PATK Options History — April 2019

In April 2019, PATK traded between $29.81 and $37.04. ATM implied volatility averaged 45.1%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 2.4% (HV 20d: 42.7%). Max pain ranged from $33.33 to $36.67. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 12.16.

Notable Days

2019-04-24: Highest Volume — 662 contracts
2019-04-03: Largest IV spike — 47.1% change
2019-04-24: Highest IV Rank — 34.3%
2019-04-24: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.49	$29.81	$37.04	$30.49	$33.32
Max Pain	$33.97	$33.33	$36.67	$33.33	$36.67
ATM IV	45.1%	30.4%	66.3%	40.2%	42.0%
Expected Move	13.0%	10.1%	19.0%	12.7%	12.0%
HV 20d	42.7%	29.7%	48.3%	45.8%	42.2%
HV 60d	39.6%	38.2%	42.4%	40.9%	42.4%
IV Rank	23.2%	15.5%	34.3%	20.6%	21.6%
IV Percentile	33.4%	6.0%	59.9%	25.0%	29.8%
Term Structure	-3.4%	-24.6%	14.8%	4.3%	-2.4%
VWIV	44.1%	27.8%	66.2%	39.5%	41.3%
Skew 25d	9.8%	-2.6%	31.1%	13.4%	-2.6%
Skew 10d	9.8%	-1.6%	19.5%	19.5%	-1.6%
Call IV 25d	36.9%	24.3%	49.5%	28.7%	33.4%
Put IV 25d	46.7%	30.8%	64.4%	42.1%	30.8%
Bid-Ask Spread %	104.32	88.92	116.47	109.02	89.41
Gamma HHI	0.42	0.28	0.82	0.28	0.43
Net GEX	12.9K	-64.8K	147.2K	9.5K	-58.8K
Net DEX	-325.2K	-1.2M	1.7M	-272.2K	1.7M
Net VEX	-3.0K	-5.5K	-2.1K	-2.1K	-4.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	12.16	0.00	219.50	0.12	1.84
Total Volume	119.19	2	662	43	82
Total OI	913.048	622	1,710	622	1,710

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
2019-04-01	$30.49	$33.33	40.2%	12.7%	45.8%	20.6%	39.5%	13.4%	4.3%	9.5K	-272.2K	-2.1K	0.12	109.02	38	5	398	224
2019-04-02	$29.81	$33.33	30.4%	12.4%	46.3%	15.5%	38.7%	15.8%	14.8%	12.4K	-260.6K	-2.2K	0.12	114.01	38	5	428	227
2019-04-03	$30.20	$33.33	44.7%	11.1%	46.4%	23.0%	41.9%	3.9%	-1.1%	12.0K	-301.2K	-2.2K	0.07	110.03	60	5	428	227
2019-04-04	$30.94	$33.33	56.2%	10.1%	46.9%	29.0%	44.8%	5.8%	10.1%	15.1K	-416.3K	-2.4K	0.07	98.09	60	5	438	227
2019-04-05	$31.27	$33.33	36.0%	11.7%	46.9%	18.5%	40.9%	7.4%	-1.6%	16.5K	-378.9K	-2.2K	0.07	101.08	60	5	438	227
2019-04-08	$31.40	$33.33	41.6%	12.1%	45.8%	21.4%	53.5%	7.8%	1.7%	16.4K	-394.9K	-2.3K	0.00	96.87	2	0	435	227
2019-04-09	$31.21	$33.33	34.5%	11.9%	45.6%	17.7%	38.0%	11.4%	-2.6%	18.2K	-416.0K	-2.2K	0.00	102.48	36	0	437	227
2019-04-10	$32.38	$33.33	46.8%	13.4%	47.1%	24.1%	27.8%	19.2%	-7.1%	18.7K	-525.1K	-2.3K	0.00	116.47	86	0	422	227
2019-04-11	$32.50	$33.33	41.2%	11.8%	46.9%	21.2%	39.9%	4.9%	-2.3%	24.2K	-558.0K	-2.3K	0.00	99.45	68	0	471	227
2019-04-12	$32.84	$33.33	49.4%	14.2%	46.9%	25.4%	45.6%	0.9%	-19.0%	23.4K	-632.1K	-2.4K	0.22	107.13	74	17	476	227
2019-04-15	$34.62	$33.33	56.3%	16.1%	48.3%	29.0%	42.9%	13.4%	-24.6%	27.1K	-826.6K	-2.5K	2.17	112.19	45	98	479	236
2019-04-16	$35.91	$33.33	45.3%	13.0%	46.6%	23.3%	51.7%	8.9%	-4.5%	33.0K	-1.0M	-2.9K	1.91	110.09	51	98	513	333
2019-04-17	$37.04	$33.33	43.9%	12.6%	41.1%	22.6%	49.5%	2.3%	-2.3%	41.0K	-1.2M	-2.7K	3.25	105.72	60	195	515	333
2019-04-18	$36.73	$33.33	43.7%	12.5%	41.8%	22.5%	43.9%	11.3%	-7.5%	147.2K	-1.2M	-3.0K	3.14	104.38	65	203	527	429
2019-04-22	$36.23	$33.33	51.7%	14.8%	32.2%	26.6%	0.0%	3.0%	-4.2%	27.2K	-1.0M	-3.1K	0.00	107.91	5	0	480	375
2019-04-23	$36.74	$33.33	48.0%	13.8%	30.2%	24.7%	0.0%	7.7%	-6.6%	31.9K	-1.0M	-3.0K	0.00	103.98	5	0	485	375
2019-04-24	$36.87	$33.33	66.3%	19.0%	29.7%	34.3%	66.2%	31.1%	-13.0%	23.2K	-1.1M	-2.9K	219.50	105.37	3	659	485	375
2019-04-25	$34.70	$36.67	37.7%	10.8%	38.8%	19.3%	45.7%	15.5%	13.4%	-42.4K	768.9K	-4.9K	8.33	105.62	27	225	485	1,007
2019-04-26	$34.73	$36.67	43.1%	12.3%	38.6%	22.1%	41.8%	3.5%	-15.4%	-64.8K	994.9K	-5.5K	2.35	102.59	30	71	506	1,194
2019-04-29	$33.33	$36.67	48.4%	13.9%	42.2%	24.9%	0.0%	22.2%	-1.2%	-59.5K	1.2M	-4.9K	0.00	88.92	0	17	492	1,202
2019-04-30	$33.32	$36.67	42.0%	12.0%	42.2%	21.6%	41.3%	-2.6%	-2.4%	-58.8K	1.7M	-4.5K	1.84	89.41	29	53	492	1,218