PATK Options History — June 2015

In June 2015, PATK traded between $10.82 and $11.80. ATM implied volatility averaged 70.5%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 69.0% (HV 20d: 139.5%). Max pain ranged from $11.85 to $17.78. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2015-06-01: Highest Volume — 199 contracts
2015-06-22: Largest IV spike — 87.8% change
2015-06-08: Highest IV Rank — 95.1%
2015-06-05: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.18	$10.82	$11.80	$11.77	$11.29
Max Pain	$14.67	$11.85	$17.78	$17.78	$11.85
ATM IV	70.5%	38.6%	107.1%	66.2%	84.3%
Expected Move	20.1%	11.1%	31.9%	19.0%	24.2%
HV 20d	139.5%	23.0%	152.7%	151.0%	24.0%
HV 60d	89.7%	89.0%	90.0%	89.0%	90.0%
IV Rank	51.2%	12.7%	95.1%	46.0%	67.7%
IV Percentile	91.8%	34.1%	99.6%	95.0%	98.0%
Term Structure	7.2%	-38.2%	141.8%	129.4%	-36.6%
VWIV	160.1%	144.5%	176.2%	144.5%	176.2%
Skew 25d	-16.6%	-110.9%	13.9%	10.4%	10.1%
Skew 10d	-7.2%	-121.1%	31.4%	8.5%	24.3%
Call IV 25d	102.2%	74.7%	165.3%	90.9%	98.5%
Put IV 25d	85.6%	48.7%	112.3%	101.3%	108.6%
Bid-Ask Spread %	130.16	124.79	138.17	131.09	133.73
Gamma HHI	0.49	0.36	0.63	0.45	0.57
Net GEX	1.8K	663	2.5K	663	1.9K
Net DEX	-90.7K	-161.1K	-44.0K	-59.5K	-53.7K
Net VEX	-413	-709	-226	-315	-245
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.02	0.02	0.00
Total Volume	105.762	21	199	199	21
Total OI	200.762	108	313	148	108

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
2015-06-01	$11.77	$17.78	66.2%	19.0%	151.0%	46.0%	144.5%	10.4%	129.4%	663	-59.5K	-315	0.02	131.09	194	5	143	5
2015-06-03	$11.80	$17.78	70.9%	20.3%	151.0%	51.6%	152.7%	11.9%	106.9%	1.4K	-161.1K	-709	0.02	130.37	194	5	305	8
2015-06-04	$11.51	$17.78	65.9%	31.3%	151.1%	45.6%	151.8%	-59.8%	141.8%	1.4K	-147.0K	-692	0.02	127.44	194	5	305	8
2015-06-05	$11.38	$17.78	64.7%	31.9%	151.4%	44.1%	162.5%	-110.9%	133.9%	2.3K	-90.6K	-445	0.02	127.55	194	5	305	5
2015-06-08	$11.01	$17.78	107.1%	16.0%	152.5%	95.1%	157.3%	-41.3%	-7.7%	1.9K	-140.4K	-629	0.02	124.79	194	5	305	5
2015-06-09	$11.11	$17.78	104.5%	16.9%	152.2%	92.0%	158.5%	-29.4%	-11.4%	1.6K	-154.7K	-666	0.02	125.29	194	5	305	5
2015-06-10	$11.11	$17.78	58.2%	16.7%	152.0%	36.3%	159.3%	-24.6%	-9.6%	1.6K	-153.6K	-668	0.02	125.12	194	5	305	5
2015-06-11	$10.82	$17.78	57.2%	16.4%	152.7%	35.1%	165.1%	-58.0%	-12.0%	1.5K	-152.0K	-635	0.02	126.52	194	5	305	5
2015-06-12	$10.96	$17.78	61.5%	17.6%	152.3%	40.3%	173.0%	13.9%	-20.8%	1.5K	-157.1K	-653	0.02	126.05	194	5	305	5
2015-06-15	$10.98	$17.78	64.0%	18.3%	152.4%	43.3%	176.2%	-61.5%	-16.3%	1.5K	-158.0K	-647	0.02	125.89	194	5	305	5
2015-06-16	$10.99	$11.85	68.0%	19.5%	152.0%	48.1%	0.0%	-30.8%	-19.3%	2.5K	-52.6K	-244	0.00	131.43	21	0	129	0
2015-06-17	$10.92	$11.85	65.5%	18.8%	152.2%	45.1%	0.0%	4.6%	-13.8%	2.0K	-44.0K	-236	0.00	130.11	21	0	129	0
2015-06-18	$11.08	$11.85	68.8%	19.7%	152.2%	49.1%	0.0%	4.4%	-30.9%	2.1K	-44.4K	-232	0.00	132.13	21	0	129	0
2015-06-19	$11.11	$11.85	38.6%	11.1%	151.5%	12.7%	0.0%	-22.5%	-4.8%	2.2K	-47.1K	-245	0.00	128.61	21	0	129	0
2015-06-22	$11.07	$11.85	72.5%	20.8%	151.7%	53.6%	0.0%	5.8%	-38.2%	2.1K	-46.9K	-233	0.00	133.03	21	0	108	0
2015-06-23	$11.09	$11.85	73.3%	21.0%	151.2%	54.5%	0.0%	4.9%	-33.8%	2.1K	-44.3K	-226	0.00	133.10	21	0	108	0
2015-06-24	$11.08	$11.85	74.5%	21.4%	151.0%	55.9%	0.0%	5.2%	-32.2%	2.1K	-44.2K	-227	0.00	133.73	21	0	108	0
2015-06-25	$11.24	$11.85	70.0%	20.1%	151.0%	50.6%	0.0%	4.0%	-25.6%	1.8K	-50.9K	-244	0.00	138.17	21	0	108	0
2015-06-26	$11.40	$11.85	68.2%	19.6%	150.9%	48.4%	0.0%	6.9%	-27.3%	2.0K	-53.0K	-248	0.00	136.12	21	0	108	0
2015-06-29	$11.10	$11.85	77.5%	22.2%	23.0%	59.5%	0.0%	8.4%	-21.1%	1.6K	-50.0K	-240	0.00	133.20	21	0	108	0
2015-06-30	$11.29	$11.85	84.3%	24.2%	24.0%	67.7%	0.0%	10.1%	-36.6%	1.9K	-53.7K	-245	0.00	133.73	21	0	108	0