PATK Options History — June 2018

In June 2018, PATK traded between $37.93 and $42.42. ATM implied volatility averaged 45.2%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 6.0% (HV 20d: 39.2%). Max pain ranged from $36.67 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2018-06-11: Highest Volume — 366 contracts
  • 2018-06-21: Largest IV spike — 135.9% change
  • 2018-06-29: Highest IV Rank — 40.4%
  • 2018-06-29: Largest Expected Move — 28.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.22$37.93$42.42$39.20$37.93
Max Pain$38.10$36.67$40.00$36.67$40.00
ATM IV45.2%28.4%97.6%30.7%97.6%
Expected Move12.4%8.4%28.0%8.8%28.0%
HV 20d39.2%31.0%43.7%43.4%31.0%
HV 60d45.5%44.9%46.4%45.4%44.9%
IV Rank10.7%1.1%40.4%2.4%40.4%
IV Percentile35.9%0.4%86.9%5.2%86.9%
Term Structure-8.2%-51.6%7.5%-0.5%-34.6%
VWIV52.1%23.8%112.0%33.8%112.0%
Skew 25d-22.5%-105.2%11.9%-3.8%-97.0%
Skew 10d-23.4%-105.8%20.3%-4.8%-101.6%
Call IV 25d54.7%27.7%128.3%33.7%127.4%
Put IV 25d32.2%21.9%49.4%29.9%30.5%
Bid-Ask Spread %116.6966.17173.29114.37171.23
Gamma HHI0.310.240.430.300.31
Net GEX13.3K10.2K19.8K10.6K10.3K
Net DEX-250.8K-364.9K-118.0K-118.0K-268.6K
Net VEX-1.8K-2.3K-1.2K-1.2K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.451.250.771.25
Total Volume299.333187366305187
Total OI438.667282479282471

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$39.20$36.6730.7%8.8%43.4%2.4%33.8%-3.8%-0.5%10.6K-118.0K-1.2K0.77114.3717313223448
2018-06-04$39.99$36.6736.2%9.5%43.7%5.6%31.1%3.5%2.5%10.6K-172.9K-1.5K0.67106.32188126249132
2018-06-05$41.27$36.6737.1%8.9%42.7%6.1%31.9%3.7%5.9%12.7K-226.3K-1.7K0.6798.89188126249141
2018-06-06$41.73$36.6734.7%8.8%39.2%4.7%31.0%3.7%4.1%14.2K-251.1K-1.7K0.6899.41186126249141
2018-06-07$40.60$36.6736.7%9.2%40.7%5.8%30.4%3.7%4.6%12.6K-193.8K-1.6K0.65108.21194126255141
2018-06-08$41.10$36.6742.1%8.9%39.6%8.9%29.2%5.5%6.1%14.0K-252.7K-1.7K0.65104.95194126263141
2018-06-11$42.42$36.6728.4%8.4%40.7%1.1%28.9%3.4%5.8%15.7K-323.9K-1.7K0.5380.20240126263141
2018-06-12$41.67$36.6745.0%9.1%41.4%10.6%29.1%4.1%5.6%19.8K-316.2K-1.8K0.4768.10239113315141
2018-06-13$40.27$36.6732.1%9.2%43.4%3.2%29.6%4.5%5.6%16.8K-217.3K-1.8K0.4766.17239113321156
2018-06-14$40.27$36.6733.2%9.5%42.1%3.9%30.0%4.8%4.2%18.6K-215.8K-1.8K0.4773.53237113321156
2018-06-15$40.43$36.6733.1%9.5%42.0%3.8%23.8%4.6%4.0%12.2K-235.5K-1.8K0.4778.44240113323156
2018-06-18$40.50$36.6731.7%9.1%39.5%3.0%30.5%4.6%5.9%12.5K-184.6K-1.7K0.4680.20233108309147
2018-06-19$40.47$40.0030.6%8.8%39.3%2.4%26.2%2.6%7.5%11.4K-165.0K-1.7K0.4784.46231108314152
2018-06-20$40.71$40.0031.6%9.1%39.2%2.9%24.8%5.6%5.4%13.0K-192.8K-1.7K0.4791.56231108315152
2018-06-21$41.20$40.0074.5%21.4%35.7%27.3%74.3%11.9%-28.2%15.8K-364.9K-2.2K0.45163.58231104315152
2018-06-22$39.87$40.0051.0%14.6%37.7%14.0%70.0%-39.3%2.1%13.9K-352.7K-2.2K0.45169.29231104315153
2018-06-25$38.80$40.0059.0%16.9%38.9%18.5%103.1%-93.9%-41.0%12.0K-332.5K-1.9K1.23173.2484104315153
2018-06-26$38.93$40.0060.1%17.2%36.6%19.1%104.4%-95.7%-43.9%10.9K-319.7K-2.3K1.23173.2984104318153
2018-06-27$38.73$40.0061.2%17.6%35.0%19.8%108.9%-103.3%-51.6%10.8K-308.5K-2.3K1.23173.2984104318153
2018-06-28$38.63$40.0062.6%18.0%32.0%20.5%111.7%-105.2%-42.5%10.2K-254.7K-2.1K1.23171.6484104318153
2018-06-29$37.93$40.0097.6%28.0%31.0%40.4%112.0%-97.0%-34.6%10.3K-268.6K-2.2K1.25171.2383104318153