PATK Options History — November 2019

In November 2019, PATK traded between $32.64 and $34.89. ATM implied volatility averaged 38.3%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 7.1% (HV 20d: 31.2%). Max pain ranged from $30.00 to $33.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.56.

Notable Days

2019-11-15: Highest Volume — 93 contracts
2019-11-26: Largest IV spike — 65.6% change
2019-11-19: Highest IV Rank — 26.6%
2019-11-19: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.75	$32.64	$34.89	$33.74	$33.18
Max Pain	$30.67	$30.00	$33.33	$30.00	$33.33
ATM IV	38.3%	27.1%	51.5%	32.2%	47.5%
Expected Move	12.1%	8.3%	14.8%	9.2%	13.6%
HV 20d	31.2%	25.3%	37.1%	37.1%	27.9%
HV 60d	47.7%	42.9%	52.9%	52.9%	42.9%
IV Rank	19.6%	13.8%	26.6%	16.5%	24.4%
IV Percentile	19.7%	0.8%	59.5%	3.2%	46.4%
Term Structure	-2.5%	-21.4%	28.1%	6.8%	-11.6%
VWIV	25.7%	21.3%	30.0%	30.0%	21.3%
Skew 25d	1.7%	-9.1%	21.0%	-2.7%	21.0%
Skew 10d	-1.3%	-14.1%	20.1%	-5.0%	20.1%
Call IV 25d	38.8%	23.9%	48.4%	32.9%	23.9%
Put IV 25d	40.5%	30.2%	46.3%	30.2%	44.9%
Bid-Ask Spread %	96.72	83.90	109.16	107.61	109.16
Gamma HHI	0.48	0.33	0.84	0.37	0.47
Net GEX	34.1K	15.8K	132.2K	38.0K	16.8K
Net DEX	-1.1M	-1.6M	-629.1K	-1.4M	-652.7K
Net VEX	-1.9K	-2.1K	-1.7K	-2.1K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	5.00	0.00	0.00
Total Volume	7.6	0	93	15	8
Total OI	702.65	346	991	976	363

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
2019-11-01	$33.74	$30.00	32.2%	9.2%	37.1%	16.5%	0.0%	-2.7%	6.8%	38.0K	-1.4M	-2.1K	0.00	107.61	0	15	602	374
2019-11-04	$34.37	$30.00	35.4%	12.0%	32.4%	18.1%	0.0%	-2.9%	2.0%	36.4K	-1.5M	-2.0K	0.00	94.72	0	0	602	387
2019-11-05	$34.89	$30.00	31.1%	11.4%	32.2%	15.9%	0.0%	-4.5%	3.4%	34.6K	-1.6M	-1.9K	0.00	87.80	0	0	602	387
2019-11-06	$34.77	$30.00	30.6%	11.4%	32.6%	15.6%	0.0%	-6.4%	0.2%	34.9K	-1.6M	-1.8K	0.00	90.94	0	0	602	387
2019-11-07	$34.88	$30.00	27.1%	12.4%	32.5%	13.8%	0.0%	1.2%	-4.9%	34.1K	-1.6M	-1.8K	0.00	91.18	3	0	602	389
2019-11-08	$34.09	$30.00	31.6%	12.8%	34.6%	16.2%	0.0%	3.1%	-8.2%	35.2K	-1.5M	-1.8K	0.00	96.58	0	0	599	389
2019-11-11	$33.63	$30.00	32.9%	13.8%	35.0%	16.8%	0.0%	2.6%	-8.7%	37.8K	-1.4M	-1.8K	0.00	104.24	0	0	599	389
2019-11-12	$33.38	$30.00	37.9%	12.8%	33.0%	19.4%	0.0%	1.3%	-6.8%	38.9K	-1.4M	-1.7K	0.00	93.08	0	3	599	389
2019-11-13	$33.01	$30.00	51.2%	14.7%	33.3%	26.4%	0.0%	-3.5%	-21.4%	52.6K	-1.3M	-1.7K	0.00	96.00	0	0	599	387
2019-11-14	$32.98	$30.00	42.6%	12.2%	33.3%	21.9%	0.0%	0.6%	-4.6%	55.9K	-1.3M	-1.7K	0.00	92.71	5	0	599	387
2019-11-15	$33.26	$30.00	40.4%	11.6%	32.8%	20.8%	0.0%	4.9%	-2.2%	132.2K	-1.4M	-1.7K	0.00	96.63	93	0	603	387
2019-11-18	$33.25	$30.00	42.1%	12.1%	32.9%	21.6%	0.0%	14.8%	28.1%	17.1K	-661.5K	-1.9K	0.00	100.01	2	0	317	29
2019-11-19	$33.29	$30.00	51.5%	14.8%	32.0%	26.6%	0.0%	0.4%	-17.4%	17.1K	-675.3K	-1.9K	0.00	90.04	0	0	318	29
2019-11-20	$32.83	$30.00	43.4%	12.4%	30.4%	22.3%	0.0%	13.5%	-2.5%	16.9K	-635.5K	-1.9K	0.00	101.99	5	0	318	29
2019-11-21	$32.64	$30.00	40.3%	11.6%	28.1%	20.7%	0.0%	7.4%	-8.5%	17.1K	-629.1K	-2.0K	0.00	97.13	0	0	323	29
2019-11-22	$33.37	$30.00	29.0%	8.3%	25.9%	14.8%	30.0%	-5.2%	9.9%	17.1K	-686.5K	-1.9K	5.00	103.18	2	8	323	29
2019-11-25	$34.69	$33.33	30.0%	8.6%	25.3%	15.3%	21.3%	-9.1%	14.5%	15.8K	-773.6K	-1.8K	0.00	93.39	6	0	324	36
2019-11-26	$34.82	$33.33	49.7%	14.2%	25.3%	25.6%	0.0%	2.8%	-12.5%	16.4K	-805.8K	-1.8K	0.00	104.17	2	0	327	36
2019-11-27	$33.97	$33.33	39.4%	11.3%	26.8%	20.2%	0.0%	-4.3%	-6.4%	16.8K	-726.6K	-1.9K	0.00	83.90	0	0	327	36
2019-11-29	$33.18	$33.33	47.5%	13.6%	27.9%	24.4%	0.0%	21.0%	-11.6%	16.8K	-652.7K	-1.9K	0.00	109.16	8	0	327	36