PATK Options History — April 2020

In April 2020, PATK traded between $14.69 and $28.70. ATM implied volatility averaged 109.0%, placing in the 58.0% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded below realized volatility by 86.6% (HV 20d: 195.6%). Max pain ranged from $20.00 to $26.67. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 15.15.

Notable Days

2020-04-29: Highest Volume — 302 contracts
2020-04-06: Largest IV drop — 40.6% change
2020-04-03: Highest IV Rank — 99.8%
2020-04-01: Largest Expected Move — 41.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.94	$14.69	$28.70	$16.37	$27.81
Max Pain	$20.32	$20.00	$26.67	$20.00	$26.67
ATM IV	109.0%	90.0%	169.7%	144.2%	90.0%
Expected Move	29.9%	25.8%	41.3%	41.3%	25.8%
HV 20d	195.6%	142.0%	244.0%	222.9%	142.0%
HV 60d	150.6%	135.3%	159.3%	135.3%	159.3%
IV Rank	58.0%	44.8%	99.8%	82.2%	44.8%
IV Percentile	91.1%	84.1%	99.6%	98.4%	84.1%
Term Structure	-14.6%	-39.6%	4.4%	-14.0%	2.2%
VWIV	100.9%	73.0%	133.4%	133.4%	73.0%
Skew 25d	14.5%	-0.9%	35.9%	16.3%	30.0%
Skew 10d	25.7%	-27.8%	77.7%	36.3%	25.8%
Call IV 25d	97.9%	63.1%	130.8%	122.7%	63.1%
Put IV 25d	112.4%	90.2%	139.0%	139.0%	93.2%
Bid-Ask Spread %	112.19	106.27	118.25	115.93	115.19
Gamma HHI	0.18	0.11	0.80	0.17	0.80
Net GEX	-651	-15.8K	2.2K	-271	-15.8K
Net DEX	-5.2K	-114.4K	213.4K	34.3K	213.4K
Net VEX	-261	-862	-156	-215	-862
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	15.15	0.00	200.00	3.50	0.60
Total Volume	23.143	0	302	0	13
Total OI	216.714	176	509	176	509

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
2020-04-01	$16.37	$20.00	144.2%	41.3%	222.9%	82.2%	0.0%	16.3%	-14.0%	-271	34.3K	-215	0.00	115.93	0	0	104	72
2020-04-02	$16.26	$20.00	148.2%	31.0%	222.8%	84.9%	0.0%	10.8%	-32.9%	-142	29.1K	-245	0.00	108.78	0	0	104	72
2020-04-03	$14.69	$20.00	169.7%	35.3%	224.0%	99.8%	133.4%	23.2%	-39.6%	-180	34.9K	-216	0.00	116.66	0	17	104	72
2020-04-06	$18.93	$20.00	100.8%	28.2%	239.3%	52.3%	0.0%	1.1%	-1.0%	-232	27.7K	-248	3.50	111.18	3	11	102	81
2020-04-07	$19.49	$20.00	106.5%	28.0%	239.7%	56.2%	0.0%	1.1%	2.1%	-510	19.7K	-280	0.00	115.81	6	0	105	98
2020-04-08	$21.91	$20.00	96.9%	27.8%	244.0%	49.6%	115.7%	18.3%	-3.8%	-127	-21.8K	-267	1.50	112.09	3	5	111	98
2020-04-09	$22.47	$20.00	93.7%	26.9%	234.6%	47.4%	100.8%	7.1%	-2.4%	291	-40.3K	-313	0.00	110.11	2	0	114	102
2020-04-13	$21.39	$20.00	110.3%	31.6%	234.3%	58.8%	0.0%	21.3%	-9.5%	-49	-24.6K	-279	0.00	106.65	0	0	116	102
2020-04-14	$21.34	$20.00	97.7%	28.0%	232.3%	50.1%	98.3%	4.5%	-36.4%	118	-31.0K	-259	0.00	109.72	14	0	116	102
2020-04-15	$18.59	$20.00	123.1%	35.3%	237.6%	67.6%	109.3%	35.9%	-34.2%	-35	10.5K	-246	0.00	113.46	0	12	116	102
2020-04-16	$18.22	$20.00	99.7%	28.6%	174.4%	51.5%	81.4%	16.9%	4.4%	-811	28.7K	-204	0.00	112.89	27	0	116	114
2020-04-17	$20.84	$20.00	94.8%	27.2%	177.2%	48.1%	94.5%	17.9%	-25.6%	-41	-25.7K	-233	0.20	111.79	8	2	126	114
2020-04-20	$20.11	$20.00	109.5%	31.4%	173.2%	58.3%	110.7%	32.0%	-7.8%	13	-19.4K	-256	0.70	106.27	15	11	119	89
2020-04-21	$19.35	$20.00	101.4%	29.1%	174.4%	52.7%	101.3%	17.3%	-5.7%	-271	-3.7K	-209	0.67	110.14	9	6	113	83
2020-04-22	$19.64	$20.00	104.8%	30.0%	168.1%	55.0%	0.0%	11.2%	-37.6%	-248	-9.4K	-213	0.00	110.07	0	0	113	81
2020-04-23	$21.45	$20.00	109.4%	31.4%	156.9%	58.2%	112.3%	20.9%	-34.9%	168	-29.4K	-201	0.00	111.34	2	0	113	81
2020-04-24	$21.99	$20.00	97.1%	27.8%	151.2%	49.7%	0.0%	-0.9%	-9.7%	267	-40.4K	-189	0.00	116.33	0	0	114	81
2020-04-27	$23.90	$20.00	97.2%	27.9%	153.1%	49.8%	106.2%	13.9%	-7.1%	671	-59.8K	-184	0.00	114.76	8	0	114	81
2020-04-28	$26.28	$20.00	100.3%	28.8%	151.9%	51.9%	94.5%	4.4%	0.9%	1.3K	-87.5K	-156	5.00	118.25	2	8	113	81
2020-04-29	$28.70	$20.00	94.8%	27.2%	154.0%	48.1%	81.4%	1.5%	-14.8%	2.2K	-114.4K	-213	200.00	108.51	2	300	114	89
2020-04-30	$27.81	$26.67	90.0%	25.8%	142.0%	44.8%	73.0%	30.0%	2.2%	-15.8K	213.4K	-862	0.60	115.19	8	5	114	395