PATK Options History — September 2014 In September 2014, PATK traded between $5.38 and $5.70. ATM implied volatility averaged 41.5%. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 15.5% (HV 20d: 26.0%). Max pain ranged from $4.61 to $4.61. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-09-12 : Highest Volume — 18 contracts2014-09-11 : Largest IV drop — 47.5% change2014-09-24 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.55 $5.38 $5.70 $5.51 $5.58 Max Pain $4.61 $4.61 $4.61 $4.61 $4.61 ATM IV 41.5% 32.2% 61.4% 38.7% 45.5% Expected Move 10.5% 9.6% 11.0% 10.5% 10.8% HV 20d 26.0% 18.1% 32.2% 31.0% 19.0% HV 60d 30.8% 27.1% 33.8% 33.8% 27.2% Term Structure -4.0% -19.7% 8.0% -8.0% -10.3% Skew 25d 2.9% -2.0% 11.7% -1.5% 3.4% Skew 10d 4.8% 0.5% 8.2% 2.5% 6.7% Call IV 25d 37.1% 28.6% 47.0% 38.3% 42.1% Put IV 25d 39.9% 32.0% 54.2% 36.8% 45.6% Bid-Ask Spread % 105.02 88.62 122.30 88.62 110.40 Gamma HHI 0.47 0.41 0.59 0.42 0.59 Net GEX 2.2K 360 5.5K 641 5.5K Net DEX -76.3K -90.5K -65.1K -66.1K -90.5K Net VEX -717 -811 -604 -811 -637 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 0.857 0 18 0 0 Total OI 771.952 667 836 818 667
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 2014-09-02 $5.51 $4.61 38.7% 10.5% 31.0% 0.0% 0.0% -1.5% -8.0% 641 -66.1K -811 0.00 88.62 0 0 527 291 2014-09-03 $5.50 $4.61 39.1% 10.5% 30.6% 0.0% 0.0% -1.7% -8.4% 448 -68.4K -807 0.00 97.41 0 0 527 291 2014-09-04 $5.53 $4.61 36.8% 10.4% 30.5% 0.0% 0.0% -0.0% -2.3% 586 -65.7K -800 0.00 96.87 0 0 527 291 2014-09-05 $5.65 $4.61 50.8% 10.0% 31.0% 0.0% 0.0% 4.6% 0.3% 1.6K -73.0K -774 0.00 96.28 0 0 527 291 2014-09-08 $5.67 $4.61 53.2% 9.9% 31.0% 0.0% 0.0% -0.8% -2.1% 1.4K -85.9K -791 0.00 120.96 0 0 527 291 2014-09-09 $5.54 $4.61 51.9% 10.7% 32.2% 0.0% 0.0% -2.0% -19.7% 964 -88.3K -785 0.00 95.66 0 0 527 291 2014-09-10 $5.61 $4.61 61.4% 9.6% 31.6% 0.0% 0.0% 3.8% 2.2% 1.2K -65.1K -742 0.00 122.30 0 0 527 291 2014-09-11 $5.70 $4.61 32.2% 10.1% 29.6% 0.0% 0.0% 6.3% 8.0% 2.0K -87.8K -744 0.00 98.78 0 0 527 291 2014-09-12 $5.66 $4.61 33.5% 10.3% 29.3% 0.0% 0.0% 5.5% 4.6% 1.8K -88.2K -775 0.00 111.13 18 0 527 291 2014-09-15 $5.54 $4.61 34.1% 10.6% 29.6% 0.0% 0.0% 0.1% 0.2% 739 -78.3K -739 0.00 93.82 0 0 545 291 2014-09-16 $5.52 $4.61 34.5% 10.5% 26.4% 0.0% 0.0% 2.2% 2.7% 360 -65.7K -716 0.00 105.94 0 0 545 291 2014-09-17 $5.52 $4.61 36.4% 10.9% 26.4% 0.0% 0.0% 2.3% 2.1% 649 -67.7K -720 0.00 103.06 0 0 545 291 2014-09-18 $5.55 $4.61 36.7% 10.8% 24.7% 0.0% 0.0% 3.1% -2.2% 439 -71.4K -709 0.00 104.89 0 0 545 291 2014-09-19 $5.55 $4.61 42.4% 10.8% 24.7% 0.0% 0.0% 8.7% -1.7% 539 -78.1K -701 0.00 112.20 0 0 545 291 2014-09-22 $5.51 $4.61 36.7% 10.8% 24.8% 0.0% 0.0% 4.2% -2.4% 4.5K -82.6K -658 0.00 104.61 0 0 545 122 2014-09-23 $5.49 $4.61 39.8% 10.8% 18.1% 0.0% 0.0% 4.3% -4.2% 4.4K -78.4K -650 0.00 109.27 0 0 545 122 2014-09-24 $5.41 $4.61 43.6% 11.0% 18.9% 0.0% 0.0% -0.9% -19.1% 4.7K -85.3K -657 0.00 104.05 0 0 545 122 2014-09-25 $5.38 $4.61 39.7% 10.6% 18.7% 0.0% 0.0% -0.4% -5.9% 4.5K -69.9K -623 0.00 106.04 0 0 545 122 2014-09-26 $5.48 $4.61 45.6% 10.6% 18.9% 0.0% 0.0% 7.2% -15.5% 4.8K -72.5K -618 0.00 115.66 0 0 545 122 2014-09-29 $5.55 $4.61 39.8% 10.7% 19.0% 0.0% 0.0% 11.7% -3.0% 4.7K -73.0K -604 0.00 107.48 0 0 545 122 2014-09-30 $5.58 $4.61 45.5% 10.8% 19.0% 0.0% 0.0% 3.4% -10.3% 5.5K -90.5K -637 0.00 110.40 0 0 545 122
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