PATK Options History — July 2014 In July 2014, PATK traded between $5.48 and $6.28. ATM implied volatility averaged 38.7%. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 5.3% (HV 20d: 33.4%). Max pain ranged from $5.93 to $5.93. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-15 : Highest Volume — 153 contracts2014-07-07 : Largest IV spike — 72.0% change2014-07-14 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.97 $5.48 $6.28 $6.12 $5.48 Max Pain $5.93 $5.93 $5.93 $5.93 $5.93 ATM IV 38.7% 30.3% 54.2% 40.9% 44.0% Expected Move 10.2% 9.8% 10.8% 10.5% 10.5% HV 20d 33.4% 25.5% 37.4% 36.5% 28.2% Term Structure -1.3% -8.7% 13.5% -6.9% -3.7% VWIV 37.2% 37.2% 37.2% 37.2% 37.2% Skew 25d 3.1% -8.2% 16.0% 16.0% -7.7% Skew 10d 5.1% -1.7% 22.2% 22.2% -0.4% Call IV 25d 38.3% 28.1% 53.7% 46.4% 46.5% Put IV 25d 41.5% 33.6% 62.3% 62.3% 38.8% Bid-Ask Spread % 82.63 37.23 104.98 84.59 76.75 Gamma HHI 0.89 0.65 1.00 1.00 0.65 Net GEX 3.6K 2.7K 4.5K 3.5K 3.1K Net DEX -116.1K -148.5K -90.9K -115.7K -92.2K Net VEX -560 -715 -392 -392 -688 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 16.273 0 153 0 89 Total OI 400.591 284 545 284 545
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2014-07-01 $6.12 $0.00 40.9% 10.5% 0.0% 0.0% 0.0% 0.0% -6.9% 3.5K -115.7K -392 0.00 84.59 0 0 284 0 2014-07-02 $6.28 $0.00 35.6% 9.8% 0.0% 0.0% 0.0% 16.0% 3.0% 2.8K -110.3K -412 0.00 79.39 0 0 284 0 2014-07-03 $6.26 $0.00 31.5% 10.0% 0.0% 0.0% 0.0% 7.6% 3.7% 2.7K -112.7K -409 0.00 78.13 0 0 284 0 2014-07-07 $6.17 $0.00 54.2% 10.3% 0.0% 0.0% 0.0% -5.8% -2.6% 2.8K -108.0K -407 0.00 104.98 0 0 284 0 2014-07-08 $6.14 $0.00 36.9% 10.1% 0.0% 0.0% 0.0% 6.3% 7.1% 2.8K -105.1K -406 0.00 81.07 0 0 284 0 2014-07-09 $6.13 $0.00 39.6% 10.1% 36.5% 0.0% 0.0% 6.4% 2.9% 2.9K -104.2K -406 0.00 80.09 0 0 284 0 2014-07-10 $6.00 $0.00 30.3% 10.1% 37.4% 0.0% 0.0% 4.2% 13.5% 4.3K -90.9K -402 0.00 78.78 0 27 284 0 2014-07-11 $6.01 $0.00 36.1% 10.2% 36.3% 0.0% 0.0% 10.1% -0.1% 2.9K -91.3K -429 0.00 37.23 0 0 284 27 2014-07-14 $6.08 $0.00 35.0% 10.8% 35.3% 0.0% 0.0% 4.9% 2.0% 2.9K -94.5K -421 0.00 74.52 0 0 284 27 2014-07-15 $5.99 $0.00 37.3% 10.5% 35.3% 0.0% 37.2% 1.6% -1.2% 2.8K -94.9K -417 0.00 77.41 153 0 284 27 2014-07-16 $5.90 $5.93 37.3% 10.3% 35.1% 0.0% 0.0% 1.0% -4.2% 4.1K -143.3K -684 0.00 82.14 0 0 437 27 2014-07-17 $5.68 $5.93 34.3% 10.3% 35.7% 0.0% 0.0% 1.0% -0.6% 4.1K -123.3K -672 0.00 77.11 0 0 437 27 2014-07-18 $5.80 $5.93 42.9% 10.4% 36.2% 0.0% 0.0% 2.3% -6.3% 4.3K -119.2K -674 0.00 82.17 0 0 437 27 2014-07-21 $5.84 $5.93 43.6% 10.0% 34.8% 0.0% 0.0% 3.0% -8.7% 4.5K -117.7K -664 0.00 102.27 0 0 437 27 2014-07-22 $5.96 $5.93 39.3% 10.2% 33.0% 0.0% 0.0% 4.1% -2.1% 4.3K -138.2K -681 0.00 99.50 0 0 437 27 2014-07-23 $6.06 $5.93 40.1% 10.3% 33.4% 0.0% 0.0% 9.9% -4.2% 4.5K -144.0K -675 0.00 99.21 0 0 437 27 2014-07-24 $6.04 $5.93 41.1% 10.3% 33.4% 0.0% 0.0% 4.6% -5.4% 4.3K -148.5K -680 0.00 101.97 0 0 437 27 2014-07-25 $5.96 $5.93 39.1% 10.2% 33.6% 0.0% 0.0% -0.3% -2.8% 4.4K -137.6K -674 0.00 67.55 0 89 437 27 2014-07-28 $5.92 $5.93 39.4% 10.1% 31.9% 0.0% 0.0% 3.5% -2.4% 3.5K -124.5K -715 0.00 78.12 0 0 437 108 2014-07-29 $5.86 $5.93 38.2% 10.0% 25.5% 0.0% 0.0% 1.6% -1.2% 3.5K -117.9K -711 0.00 88.51 0 0 437 108 2014-07-30 $5.75 $5.93 34.9% 10.2% 26.2% 0.0% 0.0% -8.2% -8.0% 3.4K -121.5K -690 0.00 86.31 0 0 437 108 2014-07-31 $5.48 $5.93 44.0% 10.5% 28.2% 0.0% 0.0% -7.7% -3.7% 3.1K -92.2K -688 0.00 76.75 0 89 437 108
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