PATK Options History — October 2015 In October 2015, PATK traded between $11.78 and $13.94. ATM implied volatility averaged 51.7%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 12.4% (HV 20d: 39.3%). Max pain ranged from $7.90 to $11.85. Net GEX was positive for 21 of 21 trading days. Put/call ratio averaged 4.87.
Notable Days 2015-10-28 : Highest Volume — 53 contracts2015-10-13 : Largest IV spike — 58.9% change2015-10-30 : Highest IV Rank — 26.0%2015-10-30 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $12.95 $11.78 $13.94 $11.78 $12.03 Max Pain $11.29 $7.90 $11.85 $7.90 $11.85 ATM IV 51.7% 36.8% 65.6% 46.9% 65.6% Expected Move 14.8% 10.5% 18.8% 13.4% 18.8% HV 20d 39.3% 23.2% 61.9% 61.9% 48.4% HV 60d 43.9% 43.0% 48.4% 43.1% 48.4% IV Rank 16.0% 5.2% 26.0% 12.4% 26.0% IV Percentile 59.6% 12.3% 79.4% 54.8% 79.4% VWIV 65.1% 45.8% 77.8% 45.8% 69.2% Skew 25d 14.0% -7.2% 27.9% 23.3% 5.1% Skew 10d 21.8% 8.4% 43.4% 34.8% 29.6% Call IV 25d 69.3% 54.0% 91.3% 69.3% 91.2% Put IV 25d 83.3% 62.5% 96.2% 92.6% 96.2% Bid-Ask Spread % 125.07 112.00 134.68 121.43 134.68 Gamma HHI 0.78 0.63 0.92 0.77 0.65 Net GEX 1.8K 1.3K 3.3K 1.6K 1.7K Net DEX -68.4K -98.0K -49.1K -54.2K -53.4K Net VEX -130 -163 -65 -138 -114 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.87 2.75 5.50 3.00 2.75 Total Volume 46.143 29 53 29 53 Total OI 105 89 113 89 113
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 2015-10-01 $11.78 $7.90 46.9% 13.4% 61.9% 12.4% 45.8% 23.3% 0.0% 1.6K -54.2K -138 3.00 121.43 8 21 89 0 2015-10-02 $11.80 $7.90 47.6% 13.6% 44.4% 13.0% 46.3% 11.0% 0.0% 1.9K -49.1K -125 3.00 122.17 8 21 89 0 2015-10-06 $12.14 $7.90 56.2% 16.1% 44.9% 19.2% 54.9% 21.9% 0.0% 1.6K -57.8K -134 5.50 120.57 8 39 89 0 2015-10-07 $12.62 $11.85 50.9% 14.6% 46.4% 15.4% 57.1% 27.9% 0.0% 1.4K -57.3K -163 5.50 120.25 8 39 89 18 2015-10-08 $12.87 $11.85 44.2% 12.7% 47.1% 10.5% 56.2% 23.9% 0.0% 1.6K -62.1K -158 5.50 125.61 8 39 89 18 2015-10-09 $12.95 $11.85 43.9% 12.6% 47.1% 10.3% 59.6% 15.6% 0.0% 1.5K -66.7K -157 5.50 126.71 8 39 89 18 2015-10-12 $12.79 $11.85 36.8% 10.5% 47.3% 5.2% 60.7% 10.8% 0.0% 1.5K -65.5K -149 5.50 127.85 8 39 89 18 2015-10-13 $12.95 $11.85 58.4% 16.8% 47.6% 20.8% 69.9% -7.2% 0.0% 1.7K -65.9K -148 5.50 112.00 8 39 89 18 2015-10-14 $12.81 $11.85 50.5% 14.5% 40.9% 15.1% 55.0% 11.8% 0.0% 1.9K -58.0K -141 5.50 122.97 8 39 89 18 2015-10-15 $13.27 $11.85 53.8% 15.4% 41.8% 17.5% 70.0% 20.6% 0.0% 1.5K -68.9K -141 5.50 125.04 8 39 89 18 2015-10-16 $13.33 $11.85 55.9% 16.0% 41.9% 19.0% 74.1% 18.8% 0.0% 1.4K -73.7K -143 5.50 126.12 8 39 89 18 2015-10-19 $13.32 $11.85 55.4% 15.9% 41.4% 18.6% 68.0% 16.3% 0.0% 2.0K -72.0K -128 5.50 124.23 8 39 89 18 2015-10-20 $13.21 $11.85 53.6% 15.4% 29.1% 17.3% 68.2% 17.6% 0.0% 1.9K -69.9K -130 5.50 125.08 8 39 89 18 2015-10-21 $13.32 $11.85 56.7% 16.3% 27.9% 19.6% 69.0% 23.3% 0.0% 2.4K -74.3K -120 5.50 121.66 8 39 89 18 2015-10-22 $13.40 $11.85 56.0% 16.1% 27.7% 19.0% 71.9% 12.6% 0.0% 1.5K -71.9K -125 5.50 128.35 8 39 89 18 2015-10-23 $13.55 $11.85 54.6% 15.7% 25.0% 18.1% 77.8% 8.7% 0.0% 1.4K -81.4K -119 5.50 129.08 8 39 89 18 2015-10-26 $13.66 $11.85 45.2% 13.0% 23.3% 11.3% 77.4% 3.9% 0.0% 2.2K -85.2K -103 5.50 121.73 8 39 89 18 2015-10-27 $13.46 $11.85 40.2% 11.5% 23.2% 7.6% 70.9% 10.0% 0.0% 2.5K -79.2K -100 5.50 127.10 8 39 89 18 2015-10-28 $13.94 $11.85 55.7% 16.0% 25.2% 18.9% 72.1% 0.0% 0.0% 3.3K -98.0K -65 2.75 129.42 14 39 89 18 2015-10-29 $12.74 $11.85 57.7% 16.5% 43.2% 20.3% 73.2% 4.4% 0.0% 1.3K -72.2K -120 2.75 134.34 14 39 95 18 2015-10-30 $12.03 $11.85 65.6% 18.8% 48.4% 26.0% 69.2% 5.1% 0.0% 1.7K -53.4K -114 2.75 134.68 14 39 95 18
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