PATK Options History — April 2015

In April 2015, PATK traded between $7.65 and $8.42. ATM implied volatility averaged 48.3%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 25.6% (HV 20d: 22.7%). Max pain ranged from $5.27 to $5.27. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.02.

Notable Days

2015-04-10: Highest Volume — 678 contracts
2015-04-08: Largest IV drop — 45.7% change
2015-04-28: Highest IV Rank — 51.9%
2015-04-28: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.03	$7.65	$8.42	$8.26	$7.94
Max Pain	$5.27	$5.27	$5.27	$5.27	$5.27
ATM IV	48.3%	33.0%	61.3%	47.3%	51.7%
Expected Move	13.3%	9.5%	17.6%	13.5%	14.8%
HV 20d	22.7%	14.3%	30.4%	14.3%	30.4%
HV 60d	38.5%	37.5%	39.9%	37.5%	39.9%
IV Rank	31.6%	7.8%	51.9%	30.0%	36.9%
IV Percentile	71.8%	8.9%	94.5%	78.4%	85.8%
Term Structure	-2.5%	-14.3%	10.3%	-1.4%	-7.3%
VWIV	47.9%	34.2%	74.6%	37.9%	36.2%
Skew 25d	8.0%	-23.0%	31.0%	16.8%	-6.2%
Skew 10d	-1.7%	-36.6%	21.6%	14.7%	-14.1%
Call IV 25d	67.4%	45.4%	91.0%	64.3%	88.6%
Put IV 25d	75.4%	46.4%	103.1%	81.1%	82.3%
Bid-Ask Spread %	113.73	107.63	124.82	124.82	120.02
Gamma HHI	0.43	0.31	0.50	0.37	0.41
Net GEX	6.0K	3.3K	7.3K	3.5K	7.0K
Net DEX	-356.9K	-394.0K	-307.8K	-307.8K	-394.0K
Net VEX	-792	-907	-532	-539	-800
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.03	0.01	0.03
Total Volume	552.19	80	678	539	471
Total OI	669.714	497	759	497	759

Daily Data (21 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
2015-04-01	$8.26	$0.00	47.3%	13.5%	14.3%	30.0%	0.0%	16.8%	-1.4%	3.5K	-307.8K	-539	0.01	124.82	527	12	485	12
2015-04-02	$8.42	$5.27	48.6%	11.9%	14.9%	32.0%	37.9%	10.6%	-12.3%	3.4K	-322.4K	-532	0.02	109.91	453	12	486	12
2015-04-06	$8.33	$5.27	53.7%	9.5%	15.1%	40.0%	39.7%	8.7%	2.0%	3.3K	-321.8K	-565	0.01	113.05	594	12	498	12
2015-04-07	$8.15	$5.27	60.8%	12.9%	17.8%	51.1%	37.0%	7.7%	8.8%	6.3K	-364.6K	-893	0.01	107.63	558	12	656	12
2015-04-08	$8.04	$5.27	33.0%	9.5%	18.8%	7.8%	74.6%	1.0%	-6.4%	5.8K	-358.0K	-820	0.00	120.03	80	0	656	12
2015-04-09	$7.88	$5.27	36.6%	10.5%	20.7%	13.3%	37.9%	8.5%	6.4%	5.9K	-340.8K	-856	0.01	111.64	656	12	656	12
2015-04-10	$8.04	$5.27	39.2%	11.3%	21.5%	17.5%	50.7%	-4.8%	-2.4%	6.6K	-375.2K	-835	0.01	110.67	666	12	680	12
2015-04-13	$8.06	$5.27	45.4%	13.0%	20.0%	27.0%	43.4%	0.5%	3.7%	6.2K	-367.9K	-907	0.01	111.77	666	12	687	12
2015-04-14	$8.07	$5.27	48.6%	13.9%	19.7%	32.0%	42.6%	9.1%	-0.8%	6.1K	-382.3K	-839	0.01	110.00	666	12	687	12
2015-04-15	$7.99	$5.27	50.7%	14.5%	19.1%	35.3%	45.0%	10.0%	-3.7%	6.2K	-369.0K	-867	0.01	110.29	666	12	687	12
2015-04-16	$7.85	$5.27	39.8%	11.4%	19.9%	18.3%	40.6%	3.0%	1.9%	6.2K	-354.9K	-828	0.01	114.20	666	12	687	12
2015-04-17	$7.65	$5.27	43.7%	12.5%	21.3%	24.4%	49.7%	-23.0%	-13.3%	5.9K	-332.0K	-836	0.01	115.62	513	12	687	12
2015-04-20	$8.00	$5.27	44.3%	12.7%	26.5%	25.4%	50.0%	24.2%	-2.9%	6.6K	-362.2K	-848	0.01	112.30	513	12	696	12
2015-04-21	$7.95	$5.27	49.7%	14.3%	26.6%	33.8%	55.5%	5.7%	2.6%	6.4K	-349.0K	-815	0.01	110.75	513	12	669	12
2015-04-22	$7.82	$5.27	40.8%	11.7%	27.0%	19.9%	54.0%	-7.5%	0.2%	6.3K	-332.6K	-822	0.01	117.02	513	12	669	12
2015-04-23	$7.98	$5.27	49.2%	14.1%	28.1%	32.9%	48.5%	13.7%	-12.0%	6.3K	-349.2K	-772	0.01	112.63	527	12	669	12
2015-04-24	$8.02	$5.27	55.1%	15.8%	28.0%	42.2%	34.2%	27.6%	10.3%	6.5K	-380.4K	-812	0.01	114.53	527	12	701	12
2015-04-27	$7.99	$5.27	57.9%	16.6%	28.0%	46.5%	61.1%	19.0%	-2.5%	6.9K	-372.7K	-811	0.01	113.77	527	12	701	12
2015-04-28	$8.20	$5.27	61.3%	17.6%	29.7%	51.9%	65.5%	31.0%	-14.3%	7.3K	-382.5K	-823	0.03	113.41	527	18	701	12
2015-04-29	$8.07	$5.27	57.6%	16.5%	30.1%	46.1%	54.5%	12.0%	-8.1%	6.9K	-375.7K	-818	0.03	114.28	527	18	701	18
2015-04-30	$7.94	$5.27	51.7%	14.8%	30.4%	36.9%	36.2%	-6.2%	-7.3%	7.0K	-394.0K	-800	0.03	120.02	453	18	741	18