PATK Options History — February 2019

In February 2019, PATK traded between $25.95 and $31.63. ATM implied volatility averaged 46.9%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 14.2% (HV 20d: 32.7%). Max pain ranged from $26.67 to $26.67. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.87.

Notable Days

2019-02-22: Highest Volume — 298 contracts
2019-02-21: Largest IV spike — 33.5% change
2019-02-05: Highest IV Rank — 36.8%
2019-02-11: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.04	$25.95	$31.63	$26.47	$30.19
Max Pain	$26.67	$26.67	$26.67	$26.67	$26.67
ATM IV	46.9%	31.0%	71.0%	69.4%	42.8%
Expected Move	12.4%	8.9%	16.3%	13.2%	12.3%
HV 20d	32.7%	29.6%	35.3%	34.9%	35.3%
HV 60d	46.0%	45.3%	47.6%	45.6%	45.5%
IV Rank	24.1%	15.8%	36.8%	35.9%	22.0%
IV Percentile	26.2%	8.3%	50.4%	47.6%	24.2%
Term Structure	-0.8%	-16.4%	7.9%	-1.0%	-1.2%
VWIV	42.2%	30.7%	54.6%	45.1%	42.8%
Skew 25d	5.6%	-9.8%	16.6%	6.1%	0.4%
Skew 10d	6.5%	-6.6%	19.6%	8.8%	-1.1%
Call IV 25d	40.0%	25.8%	51.6%	48.0%	38.7%
Put IV 25d	45.6%	31.2%	62.2%	54.1%	39.0%
Bid-Ask Spread %	112.45	92.22	130.74	120.28	121.35
Gamma HHI	0.36	0.20	0.67	0.33	0.32
Net GEX	1.7K	-14.9K	12.6K	-3.3K	7.4K
Net DEX	155.8K	-299.2K	483.3K	483.3K	-151.3K
Net VEX	-1.2K	-2.0K	-880	-1.0K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.00	5.33	0.06	0.20
Total Volume	52.211	0	298	26	10
Total OI	478.947	214	613	503	493

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
2019-02-01	$26.47	$26.67	69.4%	13.2%	34.9%	35.9%	45.1%	6.1%	-1.0%	-3.3K	483.3K	-1.0K	0.06	120.28	24	2	162	341
2019-02-04	$26.02	$26.67	68.1%	14.4%	32.4%	35.2%	0.0%	16.6%	-6.6%	-2.9K	475.8K	-1.0K	0.13	130.74	23	3	170	341
2019-02-05	$26.88	$26.67	71.0%	13.3%	30.4%	36.8%	0.0%	7.2%	0.8%	-1.0K	418.0K	-1.0K	0.13	116.81	23	3	192	338
2019-02-06	$26.53	$26.67	51.2%	14.7%	31.3%	26.4%	0.0%	9.2%	-3.6%	-1.9K	388.4K	-1.0K	0.00	97.45	0	0	192	338
2019-02-07	$25.95	$26.67	53.1%	15.2%	29.8%	27.4%	54.6%	14.5%	-9.2%	269	442.4K	-881	0.00	92.72	2	0	192	338
2019-02-08	$26.35	$26.67	46.2%	13.2%	29.6%	23.8%	48.0%	10.8%	-4.4%	1.5K	452.9K	-880	1.50	92.22	3	5	194	342
2019-02-11	$27.17	$26.67	56.9%	16.3%	30.8%	29.4%	0.0%	14.5%	-16.4%	232	418.4K	-956	0.00	121.30	0	0	194	342
2019-02-12	$27.68	$26.67	50.3%	14.4%	30.8%	25.9%	0.0%	-2.7%	-3.4%	1.2K	396.5K	-908	0.00	106.37	8	0	194	342
2019-02-13	$28.63	$26.67	44.0%	12.6%	31.2%	22.6%	43.7%	4.2%	-2.6%	-2.0K	368.7K	-995	5.33	102.97	9	48	201	342
2019-02-14	$30.24	$26.67	40.3%	11.6%	34.8%	20.7%	42.6%	9.0%	-2.4%	-14.9K	276.6K	-1.0K	4.30	116.16	15	65	204	404
2019-02-15	$31.27	$26.67	39.2%	11.3%	35.3%	20.1%	36.8%	1.8%	0.6%	1.4K	317.0K	-975	1.23	110.42	53	65	209	404
2019-02-19	$31.53	$26.67	38.1%	10.9%	33.1%	19.5%	38.1%	4.3%	6.9%	1.4K	-140.6K	-972	1.00	107.84	3	3	122	92
2019-02-20	$31.24	$26.67	31.0%	8.9%	33.6%	15.8%	30.7%	-9.8%	7.9%	1.2K	-130.3K	-972	0.08	122.04	138	11	125	95
2019-02-21	$31.23	$26.67	41.4%	11.9%	32.6%	21.3%	42.8%	7.6%	6.0%	7.6K	-246.1K	-1.7K	0.13	110.03	140	18	258	104
2019-02-22	$31.63	$26.67	42.2%	12.1%	32.6%	21.7%	48.7%	2.9%	7.6%	7.3K	-233.9K	-1.6K	0.51	120.44	197	101	257	110
2019-02-25	$31.40	$26.67	38.4%	11.0%	33.1%	19.7%	0.0%	-2.4%	3.5%	12.6K	-299.2K	-2.0K	0.00	124.47	6	0	312	174
2019-02-26	$30.58	$26.67	34.1%	9.8%	35.3%	17.5%	0.0%	6.7%	-1.9%	8.6K	-160.2K	-1.7K	0.00	109.24	6	0	317	174
2019-02-27	$30.73	$26.67	32.7%	9.4%	34.5%	16.7%	32.2%	6.2%	3.5%	8.2K	-116.0K	-1.6K	0.25	113.63	6	2	317	174
2019-02-28	$30.19	$26.67	42.8%	12.3%	35.3%	22.0%	42.8%	0.4%	-1.2%	7.4K	-151.3K	-1.8K	0.20	121.35	8	2	317	176