PATK Options History — January 2020

In January 2020, PATK traded between $34.15 and $37.19. ATM implied volatility averaged 39.2%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 11.2% (HV 20d: 27.9%). 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 15 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2020-01-29: Highest Volume — 105 contracts
2020-01-09: Largest IV spike — 47.2% change
2020-01-30: Highest IV Rank — 35.2%
2020-01-30: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.56	$34.15	$37.19	$35.03	$34.50
Max Pain	$30.32	$30.00	$33.33	$33.33	$30.00
ATM IV	39.2%	25.0%	55.3%	25.0%	42.0%
Expected Move	11.6%	7.2%	15.8%	7.2%	12.0%
HV 20d	27.9%	21.2%	33.0%	23.2%	33.0%
HV 60d	30.0%	28.2%	31.5%	29.9%	28.9%
IV Rank	15.0%	0.0%	35.2%	0.0%	19.8%
IV Percentile	28.4%	0.0%	84.1%	0.0%	36.1%
Term Structure	7.0%	-15.5%	25.1%	15.4%	17.4%
VWIV	42.8%	32.6%	52.4%	39.2%	43.6%
Skew 25d	3.6%	-6.3%	14.6%	12.5%	0.4%
Skew 10d	-3.5%	-14.9%	9.6%	2.4%	9.6%
Call IV 25d	40.9%	32.5%	48.1%	32.5%	43.0%
Put IV 25d	44.5%	36.3%	58.7%	45.0%	43.3%
Bid-Ask Spread %	101.18	88.48	121.75	105.41	111.41
Gamma HHI	0.43	0.30	0.50	0.45	0.30
Net GEX	18.6K	15.7K	25.6K	18.5K	25.6K
Net DEX	-960.8K	-1.1M	-832.7K	-922.5K	-942.0K
Net VEX	-1.2K	-1.5K	-1.1K	-1.5K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	2.00	0.00	0.00
Total Volume	13.952	0	105	11	0
Total OI	431.762	407	578	427	578

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
2020-01-02	$35.03	$33.33	25.0%	7.2%	23.2%	0.0%	0.0%	12.5%	15.4%	18.5K	-922.5K	-1.5K	0.00	105.41	11	0	371	56
2020-01-03	$34.84	$33.33	29.7%	8.5%	21.2%	3.7%	0.0%	0.3%	25.1%	18.7K	-889.2K	-1.5K	0.00	106.66	0	0	363	56
2020-01-06	$34.87	$30.00	43.5%	11.8%	21.2%	14.4%	39.2%	2.1%	4.1%	19.3K	-853.6K	-1.5K	0.00	93.07	39	0	363	56
2020-01-07	$34.15	$30.00	29.4%	12.4%	21.8%	3.4%	0.0%	1.7%	6.5%	15.7K	-832.7K	-1.5K	0.00	90.50	0	0	360	56
2020-01-08	$35.37	$30.00	27.5%	11.8%	25.2%	2.4%	0.0%	-4.0%	-3.1%	19.7K	-941.0K	-1.4K	0.00	98.43	0	0	360	56
2020-01-09	$34.96	$30.00	40.5%	11.0%	25.6%	14.6%	0.0%	1.8%	12.0%	18.3K	-903.5K	-1.3K	0.00	89.95	8	0	360	56
2020-01-10	$34.63	$30.00	42.1%	9.6%	25.3%	16.1%	0.0%	9.1%	18.8%	18.0K	-888.8K	-1.4K	0.00	91.89	0	0	368	56
2020-01-13	$35.41	$30.00	35.8%	12.2%	26.5%	10.2%	50.9%	7.4%	0.6%	19.3K	-964.2K	-1.3K	0.00	97.31	0	2	368	56
2020-01-14	$37.19	$30.00	37.1%	11.6%	29.3%	11.5%	0.0%	3.2%	-0.4%	18.2K	-1.1M	-1.1K	0.00	88.48	17	0	368	57
2020-01-15	$36.79	$30.00	36.3%	10.4%	29.3%	10.7%	39.7%	-6.3%	10.0%	18.3K	-1.1M	-1.1K	2.00	94.22	8	15	365	57
2020-01-16	$37.13	$30.00	36.5%	10.5%	29.3%	10.9%	33.8%	3.1%	8.5%	19.1K	-1.1M	-1.1K	0.00	104.14	8	0	371	72
2020-01-17	$36.37	$30.00	38.0%	10.9%	30.3%	12.3%	32.6%	-0.2%	7.3%	16.6K	-1.0M	-1.1K	0.33	98.09	5	2	371	72
2020-01-21	$36.01	$30.00	41.8%	12.0%	30.4%	19.6%	42.1%	-3.3%	20.3%	16.9K	-992.2K	-1.1K	0.00	100.34	0	3	356	51
2020-01-22	$35.90	$30.00	40.9%	11.7%	30.3%	18.5%	51.4%	1.3%	22.7%	17.9K	-967.9K	-1.1K	0.00	104.00	0	2	356	54
2020-01-23	$36.31	$30.00	39.9%	11.4%	29.5%	17.3%	0.0%	0.9%	2.3%	17.1K	-999.3K	-1.1K	0.00	96.54	2	0	356	54
2020-01-24	$35.79	$30.00	39.6%	11.4%	29.4%	17.0%	52.4%	12.7%	-1.0%	18.2K	-967.0K	-1.1K	0.00	99.67	0	2	357	54
2020-01-27	$35.12	$30.00	43.7%	12.5%	29.1%	21.7%	43.6%	-3.3%	-4.0%	18.8K	-903.3K	-1.1K	1.00	109.71	2	2	357	56
2020-01-28	$36.24	$30.00	52.1%	14.9%	31.2%	31.5%	0.0%	14.6%	-1.3%	16.2K	-1.0M	-1.1K	0.00	109.67	0	0	357	56
2020-01-29	$35.23	$30.00	45.6%	13.1%	32.8%	24.0%	0.0%	12.3%	1.0%	18.5K	-920.5K	-1.1K	0.00	113.51	105	0	357	56
2020-01-30	$34.85	$30.00	55.3%	15.8%	32.8%	35.2%	0.0%	8.1%	-15.5%	22.3K	-925.1K	-1.3K	0.00	121.75	60	0	462	56
2020-01-31	$34.50	$30.00	42.0%	12.0%	33.0%	19.8%	0.0%	0.4%	17.4%	25.6K	-942.0K	-1.4K	0.00	111.41	0	0	522	56