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Packaging Corporation of America (PKG).
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PKG options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
PKG implied volatility
As of 2026-10-26As of 2026-10-26, PKG's 30-day implied volatility is 24.5%, placing its 1-year IV percentile at 21.0 — above 21.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
PKG live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live PKG chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
PKG options at a glance
- Daily volume
- N/A
- IV range
- 16% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Packaging Corporation of America (PKG)
Packaging Corporation of America is a leading producer of containerboard and corrugated packaging products for diverse industries across North America.
Company profile
- Sector
- Materials
- Industry
- Packaging & Containers
- Market cap
- $18B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Packaging Corporation of America operates in the Materials sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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PKG options market overview
PKG options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
PKG options are available for trading across multiple expirations.
PKG implied volatility and IV rank
PKG implied volatility is moderate, reflecting economic cycle exposure.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short PKG options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
PKG IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for PKG, on today's chain.
Open PKG in IV IntelligencePKG gamma exposure (GEX)
Gamma Exposure analysis for PKG reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. PKG tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on PKG right now, strike by strike.
See live PKG GEXCommon PKG options strategies
These are strategies commonly used by traders on PKG options, based on typical market characteristics. This is not investment advice.
Key considerations for PKG options
- PKG options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
PKG key events
Earnings months. January, April, July, October
PKG options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns PKG's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/PKG"What is PKG's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on PKG in the console, more prompts for PKG, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about PKG options.
What is PKG's typical implied volatility?
PKG implied volatility typically ranges from 16% - 35%.
Does PKG have weekly options?
PKG offers weekly options.
What is PKG's options trading profile?
PKG (Packaging Corporation of America) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Materials category for portfolio diversification and options strategy design.
How does PKG implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on PKG?
Popular strategies on PKG options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is PKG's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PKG's intraday price action. PKG tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live PKG GEX levels and the gamma-flip point on ApexVol.
What is PKG's IV rank?
PKG's IV rank shows where PKG's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. PKG implied volatility typically ranges from 16% - 35%. Check PKG's live IV rank and percentile on ApexVol's IV analytics.
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