PATK Options History — October 2014

In October 2014, PATK traded between $5.12 and $5.71. ATM implied volatility averaged 51.6%. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 25.1% (HV 20d: 26.5%). Max pain ranged from $4.61 to $4.61. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.10.

Notable Days

  • 2014-10-15: Highest Volume — 1,855 contracts
  • 2014-10-16: Largest IV drop — 44.3% change
  • 2014-10-15: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.36$5.12$5.71$5.52$5.65
Max Pain$4.61$4.61$4.61$4.61$4.61
ATM IV51.6%40.1%72.1%44.4%50.3%
Expected Move11.2%10.4%12.3%10.9%11.6%
HV 20d26.5%19.4%34.0%19.4%34.0%
HV 60d27.9%26.9%28.9%27.3%28.4%
Term Structure-7.2%-30.5%1.5%-12.0%1.5%
VWIV39.9%35.9%46.7%38.1%39.6%
Skew 25d4.8%-6.0%19.8%3.2%19.8%
Skew 10d6.3%-1.9%21.7%4.3%6.5%
Call IV 25d45.6%33.1%67.5%42.1%61.7%
Put IV 25d50.4%35.4%81.6%45.2%81.6%
Bid-Ask Spread %102.4275.13127.8098.07110.11
Gamma HHI0.510.440.620.590.46
Net GEX12.4K3.1K22.8K5.2K18.1K
Net DEX-248.2K-549.9K-39.4K-91.3K-549.9K
Net VEX-1.2K-1.8K-481-637-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.070.230.230.07
Total Volume698.95701,85501,841
Total OI1,365.3916672,0176672,003

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-10-01$5.52$4.6144.4%10.9%19.4%0.0%0.0%3.2%-12.0%5.2K-91.3K-6370.0098.0700545122
2014-10-02$5.62$4.6146.8%10.4%20.2%0.0%0.0%5.2%-10.8%5.8K-93.6K-6220.00108.6400545122
2014-10-03$5.71$4.6143.8%10.5%19.5%0.0%0.0%5.6%-10.2%5.8K-112.7K-6500.00107.9100545122
2014-10-06$5.69$4.6147.3%10.6%19.5%0.0%0.0%5.1%0.2%6.2K-119.5K-6370.00105.0600545122
2014-10-07$5.43$4.6157.6%10.7%24.8%0.0%0.0%-0.1%-14.5%4.4K-85.8K-6080.00104.8800545122
2014-10-08$5.40$4.6151.8%10.8%24.3%0.0%38.1%0.7%-0.3%4.8K-70.0K-5680.2390.11545122545122
2014-10-09$5.30$4.6150.7%10.9%24.2%0.0%0.0%5.9%-1.1%4.3K-59.0K-5470.00109.6300545122
2014-10-10$5.27$4.6151.0%11.0%24.2%0.0%0.0%5.4%-0.4%4.0K-50.8K-5160.00109.1800545122
2014-10-13$5.21$4.6162.4%10.9%23.4%0.0%0.0%1.7%-6.8%3.8K-47.4K-5020.00106.3300545122
2014-10-14$5.32$4.6171.0%10.8%24.8%0.0%35.9%2.2%1.3%3.8K-42.5K-4810.23106.18545122545122
2014-10-15$5.13$4.6172.1%12.3%27.4%0.0%41.1%6.5%-10.2%3.1K-39.4K-4930.0775.131,733122548122
2014-10-16$5.12$4.6140.1%11.5%27.3%0.0%0.0%0.3%-4.2%18.2K-326.3K-1.7K0.00100.38001,895122
2014-10-17$5.13$4.6140.5%11.5%27.3%0.0%0.0%-6.0%-0.3%19.3K-360.6K-1.7K0.00106.95001,895122
2014-10-20$5.25$4.6150.3%10.4%28.8%0.0%0.0%4.3%-13.5%18.7K-349.2K-1.7K0.00127.80001,881122
2014-10-21$5.27$4.6167.4%11.7%28.9%0.0%46.7%13.2%-30.5%15.9K-413.6K-1.8K0.0799.571,7191221,881122
2014-10-22$5.20$4.6146.1%11.6%28.9%0.0%38.5%4.1%-6.7%19.5K-389.7K-1.7K0.07100.621,7191221,881122
2014-10-23$5.33$4.6150.2%11.6%30.4%0.0%41.6%7.7%-9.7%19.2K-408.7K-1.7K0.0795.181,7191221,881122
2014-10-24$5.42$4.6147.7%11.3%30.3%0.0%40.6%6.5%-9.2%20.7K-448.9K-1.8K0.0794.571,7191221,881122
2014-10-27$5.35$4.6154.8%11.7%30.1%0.0%0.0%-4.0%-11.2%19.7K-410.3K-1.7K0.00100.31001,881122
2014-10-28$5.30$4.6145.7%11.9%30.1%0.0%0.0%5.7%-2.8%21.2K-406.7K-1.6K0.00109.39001,881122
2014-10-29$5.37$4.6149.6%10.8%30.6%0.0%37.7%10.3%-10.6%21.6K-406.8K-1.6K0.0790.721,7191221,881122
2014-10-30$5.39$4.6144.5%11.6%29.9%0.0%39.5%8.1%-4.6%22.8K-426.2K-1.6K0.0798.831,7191221,881122
2014-10-31$5.65$4.6150.3%11.6%34.0%0.0%39.6%19.8%1.5%18.1K-549.9K-1.7K0.07110.111,7191221,881122