PATK Options History — December 2014

In December 2014, PATK traded between $5.31 and $5.85. ATM implied volatility averaged 36.9%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 6.2% (HV 20d: 30.7%). Max pain ranged from $4.61 to $4.61. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2014-12-10: Highest Volume — 1,203 contracts
  • 2014-12-19: Largest IV drop — 20.1% change
  • 2014-12-16: Highest IV Rank — 26.2%
  • 2014-12-17: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.68$5.31$5.85$5.79$5.79
Max Pain$4.61$4.61$4.61$4.61$4.61
ATM IV36.9%29.6%41.6%38.9%33.8%
Expected Move10.7%9.1%11.9%11.2%10.3%
HV 20d30.7%26.3%34.0%28.4%30.5%
HV 60d29.4%27.1%30.8%27.5%30.6%
IV Rank17.9%3.6%26.2%24.8%13.2%
IV Percentile26.1%0.8%48.5%43.7%13.9%
Term Structure0.8%-6.6%12.3%-4.4%-0.1%
VWIV37.1%31.9%42.2%39.5%36.8%
Skew 25d6.1%-14.2%16.3%4.2%6.0%
Skew 10d9.7%-11.2%49.5%9.4%7.8%
Call IV 25d36.7%28.3%50.3%38.9%36.1%
Put IV 25d42.8%35.6%50.0%43.0%42.2%
Bid-Ask Spread %103.7580.70115.79104.84110.13
Gamma HHI0.500.440.590.550.48
Net GEX15.9K9.8K20.5K11.8K19.4K
Net DEX-360.1K-476.2K-181.0K-308.2K-460.8K
Net VEX-1.0K-1.1K-893-1.1K-898
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.050.050.00
Total Volume840.22701,20389927
Total OI1,254.4551,0611,3651,0611,365

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-12-01$5.79$4.6138.9%11.2%28.4%0.0%39.5%4.2%-4.4%11.8K-308.2K-1.1K0.05104.84851481,01348
2014-12-02$5.83$4.6140.9%11.6%27.7%0.0%39.0%9.6%-3.9%11.5K-318.2K-1.1K0.05104.80851481,01348
2014-12-03$5.74$4.6141.3%11.7%28.2%0.0%38.8%2.7%-4.3%11.3K-314.5K-1.1K0.05106.88851481,01348
2014-12-04$5.79$4.6136.2%11.3%28.3%0.0%0.0%3.5%1.1%11.9K-292.3K-1.0K0.00112.34001,01348
2014-12-05$5.75$4.6141.6%11.7%26.3%0.0%38.7%16.3%1.0%11.4K-307.5K-1.0K0.05106.15851481,01348
2014-12-08$5.63$4.6138.8%9.3%27.2%0.0%33.7%13.9%-6.4%13.6K-282.8K-9780.0597.35851481,01348
2014-12-09$5.60$4.6140.3%10.0%27.1%0.0%33.2%1.1%7.7%13.5K-229.6K-9410.0599.68851481,01348
2014-12-10$5.31$4.6135.7%11.8%30.9%0.0%37.8%-14.2%10.3%9.8K-181.0K-8940.0480.701,155481,01348
2014-12-11$5.47$4.6131.1%10.0%32.8%0.0%37.6%-0.7%8.2%17.6K-298.1K-1.0K0.0498.781,155481,31748
2014-12-12$5.45$4.6136.1%10.8%31.9%0.0%41.5%3.5%7.9%16.7K-344.8K-1.1K0.04102.881,155481,31748
2014-12-15$5.60$4.6138.9%10.0%33.9%24.8%35.0%9.3%3.2%17.8K-358.6K-1.1K0.04115.791,155481,31748
2014-12-16$5.56$4.6139.6%9.1%33.6%26.2%31.9%10.9%2.6%18.6K-351.4K-1.1K0.04115.761,155481,31748
2014-12-17$5.62$4.6137.0%11.9%34.0%20.3%42.2%11.3%-2.0%16.3K-377.8K-1.1K0.05100.36959481,31748
2014-12-18$5.73$4.6137.1%10.6%31.7%20.6%37.4%12.3%-6.6%17.8K-416.5K-1.1K0.05110.64959481,31748
2014-12-19$5.75$4.6129.6%11.9%31.8%3.6%0.0%5.8%12.3%17.2K-428.8K-1.0K0.00114.39001,31748
2014-12-22$5.64$4.6135.1%10.3%32.3%16.0%37.0%3.5%-2.6%17.7K-410.2K-1.0K0.0595.29959481,31748
2014-12-23$5.74$4.6139.5%10.0%32.2%25.9%35.8%10.3%-4.7%20.5K-403.7K-9570.0597.59959481,31748
2014-12-24$5.85$4.6132.6%10.5%32.9%10.4%36.4%6.2%3.1%18.1K-474.8K-9870.0591.73959481,31748
2014-12-26$5.85$4.6136.3%10.3%31.7%18.8%36.2%6.8%-2.5%18.3K-476.2K-9580.05102.63959481,31748
2014-12-29$5.78$4.6137.6%10.4%30.8%21.8%36.8%5.1%-3.6%18.5K-457.8K-9190.0599.36959481,31748
2014-12-30$5.74$4.6133.7%10.1%30.5%12.8%0.0%5.9%1.5%20.1K-429.3K-8930.00114.53001,31748
2014-12-31$5.79$4.6133.8%10.3%30.5%13.2%0.0%6.0%-0.1%19.4K-460.8K-8980.00110.132701,31748