PATK Options History — September 2017

In September 2017, PATK traded between $21.44 and $25.02. ATM implied volatility averaged 33.0%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.2% (HV 20d: 28.7%). Max pain ranged from $22.22 to $22.22. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.64.

Notable Days

2017-09-13: Highest Volume — 251 contracts
2017-09-05: Largest IV spike — 13.0% change
2017-09-12: Highest IV Rank — 9.1%
2017-09-05: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.90	$21.44	$25.02	$21.53	$24.92
Max Pain	$22.22	$22.22	$22.22	$22.22	$22.22
ATM IV	33.0%	30.4%	37.1%	30.4%	31.6%
Expected Move	9.3%	8.7%	9.7%	8.7%	9.1%
HV 20d	28.7%	20.9%	31.8%	31.8%	23.3%
HV 60d	30.5%	28.5%	31.8%	31.8%	28.5%
IV Rank	6.3%	4.6%	9.1%	4.6%	5.5%
IV Percentile	15.3%	7.1%	25.8%	9.5%	7.1%
Term Structure	4.3%	2.0%	6.1%	2.0%	6.1%
VWIV	32.2%	30.0%	33.7%	30.0%	31.0%
Skew 25d	0.8%	0.2%	1.7%	0.2%	0.7%
Skew 10d	0.2%	-7.4%	1.8%	-7.4%	1.7%
Call IV 25d	32.3%	30.6%	33.0%	30.6%	31.2%
Put IV 25d	33.1%	30.8%	34.3%	30.8%	31.9%
Bid-Ask Spread %	53.48	33.38	74.64	74.64	59.75
Gamma HHI	0.49	0.22	0.79	0.24	0.67
Net GEX	6.6K	-2.3K	15.3K	-1.3K	15.0K
Net DEX	-214.1K	-516.7K	-41.7K	-62.1K	-503.7K
Net VEX	-1.2K	-1.5K	-977	-1.1K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.64	0.82	2.40	2.19	1.38
Total Volume	199.3	163	251	174	171
Total OI	479.6	411	542	439	532

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
2017-09-01	$21.53	$22.22	30.4%	8.7%	31.8%	4.6%	30.0%	0.2%	2.0%	-1.3K	-62.1K	-1.1K	2.19	74.64	54	120	170	269
2017-09-05	$21.46	$22.22	34.4%	9.7%	31.0%	7.3%	33.7%	1.2%	3.2%	-2.3K	-41.7K	-1.0K	2.19	33.38	54	120	170	269
2017-09-06	$21.63	$22.22	33.5%	9.4%	31.1%	6.7%	33.0%	0.9%	3.6%	-1.1K	-55.9K	-1.0K	2.19	37.44	54	120	170	269
2017-09-07	$21.44	$22.22	32.8%	9.5%	30.6%	6.2%	33.1%	1.1%	3.6%	-1.7K	-52.1K	-977	2.19	37.52	54	120	170	269
2017-09-08	$21.79	$22.22	32.6%	9.3%	31.0%	6.1%	32.6%	0.7%	3.8%	-3	-75.1K	-995	1.75	43.84	68	120	170	269
2017-09-11	$21.82	$22.22	36.8%	9.5%	30.9%	8.9%	33.4%	0.8%	3.6%	1.7K	-95.8K	-1.0K	2.40	37.37	68	162	189	269
2017-09-12	$22.22	$22.22	37.1%	9.6%	31.1%	9.1%	33.4%	1.7%	3.9%	2.3K	-92.1K	-1.2K	2.40	44.55	68	162	189	311
2017-09-13	$22.56	$22.22	32.8%	9.4%	31.4%	6.2%	32.6%	0.9%	3.9%	5.7K	-135.4K	-1.1K	1.85	48.47	89	162	189	311
2017-09-14	$22.06	$22.22	32.6%	9.4%	30.9%	6.1%	32.4%	1.3%	4.0%	5.8K	-92.6K	-1.2K	1.85	46.23	89	162	207	311
2017-09-15	$22.59	$22.22	32.7%	9.4%	29.7%	6.1%	32.2%	1.1%	3.9%	5.0K	-163.5K	-1.2K	2.27	53.98	75	170	207	311
2017-09-18	$23.16	$22.22	33.0%	9.4%	29.8%	6.3%	33.1%	0.3%	4.1%	6.2K	-185.0K	-1.1K	1.40	55.59	68	95	201	210
2017-09-19	$23.07	$22.22	32.6%	9.3%	30.0%	6.0%	32.4%	0.9%	4.7%	6.1K	-174.9K	-1.1K	1.40	61.42	68	95	201	210
2017-09-20	$23.08	$22.22	32.4%	9.3%	29.2%	5.9%	32.3%	0.7%	4.8%	6.3K	-178.8K	-1.1K	0.82	61.75	116	95	201	210
2017-09-21	$23.12	$22.22	32.0%	9.2%	28.0%	5.7%	32.2%	1.0%	4.9%	13.0K	-268.1K	-1.4K	0.91	60.60	116	107	284	210
2017-09-22	$23.56	$22.22	32.3%	9.2%	28.3%	5.9%	32.2%	0.3%	4.8%	12.5K	-310.0K	-1.4K	0.91	66.86	116	107	284	224
2017-09-25	$23.86	$22.22	33.2%	9.5%	28.2%	6.5%	33.1%	0.7%	4.8%	14.1K	-360.0K	-1.4K	0.91	62.70	116	107	302	224
2017-09-26	$24.16	$22.22	32.9%	9.4%	20.9%	6.3%	30.3%	0.3%	5.1%	15.3K	-416.4K	-1.5K	1.17	63.97	81	95	318	224
2017-09-27	$25.02	$22.22	31.9%	9.1%	23.3%	5.6%	30.6%	0.6%	5.8%	14.8K	-516.7K	-1.3K	1.22	61.03	80	95	315	221
2017-09-28	$24.89	$22.22	31.8%	9.1%	23.6%	5.6%	30.8%	0.7%	5.4%	14.9K	-501.4K	-1.3K	1.33	58.50	72	95	311	221
2017-09-29	$24.92	$22.22	31.6%	9.1%	23.3%	5.5%	31.0%	0.7%	6.1%	15.0K	-503.7K	-1.3K	1.38	59.75	72	99	311	221