PATK Options History — August 2015 In August 2015, PATK traded between $10.60 and $11.72. ATM implied volatility averaged 82.2%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 51.2% (HV 20d: 31.0%). Max pain ranged from $7.90 to $11.85. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 0 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2015-08-04 : Highest Volume — 26 contracts2015-08-21 : Largest IV drop — 62.5% change2015-08-18 : Highest IV Rank — 100.0%2015-08-13 : Largest Expected Move — 33.8%Monthly Statistics Metric Avg Min Max Open Close Price $11.11 $10.60 $11.72 $10.74 $11.19 Max Pain $9.66 $7.90 $11.85 $11.85 $7.90 ATM IV 82.2% 35.8% 168.0% 84.0% 41.1% Expected Move 18.6% 10.3% 33.8% 24.1% 11.8% HV 20d 31.0% 27.8% 35.1% 28.3% 33.2% HV 60d 83.2% 28.4% 90.5% 89.8% 28.4% IV Rank 39.4% 5.6% 100.0% 41.1% 9.4% IV Percentile 70.2% 10.7% 100.0% 95.2% 37.3% Term Structure -62.6% -78.2% -41.8% -41.8% -78.1% VWIV 74.0% 40.3% 119.3% 98.6% 49.2% Skew 25d 14.4% 3.1% 70.6% 8.4% 11.9% Skew 10d 27.4% 14.3% 92.3% 32.6% 16.8% Call IV 25d 79.8% 46.6% 135.5% 107.7% 51.6% Put IV 25d 94.2% 51.9% 167.4% 116.0% 63.5% Bid-Ask Spread % 129.54 126.65 133.89 129.88 128.70 Gamma HHI 0.63 0.55 0.73 0.55 0.70 Net GEX 1.7K 1.2K 2.2K 1.6K 1.4K Net DEX -43.0K -55.2K -29.9K -39.3K -39.0K Net VEX -170 -203 -127 -177 -148 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 20 8 26 26 8 Total OI 105 89 113 113 89
Daily Data (18 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 2015-08-04 $10.74 $11.85 84.0% 24.1% 28.3% 41.1% 98.6% 8.4% -41.8% 1.6K -39.3K -177 0.00 129.88 26 0 113 0 2015-08-05 $11.09 $11.85 89.8% 25.7% 30.7% 45.3% 100.0% 3.4% -59.1% 1.9K -50.5K -203 0.00 129.61 26 0 113 0 2015-08-06 $10.87 $11.85 88.3% 25.3% 31.0% 44.2% 102.5% 9.1% -63.1% 2.2K -42.0K -176 0.00 130.90 26 0 113 0 2015-08-07 $11.05 $11.85 88.0% 25.2% 31.6% 44.0% 102.3% 7.7% -49.3% 2.0K -48.4K -193 0.00 131.23 26 0 113 0 2015-08-10 $11.11 $11.85 105.8% 30.3% 30.5% 57.0% 117.3% 4.9% -78.2% 1.6K -44.3K -188 0.00 129.61 26 0 113 0 2015-08-12 $11.23 $11.85 102.6% 29.4% 27.8% 54.7% 119.3% 9.9% -60.3% 1.8K -47.7K -189 0.00 131.25 26 0 113 0 2015-08-13 $11.60 $11.85 118.1% 33.8% 30.2% 66.1% 111.9% 70.6% -71.1% 2.0K -52.8K -193 0.00 128.91 26 0 113 0 2015-08-14 $11.61 $11.85 109.8% 31.5% 28.1% 60.0% 119.2% 35.3% -78.1% 2.1K -53.5K -195 0.00 132.22 26 0 113 0 2015-08-17 $11.72 $7.90 149.5% 10.3% 27.8% 89.2% 42.8% 14.4% 0.0% 2.1K -55.2K -189 0.00 126.65 26 0 113 0 2015-08-18 $11.53 $7.90 168.0% 10.5% 28.5% 100.0% 44.0% 12.2% 0.0% 2.0K -52.5K -188 0.00 126.89 26 0 113 0 2015-08-20 $11.12 $7.90 102.0% 10.9% 31.1% 52.8% 45.2% 10.6% 0.0% 1.4K -43.2K -166 0.00 127.39 26 0 113 0 2015-08-21 $10.84 $7.90 38.2% 11.0% 32.2% 7.3% 47.8% 9.3% 0.0% 1.3K -35.7K -151 0.00 128.18 26 0 113 0 2015-08-24 $10.62 $7.90 39.7% 11.4% 32.8% 8.4% 44.6% 5.7% 0.0% 1.2K -30.8K -134 0.00 129.95 8 0 89 0 2015-08-25 $10.60 $7.90 37.2% 10.7% 32.6% 6.5% 40.3% 3.1% 0.0% 1.4K -29.9K -127 0.00 133.89 8 0 89 0 2015-08-26 $10.71 $7.90 41.3% 11.8% 31.8% 9.5% 48.3% 15.6% 0.0% 1.2K -35.0K -148 0.00 127.02 8 0 89 0 2015-08-27 $11.20 $7.90 35.8% 10.3% 35.1% 5.6% 48.9% 17.5% 0.0% 1.5K -37.1K -146 0.00 130.10 8 0 89 0 2015-08-28 $11.08 $7.90 40.2% 11.5% 34.2% 8.7% 50.2% 10.0% 0.0% 1.4K -37.8K -151 0.00 129.33 8 0 89 0 2015-08-31 $11.19 $7.90 41.1% 11.8% 33.2% 9.4% 49.2% 11.9% 0.0% 1.4K -39.0K -148 0.00 128.70 8 0 89 0
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