PATK Options History — June 2017

In June 2017, PATK traded between $19.91 and $23.24. ATM implied volatility averaged 83.1%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 47.4% (HV 20d: 35.7%). Max pain ranged from $20.74 to $20.74. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2017-06-09: Highest Volume — 242 contracts
  • 2017-06-07: Largest IV spike — 89.5% change
  • 2017-06-13: Highest IV Rank — 95.9%
  • 2017-06-01: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.21$19.91$23.24$19.91$21.76
Max Pain$20.74$20.74$20.74$20.74$20.74
ATM IV83.1%45.5%174.4%91.5%68.5%
Expected Move17.7%12.6%26.2%26.2%19.6%
HV 20d35.7%30.6%39.6%35.4%34.8%
HV 60d36.7%34.7%38.1%34.7%35.5%
IV Rank41.5%14.6%95.9%48.4%29.8%
IV Percentile68.7%42.9%99.6%86.5%61.9%
Term Structure-18.6%-45.8%-1.6%-45.8%-17.2%
VWIV86.9%70.0%103.9%103.9%70.0%
Skew 25d15.5%-42.9%51.1%-2.6%6.5%
Skew 10d35.0%-27.9%84.2%1.6%15.0%
Call IV 25d70.2%31.1%140.1%114.6%31.1%
Put IV 25d85.6%36.1%151.1%112.0%37.6%
Bid-Ask Spread %149.82135.22166.72166.72161.39
Gamma HHI0.260.250.290.260.27
Net GEX13.3K9.6K20.2K13.8K12.0K
Net DEX-448.0K-590.9K-241.4K-241.4K-359.1K
Net VEX-1.4K-1.6K-1.2K-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.110.150.110.14
Total Volume197.227170242241170
Total OI397.364353453426353

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$19.91$20.7491.5%26.2%35.4%48.4%103.9%-2.6%-45.8%13.8K-241.4K-1.3K0.11166.722152639927
2017-06-02$20.80$20.7476.2%21.9%34.3%39.6%70.0%8.6%-27.1%14.7K-345.9K-1.5K0.12155.892032639927
2017-06-05$20.87$0.00108.4%17.6%33.7%58.0%0.0%11.0%-22.9%15.7K-361.9K-1.4K0.12150.612032640527
2017-06-06$21.97$0.0060.9%12.6%36.6%30.8%0.0%32.3%-8.9%16.7K-476.7K-1.6K0.11141.442152640527
2017-06-07$22.10$0.00115.4%16.3%36.7%62.1%0.0%10.8%-36.9%14.4K-515.4K-1.6K0.11135.222152642327
2017-06-08$22.16$0.00115.1%14.8%36.4%61.9%0.0%23.2%-19.8%20.2K-470.8K-1.5K0.11157.332152642327
2017-06-09$22.34$0.00127.9%17.3%36.5%69.2%0.0%22.0%-23.7%16.3K-524.3K-1.5K0.11139.502162642627
2017-06-12$22.27$0.00157.7%17.4%36.4%86.3%0.0%10.2%-28.2%16.6K-495.6K-1.4K0.11142.632162641027
2017-06-13$23.24$0.00174.4%15.2%39.0%95.9%0.0%14.4%-13.3%14.7K-571.8K-1.5K0.15144.081612641027
2017-06-14$22.86$0.0052.6%15.1%39.6%26.1%0.0%18.9%-14.8%11.3K-590.9K-1.4K0.15154.071562639627
2017-06-15$22.90$0.0054.9%15.7%34.0%27.4%0.0%17.5%-11.9%13.0K-575.4K-1.4K0.15146.671562639627
2017-06-16$22.40$0.0064.6%18.5%35.1%32.9%0.0%12.1%-24.0%9.6K-571.5K-1.4K0.15141.331562639627
2017-06-19$22.80$0.0058.6%16.8%35.0%30.8%0.0%19.0%-15.3%12.4K-421.1K-1.3K0.14148.511492133221
2017-06-20$22.39$0.0066.5%19.1%35.3%35.5%0.0%15.7%-6.0%11.5K-415.8K-1.3K0.14148.811492133221
2017-06-21$22.66$0.0066.6%19.1%35.2%28.6%0.0%23.8%-14.8%10.0K-430.1K-1.4K0.14144.721492133221
2017-06-22$22.86$0.0066.7%19.1%35.1%28.7%0.0%23.9%-15.1%10.4K-432.7K-1.4K0.14144.031492133221
2017-06-23$23.07$0.0045.5%13.0%34.9%14.6%0.0%33.6%-2.1%12.1K-449.4K-1.3K0.14155.201492133221
2017-06-26$23.04$0.0048.9%14.0%30.6%16.9%0.0%35.5%-1.6%12.1K-446.4K-1.3K0.14152.301492133221
2017-06-27$22.04$0.0064.9%18.6%35.9%27.5%0.0%51.1%-35.7%10.5K-392.9K-1.3K0.14158.011492133221
2017-06-28$22.39$0.0073.3%21.0%36.0%33.0%0.0%-3.7%-15.2%13.4K-393.8K-1.2K0.14149.071492133221
2017-06-29$21.78$0.0068.4%19.6%37.8%29.8%0.0%-42.9%-9.9%11.4K-372.0K-1.2K0.14158.521492133221
2017-06-30$21.76$0.0068.5%19.6%34.8%29.8%0.0%6.5%-17.2%12.0K-359.1K-1.2K0.14161.391492133221