PATK Options History — June 2014

In June 2014, PATK traded between $5.28 and $6.14. ATM implied volatility averaged 34.9%. The 30-day expected move averaged 9.4%. Net GEX was positive for 0 of 10 trading days. Term structure was in contango for 6 of 10 days. Put/call ratio averaged 0.00.

Notable Days

  • 2014-06-30: Highest Volume — 284 contracts
  • 2014-06-18: Largest IV drop — 43.8% change
  • 2014-06-30: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.63$5.28$6.14$5.28$6.14
ATM IV34.9%29.8%53.1%53.1%35.3%
Expected Move9.4%8.9%10.4%10.1%10.4%
Term Structure-1.1%-14.2%6.0%-14.2%6.0%
Bid-Ask Spread %86.7673.07125.00125.0073.07
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume28.402840284
Total OI00000

Daily Data (10 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-06-17$5.28$0.0053.1%10.1%0.0%0.0%0.0%0.0%-14.2%0000.00125.000000
2014-06-18$5.50$0.0029.8%9.4%0.0%0.0%0.0%0.0%1.5%0000.0087.130000
2014-06-19$5.55$0.0030.9%9.5%0.0%0.0%0.0%0.0%1.4%0000.0076.750000
2014-06-20$5.72$0.0033.2%8.9%0.0%0.0%0.0%0.0%1.9%0000.0082.500000
2014-06-23$5.54$0.0033.3%9.3%0.0%0.0%0.0%0.0%1.1%0000.0079.610000
2014-06-24$5.55$0.0032.8%9.5%0.0%0.0%0.0%0.0%-5.4%0000.0086.890000
2014-06-25$5.54$0.0032.6%9.4%0.0%0.0%0.0%0.0%-3.0%0000.0084.600000
2014-06-26$5.64$0.0032.8%8.9%0.0%0.0%0.0%0.0%-1.6%0000.0086.780000
2014-06-27$5.82$0.0035.7%9.0%0.0%0.0%0.0%0.0%1.6%0000.0085.290000
2014-06-30$6.14$0.0035.3%10.4%0.0%0.0%0.0%0.0%6.0%0000.0073.07284000