PATK Options History — November 2014 In November 2014, PATK traded between $5.73 and $6.15. ATM implied volatility averaged 44.4%. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 15.1% (HV 20d: 29.3%). Max pain ranged from $4.61 to $4.61. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.07.
Notable Days 2014-11-21 : Highest Volume — 1,864 contracts2014-11-07 : Largest IV spike — 26.2% change2014-11-20 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.91 $5.73 $6.15 $5.76 $5.87 Max Pain $4.61 $4.61 $4.61 $4.61 $4.61 ATM IV 44.4% 37.2% 70.4% 43.2% 38.1% Expected Move 11.4% 10.3% 12.3% 12.0% 11.4% HV 20d 29.3% 25.6% 34.7% 34.7% 31.9% HV 60d 27.3% 25.3% 28.7% 28.7% 27.7% Term Structure -0.4% -19.5% 9.4% 6.7% 0.6% VWIV 38.7% 34.2% 42.4% 40.0% 37.7% Skew 25d 10.4% -3.1% 37.0% 23.3% 7.5% Skew 10d 10.0% 0.4% 30.0% 10.0% 6.1% Call IV 25d 37.8% 24.1% 49.8% 40.9% 34.6% Put IV 25d 48.2% 35.8% 67.1% 64.2% 42.1% Bid-Ask Spread % 105.03 90.22 117.06 90.22 111.94 Gamma HHI 0.55 0.44 0.75 0.46 0.57 Net GEX 20.4K 11.3K 26.3K 20.7K 11.3K Net DEX -635.3K -866.8K -321.0K -609.3K -336.8K Net VEX -1.3K -1.6K -551 -1.6K -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.05 0.07 0.07 0.05 Total Volume 1,308.158 0 1,864 1,841 0 Total OI 1,763.158 1,061 2,003 2,003 1,061
Daily Data (19 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 2014-11-03 $5.76 $4.61 43.2% 12.0% 34.7% 0.0% 40.0% 23.3% 6.7% 20.7K -609.3K -1.6K 0.07 90.22 1,719 122 1,881 122 2014-11-04 $5.73 $4.61 42.6% 11.4% 29.8% 0.0% 40.0% 11.9% -6.6% 23.3K -619.3K -1.6K 0.07 100.02 1,719 122 1,881 122 2014-11-05 $5.75 $4.61 44.7% 11.5% 29.7% 0.0% 40.4% 4.3% -5.2% 23.1K -664.9K -1.5K 0.07 104.44 1,719 122 1,881 122 2014-11-06 $5.92 $4.61 44.5% 11.0% 29.8% 0.0% 36.4% 4.8% -4.9% 23.5K -745.2K -1.3K 0.07 103.68 1,719 122 1,881 122 2014-11-07 $5.87 $4.61 56.1% 11.6% 29.9% 0.0% 40.9% 12.9% -1.1% 23.5K -698.2K -1.5K 0.07 105.78 1,719 122 1,881 122 2014-11-10 $5.82 $4.61 70.4% 11.6% 29.8% 0.0% 42.4% 13.2% -19.5% 21.2K -661.7K -1.5K 0.07 101.87 1,719 122 1,881 122 2014-11-11 $5.96 $4.61 68.0% 11.0% 30.0% 0.0% 37.1% 11.6% -4.3% 16.6K -468.5K -551 0.07 100.58 1,719 122 1,142 72 2014-11-12 $6.03 $4.61 51.5% 11.5% 25.9% 0.0% 38.3% -3.1% 9.4% 22.2K -784.9K -1.4K 0.07 104.09 1,719 122 1,881 122 2014-11-13 $6.12 $4.61 39.7% 11.2% 25.7% 0.0% 34.2% 37.0% -2.5% 22.9K -832.7K -1.3K 0.07 103.89 1,719 122 1,881 122 2014-11-14 $6.15 $4.61 38.2% 11.5% 25.6% 0.0% 0.0% 6.7% 3.7% 20.5K -866.8K -1.3K 0.00 106.10 0 0 1,881 122 2014-11-17 $6.05 $4.61 40.8% 10.3% 26.6% 0.0% 35.5% 11.2% 0.9% 23.1K -820.0K -1.2K 0.07 117.06 1,719 122 1,881 122 2014-11-18 $6.06 $4.61 38.4% 11.6% 26.7% 0.0% 39.2% 17.2% 3.7% 22.2K -829.7K -1.2K 0.07 104.51 1,719 122 1,881 122 2014-11-19 $5.81 $4.61 38.5% 11.3% 31.0% 0.0% 0.0% 9.5% 1.2% 26.3K -731.8K -1.2K 0.00 102.78 0 0 1,881 122 2014-11-20 $5.83 $4.61 37.3% 12.3% 30.2% 0.0% 40.4% 9.9% 6.2% 25.8K -720.4K -1.2K 0.07 101.27 1,719 122 1,881 122 2014-11-21 $5.77 $4.61 37.8% 11.3% 30.2% 0.0% 39.0% -2.4% 1.2% 25.9K -688.3K -1.1K 0.07 105.64 1,742 122 1,881 122 2014-11-24 $5.88 $4.61 37.7% 11.3% 30.1% 0.0% 0.0% 6.2% 1.0% 11.4K -322.7K -1.1K 0.00 110.66 0 0 1,013 48 2014-11-25 $5.87 $4.61 37.2% 11.4% 29.6% 0.0% 37.7% 6.0% 1.5% 11.3K -321.0K -1.1K 0.05 113.64 851 48 1,013 48 2014-11-26 $6.01 $4.61 38.6% 11.4% 30.2% 0.0% 0.0% 10.0% 0.9% 12.5K -349.2K -1.1K 0.00 107.44 0 0 1,013 48 2014-11-28 $5.87 $4.61 38.1% 11.4% 31.9% 0.0% 0.0% 7.5% 0.6% 11.3K -336.8K -1.1K 0.00 111.94 0 0 1,013 48
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