PATK Options History — March 2019

In March 2019, PATK traded between $27.18 and $31.85. ATM implied volatility averaged 41.2%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 0.9% (HV 20d: 40.3%). Max pain ranged from $26.67 to $33.33. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.26.

Notable Days

2019-03-22: Highest Volume — 85 contracts
2019-03-11: Largest IV spike — 67.1% change
2019-03-06: Highest IV Rank — 32.7%
2019-03-06: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.97	$27.18	$31.85	$31.85	$30.26
Max Pain	$31.43	$26.67	$33.33	$26.67	$33.33
ATM IV	41.2%	32.0%	63.2%	36.4%	40.6%
Expected Move	12.0%	9.2%	18.1%	10.4%	12.6%
HV 20d	40.3%	31.1%	49.6%	38.9%	45.9%
HV 60d	39.5%	35.4%	46.2%	46.2%	41.1%
IV Rank	21.2%	16.3%	32.7%	18.6%	20.8%
IV Percentile	24.6%	10.7%	48.8%	17.5%	25.8%
Term Structure	1.5%	-8.9%	12.5%	-2.7%	4.9%
VWIV	38.3%	27.9%	53.0%	34.4%	44.3%
Skew 25d	5.1%	-4.9%	12.3%	5.5%	7.2%
Skew 10d	10.4%	-7.3%	21.7%	6.7%	5.7%
Call IV 25d	35.5%	27.4%	43.3%	31.9%	32.7%
Put IV 25d	40.6%	33.1%	47.6%	37.3%	39.9%
Bid-Ask Spread %	109.11	91.06	134.49	121.70	97.54
Gamma HHI	0.36	0.26	0.63	0.36	0.28
Net GEX	2.1K	-39.1K	13.9K	11.7K	7.3K
Net DEX	-107.3K	-251.0K	135.7K	-251.0K	-240.1K
Net VEX	-1.6K	-2.2K	-1.2K	-1.7K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.00	6.83	0.07	0.00
Total Volume	25.429	0	85	23	80
Total OI	504.095	423	619	494	619

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
2019-03-01	$31.85	$26.67	36.4%	10.4%	38.9%	18.6%	34.4%	5.5%	-2.7%	11.7K	-251.0K	-1.7K	0.07	121.70	21	2	318	176
2019-03-04	$31.44	$26.67	38.9%	11.2%	39.5%	20.0%	0.0%	7.8%	4.1%	13.9K	-249.3K	-1.9K	0.00	114.17	0	0	330	176
2019-03-05	$31.15	$26.67	40.5%	11.6%	38.9%	20.8%	0.0%	9.9%	-1.9%	11.4K	-210.0K	-1.8K	0.00	119.45	0	0	330	176
2019-03-06	$30.70	$26.67	63.2%	18.1%	38.7%	32.7%	53.0%	12.3%	-1.3%	11.0K	-198.0K	-1.8K	0.00	123.83	0	2	330	176
2019-03-07	$30.22	$26.67	44.2%	12.7%	38.9%	22.7%	44.4%	3.5%	0.7%	4.7K	-126.8K	-1.7K	0.00	129.78	0	2	330	176
2019-03-08	$30.07	$26.67	32.0%	9.2%	37.6%	16.3%	28.1%	6.8%	-1.0%	1.9K	-105.1K	-1.6K	0.00	134.49	0	3	330	176
2019-03-11	$30.97	$33.33	53.4%	11.5%	38.3%	27.5%	0.0%	-2.4%	4.2%	8.9K	-173.9K	-1.6K	0.00	98.91	0	3	330	173
2019-03-12	$30.58	$33.33	33.5%	12.6%	38.0%	17.1%	0.0%	2.4%	12.4%	9.7K	-188.6K	-1.7K	0.00	101.56	2	0	330	173
2019-03-13	$30.32	$33.33	38.4%	11.8%	38.0%	19.7%	0.0%	9.6%	1.6%	3.7K	-126.9K	-1.5K	0.00	91.06	2	0	332	173
2019-03-14	$30.03	$33.33	46.7%	11.9%	36.7%	24.0%	0.0%	10.8%	-8.9%	4.0K	-129.4K	-1.5K	0.00	95.63	2	0	332	173
2019-03-15	$30.02	$33.33	41.5%	12.0%	31.1%	21.3%	0.0%	7.6%	2.8%	-39.1K	-134.8K	-1.5K	0.00	101.80	2	0	332	173
2019-03-18	$31.28	$33.33	34.8%	12.4%	32.3%	17.8%	0.0%	4.3%	12.5%	5.1K	-126.2K	-1.4K	2.50	97.76	3	8	261	162
2019-03-19	$30.10	$33.33	37.0%	11.4%	34.9%	19.0%	0.0%	6.4%	0.0%	5.2K	-113.9K	-1.4K	2.50	108.02	3	8	264	170
2019-03-20	$28.55	$33.33	38.8%	11.9%	39.2%	19.9%	0.0%	6.4%	-1.1%	1.5K	-11.9K	-1.3K	3.00	106.50	3	9	264	170
2019-03-21	$29.00	$33.33	46.9%	13.7%	39.8%	24.1%	32.0%	8.6%	5.9%	-1.5K	17.9K	-1.5K	6.83	106.18	9	62	264	224
2019-03-22	$27.18	$33.33	43.8%	11.7%	44.7%	22.5%	27.9%	3.0%	-2.2%	-6.2K	135.7K	-1.2K	2.73	110.67	23	62	264	224
2019-03-25	$28.41	$33.33	37.4%	12.2%	48.4%	19.1%	0.0%	1.4%	2.6%	-7.2K	99.6K	-1.3K	0.00	102.41	0	0	278	224
2019-03-26	$28.26	$33.33	37.6%	12.2%	47.7%	19.3%	0.0%	1.2%	7.9%	-2.8K	43.0K	-1.3K	0.00	106.35	68	0	278	224
2019-03-27	$29.18	$33.33	44.0%	10.9%	49.3%	22.6%	44.3%	-0.5%	-7.5%	-64	-42.1K	-1.7K	0.00	110.53	83	0	344	224
2019-03-28	$29.78	$33.33	36.1%	10.0%	49.6%	18.5%	36.7%	-4.9%	-2.5%	627	-122.5K	-1.5K	0.00	112.95	72	0	359	224
2019-03-29	$30.26	$33.33	40.6%	12.6%	45.9%	20.8%	44.3%	7.2%	4.9%	7.3K	-240.1K	-2.2K	0.00	97.54	80	0	395	224