PATK Options History — September 2015

Name: PATK Options Analytics - September 2015
Creator: Options Analysis Suite

In September 2015, PATK traded between $11.64 and $14.00. ATM implied volatility averaged 44.2%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 13.3% (HV 20d: 57.5%). Max pain ranged from $7.90 to $7.90. Net GEX was positive for 19 of 19 trading days. Put/call ratio averaged 3.00.

Notable Days

2015-09-01: Highest Volume — 29 contracts
2015-09-02: Largest IV spike — 29.1% change
2015-09-23: Highest IV Rank — 22.7%
2015-09-23: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.77	$11.64	$14.00	$12.59	$11.72
Max Pain	$7.90	$7.90	$7.90	$7.90	$7.90
ATM IV	44.2%	34.4%	61.0%	34.4%	48.0%
Expected Move	12.7%	9.8%	17.5%	9.8%	13.8%
HV 20d	57.5%	51.0%	64.4%	52.1%	61.9%
HV 60d	40.0%	36.2%	43.6%	37.4%	43.2%
IV Rank	10.7%	4.5%	22.7%	4.5%	13.3%
IV Percentile	44.7%	6.0%	73.8%	6.0%	58.3%
VWIV	47.7%	30.1%	59.6%	30.1%	45.9%
Skew 25d	7.2%	-2.9%	16.0%	16.0%	5.1%
Skew 10d	23.8%	11.6%	34.1%	11.6%	28.8%
Call IV 25d	62.4%	45.0%	76.7%	45.0%	76.7%
Put IV 25d	69.6%	49.4%	83.3%	61.1%	81.8%
Bid-Ask Spread %	117.78	112.07	126.67	126.67	120.79
Gamma HHI	0.81	0.77	0.86	0.82	0.79
Net GEX	1.9K	1.5K	2.7K	2.0K	1.9K
Net DEX	-69.7K	-94.8K	-47.4K	-62.3K	-47.5K
Net VEX	-152	-178	-122	-173	-122
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.00	3.00	3.00	3.00	3.00
Total Volume	29	29	29	29	29
Total OI	89	89	89	89	89

Daily Data (19 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
2015-09-01	$12.59	$7.90	34.4%	9.8%	52.1%	4.5%	30.1%	16.0%	0.0%	2.0K	-62.3K	-173	3.00	126.67	8	21	89
2015-09-02	$12.87	$7.90	44.4%	12.7%	52.3%	11.7%	47.4%	-2.9%	0.0%	1.9K	-72.4K	-175	3.00	113.51	8	21	89
2015-09-03	$13.17	$7.90	42.3%	12.1%	52.5%	10.2%	41.1%	10.1%	0.0%	2.0K	-75.4K	-173	3.00	112.14	8	21	89
2015-09-04	$13.13	$7.90	42.0%	12.0%	52.1%	8.9%	42.4%	9.7%	0.0%	1.8K	-74.6K	-178	3.00	112.07	8	21	89
2015-09-09	$13.19	$7.90	39.9%	11.5%	51.0%	7.5%	44.0%	8.5%	0.0%	1.6K	-78.9K	-169	3.00	118.45	8	21	89
2015-09-10	$13.16	$7.90	40.3%	11.5%	51.2%	7.7%	44.0%	11.1%	0.0%	1.6K	-77.4K	-169	3.00	119.00	8	21	89
2015-09-11	$13.13	$7.90	41.8%	12.0%	51.3%	8.8%	44.7%	4.6%	0.0%	2.0K	-77.7K	-163	3.00	116.83	8	21	89
2015-09-14	$14.00	$7.90	41.0%	11.8%	55.1%	8.2%	45.5%	0.5%	0.0%	2.6K	-94.8K	-130	3.00	115.94	8	21	89
2015-09-16	$13.56	$7.90	40.9%	11.7%	56.5%	8.2%	57.3%	9.1%	0.0%	1.9K	-86.2K	-155	3.00	115.80	8	21	89
2015-09-17	$13.58	$7.90	40.0%	11.5%	56.5%	7.5%	57.1%	8.5%	0.0%	1.9K	-84.9K	-158	3.00	117.11	8	21	89
2015-09-18	$13.79	$7.90	41.0%	11.8%	56.6%	8.3%	56.0%	12.4%	0.0%	2.7K	-90.0K	-131	3.00	116.05	8	21	89
2015-09-21	$12.71	$7.90	42.6%	12.2%	64.4%	9.4%	52.8%	4.8%	0.0%	1.5K	-76.6K	-149	3.00	120.93	8	21	89
2015-09-22	$12.45	$7.90	51.7%	14.8%	63.4%	15.9%	56.9%	6.4%	0.0%	1.7K	-62.4K	-155	3.00	117.43	8	21	89
2015-09-23	$12.39	$7.90	61.0%	17.5%	62.5%	22.7%	59.6%	13.7%	0.0%	1.5K	-62.4K	-156	3.00	113.09	8	21	89
2015-09-24	$12.04	$7.90	44.9%	12.9%	63.0%	11.0%	47.5%	-0.1%	0.0%	2.2K	-57.0K	-147	3.00	120.24	8	21	89
2015-09-25	$11.82	$7.90	47.2%	13.5%	63.5%	12.7%	44.7%	3.8%	0.0%	2.0K	-48.1K	-137	3.00	121.05	8	21	89
2015-09-28	$11.64	$7.90	48.8%	14.0%	63.9%	13.8%	46.0%	7.9%	0.0%	1.8K	-47.4K	-126	3.00	120.62	8	21	89
2015-09-29	$11.74	$7.90	47.5%	13.6%	62.1%	12.9%	43.4%	8.3%	0.0%	1.9K	-48.8K	-124	3.00	120.10	8	21	89
2015-09-30	$11.72	$7.90	48.0%	13.8%	61.9%	13.3%	45.9%	5.1%	0.0%	1.9K	-47.5K	-122	3.00	120.79	8	21	89