PATK Options History — January 2015

In January 2015, PATK traded between $5.36 and $5.78. ATM implied volatility averaged 42.1%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 19.8% (HV 20d: 22.3%). Max pain ranged from $4.61 to $4.61. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.07.

Notable Days

2015-01-02: Highest Volume — 728 contracts
2015-01-14: Largest IV drop — 39.0% change
2015-01-13: Highest IV Rank — 88.5%
2015-01-28: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.59	$5.36	$5.78	$5.77	$5.65
Max Pain	$4.61	$4.61	$4.61	$4.61	$4.61
ATM IV	42.1%	32.0%	67.0%	39.4%	41.5%
Expected Move	10.9%	9.2%	13.3%	10.2%	11.9%
HV 20d	22.3%	18.4%	30.0%	30.0%	19.7%
HV 60d	27.9%	25.9%	28.9%	28.9%	25.9%
IV Rank	32.0%	9.0%	88.5%	25.7%	30.6%
IV Percentile	52.0%	6.1%	96.6%	49.3%	62.4%
Term Structure	0.4%	-15.3%	17.1%	-7.1%	-15.3%
VWIV	45.4%	36.5%	53.5%	36.5%	48.7%
Skew 25d	4.0%	-8.2%	18.9%	3.5%	18.9%
Skew 10d	6.7%	-4.8%	27.5%	18.8%	27.5%
Call IV 25d	40.3%	28.4%	54.9%	41.3%	40.0%
Put IV 25d	44.4%	33.4%	59.0%	44.8%	59.0%
Bid-Ask Spread %	109.49	91.08	126.52	97.98	103.51
Gamma HHI	0.53	0.45	0.64	0.48	0.63
Net GEX	18.7K	13.1K	27.9K	19.2K	15.9K
Net DEX	-304.2K	-441.0K	-126.4K	-431.8K	-254.9K
Net VEX	-646	-918	-434	-918	-528
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.07	0.07	0.07	0.07
Total Volume	430.8	0	728	728	704
Total OI	1,239.2	1,061	1,385	1,385	1,061

Daily Data (20 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
2015-01-02	$5.77	$4.61	39.4%	10.2%	30.0%	25.7%	36.5%	3.5%	-7.1%	19.2K	-431.8K	-918	0.07	97.98	680	48	1,337	48
2015-01-05	$5.76	$4.61	39.0%	10.0%	29.9%	24.9%	0.0%	0.0%	6.9%	20.6K	-429.5K	-860	0.00	121.24	0	0	1,337	48
2015-01-06	$5.73	$4.61	36.2%	10.2%	29.9%	18.5%	0.0%	-0.4%	5.6%	20.4K	-427.9K	-855	0.00	112.15	0	0	1,337	48
2015-01-07	$5.77	$4.61	39.3%	10.0%	28.8%	25.5%	0.0%	5.4%	9.3%	20.7K	-435.9K	-831	0.00	118.63	0	0	1,337	48
2015-01-08	$5.78	$4.61	46.1%	10.2%	28.7%	41.0%	36.9%	7.5%	3.7%	20.0K	-441.0K	-828	0.07	105.38	680	48	1,337	48
2015-01-09	$5.68	$4.61	50.0%	9.9%	21.8%	50.0%	38.6%	4.5%	0.8%	19.1K	-414.3K	-804	0.07	108.71	680	48	1,337	48
2015-01-12	$5.68	$4.61	55.4%	12.4%	19.5%	62.2%	47.3%	-0.2%	-6.6%	18.6K	-404.7K	-790	0.07	93.82	680	48	1,337	48
2015-01-13	$5.56	$4.61	67.0%	10.9%	21.1%	88.5%	45.2%	6.4%	17.1%	21.1K	-402.8K	-747	0.07	91.08	680	48	1,337	48
2015-01-14	$5.52	$4.61	40.9%	11.7%	19.0%	29.2%	45.7%	8.4%	12.2%	22.2K	-386.1K	-731	0.07	97.16	680	48	1,337	48
2015-01-15	$5.41	$4.61	44.2%	12.7%	20.0%	36.7%	49.9%	-3.0%	0.4%	27.9K	-308.0K	-619	0.07	97.80	680	48	1,337	48
2015-01-16	$5.52	$4.61	32.0%	9.2%	20.9%	9.0%	0.0%	4.4%	3.4%	25.3K	-336.0K	-563	0.00	122.09	0	0	1,337	48
2015-01-20	$5.41	$4.61	35.9%	10.3%	20.6%	17.9%	0.0%	2.1%	-2.7%	14.6K	-138.0K	-438	0.00	126.05	0	0	1,013	48
2015-01-21	$5.36	$4.61	35.9%	10.3%	20.5%	17.9%	0.0%	0.6%	-2.9%	13.4K	-126.4K	-434	0.00	126.52	0	0	1,013	48
2015-01-22	$5.44	$4.61	42.0%	12.0%	20.5%	31.8%	53.5%	-8.2%	1.8%	13.1K	-168.5K	-512	0.07	107.91	656	48	1,013	48
2015-01-23	$5.50	$4.61	42.7%	12.2%	19.9%	33.2%	48.3%	1.5%	1.3%	14.0K	-184.8K	-532	0.07	102.55	656	48	1,013	48
2015-01-26	$5.51	$4.61	35.5%	10.2%	18.4%	17.0%	0.0%	3.4%	0.9%	17.4K	-162.8K	-439	0.00	123.33	0	0	1,013	48
2015-01-27	$5.57	$4.61	34.9%	10.0%	18.9%	15.7%	0.0%	4.4%	-3.7%	18.7K	-180.3K	-449	0.00	121.50	0	0	1,013	48
2015-01-28	$5.57	$4.61	46.5%	13.3%	18.7%	42.0%	50.0%	6.9%	-6.6%	15.1K	-212.4K	-512	0.07	109.80	656	48	1,013	48
2015-01-29	$5.67	$4.61	37.9%	10.9%	20.0%	22.3%	44.9%	14.7%	-9.8%	16.5K	-238.7K	-525	0.07	102.52	656	48	1,013	48
2015-01-30	$5.65	$4.61	41.5%	11.9%	19.7%	30.6%	48.7%	18.9%	-15.3%	15.9K	-254.9K	-528	0.07	103.51	656	48	1,013	48