PATK Options History — February 2018

In February 2018, PATK traded between $38.90 and $45.37. ATM implied volatility averaged 85.0%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 2.7% (HV 20d: 87.7%). Max pain ranged from $43.33 to $43.33. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.34.

Notable Days

2018-02-15: Highest Volume — 198 contracts
2018-02-28: Largest IV spike — 58.7% change
2018-02-06: Highest IV Rank — 57.6%
2018-02-28: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.49	$38.90	$45.37	$42.53	$41.07
Max Pain	$43.33	$43.33	$43.33	$43.33	$43.33
ATM IV	85.0%	64.5%	127.3%	102.2%	102.3%
Expected Move	21.2%	16.4%	29.3%	16.4%	29.3%
HV 20d	87.7%	47.1%	167.0%	165.6%	48.3%
HV 60d	98.3%	96.7%	99.4%	96.7%	99.3%
IV Rank	33.8%	22.3%	57.6%	43.5%	43.6%
IV Percentile	74.3%	51.6%	97.2%	92.1%	91.7%
Term Structure	-27.3%	-53.1%	-6.6%	-16.5%	-40.5%
VWIV	77.9%	51.6%	100.4%	63.6%	76.3%
Skew 25d	-17.6%	-106.7%	31.7%	17.8%	-106.7%
Skew 10d	-17.6%	-106.6%	45.8%	23.5%	-106.6%
Call IV 25d	99.7%	57.3%	137.3%	84.6%	137.3%
Put IV 25d	82.2%	24.9%	125.7%	102.4%	30.6%
Bid-Ask Spread %	163.42	156.78	171.02	158.88	170.62
Gamma HHI	0.16	0.12	0.29	0.13	0.17
Net GEX	543	-3.7K	3.3K	290	773
Net DEX	-88.0K	-334.4K	24.2K	-135.0K	-38.1K
Net VEX	-1.4K	-1.7K	-1.1K	-1.6K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.34	0.98	2.07	1.07	1.46
Total Volume	157.895	137	198	137	152
Total OI	281.053	197	369	307	201

Daily Data (19 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
2018-02-01	$42.53	$43.33	102.2%	16.4%	165.6%	43.5%	63.6%	17.8%	-16.5%	290	-135.0K	-1.6K	1.07	158.88	66	71	146	161
2018-02-02	$40.80	$43.33	110.3%	18.2%	165.5%	48.1%	70.4%	14.8%	-15.0%	114	-99.2K	-1.6K	1.11	162.33	66	74	147	161
2018-02-05	$39.23	$43.33	123.1%	18.8%	166.6%	55.3%	74.9%	-16.4%	-26.1%	-228	-17.7K	-1.5K	0.98	159.97	83	81	147	161
2018-02-06	$40.60	$43.33	127.3%	19.1%	166.3%	57.6%	77.7%	-1.2%	-6.6%	-239	-32.0K	-1.7K	0.98	158.39	83	81	150	168
2018-02-07	$40.00	$43.33	67.0%	19.2%	166.5%	23.7%	76.7%	-4.4%	-21.5%	-619	5.9K	-1.6K	1.08	162.55	75	81	150	168
2018-02-08	$38.90	$43.33	68.6%	19.7%	167.0%	24.6%	82.2%	-2.1%	-24.1%	-54	24.2K	-1.6K	1.08	160.08	75	81	158	168
2018-02-09	$40.00	$43.33	71.0%	20.4%	49.2%	26.0%	84.7%	6.3%	-17.0%	720	-24.9K	-1.6K	1.12	156.83	75	84	158	168
2018-02-12	$40.67	$43.33	71.6%	20.5%	49.9%	26.3%	79.5%	-18.8%	-28.8%	1.2K	-69.3K	-1.3K	1.02	157.84	83	84	158	168
2018-02-13	$41.83	$43.33	69.5%	19.9%	51.2%	25.1%	81.4%	16.3%	-39.7%	-3.7K	-155.4K	-1.3K	1.02	165.22	83	84	173	168
2018-02-14	$42.97	$43.33	69.5%	19.9%	51.4%	25.1%	80.3%	23.8%	-45.2%	698	-156.9K	-1.5K	1.02	164.41	83	84	173	168
2018-02-15	$45.37	$43.33	66.8%	19.2%	53.0%	23.6%	95.9%	20.8%	-37.4%	3.3K	-334.4K	-1.3K	1.36	156.78	84	114	173	168
2018-02-16	$44.27	$43.33	71.8%	20.6%	53.0%	26.4%	99.2%	29.7%	-18.8%	2.0K	-280.6K	-1.4K	1.36	161.28	84	114	171	198
2018-02-20	$42.47	$43.33	76.7%	22.0%	54.7%	29.2%	100.4%	31.7%	-27.5%	1.2K	-102.2K	-1.3K	2.07	164.06	45	93	99	104
2018-02-21	$41.23	$43.33	85.9%	24.6%	54.1%	34.3%	75.1%	-50.7%	-14.2%	1.1K	-80.3K	-1.3K	2.07	168.65	45	93	99	104
2018-02-22	$41.13	$43.33	87.6%	25.1%	54.0%	35.3%	70.2%	-81.0%	-28.2%	1.1K	-54.8K	-1.3K	2.07	170.63	45	93	99	104
2018-02-23	$41.53	$43.33	88.6%	25.4%	54.3%	35.8%	68.9%	-90.7%	-19.8%	1.0K	-47.9K	-1.3K	1.59	170.81	59	93	99	104
2018-02-26	$42.60	$43.33	90.8%	26.0%	47.1%	37.1%	71.4%	-102.5%	-53.1%	745	-45.7K	-1.2K	1.54	171.02	62	95	93	104
2018-02-27	$41.07	$43.33	64.5%	18.5%	48.6%	22.3%	51.6%	-20.2%	-39.0%	929	-28.7K	-1.1K	1.46	164.70	62	90	96	105
2018-02-28	$41.07	$43.33	102.3%	29.3%	48.3%	43.6%	76.3%	-106.7%	-40.5%	773	-38.1K	-1.2K	1.46	170.62	62	90	96	105