PATK Options History — June 2019

In June 2019, PATK traded between $27.84 and $32.87. ATM implied volatility averaged 44.4%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 6.9% (HV 20d: 37.5%). Max pain ranged from $30.00 to $33.33. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 4.00.

Notable Days

2019-06-20: Highest Volume — 208 contracts
2019-06-07: Largest IV spike — 27.0% change
2019-06-07: Highest IV Rank — 31.4%
2019-06-11: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.50	$27.84	$32.87	$27.84	$32.87
Max Pain	$31.17	$30.00	$33.33	$33.33	$30.00
ATM IV	44.4%	35.8%	60.7%	47.9%	40.5%
Expected Move	12.3%	10.3%	15.3%	13.7%	11.6%
HV 20d	37.5%	33.0%	41.4%	33.0%	38.7%
HV 60d	41.5%	38.6%	44.1%	42.5%	40.6%
IV Rank	22.8%	18.3%	31.4%	24.6%	20.8%
IV Percentile	32.6%	12.7%	60.3%	42.1%	23.8%
Term Structure	4.1%	-10.0%	25.4%	9.1%	-2.2%
VWIV	44.1%	36.3%	56.9%	56.9%	39.9%
Skew 25d	4.2%	-7.5%	19.4%	1.4%	-4.0%
Skew 10d	9.3%	-2.1%	22.4%	3.1%	10.6%
Call IV 25d	40.6%	29.4%	49.8%	49.8%	38.0%
Put IV 25d	44.9%	34.0%	57.9%	51.2%	34.0%
Bid-Ask Spread %	109.24	90.00	123.44	114.24	122.37
Gamma HHI	0.32	0.27	0.39	0.27	0.37
Net GEX	-4.4K	-16.1K	5.9K	-3.9K	5.9K
Net DEX	-32.7K	-314.3K	146.2K	146.2K	-314.3K
Net VEX	-2.7K	-3.2K	-2.2K	-2.2K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.00	0.00	12.50	12.50	0.92
Total Volume	73.8	12	208	15	38
Total OI	715.6	581	908	581	783

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
2019-06-03	$27.84	$33.33	47.9%	13.7%	33.0%	24.6%	0.0%	1.4%	9.1%	-3.9K	146.2K	-2.2K	0.00	114.24	0	15	272	309
2019-06-04	$29.05	$33.33	46.8%	13.4%	37.6%	24.1%	0.0%	8.2%	-7.9%	-3.2K	71.9K	-2.3K	0.00	111.95	0	15	272	309
2019-06-05	$28.63	$33.33	44.4%	12.7%	35.3%	22.8%	0.0%	1.8%	-5.4%	-3.5K	47.8K	-2.2K	0.00	108.75	0	15	272	309
2019-06-06	$28.59	$33.33	47.8%	12.5%	35.3%	24.6%	0.0%	3.7%	3.9%	-4.1K	121.3K	-2.2K	0.00	116.64	0	15	272	309
2019-06-07	$29.33	$33.33	60.7%	10.8%	36.6%	31.4%	0.0%	7.4%	5.7%	-2.4K	31.4K	-2.2K	0.00	110.98	0	15	272	309
2019-06-10	$30.57	$33.33	48.1%	11.6%	39.0%	24.7%	0.0%	0.1%	7.2%	-2.2K	-101.5K	-2.3K	12.50	108.36	6	75	272	309
2019-06-11	$30.29	$33.33	50.3%	15.3%	35.5%	25.9%	56.9%	13.4%	-10.0%	-7.0K	-12.0K	-2.4K	3.93	99.12	21	83	272	384
2019-06-12	$29.79	$30.00	45.9%	13.2%	35.6%	23.6%	43.9%	-3.7%	0.1%	-4.5K	-34.9K	-2.5K	3.93	108.00	21	83	287	392
2019-06-13	$30.91	$30.00	43.4%	12.4%	37.9%	22.3%	38.4%	-4.2%	7.6%	-6.2K	-97.4K	-2.4K	1.07	102.42	21	23	287	392
2019-06-14	$31.33	$30.00	38.0%	10.9%	38.1%	19.5%	36.3%	19.4%	6.8%	-4.4K	-130.0K	-2.4K	0.83	90.00	27	23	287	405
2019-06-17	$30.69	$30.00	42.8%	12.3%	37.9%	22.0%	0.0%	-4.6%	7.7%	-7.2K	-84.3K	-2.5K	0.00	109.34	0	117	293	405
2019-06-18	$31.24	$30.00	40.2%	11.5%	38.0%	20.7%	48.0%	5.5%	24.7%	-11.1K	-14.4K	-3.0K	10.00	105.10	18	180	293	522
2019-06-19	$31.29	$30.00	42.6%	12.2%	36.7%	21.9%	47.9%	4.3%	10.6%	-16.1K	41.2K	-3.2K	11.00	113.13	17	182	311	584
2019-06-20	$31.80	$30.00	36.9%	10.6%	36.9%	18.9%	42.6%	5.1%	-3.2%	-11.0K	-46.7K	-3.2K	7.12	123.44	26	182	312	585
2019-06-21	$32.09	$30.00	41.8%	12.0%	36.7%	21.5%	48.8%	18.4%	-2.6%	1.3K	-192.1K	-3.2K	4.43	111.84	35	153	323	585
2019-06-24	$31.04	$30.00	44.7%	12.8%	39.1%	23.0%	45.0%	14.2%	25.4%	37	-96.3K	-3.2K	0.00	116.79	12	0	324	455
2019-06-25	$30.00	$30.00	50.4%	14.4%	40.0%	26.0%	44.5%	0.7%	-5.7%	-3.5K	52.1K	-3.1K	0.00	102.84	12	0	326	455
2019-06-26	$30.87	$30.00	39.9%	11.4%	40.8%	20.5%	42.1%	-7.5%	6.0%	-3.9K	35.9K	-3.0K	0.15	110.78	20	3	326	455
2019-06-27	$31.70	$30.00	35.8%	10.3%	41.4%	18.3%	38.4%	5.1%	4.3%	-1.7K	-77.0K	-3.0K	0.15	98.62	20	3	327	456
2019-06-28	$32.87	$30.00	40.5%	11.6%	38.7%	20.8%	39.9%	-4.0%	-2.2%	5.9K	-314.3K	-2.9K	0.92	122.37	20	18	327	456