PATK Options History — October 2019

In October 2019, PATK traded between $27.24 and $33.03. ATM implied volatility averaged 49.8%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 0.5% (HV 20d: 50.3%). Max pain ranged from $26.67 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.37.

Notable Days

  • 2019-10-15: Highest Volume — 258 contracts
  • 2019-10-07: Largest IV spike — 39.0% change
  • 2019-10-07: Highest IV Rank — 37.4%
  • 2019-10-01: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.59$27.24$33.03$27.95$32.71
Max Pain$29.71$26.67$30.00$26.67$30.00
ATM IV49.8%27.6%72.2%64.6%30.7%
Expected Move13.8%7.9%18.5%18.5%8.8%
HV 20d50.3%35.9%63.2%63.2%36.4%
HV 60d53.9%52.4%55.0%54.7%52.7%
IV Rank25.7%14.0%37.4%33.4%15.7%
IV Percentile44.2%0.8%79.4%74.6%1.6%
Term Structure-1.1%-22.3%28.5%-16.6%9.8%
VWIV42.4%29.8%55.8%35.0%34.9%
Skew 25d8.8%-7.1%23.9%20.1%1.6%
Skew 10d10.9%-9.5%20.9%13.8%0.0%
Call IV 25d41.6%32.4%54.2%34.7%36.3%
Put IV 25d50.4%25.5%62.4%54.7%37.8%
Bid-Ask Spread %102.2384.48129.98127.5084.48
Gamma HHI0.380.280.530.300.44
Net GEX27.0K16.2K42.0K18.9K42.0K
Net DEX-725.7K-1.3M-361.9K-511.5K-1.3M
Net VEX-2.7K-3.2K-2.2K-2.8K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.003.000.000.00
Total Volume17.217025820
Total OI954.435926995926976

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$27.95$26.6764.6%18.5%63.2%33.4%35.0%20.1%-16.6%18.9K-511.5K-2.8K0.00127.5020563363
2019-10-02$27.85$26.6764.0%18.4%60.4%33.1%0.0%23.7%-16.7%16.6K-445.1K-2.8K0.00129.9800564363
2019-10-03$27.84$30.0064.1%14.1%59.2%33.1%0.0%-3.0%-2.8%16.6K-410.1K-2.8K0.0098.9700564363
2019-10-04$28.36$30.0051.9%12.3%58.9%26.8%0.0%13.3%-3.4%21.3K-513.1K-2.8K0.00114.2060564363
2019-10-07$27.24$30.0072.2%14.8%61.1%37.4%0.0%13.9%-2.3%16.2K-361.9K-2.6K0.33119.4893566363
2019-10-08$27.83$30.0049.7%15.1%55.3%25.6%52.0%19.6%-8.6%21.9K-452.4K-2.6K0.00101.0002569366
2019-10-09$28.07$30.0058.3%16.7%50.4%30.1%0.0%8.6%-21.2%20.1K-512.0K-2.6K0.00101.5800569368
2019-10-10$28.05$30.0054.7%15.7%50.3%28.2%55.8%12.1%-7.4%21.6K-471.9K-2.6K0.0090.3602569368
2019-10-11$28.38$30.0049.7%14.2%49.7%25.6%37.6%5.1%-2.9%22.9K-549.0K-2.4K0.4093.7783569368
2019-10-14$28.13$30.0063.2%18.1%49.1%32.7%53.0%23.9%-22.3%24.3K-532.5K-2.4K0.0095.8750573371
2019-10-15$29.37$30.0048.6%13.9%51.4%25.0%0.0%3.0%-0.4%22.7K-729.9K-2.2K0.0089.312580578371
2019-10-16$29.81$30.0043.1%12.4%49.8%22.2%0.0%5.2%3.7%27.2K-766.3K-3.2K0.00101.2500615371
2019-10-17$30.17$30.0047.3%13.6%49.8%24.4%47.7%12.1%-3.2%30.3K-816.1K-3.0K0.0089.9290615371
2019-10-18$29.85$30.0048.8%14.0%49.9%25.1%0.0%10.7%-5.8%31.3K-750.1K-3.0K0.00109.3002624371
2019-10-21$30.01$30.0053.4%15.3%49.9%27.5%37.5%10.8%14.3%24.6K-722.6K-3.0K0.00110.5802588371
2019-10-22$29.53$30.0053.9%15.5%49.3%27.8%0.0%3.9%14.2%22.8K-626.8K-2.9K0.00103.5100588372
2019-10-23$30.68$30.0050.4%14.4%50.8%26.0%49.9%2.1%-4.4%29.9K-849.2K-2.9K0.0093.1130588372
2019-10-24$29.80$30.0043.0%12.3%51.9%22.1%43.0%9.9%28.5%28.2K-726.5K-2.7K0.17110.9392588372
2019-10-25$30.99$30.0039.9%11.4%50.1%20.5%0.0%4.2%-3.2%39.2K-900.1K-2.6K0.7589.0365596372
2019-10-28$32.31$30.0027.6%7.9%38.4%14.0%29.8%-7.1%12.1%40.8K-1.2M-2.3K0.10112.04455600377
2019-10-29$32.55$30.0032.2%9.2%36.1%16.5%33.2%2.4%9.8%40.6K-1.2M-2.3K3.0089.5525600377
2019-10-30$33.03$30.0034.8%10.0%35.9%17.8%34.9%5.8%3.2%39.8K-1.3M-2.3K0.0095.4530599374
2019-10-31$32.71$30.0030.7%8.8%36.4%15.7%0.0%1.6%9.8%42.0K-1.3M-2.2K0.0084.4800602374