PATK Options History — July 2015

In July 2015, PATK traded between $10.61 and $12.08. ATM implied volatility averaged 84.1%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 59.2% (HV 20d: 24.8%). Max pain ranged from $11.85 to $11.85. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2015-07-17: Highest Volume — 27 contracts
2015-07-13: Largest IV spike — 97.9% change
2015-07-08: Highest IV Rank — 100.0%
2015-07-02: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.33	$10.61	$12.08	$11.45	$10.69
Max Pain	$11.85	$11.85	$11.85	$11.85	$11.85
ATM IV	84.1%	60.1%	164.3%	71.8%	65.6%
Expected Move	18.5%	14.5%	22.9%	20.6%	18.8%
HV 20d	24.8%	19.3%	28.4%	24.6%	28.3%
HV 60d	89.7%	89.4%	90.0%	90.0%	89.8%
IV Rank	50.4%	23.6%	100.0%	52.6%	27.6%
IV Percentile	91.3%	78.2%	100.0%	94.8%	83.3%
Term Structure	-33.0%	-65.7%	-4.7%	-35.4%	-65.7%
VWIV	70.4%	48.8%	113.0%	67.7%	113.0%
Skew 25d	21.9%	-24.6%	50.7%	1.5%	-24.6%
Skew 10d	29.8%	-28.6%	88.6%	11.3%	-28.6%
Call IV 25d	67.0%	42.0%	108.2%	108.2%	108.2%
Put IV 25d	88.9%	53.6%	113.7%	109.7%	83.6%
Bid-Ask Spread %	126.69	118.29	135.34	129.93	131.03
Gamma HHI	0.57	0.42	0.66	0.58	0.59
Net GEX	1.9K	1.4K	2.6K	2.0K	1.4K
Net DEX	-51.4K	-63.4K	-31.8K	-54.2K	-34.3K
Net VEX	-221	-244	-142	-244	-162
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	24.227	21	27	21	26
Total OI	110.273	108	113	108	113

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	Spread %	Call Vol	Call OI
2015-07-01	$11.45	$11.85	71.8%	20.6%	24.6%	52.6%	0.0%	1.5%	-35.4%	2.0K	-54.2K	-244	129.93	21	108
2015-07-02	$11.30	$11.85	79.9%	22.9%	23.4%	62.4%	0.0%	8.1%	-33.0%	1.9K	-51.3K	-240	135.34	21	108
2015-07-06	$11.37	$11.85	87.6%	14.9%	23.2%	71.7%	67.7%	24.3%	-29.1%	1.9K	-53.3K	-234	126.11	21	108
2015-07-07	$11.44	$11.85	96.7%	14.5%	19.8%	82.7%	60.6%	36.7%	-31.8%	1.9K	-53.9K	-241	126.42	21	108
2015-07-08	$11.27	$11.85	112.2%	15.7%	20.5%	100.0%	62.9%	38.1%	-4.7%	1.8K	-51.8K	-233	125.81	21	108
2015-07-09	$11.30	$11.85	116.1%	15.9%	20.5%	100.0%	60.2%	38.0%	-8.9%	1.8K	-50.7K	-234	127.26	21	108
2015-07-10	$11.55	$11.85	79.7%	14.8%	19.3%	58.6%	66.1%	29.4%	-27.0%	2.1K	-53.8K	-230	127.65	21	108
2015-07-13	$11.96	$11.85	157.7%	17.1%	22.1%	100.0%	48.8%	11.5%	-19.1%	2.3K	-58.6K	-232	118.29	21	108
2015-07-14	$12.08	$11.85	164.3%	16.5%	22.1%	100.0%	51.0%	38.0%	-22.3%	2.6K	-63.4K	-236	124.25	26	108
2015-07-15	$11.70	$11.85	61.0%	17.5%	25.7%	24.2%	62.0%	32.6%	-37.1%	2.6K	-58.8K	-238	123.32	26	108
2015-07-16	$11.54	$11.85	60.3%	17.3%	26.2%	23.7%	62.2%	32.0%	-34.5%	2.0K	-53.8K	-230	125.27	26	108
2015-07-17	$11.53	$11.85	63.3%	18.1%	25.9%	25.9%	63.0%	34.0%	-34.7%	2.1K	-49.5K	-213	124.61	27	108
2015-07-20	$11.58	$11.85	65.3%	18.7%	25.9%	27.4%	54.1%	50.7%	-27.3%	1.8K	-62.0K	-244	125.07	26	113
2015-07-21	$11.51	$11.85	67.8%	19.4%	25.9%	29.2%	67.2%	35.6%	-36.4%	1.9K	-56.0K	-233	124.92	26	113
2015-07-22	$11.42	$11.85	60.1%	17.2%	26.2%	23.6%	78.0%	21.3%	-37.2%	1.8K	-54.4K	-230	126.78	26	113
2015-07-23	$11.28	$11.85	65.1%	18.7%	26.6%	27.2%	77.7%	31.1%	-17.8%	1.7K	-54.0K	-231	130.37	26	113
2015-07-24	$11.00	$11.85	67.0%	19.2%	27.7%	28.6%	76.3%	29.9%	-21.6%	1.9K	-52.2K	-223	126.41	26	113
2015-07-27	$10.79	$11.85	78.2%	22.4%	27.7%	36.8%	82.0%	-16.7%	-49.9%	1.8K	-36.8K	-172	125.24	26	113
2015-07-28	$11.07	$11.85	76.2%	21.8%	27.9%	35.3%	81.0%	13.6%	-47.6%	1.9K	-48.7K	-210	127.14	26	113
2015-07-29	$10.81	$11.85	73.7%	21.1%	28.4%	33.5%	87.6%	10.0%	-56.7%	1.8K	-47.7K	-208	127.64	26	113
2015-07-30	$10.61	$11.85	79.5%	22.8%	28.3%	37.8%	87.5%	7.2%	-48.1%	1.6K	-31.8K	-142	128.43	26	113
2015-07-31	$10.69	$11.85	65.6%	18.8%	28.3%	27.6%	113.0%	-24.6%	-65.7%	1.4K	-34.3K	-162	131.03	26	113