PATK Options History — August 2016

In August 2016, PATK traded between $17.67 and $19.63. ATM implied volatility averaged 34.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 3.6% (HV 20d: 30.5%). Max pain ranged from $16.30 to $17.78. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.32.

Notable Days

2016-08-19: Highest Volume — 335 contracts
2016-08-04: Largest IV spike — 24.4% change
2016-08-09: Highest IV Rank — 20.2%
2016-08-10: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.79	$17.67	$19.63	$19.63	$19.00
Max Pain	$16.68	$16.30	$17.78	$17.78	$16.30
ATM IV	34.2%	27.9%	42.3%	33.5%	30.8%
Expected Move	9.5%	8.0%	10.8%	9.6%	8.8%
HV 20d	30.5%	25.9%	36.4%	26.9%	29.1%
HV 60d	78.9%	76.3%	80.0%	78.7%	76.3%
IV Rank	15.5%	11.9%	20.2%	15.1%	13.6%
IV Percentile	9.9%	0.4%	39.4%	5.2%	2.4%
Term Structure	2.8%	-1.7%	10.3%	2.4%	3.6%
VWIV	34.3%	29.4%	47.3%	47.3%	29.4%
Skew 25d	2.3%	-8.5%	8.0%	5.2%	3.2%
Skew 10d	5.6%	-8.1%	17.0%	14.5%	0.3%
Call IV 25d	36.9%	28.1%	42.3%	37.9%	39.6%
Put IV 25d	39.2%	27.6%	47.7%	43.1%	42.8%
Bid-Ask Spread %	104.86	92.97	115.13	106.78	111.56
Gamma HHI	0.38	0.25	0.58	0.58	0.27
Net GEX	8.9K	4.4K	17.2K	9.8K	7.6K
Net DEX	-341.8K	-447.1K	-264.2K	-393.4K	-328.6K
Net VEX	-1.0K	-1.2K	-917	-925	-923
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	0.56	0.56	0.16
Total Volume	197.957	0	335	146	250
Total OI	368.217	305	449	344	317

Daily Data (23 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
2016-08-01	$19.63	$17.78	33.5%	9.6%	26.9%	15.1%	47.3%	5.2%	2.4%	9.8K	-393.4K	-925	0.56	106.78	93	53	291	53
2016-08-02	$18.86	$17.78	34.9%	10.0%	30.4%	15.9%	34.2%	-8.5%	2.3%	8.9K	-329.7K	-937	0.56	114.85	93	53	291	53
2016-08-03	$18.66	$17.78	32.0%	9.2%	29.0%	14.3%	46.8%	5.4%	-0.5%	8.7K	-307.3K	-952	0.56	109.69	93	53	291	53
2016-08-04	$18.82	$17.78	39.9%	9.5%	28.2%	18.8%	34.8%	1.1%	3.2%	9.0K	-318.0K	-947	0.41	92.97	126	53	291	53
2016-08-05	$18.87	$17.78	37.9%	9.6%	27.2%	17.7%	35.0%	0.7%	2.1%	10.2K	-360.7K	-1.1K	0.41	97.44	126	53	324	53
2016-08-08	$18.48	$17.78	40.1%	9.9%	27.5%	18.9%	35.3%	6.3%	1.7%	10.0K	-314.2K	-1.1K	0.46	101.97	134	62	324	53
2016-08-09	$18.38	$16.30	42.3%	9.8%	27.2%	20.2%	36.3%	5.5%	2.4%	10.0K	-314.7K	-1.1K	0.44	100.35	140	62	338	62
2016-08-10	$18.25	$16.30	37.7%	10.8%	26.1%	17.6%	34.0%	7.8%	-1.7%	8.0K	-283.8K	-1.1K	0.37	98.92	167	62	338	62
2016-08-11	$18.30	$16.30	37.0%	10.6%	26.2%	17.2%	33.7%	8.0%	-1.3%	11.2K	-363.2K	-1.2K	0.40	93.44	153	62	383	62
2016-08-12	$18.17	$16.30	31.8%	9.1%	26.2%	14.1%	32.2%	5.4%	1.3%	8.0K	-321.8K	-1.1K	0.43	105.77	143	62	369	62
2016-08-15	$18.15	$16.30	33.7%	9.6%	25.9%	15.2%	34.6%	3.8%	-0.3%	10.2K	-321.8K	-1.1K	0.45	93.87	135	62	369	62
2016-08-16	$17.67	$16.30	30.6%	8.8%	27.1%	13.5%	31.2%	-2.8%	8.2%	4.4K	-264.2K	-1.0K	0.45	102.54	135	62	369	62
2016-08-17	$18.69	$16.30	31.0%	8.9%	34.7%	13.7%	31.7%	-0.6%	-0.2%	14.6K	-411.5K	-1.1K	0.28	108.62	62	18	369	62
2016-08-18	$19.28	$16.30	34.8%	10.0%	36.4%	15.9%	32.9%	2.2%	3.0%	17.2K	-447.1K	-1.1K	0.00	113.28	153	0	369	80
2016-08-19	$19.34	$16.30	35.4%	10.2%	36.4%	16.2%	35.0%	5.2%	-0.1%	6.8K	-435.2K	-960	0.31	101.72	255	80	329	80
2016-08-22	$19.22	$16.30	30.9%	8.9%	36.4%	13.7%	30.5%	3.8%	8.3%	6.8K	-344.9K	-938	0.13	103.98	216	27	278	27
2016-08-23	$19.23	$16.30	35.5%	10.2%	36.4%	16.3%	34.9%	3.0%	2.0%	7.1K	-351.7K	-970	0.16	113.29	216	35	282	27
2016-08-24	$19.10	$16.30	31.2%	8.9%	35.9%	13.8%	0.0%	-7.0%	10.3%	7.4K	-332.7K	-959	0.00	106.56	0	0	278	35
2016-08-25	$19.06	$16.30	32.0%	9.2%	34.4%	14.2%	31.2%	-0.8%	4.1%	7.0K	-332.9K	-972	0.16	110.17	216	35	282	35
2016-08-26	$18.75	$16.30	27.9%	8.0%	33.0%	11.9%	30.5%	0.4%	3.5%	7.2K	-316.3K	-967	0.16	109.80	216	35	282	35
2016-08-29	$19.14	$16.30	33.1%	9.5%	32.7%	14.9%	32.5%	4.5%	4.3%	7.1K	-331.9K	-943	0.16	99.04	216	35	282	35
2016-08-30	$19.04	$16.30	31.6%	9.1%	29.3%	14.0%	30.8%	1.0%	5.4%	7.2K	-335.1K	-917	0.16	115.13	216	35	282	35
2016-08-31	$19.00	$16.30	30.8%	8.8%	29.1%	13.6%	29.4%	3.2%	3.6%	7.6K	-328.6K	-923	0.16	111.56	215	35	282	35