PATK Options History — January 2018

In January 2018, PATK traded between $29.11 and $47.60. ATM implied volatility averaged 75.2%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 41.4% (HV 20d: 116.7%). Max pain ranged from $25.19 to $43.33. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.43.

Notable Days

2018-01-29: Highest Volume — 143 contracts
2018-01-03: Largest IV spike — 51.4% change
2018-01-09: Highest IV Rank — 57.1%
2018-01-31: Largest Expected Move — 26.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.22	$29.11	$47.60	$31.04	$42.83
Max Pain	$37.39	$25.19	$43.33	$25.19	$43.33
ATM IV	75.2%	50.7%	126.4%	56.8%	93.5%
Expected Move	19.1%	14.5%	26.8%	16.3%	26.8%
HV 20d	116.7%	22.9%	165.4%	23.4%	165.4%
HV 60d	73.8%	28.7%	96.8%	28.7%	96.8%
IV Rank	28.3%	14.5%	57.1%	18.0%	38.6%
IV Percentile	65.0%	43.7%	97.2%	45.6%	88.1%
Term Structure	-23.0%	-66.2%	7.4%	-7.3%	-57.3%
VWIV	69.9%	34.9%	100.4%	34.9%	99.6%
Skew 25d	8.3%	-25.1%	28.8%	-17.5%	13.5%
Skew 10d	42.5%	10.1%	79.4%	46.1%	26.4%
Call IV 25d	93.4%	50.6%	128.1%	50.6%	128.1%
Put IV 25d	101.8%	33.1%	141.6%	33.1%	141.6%
Bid-Ask Spread %	151.08	137.36	161.56	155.27	156.15
Gamma HHI	0.14	0.12	0.21	0.17	0.14
Net GEX	-664	-3.5K	2.5K	-250	1.3K
Net DEX	-138.7K	-210.7K	-65.6K	-157.9K	-161.6K
Net VEX	-1.2K	-1.6K	-833	-833	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.43	1.07	2.08	1.50	1.12
Total Volume	70.381	23	143	23	134
Total OI	233.714	182	302	243	297

Daily Data (21 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
2018-01-02	$31.04	$0.00	56.8%	16.3%	23.4%	18.0%	0.0%	-17.5%	-7.3%	-250	-157.9K	-833	1.50	155.27	9	14	108	135
2018-01-03	$31.09	$0.00	86.0%	24.7%	22.9%	34.4%	0.0%	8.5%	-35.7%	45	-145.5K	-935	1.50	161.56	9	14	111	135
2018-01-04	$29.78	$25.19	93.3%	17.9%	28.2%	38.5%	34.9%	-25.1%	-25.1%	-413	-116.5K	-904	1.33	137.36	27	36	111	135
2018-01-05	$30.18	$25.19	97.0%	16.7%	28.4%	40.6%	66.0%	13.4%	-11.2%	-376	-111.9K	-1.2K	1.33	154.44	27	36	120	158
2018-01-08	$29.60	$25.19	116.2%	17.2%	29.4%	51.4%	57.9%	9.6%	-13.0%	-391	-112.2K	-1.2K	1.23	153.78	30	36	120	158
2018-01-09	$29.44	$25.19	126.4%	21.6%	29.3%	57.1%	51.4%	13.1%	-37.3%	-996	-91.4K	-1.2K	1.23	144.34	30	36	116	158
2018-01-10	$29.11	$25.19	67.0%	19.2%	29.6%	23.7%	54.4%	13.8%	-16.5%	-854	-90.7K	-1.1K	1.23	142.78	30	36	116	158
2018-01-11	$45.33	$37.78	62.1%	17.8%	159.6%	20.9%	46.0%	5.5%	-21.5%	-1.7K	-143.4K	-957	1.23	148.04	20	24	77	105
2018-01-12	$45.10	$37.78	72.2%	20.7%	159.9%	26.6%	52.9%	15.6%	-24.4%	-761	-116.4K	-1.1K	1.23	146.01	20	24	77	105
2018-01-16	$44.63	$37.78	68.1%	19.5%	159.8%	24.3%	58.0%	14.3%	-24.3%	-846	-119.0K	-1.1K	1.23	156.00	20	24	77	105
2018-01-17	$43.43	$37.78	50.7%	14.5%	160.7%	14.5%	43.0%	6.1%	-33.2%	-978	-65.6K	-1.1K	2.00	156.57	20	39	77	105
2018-01-18	$45.27	$43.33	54.9%	15.7%	160.9%	16.9%	60.2%	-6.0%	-24.8%	-3.5K	-102.3K	-967	2.08	148.06	20	41	77	120
2018-01-19	$46.33	$43.33	53.0%	15.2%	159.8%	15.8%	83.7%	-9.4%	7.3%	-2.5K	-124.0K	-1.0K	2.08	151.90	20	41	77	120
2018-01-22	$46.27	$43.33	56.2%	16.1%	160.0%	17.6%	92.9%	19.2%	2.6%	-1.9K	-144.7K	-1.2K	2.08	152.84	20	41	84	120
2018-01-23	$47.57	$43.33	56.6%	16.2%	160.0%	17.8%	71.1%	27.3%	7.4%	-1.6K	-164.6K	-1.1K	1.29	152.23	32	41	84	120
2018-01-24	$47.57	$43.33	74.3%	21.3%	160.1%	27.8%	85.9%	18.8%	-14.7%	-287	-210.7K	-1.2K	1.29	152.54	32	41	96	120
2018-01-25	$47.60	$43.33	79.8%	22.9%	160.0%	30.9%	88.3%	28.8%	-17.5%	-346	-198.3K	-1.2K	1.29	144.57	32	41	96	120
2018-01-26	$43.77	$43.33	86.7%	24.8%	164.3%	34.8%	84.6%	8.4%	-21.2%	-1.1K	-125.6K	-1.2K	1.62	148.44	39	63	96	120
2018-01-29	$44.10	$43.33	64.5%	18.5%	164.3%	22.3%	100.4%	18.4%	-50.2%	2.5K	-207.0K	-1.6K	1.07	151.57	69	74	149	143
2018-01-30	$44.60	$43.33	64.3%	18.4%	164.1%	22.2%	96.4%	-1.3%	-66.2%	1.0K	-204.3K	-1.6K	1.20	158.25	62	74	149	153
2018-01-31	$42.83	$43.33	93.5%	26.8%	165.4%	38.6%	99.6%	13.5%	-57.3%	1.3K	-161.6K	-1.6K	1.12	156.15	63	71	144	153