PATK Options History — December 2019

In December 2019, PATK traded between $31.99 and $35.94. ATM implied volatility averaged 41.5%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 10.2% (HV 20d: 31.4%). Max pain ranged from $30.00 to $33.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.43.

Notable Days

2019-12-23: Highest Volume — 32 contracts
2019-12-20: Largest IV spike — 66.2% change
2019-12-09: Highest IV Rank — 32.8%
2019-12-03: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.45	$31.99	$35.94	$31.99	$35.08
Max Pain	$32.16	$30.00	$33.33	$33.33	$33.33
ATM IV	41.5%	27.2%	63.5%	42.8%	35.8%
Expected Move	11.4%	7.8%	15.4%	12.3%	10.3%
HV 20d	31.4%	25.7%	33.2%	28.5%	25.7%
HV 60d	37.6%	31.2%	43.8%	43.7%	31.2%
IV Rank	12.7%	0.0%	32.8%	22.0%	5.2%
IV Percentile	27.5%	0.4%	83.7%	30.2%	11.5%
Term Structure	-0.3%	-15.8%	15.3%	-2.7%	-4.5%
VWIV	39.6%	25.1%	75.6%	25.1%	27.4%
Skew 25d	5.7%	-12.4%	13.0%	6.7%	0.1%
Skew 10d	6.3%	-5.1%	19.0%	8.7%	-2.6%
Call IV 25d	32.5%	26.5%	41.7%	38.7%	38.5%
Put IV 25d	38.1%	29.3%	48.6%	45.4%	38.6%
Bid-Ask Spread %	101.53	88.09	125.13	88.09	101.22
Gamma HHI	0.47	0.43	0.55	0.55	0.44
Net GEX	17.0K	13.9K	20.1K	16.8K	20.1K
Net DEX	-779.1K	-914.2K	-560.8K	-560.8K	-883.2K
Net VEX	-1.7K	-1.8K	-1.6K	-1.8K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.00	4.00	0.00	0.50
Total Volume	6.19	0	32	0	0
Total OI	381.905	356	427	356	427

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
2019-12-02	$31.99	$33.33	42.8%	12.3%	28.5%	22.0%	0.0%	6.7%	-2.7%	16.8K	-560.8K	-1.8K	0.00	88.09	0	0	320	36
2019-12-03	$33.11	$33.33	53.7%	15.4%	30.5%	27.7%	0.0%	13.0%	-15.8%	16.9K	-612.4K	-1.8K	0.00	102.85	2	0	320	36
2019-12-04	$34.09	$33.33	40.8%	11.7%	32.0%	20.9%	0.0%	8.2%	-1.8%	16.6K	-693.0K	-1.8K	0.00	88.99	6	0	321	36
2019-12-05	$34.09	$0.00	42.2%	12.7%	31.9%	21.7%	0.0%	12.8%	-6.2%	17.1K	-718.3K	-1.8K	0.00	94.48	0	0	324	36
2019-12-06	$34.61	$0.00	45.6%	10.8%	32.4%	23.5%	0.0%	8.0%	4.3%	15.6K	-730.2K	-1.8K	0.00	94.39	8	0	324	36
2019-12-09	$34.56	$0.00	63.5%	13.3%	31.3%	32.8%	0.0%	11.4%	-2.2%	15.4K	-744.1K	-1.8K	0.00	100.89	0	0	330	36
2019-12-10	$34.65	$0.00	62.9%	13.4%	30.9%	32.5%	25.1%	-2.1%	-4.9%	13.9K	-749.6K	-1.8K	0.00	107.17	0	2	330	36
2019-12-11	$35.11	$30.00	43.9%	12.6%	31.0%	10.2%	0.0%	13.0%	-5.1%	15.8K	-783.5K	-1.8K	0.00	111.25	5	0	330	38
2019-12-12	$35.35	$30.00	35.4%	10.1%	30.6%	5.0%	0.0%	9.7%	1.4%	16.5K	-813.7K	-1.7K	0.00	93.84	12	0	335	38
2019-12-13	$34.31	$30.00	39.7%	11.4%	32.8%	7.6%	0.0%	9.2%	4.9%	16.1K	-805.1K	-1.8K	0.00	113.52	3	0	344	38
2019-12-16	$33.93	$30.00	35.9%	10.3%	33.0%	5.3%	0.0%	-2.9%	3.7%	19.1K	-718.0K	-1.7K	0.00	96.31	3	0	344	38
2019-12-17	$33.93	$30.00	35.2%	10.1%	33.0%	4.9%	0.0%	-1.5%	5.2%	17.8K	-735.5K	-1.7K	0.00	90.28	0	0	341	38
2019-12-18	$33.66	$30.00	38.6%	11.1%	33.1%	7.0%	37.5%	-0.1%	6.1%	17.5K	-744.9K	-1.7K	4.00	125.13	2	6	341	38
2019-12-19	$34.18	$33.33	27.2%	7.8%	33.1%	0.0%	75.6%	-12.4%	13.6%	16.0K	-796.7K	-1.7K	0.50	112.88	6	3	342	44
2019-12-20	$34.51	$33.33	45.1%	12.9%	33.1%	10.9%	0.0%	13.0%	-4.4%	18.9K	-795.6K	-1.7K	0.00	109.19	2	0	348	47
2019-12-23	$35.33	$33.33	42.6%	12.2%	33.2%	9.4%	41.9%	12.3%	-14.8%	18.2K	-883.8K	-1.6K	0.91	95.66	17	15	342	38
2019-12-24	$35.94	$33.33	38.1%	10.9%	30.9%	6.6%	35.1%	5.4%	-1.8%	16.5K	-914.2K	-1.6K	0.00	97.07	14	0	344	53
2019-12-26	$35.17	$33.33	36.9%	10.6%	32.0%	5.9%	34.6%	1.7%	4.2%	15.8K	-879.4K	-1.7K	0.09	91.84	17	2	354	53
2019-12-27	$35.05	$33.33	34.0%	9.7%	30.6%	4.2%	0.0%	4.7%	-1.3%	18.5K	-904.1K	-1.7K	0.00	109.76	0	0	368	54
2019-12-30	$34.74	$33.33	32.4%	9.3%	29.4%	3.2%	27.4%	8.6%	15.3%	17.6K	-896.2K	-1.6K	0.50	107.43	3	2	368	54
2019-12-31	$35.08	$33.33	35.8%	10.3%	25.7%	5.2%	0.0%	0.1%	-4.5%	20.1K	-883.2K	-1.7K	0.00	101.22	0	0	371	56