PATK Options History — July 2019

In July 2019, PATK traded between $28.03 and $32.26. ATM implied volatility averaged 48.4%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 7.6% (HV 20d: 40.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 4.12.

Notable Days

  • 2019-07-24: Highest Volume — 359 contracts
  • 2019-07-08: Largest IV spike — 48.6% change
  • 2019-07-24: Highest IV Rank — 32.1%
  • 2019-07-24: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.36$28.03$32.26$32.26$30.79
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV48.4%34.7%62.2%45.4%41.3%
Expected Move14.1%10.2%17.8%13.0%11.8%
HV 20d40.8%38.8%45.4%39.3%44.0%
HV 60d40.2%38.2%41.7%40.5%40.4%
IV Rank24.9%17.7%32.1%23.4%21.2%
IV Percentile43.0%12.3%66.7%37.3%25.8%
Term Structure-2.1%-30.0%25.8%0.3%4.0%
VWIV48.6%40.8%60.6%52.1%43.2%
Skew 25d7.4%-8.9%22.3%12.1%-0.1%
Skew 10d9.9%-11.7%23.7%20.8%-4.4%
Call IV 25d42.0%31.6%63.2%43.2%42.5%
Put IV 25d49.4%35.9%67.1%55.3%42.4%
Bid-Ask Spread %107.0789.10128.84128.84117.68
Gamma HHI0.340.260.370.340.36
Net GEX-908-20.3K28.2K2.4K28.2K
Net DEX1.1K-510.0K440.0K-278.1K-510.0K
Net VEX-2.8K-3.4K-2.3K-3.0K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.120.0011.000.000.85
Total Volume80.59103590144
Total OI9207761,1587981,158

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$32.26$30.0045.4%13.0%39.3%23.4%0.0%12.1%0.3%2.4K-278.1K-3.0K0.00128.8400327471
2019-07-02$31.11$30.0050.0%14.3%40.0%25.8%0.0%17.8%6.0%-1.2K-61.6K-2.9K0.00118.7030327471
2019-07-03$32.07$30.0035.7%10.2%40.5%18.3%0.0%5.7%3.8%-1.1K-114.1K-2.7K0.00113.2030330471
2019-07-05$32.21$30.0034.7%11.9%40.4%17.7%0.0%6.6%0.2%2.1K-151.3K-2.7K0.0092.9230330471
2019-07-08$31.23$30.0051.5%15.3%41.7%26.5%52.1%10.1%-8.6%-664-37.4K-2.8K0.0094.96038330471
2019-07-09$30.90$30.0040.3%14.5%39.5%20.7%50.6%13.7%-5.7%-6.6K76.8K-2.9K10.00101.07545330516
2019-07-10$30.79$30.0045.7%13.1%39.3%23.5%45.4%12.7%-2.8%-10.3K131.4K-2.8K10.00111.28545335516
2019-07-11$29.87$30.0048.2%13.8%40.5%24.8%48.1%13.0%-4.5%-12.1K216.9K-2.7K10.33105.36547335516
2019-07-12$30.68$30.0045.5%13.0%39.4%23.4%45.3%3.9%-0.1%-9.1K117.6K-2.7K4.67103.98521335516
2019-07-15$29.89$30.0047.8%13.7%40.0%24.6%0.0%6.3%-1.7%-15.1K282.1K-2.6K0.00105.8100335531
2019-07-16$30.07$30.0052.7%15.1%39.6%27.2%0.0%14.1%-7.9%-15.3K248.0K-2.6K0.0095.3600335531
2019-07-17$29.75$30.0055.3%15.9%39.1%28.5%55.7%15.2%-9.9%-15.7K319.3K-2.6K0.00112.6309335531
2019-07-18$29.45$30.0059.3%17.0%39.1%30.6%43.8%-8.9%-30.0%-15.6K335.3K-2.5K0.00103.13039335540
2019-07-19$28.92$30.0042.3%12.1%38.8%21.7%43.6%1.5%5.6%-20.3K440.0K-2.3K6.6799.92960335510
2019-07-22$28.03$30.0060.4%17.3%39.5%31.2%59.9%19.0%17.3%-16.1K383.4K-2.3K0.17105.2230051261515
2019-07-23$29.33$30.0049.8%14.3%42.2%25.7%47.5%4.8%25.8%8.9K-26.2K-3.2K0.18118.8830054555527
2019-07-24$30.36$30.0062.2%17.8%42.5%32.1%60.6%2.6%-14.9%10.0K-254.2K-3.4K0.19107.2930257555534
2019-07-25$29.91$30.0058.8%16.8%41.5%30.3%48.2%-5.8%-17.3%12.1K-281.2K-3.3K11.00123.73550569539
2019-07-26$30.79$30.0044.6%12.8%41.8%22.9%41.8%0.4%0.2%19.5K-413.4K-3.1K6.60107.72850570531
2019-07-29$29.22$30.0040.8%11.7%43.0%20.9%40.8%-4.4%2.6%15.8K-53.4K-2.8K0.9098.711514573531
2019-07-30$30.33$30.0051.7%14.8%45.4%26.7%51.7%22.3%-9.2%20.2K-345.0K-2.9K4.4089.101566588518
2019-07-31$30.79$30.0041.3%11.8%44.0%21.2%43.2%-0.1%4.0%28.2K-510.0K-2.8K0.85117.687866588570