PATK Options History — August 2014 In August 2014, PATK traded between $5.27 and $5.68. ATM implied volatility averaged 42.0%. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.4% (HV 20d: 31.6%). Max pain ranged from $4.61 to $5.93. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-08-14 : Highest Volume — 89 contracts2014-08-14 : Largest IV drop — 53.0% change2014-08-15 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.43 $5.27 $5.68 $5.34 $5.49 Max Pain $5.36 $4.61 $5.93 $5.93 $4.61 ATM IV 42.0% 28.0% 64.3% 46.8% 32.7% Expected Move 10.3% 9.9% 10.7% 10.5% 10.5% HV 20d 31.6% 29.0% 35.6% 29.0% 31.3% HV 60d 34.5% 33.9% 35.2% 34.6% 34.2% Term Structure -1.9% -26.7% 10.4% -26.7% -4.6% VWIV 34.5% 31.2% 36.6% 31.2% 36.6% Skew 25d 2.3% -10.7% 12.4% -1.9% -1.6% Skew 10d 4.3% -7.4% 34.9% -2.7% 2.4% Call IV 25d 34.0% 28.1% 45.2% 44.5% 34.9% Put IV 25d 36.3% 32.2% 44.1% 42.6% 33.3% Bid-Ask Spread % 95.11 82.94 107.51 82.94 98.90 Gamma HHI 0.47 0.41 0.52 0.52 0.42 Net GEX 1.2K -764 2.5K 1.4K 325 Net DEX -54.2K -98.7K -19.2K -59.8K -54.4K Net VEX -734 -833 -631 -702 -816 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 10.905 0 89 0 0 Total OI 703.571 631 818 631 818
Daily Data (21 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 2014-08-01 $5.34 $5.93 46.8% 10.5% 29.0% 0.0% 0.0% -1.9% -26.7% 1.4K -59.8K -702 0.00 82.94 0 0 437 194 2014-08-04 $5.41 $5.93 40.7% 10.3% 29.7% 0.0% 0.0% 5.6% 2.1% 1.2K -46.4K -703 0.00 90.14 0 0 437 194 2014-08-05 $5.34 $5.93 42.4% 10.3% 29.8% 0.0% 0.0% 5.6% 1.8% 987 -40.9K -675 0.00 95.45 0 0 437 194 2014-08-06 $5.39 $5.93 60.9% 10.4% 30.3% 0.0% 0.0% 6.0% -3.6% 1.3K -41.3K -685 0.00 106.36 0 0 437 194 2014-08-07 $5.34 $5.93 45.9% 10.4% 29.8% 0.0% 0.0% 5.7% 2.2% 1.1K -45.7K -674 0.00 94.57 0 0 437 194 2014-08-08 $5.36 $5.93 44.6% 10.2% 29.9% 0.0% 0.0% 4.8% 2.1% 630 -34.3K -658 0.00 87.56 0 0 437 194 2014-08-11 $5.36 $5.93 59.1% 10.4% 29.3% 0.0% 0.0% 5.7% 2.5% 1.0K -47.0K -662 0.00 94.66 0 0 437 194 2014-08-12 $5.27 $5.93 61.3% 10.3% 29.4% 0.0% 0.0% 4.6% 2.1% 758 -39.3K -642 0.00 95.13 0 0 437 194 2014-08-13 $5.47 $5.93 64.3% 10.0% 32.8% 0.0% 0.0% 12.4% 10.4% 1.5K -36.4K -631 0.00 93.98 0 0 437 194 2014-08-14 $5.55 $5.93 30.2% 10.3% 30.8% 0.0% 31.2% 7.3% 2.3% 1.2K -57.6K -652 0.00 95.15 89 0 437 194 2014-08-15 $5.46 $5.93 36.8% 10.7% 30.2% 0.0% 0.0% -2.1% -7.1% 2.3K -76.0K -789 0.00 88.91 0 0 518 194 2014-08-18 $5.66 $5.93 37.2% 10.0% 33.2% 0.0% 35.7% -1.7% -11.5% 2.4K -82.9K -768 0.00 84.82 0 48 518 194 2014-08-19 $5.68 $4.61 29.6% 10.2% 32.2% 0.0% 0.0% 2.3% 4.2% 2.2K -98.7K -826 0.00 91.05 0 0 518 242 2014-08-20 $5.53 $4.61 36.3% 10.3% 32.4% 0.0% 0.0% -5.8% 0.3% 1.8K -85.7K -833 0.00 99.01 0 0 518 242 2014-08-21 $5.54 $4.61 34.3% 10.5% 32.5% 0.0% 36.6% 3.1% -2.9% 1.2K -74.8K -814 0.00 98.42 12 0 518 242 2014-08-22 $5.53 $4.61 37.8% 10.5% 32.3% 0.0% 0.0% 2.3% -5.2% 1.7K -75.6K -830 0.00 107.51 0 0 527 242 2014-08-25 $5.28 $4.61 41.3% 9.9% 35.6% 0.0% 0.0% -10.7% -6.3% 2.5K -59.3K -783 0.00 97.01 0 0 527 242 2014-08-26 $5.27 $4.61 37.1% 10.5% 35.5% 0.0% 0.0% -0.9% -6.1% 771 -32.5K -729 0.00 100.76 0 80 527 242 2014-08-27 $5.33 $4.61 33.9% 10.4% 35.6% 0.0% 0.0% 6.9% 4.5% -499 -19.2K -779 0.00 96.86 0 0 527 291 2014-08-28 $5.42 $4.61 28.0% 10.2% 32.5% 0.0% 0.0% 1.7% 0.2% -764 -29.7K -762 0.00 98.03 0 0 527 291 2014-08-29 $5.49 $4.61 32.7% 10.5% 31.3% 0.0% 0.0% -1.6% -4.6% 325 -54.4K -816 0.00 98.90 0 0 527 291
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