PATK Options History — December 2018

In December 2018, PATK traded between $18.83 and $27.45. ATM implied volatility averaged 131.0%, placing in the 67.0% IV rank vs the trailing year. The 30-day expected move averaged 37.1%. IV traded above realized volatility by 79.9% (HV 20d: 51.1%). Max pain ranged from $26.67 to $26.67. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 9.57.

Notable Days

2018-12-21: Highest Volume — 227 contracts
2018-12-11: Largest IV spike — 16135.1% change
2018-12-31: Highest IV Rank — 100.0%
2018-12-31: Largest Expected Move — 55.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.34	$18.83	$27.45	$27.45	$19.82
Max Pain	$26.67	$26.67	$26.67	$26.67	$26.67
ATM IV	131.0%	0.7%	192.0%	84.5%	192.0%
Expected Move	37.1%	15.2%	55.0%	24.2%	55.0%
HV 20d	51.1%	38.1%	55.1%	38.1%	52.1%
HV 60d	47.1%	42.9%	48.0%	42.9%	48.0%
IV Rank	67.0%	0.0%	100.0%	41.2%	100.0%
IV Percentile	83.0%	0.0%	100.0%	69.4%	100.0%
Term Structure	-37.4%	-71.9%	5.3%	-47.8%	-63.3%
VWIV	145.1%	113.3%	168.9%	113.3%	136.7%
Skew 25d	1.2%	-83.9%	108.5%	-83.9%	-5.2%
Skew 10d	-5.3%	-41.9%	102.5%	-7.9%	26.1%
Call IV 25d	126.1%	44.9%	185.6%	151.0%	166.3%
Put IV 25d	127.3%	51.5%	173.3%	67.1%	161.2%
Bid-Ask Spread %	152.65	133.59	162.17	156.22	154.57
Gamma HHI	0.50	0.27	0.91	0.91	0.28
Net GEX	-21.6K	-150.8K	-2.2K	-150.8K	-4.1K
Net DEX	2.5M	427.9K	3.9M	1.6M	530.2K
Net VEX	-2.1K	-5.4K	-465	-5.4K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.57	0.42	65.00	1.00	65.00
Total Volume	28.75	0	227	0	0
Total OI	1,593.85	500	2,006	1,952	503

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
2018-12-03	$27.45	$26.67	84.5%	24.2%	38.1%	41.2%	0.0%	-83.9%	-47.8%	-150.8K	1.6M	-5.4K	0.00	156.22	0	0	122	1,830
2018-12-04	$24.87	$26.67	154.7%	44.4%	50.2%	76.1%	0.0%	15.4%	-57.0%	-60.6K	2.5M	-5.2K	1.00	146.61	2	2	122	1,830
2018-12-05	$24.87	$26.67	157.2%	45.1%	49.1%	77.4%	0.0%	32.0%	-54.0%	-72.8K	2.8M	-4.4K	1.00	148.51	2	2	122	1,830
2018-12-06	$24.03	$26.67	176.9%	30.8%	49.6%	87.2%	0.0%	-15.1%	-24.6%	-43.2K	2.3M	-4.8K	3.00	162.17	2	5	123	1,832
2018-12-07	$24.08	$26.67	181.1%	31.0%	49.0%	89.2%	0.0%	-17.6%	-29.9%	-47.6K	2.6M	-4.6K	2.50	160.18	3	8	123	1,835
2018-12-10	$22.74	$26.67	0.7%	33.1%	51.4%	0.0%	0.0%	2.5%	-46.1%	-4.1K	3.9M	-1.6K	0.00	156.62	0	2	123	1,845
2018-12-11	$21.74	$26.67	120.1%	34.5%	52.7%	59.1%	0.0%	-5.9%	-53.5%	-3.6K	3.7M	-1.5K	0.00	157.20	0	2	123	1,847
2018-12-12	$21.51	$26.67	133.8%	38.3%	51.8%	69.9%	0.0%	108.5%	-31.6%	-3.5K	3.7M	-1.4K	0.00	156.81	0	2	123	1,817
2018-12-13	$20.63	$26.67	137.9%	39.5%	52.6%	72.1%	0.0%	-25.4%	-34.4%	-3.5K	3.6M	-1.2K	0.00	154.96	0	2	123	1,814
2018-12-14	$20.07	$26.67	53.0%	15.2%	52.8%	27.5%	113.3%	6.6%	-3.2%	-3.4K	3.6M	-465	0.00	140.09	0	5	123	1,814
2018-12-17	$19.41	$26.67	63.1%	18.1%	52.9%	32.8%	0.0%	4.5%	-18.3%	-8.8K	3.4M	-499	0.00	133.59	0	23	123	1,814
2018-12-18	$19.95	$26.67	150.7%	43.2%	55.1%	78.8%	0.0%	7.2%	-55.6%	-2.9K	3.4M	-1.4K	0.00	152.97	0	23	123	1,829
2018-12-19	$19.90	$26.67	148.1%	42.5%	54.3%	77.4%	0.0%	19.8%	-44.4%	-2.9K	3.4M	-1.4K	0.42	153.66	54	23	123	1,829
2018-12-20	$19.33	$26.67	99.0%	28.4%	54.1%	51.6%	0.0%	-0.5%	-16.0%	-2.2K	3.4M	-589	0.42	149.10	54	23	177	1,829
2018-12-21	$18.96	$26.67	159.9%	45.8%	50.9%	83.6%	159.3%	-11.3%	-33.1%	-2.5K	3.3M	-1.2K	3.19	152.34	54	173	177	1,829
2018-12-24	$18.83	$26.67	169.8%	48.7%	50.8%	88.8%	168.9%	-24.0%	-32.0%	-3.3K	433.5K	-1.3K	65.00	154.32	2	98	113	387
2018-12-26	$19.26	$26.67	173.9%	49.9%	52.5%	91.0%	0.0%	-12.4%	-36.5%	-3.6K	477.1K	-1.2K	0.00	154.71	0	0	113	387
2018-12-27	$19.41	$26.67	85.8%	24.6%	49.6%	44.7%	147.2%	-13.0%	5.3%	-5.0K	594.5K	-719	0.00	151.01	0	3	113	387
2018-12-28	$19.99	$26.67	176.8%	50.7%	52.1%	92.5%	136.7%	41.2%	-71.9%	-4.2K	427.9K	-1.4K	0.00	157.38	0	6	113	387
2018-12-31	$19.82	$26.67	192.0%	55.0%	52.1%	100.0%	0.0%	-5.2%	-63.3%	-4.1K	530.2K	-1.0K	0.00	154.57	0	0	113	390