PATK Options History — June 2016

In June 2016, PATK traded between $16.65 and $17.77. ATM implied volatility averaged 41.4%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 91.1% (HV 20d: 132.5%). Max pain ranged from $17.78 to $17.78. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 6 of 7 days. Put/call ratio averaged 0.67.

Notable Days

  • 2016-06-30: Highest Volume — 17 contracts
  • 2016-06-24: Largest IV spike — 203.6% change
  • 2016-06-24: Highest IV Rank — 51.3%
  • 2016-06-24: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.09$16.65$17.77$16.65$17.77
Max Pain$17.78$17.78$17.78$17.78$17.78
ATM IV41.4%28.1%96.6%36.9%30.6%
Expected Move11.9%8.1%27.7%10.6%8.8%
HV 20d132.5%127.7%133.7%132.7%127.7%
HV 60d85.0%84.8%85.1%85.1%84.8%
IV Rank19.6%12.0%51.3%17.1%13.5%
IV Percentile17.8%0.4%92.0%13.1%1.6%
Term Structure4.0%-26.7%13.3%4.5%9.2%
VWIV30.1%25.6%36.5%25.6%36.5%
Bid-Ask Spread %117.9199.99168.69111.24111.39
Gamma HHI1.001.001.001.001.00
Net GEX-48-334000
Net DEX551-403.9K0-40
Net VEX-2-1000-10
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.331.001.000.33
Total Volume4.571017017
Total OI2.143010010

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-06-22$16.65$0.0036.9%10.6%132.7%17.1%0.0%0.0%4.5%0000.00111.240000
2016-06-23$17.22$0.0031.8%9.1%133.0%14.2%0.0%0.0%3.3%0000.00114.480000
2016-06-24$16.77$0.0096.6%27.7%133.7%51.3%0.0%0.0%-26.7%0000.00168.690000
2016-06-27$16.79$0.0037.2%10.7%133.7%17.2%0.0%0.0%13.3%0000.00112.620000
2016-06-28$17.09$0.0028.5%8.2%133.4%12.3%25.6%0.0%13.0%0000.00106.930500
2016-06-29$17.35$17.7828.1%8.1%133.2%12.0%28.1%0.0%11.6%-3343.9K-41.0099.995505
2016-06-30$17.77$17.7830.6%8.8%127.7%13.5%36.5%0.0%9.2%0-40-100.33111.3912555