PATK Options History — April 2018

In April 2018, PATK traded between $34.87 and $41.63. ATM implied volatility averaged 98.2%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 60.1% (HV 20d: 38.0%). Max pain ranged from $40.00 to $43.33. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.07.

Notable Days

2018-04-20: Highest Volume — 113 contracts
2018-04-11: Largest IV drop — 32.5% change
2018-04-10: Highest IV Rank — 59.6%
2018-04-25: Largest Expected Move — 33.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.22	$34.87	$41.63	$39.93	$38.07
Max Pain	$41.74	$40.00	$43.33	$43.33	$40.00
ATM IV	98.2%	72.4%	130.9%	95.2%	105.3%
Expected Move	25.5%	18.2%	33.3%	27.3%	30.2%
HV 20d	38.0%	31.7%	58.9%	33.4%	58.1%
HV 60d	59.1%	38.9%	100.4%	100.4%	46.6%
IV Rank	41.2%	26.8%	59.6%	39.5%	45.2%
IV Percentile	85.0%	65.9%	97.6%	86.9%	90.1%
Term Structure	-31.8%	-57.1%	-5.3%	-33.7%	-28.6%
VWIV	79.0%	61.1%	90.7%	88.8%	90.7%
Skew 25d	5.0%	-61.6%	87.2%	-61.6%	4.6%
Skew 10d	19.7%	-71.9%	97.5%	-71.9%	43.4%
Call IV 25d	97.5%	48.3%	138.5%	124.3%	138.5%
Put IV 25d	102.5%	44.7%	165.1%	62.7%	143.2%
Bid-Ask Spread %	152.30	132.62	172.40	164.94	156.30
Gamma HHI	0.19	0.16	0.21	0.19	0.17
Net GEX	474	-1.4K	2.7K	294	2.7K
Net DEX	-3.6K	-109.0K	82.6K	-37.9K	-109.0K
Net VEX	-1.0K	-1.2K	-851	-1.2K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.07	1.43	2.81	2.81	1.52
Total Volume	101.762	92	113	92	110
Total OI	169.667	160	190	166	190

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
2018-04-02	$39.93	$43.33	95.2%	27.3%	33.4%	39.5%	88.8%	-61.6%	-33.7%	294	-37.9K	-1.2K	2.81	164.94	24	68	83	83
2018-04-03	$40.10	$43.33	97.9%	28.1%	32.7%	41.1%	83.8%	-6.0%	-40.7%	-250	-7.1K	-1.1K	2.81	172.40	24	68	77	83
2018-04-04	$40.47	$43.33	101.0%	29.0%	31.7%	42.8%	89.6%	-57.3%	-41.1%	-740	1.4K	-1.1K	2.81	166.65	24	68	77	83
2018-04-05	$41.63	$42.22	104.9%	19.9%	33.2%	45.0%	80.4%	14.1%	-17.9%	223	-34.7K	-1.1K	2.65	146.88	26	68	77	83
2018-04-06	$40.47	$42.22	110.3%	18.2%	33.8%	48.0%	82.1%	45.5%	-8.0%	261	-37.0K	-1.1K	2.65	147.12	26	68	78	83
2018-04-09	$40.87	$42.22	123.7%	18.9%	31.9%	55.6%	84.8%	14.1%	-14.1%	318	-28.9K	-1.1K	2.65	147.81	26	68	78	83
2018-04-10	$38.50	$42.22	130.9%	22.0%	37.4%	59.6%	85.1%	-16.2%	-5.3%	-81	-2.1K	-1.1K	2.50	146.41	27	68	78	83
2018-04-11	$38.05	$42.22	88.3%	25.3%	35.9%	35.7%	61.1%	31.0%	-36.7%	-1.4K	54.8K	-1.0K	2.50	132.62	27	68	80	83
2018-04-12	$38.47	$42.22	87.3%	25.0%	36.3%	35.1%	83.6%	-22.1%	-37.7%	-450	21.5K	-1.0K	1.96	148.51	35	68	80	83
2018-04-13	$37.65	$42.22	72.4%	20.8%	36.5%	26.8%	81.1%	-28.8%	-29.5%	412	870	-1.0K	1.96	158.44	35	68	87	83
2018-04-16	$37.40	$42.22	76.1%	21.8%	35.0%	28.8%	81.4%	-36.3%	-35.5%	471	41.9K	-939	1.96	156.92	35	68	87	83
2018-04-17	$37.40	$42.22	77.3%	22.1%	35.1%	29.5%	66.3%	-33.9%	-32.5%	11	59.7K	-909	1.96	156.89	35	68	87	81
2018-04-18	$37.47	$42.22	78.5%	22.5%	34.3%	30.2%	78.7%	-26.0%	-33.9%	219	51.3K	-919	1.96	157.04	35	68	87	81
2018-04-19	$35.77	$42.22	87.5%	25.1%	36.6%	35.2%	63.4%	-10.6%	-27.7%	-372	82.6K	-851	2.05	152.52	33	68	87	81
2018-04-20	$35.57	$42.22	103.9%	29.8%	36.1%	44.5%	73.1%	41.8%	-47.5%	299	50.3K	-879	1.50	148.80	45	68	92	80
2018-04-23	$35.75	$40.00	110.2%	31.6%	34.5%	48.0%	74.3%	69.9%	-41.7%	982	4.6K	-956	1.43	140.20	45	65	101	72
2018-04-24	$34.87	$40.00	114.0%	32.7%	34.5%	50.1%	61.3%	87.2%	-57.1%	1.4K	3.9K	-931	1.43	135.36	45	65	108	72
2018-04-25	$35.43	$40.00	116.3%	33.3%	35.3%	51.4%	84.5%	63.6%	-41.6%	1.2K	-6.9K	-941	1.43	146.44	45	65	107	72
2018-04-26	$40.03	$40.00	86.5%	24.8%	57.8%	34.7%	82.5%	27.8%	-28.7%	2.2K	-86.1K	-1.1K	1.52	156.19	44	66	108	72
2018-04-27	$38.70	$40.00	93.9%	26.9%	58.9%	38.8%	81.6%	3.3%	-27.8%	2.2K	-98.3K	-1.1K	1.52	159.91	44	66	116	74
2018-04-30	$38.07	$40.00	105.3%	30.2%	58.1%	45.2%	90.7%	4.6%	-28.6%	2.7K	-109.0K	-1.1K	1.52	156.30	44	66	116	74