PATK Options History — July 2017

In July 2017, PATK traded between $20.62 and $22.64. ATM implied volatility averaged 55.9%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 21.7% (HV 20d: 34.2%). Max pain ranged from $17.78 to $17.78. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.88.

Notable Days

2017-07-25: Highest Volume — 365 contracts
2017-07-12: Largest IV drop — 57.1% change
2017-07-10: Highest IV Rank — 56.8%
2017-07-05: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.80	$20.62	$22.64	$21.99	$22.46
Max Pain	$17.78	$17.78	$17.78	$17.78	$17.78
ATM IV	55.9%	32.4%	109.2%	79.0%	34.3%
Expected Move	12.9%	9.3%	24.6%	22.7%	9.8%
HV 20d	34.2%	31.7%	38.0%	35.0%	32.4%
HV 60d	35.6%	33.4%	36.7%	35.2%	33.4%
IV Rank	21.5%	6.0%	56.8%	36.8%	7.2%
IV Percentile	45.5%	14.7%	93.7%	73.0%	18.7%
Term Structure	-5.1%	-42.0%	17.8%	-42.0%	-1.6%
VWIV	46.0%	31.7%	64.6%	56.0%	33.9%
Skew 25d	-1.2%	-36.7%	25.3%	-18.1%	1.9%
Skew 10d	-0.7%	-67.0%	62.2%	62.2%	8.2%
Call IV 25d	54.3%	31.9%	105.1%	95.6%	33.4%
Put IV 25d	53.2%	32.4%	101.8%	77.5%	35.3%
Bid-Ask Spread %	117.46	71.58	159.44	158.43	92.32
Gamma HHI	0.29	0.24	0.35	0.27	0.28
Net GEX	16.0K	11.1K	26.2K	11.8K	22.8K
Net DEX	-322.4K	-466.4K	-265.5K	-358.3K	-368.4K
Net VEX	-1.3K	-1.5K	-1.1K	-1.2K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.14	1.88	0.14	1.88
Total Volume	262.8	170	365	170	323
Total OI	484.95	353	708	353	708

Daily Data (20 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
2017-07-03	$21.99	$0.00	79.0%	22.7%	35.0%	36.8%	0.0%	-18.1%	-42.0%	11.8K	-358.3K	-1.2K	0.14	158.43	149	21	332	21
2017-07-05	$21.34	$0.00	85.8%	24.6%	31.7%	41.3%	0.0%	-36.7%	-27.3%	11.7K	-347.8K	-1.1K	0.45	159.44	149	68	332	21
2017-07-06	$20.62	$17.78	96.3%	9.4%	33.6%	48.2%	56.0%	-14.3%	17.8%	12.2K	-269.7K	-1.2K	0.45	139.74	149	68	332	68
2017-07-07	$21.59	$17.78	86.6%	18.0%	37.8%	41.9%	49.1%	-15.9%	-21.8%	11.1K	-323.2K	-1.3K	0.45	130.42	149	68	332	68
2017-07-10	$21.82	$17.78	109.2%	11.1%	37.9%	56.8%	56.3%	11.0%	3.8%	14.2K	-348.8K	-1.1K	0.78	137.51	140	108	332	68
2017-07-11	$21.69	$17.78	104.5%	12.4%	38.0%	53.7%	49.0%	11.6%	-13.0%	14.6K	-297.9K	-1.3K	0.78	130.13	140	108	332	108
2017-07-12	$21.96	$17.78	44.8%	12.8%	34.6%	14.2%	59.7%	15.7%	-6.3%	13.7K	-299.3K	-1.4K	0.78	137.00	140	108	332	108
2017-07-13	$21.87	$17.78	37.4%	10.7%	34.3%	9.3%	48.5%	1.5%	-0.1%	14.8K	-307.1K	-1.2K	0.78	139.38	140	108	332	108
2017-07-14	$21.84	$17.78	39.3%	11.3%	34.2%	10.5%	53.7%	-13.5%	17.7%	13.6K	-320.8K	-1.3K	0.78	131.26	140	108	332	108
2017-07-17	$21.93	$17.78	40.1%	11.5%	33.5%	11.0%	47.8%	2.7%	6.4%	13.2K	-297.6K	-1.3K	0.78	138.54	140	108	332	108
2017-07-18	$21.57	$17.78	43.5%	12.5%	33.1%	13.3%	64.6%	25.3%	-3.1%	11.2K	-270.1K	-1.4K	0.78	132.41	140	108	332	108
2017-07-19	$22.01	$17.78	36.6%	10.5%	33.5%	8.7%	38.1%	-1.1%	-0.1%	16.3K	-316.3K	-1.2K	1.19	89.85	93	108	332	108
2017-07-20	$21.59	$17.78	39.7%	11.4%	33.8%	10.8%	39.8%	1.0%	-3.0%	15.2K	-284.0K	-1.3K	1.19	92.40	93	108	338	108
2017-07-21	$21.44	$17.78	41.3%	11.9%	33.6%	11.9%	40.9%	0.0%	-5.0%	14.5K	-265.5K	-1.3K	0.43	94.47	251	108	338	108
2017-07-24	$21.45	$17.78	44.6%	12.8%	33.3%	14.0%	41.5%	1.8%	-7.6%	18.7K	-286.7K	-1.3K	0.43	93.53	251	108	473	108
2017-07-25	$21.73	$17.78	47.4%	13.6%	33.8%	15.9%	41.7%	2.7%	-11.1%	19.4K	-318.3K	-1.4K	0.42	91.96	257	108	473	108
2017-07-26	$22.64	$17.78	41.8%	12.0%	33.5%	12.1%	43.1%	1.0%	-4.8%	26.2K	-466.4K	-1.4K	1.40	71.58	102	143	494	108
2017-07-27	$22.21	$17.78	33.4%	9.6%	33.8%	6.6%	32.7%	-0.7%	-1.4%	23.6K	-360.7K	-1.3K	1.88	87.98	113	210	498	143
2017-07-28	$22.23	$17.78	32.4%	9.3%	32.3%	6.0%	31.7%	0.8%	0.9%	20.9K	-340.2K	-1.5K	1.88	100.85	113	210	498	210
2017-07-31	$22.46	$17.78	34.3%	9.8%	32.4%	7.2%	33.9%	1.9%	-1.6%	22.8K	-368.4K	-1.4K	1.88	92.32	113	210	498	210