How often does Park Aerospace move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

PKENYSEAircraft Parts & Auxiliary Equipment, NEC

Park Aerospace Corp (PKE) earnings date, market-implied expected move, and options open interest by expiry

24.52

−1.62 · −6.19%

Regular session13:43 ET

Open25.32Volume191,342Mkt cap$575.9MP/E34.06EPS0.72Div yield1.91%

Day24.52 – 25.320%52-wk17.93 – 39.6930%

PKE

Park Aerospace Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 12

after close · in 69 days

est.Q3 FY27

Calendar

Next report

Last report

−11.06%

vs ±6.9% implied · ×1.59

shaded = implied · ▲▼ = realized

Oct 8 '26 · confirmed

Implied vs realized

Largest filed tie

11.70%

of PKE revenue · Aerojet Rocketdyne

customerPKE 10-K

Largest filed tie

13F top-10 QoQ

+17.56%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

191 managers

Top fund weight

0.02%

PKE weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Park Aerospace (PKE) is expected to report on Jan 12 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.7%
avg realized: ±7.5%

Jan 14 '25Jan 14 '25confirmed±8.5%▲+1.55%×0.18

May 15 '25May 15 '25confirmed±13.1%▲+1.23%×0.09

Jul 15 '25Jul 15 '25confirmed±5.5%▲+11.53%×2.09

Oct 9 '25Oct 9 '25confirmed±11.7%▼−5.29%×0.45

Q3 FY25Jan 13 '26confirmed±8.0%▲+9.58%×1.19

Q1 FY26May 28 '26confirmed±14.6%▼−12.47%×0.86

Jul 20 '26Jul 20 '26confirmed±16.9%▲+7.35%×0.44

Q2 FY27Oct 8 '26confirmed±6.9%▼−11.06%×1.59

quarterimplied−20%0+20%realized×

Q2 FY27±6.9%▼−11.06%×1.59

Jul '26±16.9%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 28 close

0.11OI · 2 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

65−13%Nov 2016d0.041,544+152%0.04

report · Jan 12 · after close · est.

30+25%Feb 19107d284+15%

ExpiryPutsCallsP/C

Nov 2016d65−13%1,544+152%0.04

report · Jan 12 · after close · est.

Feb 19107d30+25%284+15%0.11

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY27

21.81%as filednet margin · revenue +13.54% QoQ · +26.92% YoY

Revenue

$21M+13.54% QoQ

Gross profit

$7M+11.90% QoQ

34.32% margin

Operating income

$5M+17.86% QoQ

22.76% margin

Pre-tax income

$6M+16.04% QoQ

Net income

$5M+28.33% QoQ

21.81% margin

Cost of revenue

$14M+14.41% QoQ

Operating expenses

$2M+1.78% QoQ

Tax

$1M−18.22% QoQ

Other income

$839,000+6.74% QoQ

Revenue$21M+13.54%

Gross profit

$7M+11.90%

34.32% margin

Operating income

$5M+17.86%

22.76% margin

Pre-tax income

$6M+16.04%

Net income

$5M+28.33%

21.81% margin

Cost of revenue

$14M+14.41%

Operating expenses

$2M+1.78%

Other income$839,000+6.74%

Tax$1M−18.22%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

PPI ×1.74· ±2.9% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%6 of 10×1.74

CPIconsumer prices±2.0%4 of 10×1.17

PCEpersonal income & outlays±1.6%11 of 19×0.97

FOMCrate decision±1.6%10 of 24×0.96

CPROFcorporate profits±1.5%8 of 12×0.88

GDPgross domestic product±1.4%13 of 19×0.85

NFPjobs report±1.3%4 of 10×0.77

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 8 '26 · confirmed	0.21	—
Q1 FY27	—	0.17	—
Q3 FY26	—	0.15	—
Q1 FY26	May 28 '26 · confirmed	0.17	—

Methodology

ties · implied moves · holdersMethod