PATK Options History — December 2017

In December 2017, PATK traded between $28.67 and $31.00. ATM implied volatility averaged 77.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 49.8% (HV 20d: 27.7%). Max pain ranged from $25.19 to $25.19. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.93.

Notable Days

2017-12-07: Highest Volume — 1,135 contracts
2017-12-11: Largest IV spike — 122.1% change
2017-12-11: Highest IV Rank — 100.0%
2017-12-14: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.64	$28.67	$31.00	$29.33	$30.87
Max Pain	$25.19	$25.19	$25.19	$25.19	$25.19
ATM IV	77.5%	35.0%	202.7%	67.9%	75.5%
Expected Move	16.2%	10.0%	21.8%	19.5%	21.6%
HV 20d	27.7%	24.8%	29.9%	29.4%	24.8%
HV 60d	29.4%	28.6%	30.4%	29.4%	28.7%
IV Rank	31.4%	5.7%	100.0%	28.8%	28.5%
IV Percentile	64.1%	29.4%	100.0%	57.9%	67.9%
Term Structure	-14.4%	-62.7%	100.8%	-34.2%	-11.2%
VWIV	101.0%	101.0%	101.0%	101.0%	101.0%
Skew 25d	-42.7%	-176.6%	65.6%	5.9%	-14.8%
Skew 10d	-7.3%	-194.7%	83.2%	30.2%	41.2%
Call IV 25d	116.5%	30.0%	253.7%	90.6%	94.1%
Put IV 25d	73.8%	36.7%	114.0%	96.5%	79.3%
Bid-Ask Spread %	154.04	141.91	164.22	151.86	156.29
Gamma HHI	0.19	0.11	0.42	0.23	0.13
Net GEX	6.3K	-7.8K	24.7K	24.5K	505
Net DEX	-749.8K	-2.4M	1.1M	-2.2M	-136.2K
Net VEX	-1.9K	-3.9K	-826	-3.9K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.56	1.20	1.14	1.20
Total Volume	544.75	26	1,135	838	26
Total OI	1,230.7	248	2,330	1,992	248

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
2017-12-01	$29.33	$25.19	67.9%	19.5%	29.4%	28.8%	101.0%	5.9%	-34.2%	24.5K	-2.2M	-3.9K	1.14	151.86	392	446	1,155	837
2017-12-04	$29.04	$0.00	72.3%	10.4%	29.2%	31.7%	0.0%	14.1%	0.6%	19.2K	-2.4M	-3.6K	0.66	141.91	674	446	1,173	837
2017-12-05	$28.89	$0.00	81.6%	10.9%	28.4%	37.9%	0.0%	7.8%	2.4%	19.4K	-2.0M	-3.3K	0.68	151.55	674	459	1,080	837
2017-12-06	$28.81	$0.00	86.1%	10.8%	27.7%	41.0%	0.0%	0.1%	-2.4%	17.0K	-1.9M	-3.5K	0.68	142.22	674	459	1,080	837
2017-12-07	$28.96	$0.00	85.4%	10.9%	27.6%	40.5%	0.0%	15.3%	-9.1%	17.4K	-2.2M	-2.9K	0.71	149.18	662	473	1,080	837
2017-12-08	$29.26	$0.00	91.3%	10.8%	26.6%	44.4%	0.0%	-12.2%	-9.3%	24.7K	-2.2M	-2.6K	0.71	150.29	662	473	1,080	851
2017-12-11	$29.18	$0.00	202.7%	20.3%	26.6%	100.0%	0.0%	-127.0%	100.8%	-3.1K	1.1M	-1.8K	0.71	148.93	441	315	711	567
2017-12-12	$28.67	$0.00	99.4%	10.8%	27.7%	41.9%	0.0%	-176.6%	-27.6%	-7.8K	-434.9K	-1.7K	0.71	151.37	441	315	1,457	873
2017-12-13	$29.22	$0.00	42.0%	12.0%	28.1%	9.6%	0.0%	-166.2%	-10.4%	3.2K	-169.3K	-1.7K	0.71	152.57	441	315	1,457	873
2017-12-14	$28.80	$0.00	76.2%	21.8%	28.1%	28.9%	0.0%	-100.0%	-9.2%	5.9K	-755.3K	-1.9K	0.70	163.18	453	315	1,457	693
2017-12-15	$29.40	$0.00	68.1%	19.5%	25.8%	24.3%	0.0%	-16.4%	-3.8%	1.7K	-655.4K	-1.4K	0.56	152.75	561	315	1,449	693
2017-12-18	$30.24	$0.00	73.2%	21.0%	27.1%	27.2%	0.0%	-170.8%	-24.3%	3.6K	-190.8K	-2.0K	1.09	152.83	72	80	282	194
2017-12-19	$29.35	$0.00	64.0%	18.4%	29.9%	22.0%	0.0%	-161.7%	-17.2%	685	-111.6K	-1.2K	1.06	159.72	75	80	282	206
2017-12-20	$29.89	$0.00	65.9%	18.9%	28.7%	23.1%	0.0%	-11.1%	-22.5%	-45	-117.1K	-1.0K	1.20	164.22	12	14	113	135
2017-12-21	$30.44	$0.00	56.9%	16.3%	29.1%	18.0%	0.0%	-40.0%	-38.2%	-18	-132.2K	-995	1.20	163.73	12	14	113	135
2017-12-22	$30.53	$0.00	67.8%	19.4%	29.1%	24.1%	0.0%	-33.6%	-53.3%	-393	-134.7K	-947	1.20	163.64	12	14	113	135
2017-12-26	$30.44	$0.00	35.0%	10.0%	28.8%	5.7%	0.0%	57.5%	-10.7%	126	-161.5K	-826	1.20	148.68	12	14	113	135
2017-12-27	$30.51	$0.00	74.9%	21.5%	25.6%	28.2%	0.0%	9.3%	-62.7%	-81	-116.2K	-1.0K	1.20	160.25	12	14	113	135
2017-12-28	$31.00	$0.00	64.6%	18.5%	26.0%	22.4%	0.0%	65.6%	-45.6%	26	-148.5K	-915	1.20	155.71	12	14	113	135
2017-12-29	$30.87	$0.00	75.5%	21.6%	24.8%	28.5%	0.0%	-14.8%	-11.2%	505	-136.2K	-1.0K	1.20	156.29	12	14	113	135