PATK Options History — November 2015

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

In November 2015, PATK traded between $11.26 and $12.32. ATM implied volatility averaged 88.3%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 39.6% (HV 20d: 48.7%). Max pain ranged from $11.85 to $11.85. Net GEX was positive for 9 of 12 trading days. Put/call ratio averaged 2.75.

Notable Days

2015-11-02: Highest Volume — 53 contracts
2015-11-20: Largest IV drop — 100.0% change
2015-11-17: Highest IV Rank — 100.0%
2015-11-17: Largest Expected Move — 52.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.81	$11.26	$12.32	$12.14	$11.88
Max Pain	$11.85	$11.85	$11.85	$11.85	$11.85
ATM IV	88.3%	7.1%	181.7%	78.1%	7.1%
Expected Move	25.3%	2.0%	52.1%	22.4%	2.0%
HV 20d	48.7%	45.8%	52.2%	48.5%	52.2%
HV 60d	49.1%	48.2%	50.5%	48.2%	50.4%
IV Rank	42.9%	0.0%	100.0%	35.1%	0.0%
IV Percentile	80.3%	0.0%	100.0%	89.3%	0.0%
VWIV	83.5%	11.0%	153.9%	65.0%	11.0%
Skew 25d	5.1%	-17.0%	12.8%	1.8%	12.8%
Skew 10d	15.0%	-13.4%	31.7%	9.1%	-13.4%
Call IV 25d	123.3%	91.6%	159.4%	91.6%	159.4%
Put IV 25d	128.4%	93.5%	172.3%	93.5%	172.3%
Bid-Ask Spread %	134.75	130.24	138.72	132.87	138.45
Gamma HHI	0.73	0.56	1.00	0.69	1.00
Net GEX	-82	-10.0K	2.4K	1.9K	-10.0K
Net DEX	-33.4K	-53.2K	-10.9K	-40.2K	-22.7K
Net VEX	-56	-103	0	-94	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.75	2.75	2.75	2.75	2.75
Total Volume	53	53	53	53	53
Total OI	113	113	113	113	113

Daily Data (12 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
2015-11-02	$12.14	$11.85	78.1%	22.4%	48.5%	35.1%	65.0%	1.8%	0.0%	1.9K	-40.2K	-94	2.75	132.87	14	39	95	18
2015-11-03	$12.32	$11.85	77.2%	22.1%	47.7%	34.4%	74.4%	8.8%	0.0%	1.9K	-51.7K	-103	2.75	133.32	14	39	95	18
2015-11-04	$12.01	$11.85	76.7%	22.0%	46.4%	34.0%	76.4%	7.7%	0.0%	1.7K	-53.2K	-99	2.75	137.00	14	39	95	18
2015-11-05	$11.84	$11.85	80.8%	23.2%	45.8%	37.0%	95.0%	8.3%	0.0%	2.4K	-49.0K	-90	2.75	131.54	14	39	95	18
2015-11-10	$11.45	$11.85	87.8%	25.2%	46.7%	42.1%	80.7%	-17.0%	0.0%	1.2K	-25.1K	-56	2.75	138.72	14	39	95	18
2015-11-11	$11.50	$11.85	103.2%	29.6%	46.8%	53.2%	103.3%	10.0%	0.0%	1.5K	-37.7K	-68	2.75	132.51	14	39	95	18
2015-11-12	$11.26	$11.85	116.9%	33.5%	46.6%	63.1%	101.6%	8.1%	0.0%	1.3K	-23.4K	-53	2.75	132.57	14	39	95	18
2015-11-13	$11.37	$11.85	117.8%	33.8%	47.0%	63.7%	113.3%	12.8%	0.0%	1.4K	-27.6K	-53	2.75	130.24	14	39	95	18
2015-11-17	$12.17	$11.85	181.7%	52.1%	51.9%	100.0%	153.9%	0.0%	0.0%	1.6K	-47.0K	-44	2.75	136.54	14	39	95	18
2015-11-18	$11.89	$11.85	43.6%	12.5%	52.2%	9.2%	43.6%	0.0%	0.0%	-2.5K	-12.0K	-8	2.75	135.30	14	39	95	18
2015-11-19	$11.87	$11.85	7.1%	2.0%	52.2%	0.0%	11.0%	0.0%	0.0%	-3.5K	-10.9K	-6	2.75	137.96	14	39	95	18
2015-11-20	$11.88	$11.85	0.0%	0.0%	52.2%	0.0%	0.0%	0.0%	0.0%	-10.0K	-22.7K	0	2.75	138.45	14	39	95	18