PATK Options History — March 2015

In March 2015, PATK traded between $7.34 and $8.25. ATM implied volatility averaged 43.3%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 1.0% (HV 20d: 42.4%). Max pain ranged from $7.90 to $7.90. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2015-03-02: Highest Volume — 836 contracts
2015-03-09: Largest IV spike — 52.3% change
2015-03-09: Highest IV Rank — 55.3%
2015-03-02: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.85	$7.34	$8.25	$7.34	$8.19
Max Pain	$7.90	$7.90	$7.90	$7.90	$7.90
ATM IV	43.3%	32.3%	63.5%	61.5%	50.4%
Expected Move	12.0%	9.3%	17.6%	17.6%	14.4%
HV 20d	42.4%	14.5%	59.6%	59.0%	14.5%
HV 60d	38.7%	37.5%	40.7%	40.7%	37.6%
IV Rank	23.9%	6.6%	55.3%	52.2%	34.8%
IV Percentile	54.6%	5.9%	95.6%	94.9%	83.8%
Term Structure	-5.5%	-35.7%	6.4%	-31.9%	-9.8%
VWIV	58.8%	39.7%	76.2%	60.4%	76.2%
Skew 25d	4.6%	-22.9%	21.2%	-18.3%	5.0%
Skew 10d	13.2%	-25.8%	47.5%	19.2%	18.0%
Call IV 25d	53.3%	28.9%	70.1%	68.5%	70.1%
Put IV 25d	57.9%	39.8%	87.2%	50.3%	75.2%
Bid-Ask Spread %	124.78	118.19	128.56	120.17	125.58
Gamma HHI	0.49	0.31	0.68	0.51	0.40
Net GEX	-5.3K	-17.1K	3.1K	-7.4K	3.0K
Net DEX	-180.3K	-318.1K	-57.8K	-64.7K	-313.6K
Net VEX	-320	-561	-92	-561	-492
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	0.84	0.63	0.01
Total Volume	246.864	0	836	836	530
Total OI	721.636	344	909	909	497

Daily Data (22 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
2015-03-02	$7.34	$7.90	61.5%	17.6%	59.0%	52.2%	60.4%	-18.3%	-31.9%	-7.4K	-64.7K	-561	0.63	120.17	513	323	396	513
2015-03-03	$7.50	$7.90	42.2%	12.1%	59.1%	22.0%	39.7%	-22.9%	-15.1%	-17.1K	-110.8K	-524	0.63	121.26	513	323	396	513
2015-03-04	$7.49	$7.90	57.5%	16.5%	59.4%	45.9%	76.2%	21.2%	-3.3%	-5.1K	-120.9K	-515	0.84	128.56	383	323	396	513
2015-03-05	$7.48	$0.00	38.7%	11.9%	59.2%	16.6%	0.0%	13.9%	3.3%	-6.3K	-129.7K	-452	0.84	118.19	383	323	377	513
2015-03-06	$7.40	$0.00	41.7%	11.7%	59.6%	21.3%	0.0%	12.8%	1.6%	-14.7K	-110.2K	-464	0.84	119.33	383	323	377	513
2015-03-09	$7.39	$0.00	63.5%	10.3%	59.5%	55.3%	0.0%	11.2%	0.8%	-11.9K	-57.8K	-463	0.00	126.12	0	0	351	513
2015-03-10	$7.47	$0.00	41.5%	9.8%	59.2%	21.0%	0.0%	3.4%	6.4%	-14.0K	-85.8K	-408	0.00	125.51	0	0	351	513
2015-03-11	$7.48	$0.00	35.6%	10.2%	59.3%	11.8%	0.0%	3.6%	3.2%	-10.6K	-80.4K	-409	0.00	125.15	0	0	351	513
2015-03-12	$7.57	$0.00	37.0%	10.6%	58.6%	14.0%	0.0%	3.6%	-0.1%	-9.5K	-97.7K	-365	0.00	125.63	0	0	351	513
2015-03-13	$7.75	$0.00	38.2%	10.9%	58.8%	15.8%	0.0%	3.9%	-3.1%	-9.3K	-129.8K	-340	0.00	124.57	0	0	351	513
2015-03-16	$7.84	$0.00	37.2%	10.7%	58.7%	14.2%	0.0%	3.4%	-5.7%	-8.5K	-146.1K	-268	0.00	126.10	0	0	351	513
2015-03-17	$7.99	$0.00	32.3%	9.3%	58.2%	6.6%	0.0%	19.7%	1.7%	-8.4K	-185.7K	-228	0.00	124.29	0	0	351	513
2015-03-18	$8.03	$0.00	35.7%	10.2%	58.2%	11.9%	0.0%	3.4%	2.5%	-8.2K	-202.1K	-170	0.00	126.25	0	0	351	513
2015-03-19	$8.12	$0.00	35.5%	10.2%	23.6%	11.7%	0.0%	3.2%	-0.2%	-281	-269.9K	-92	0.00	126.70	0	0	351	513
2015-03-20	$8.24	$0.00	39.9%	11.4%	21.4%	18.5%	0.0%	3.8%	-5.6%	1.7K	-270.4K	-124	0.00	126.89	0	0	351	513
2015-03-23	$8.24	$0.00	38.4%	11.0%	19.8%	16.1%	0.0%	3.9%	-10.4%	1.5K	-267.8K	-97	0.00	125.66	0	0	345	0
2015-03-24	$8.20	$0.00	43.0%	12.3%	19.6%	23.3%	0.0%	4.4%	-1.5%	1.6K	-264.0K	-119	0.00	126.80	0	12	345	0
2015-03-25	$8.16	$0.00	43.8%	12.6%	19.8%	24.6%	0.0%	4.0%	2.9%	1.6K	-254.6K	-142	0.00	127.43	18	0	345	12
2015-03-26	$8.22	$0.00	48.0%	13.8%	16.5%	31.1%	0.0%	6.7%	-3.0%	1.7K	-237.6K	-170	0.02	123.32	345	12	332	12
2015-03-27	$8.24	$0.00	41.9%	12.0%	15.1%	21.6%	0.0%	4.1%	-17.1%	1.4K	-249.8K	-116	0.00	128.00	194	0	332	12
2015-03-30	$8.25	$0.00	50.4%	14.5%	15.1%	34.9%	0.0%	7.4%	-35.7%	3.1K	-318.1K	-513	0.01	123.72	518	12	485	12
2015-03-31	$8.19	$0.00	50.4%	14.4%	14.5%	34.8%	0.0%	5.0%	-9.8%	3.0K	-313.6K	-492	0.01	125.58	518	12	485	12