PATK Options History — June 2020

In June 2020, PATK traded between $35.13 and $41.17. ATM implied volatility averaged 72.4%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 0.5% (HV 20d: 72.9%). Max pain ranged from $30.00 to $33.33. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.37.

Notable Days

2020-06-04: Highest Volume — 829 contracts
2020-06-26: Largest IV spike — 53.7% change
2020-06-26: Highest IV Rank — 46.9%
2020-06-26: Largest Expected Move — 26.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.57	$35.13	$41.17	$35.13	$41.07
Max Pain	$32.88	$30.00	$33.33	$30.00	$33.33
ATM IV	72.4%	59.2%	92.9%	70.6%	91.4%
Expected Move	21.0%	17.3%	26.6%	20.2%	26.2%
HV 20d	72.9%	62.9%	83.6%	83.6%	66.7%
HV 60d	130.9%	100.9%	164.2%	164.2%	100.9%
IV Rank	32.7%	23.6%	46.9%	31.5%	45.8%
IV Percentile	74.2%	61.9%	81.7%	76.2%	81.3%
Term Structure	-1.6%	-22.0%	27.4%	-7.6%	-2.3%
VWIV	75.8%	63.3%	103.9%	77.4%	63.3%
Skew 25d	11.4%	-34.5%	65.6%	27.0%	17.3%
Skew 10d	15.1%	-65.5%	73.1%	37.2%	51.6%
Call IV 25d	81.3%	53.5%	135.5%	53.6%	135.5%
Put IV 25d	92.8%	66.6%	152.8%	80.6%	152.8%
Bid-Ask Spread %	112.33	97.04	133.61	104.41	119.09
Gamma HHI	0.81	0.40	1.00	0.95	0.40
Net GEX	217.7K	3.0K	2.9M	56.0K	6.3K
Net DEX	-961.4K	-2.2M	-153.8K	-795.5K	-289.7K
Net VEX	-1.7K	-2.9K	-765	-2.4K	-998
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	2.50	2.50	0.00
Total Volume	47.909	0	829	0	2
Total OI	652.773	128	911	854	204

Daily Data (22 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
2020-06-01	$35.13	$30.00	70.6%	20.2%	83.6%	31.5%	0.0%	27.0%	-7.6%	56.0K	-795.5K	-2.4K	0.00	104.41	0	0	809	45
2020-06-02	$35.43	$30.00	76.5%	21.9%	82.8%	35.5%	0.0%	27.1%	-12.9%	55.6K	-870.5K	-2.4K	2.50	111.96	3	8	809	45
2020-06-03	$36.26	$30.00	77.9%	22.3%	82.9%	36.5%	0.0%	22.3%	-22.0%	61.8K	-1.0M	-2.7K	0.00	97.04	3	0	812	53
2020-06-04	$37.21	$33.33	70.0%	20.5%	81.7%	31.0%	77.4%	24.3%	0.4%	81.6K	-968.3K	-2.6K	0.06	118.74	785	44	815	53
2020-06-05	$39.80	$33.33	59.2%	18.8%	83.6%	23.6%	0.0%	7.5%	-0.8%	104.8K	-1.7M	-2.9K	0.00	114.27	3	0	815	53
2020-06-08	$41.17	$33.33	63.9%	21.0%	78.7%	26.8%	0.0%	15.9%	3.5%	105.2K	-2.2M	-2.6K	0.00	123.91	11	0	816	53
2020-06-09	$40.62	$33.33	61.7%	18.1%	79.4%	25.3%	0.0%	-3.7%	11.4%	113.3K	-2.2M	-2.6K	0.00	119.64	0	0	825	59
2020-06-10	$38.93	$33.33	65.3%	18.7%	76.6%	27.8%	0.0%	1.4%	4.2%	120.4K	-1.4M	-2.5K	0.13	98.43	12	2	825	59
2020-06-11	$35.57	$33.33	79.4%	22.8%	77.1%	37.5%	0.0%	-3.7%	-15.3%	68.6K	-666.0K	-1.8K	0.00	110.79	0	0	830	60
2020-06-12	$36.29	$33.33	71.3%	20.4%	75.8%	31.9%	63.8%	0.7%	-14.3%	77.8K	-814.0K	-1.9K	0.00	108.81	15	0	830	60
2020-06-15	$39.11	$33.33	72.2%	20.7%	78.2%	32.6%	88.7%	18.4%	7.8%	182.8K	-1.4M	-2.0K	0.00	109.66	0	2	845	60
2020-06-16	$40.33	$33.33	76.3%	21.9%	66.9%	35.4%	0.0%	11.5%	5.1%	218.2K	-1.9M	-1.9K	0.00	114.16	0	3	845	59
2020-06-17	$39.84	$33.33	66.6%	19.1%	66.1%	28.7%	64.0%	15.5%	4.3%	272.3K	-1.7M	-1.7K	0.00	97.70	6	0	845	62
2020-06-18	$39.28	$33.33	72.1%	20.7%	66.6%	32.5%	0.0%	11.9%	-19.5%	384.2K	-1.5M	-1.4K	0.00	118.82	0	0	849	62
2020-06-19	$39.90	$33.33	71.1%	20.4%	66.5%	31.8%	73.4%	35.6%	2.4%	2.9M	-778.5K	-907	0.00	111.53	9	0	849	62
2020-06-22	$39.73	$33.33	67.0%	19.2%	66.5%	29.0%	78.8%	2.1%	6.4%	3.9K	-169.5K	-781	0.00	99.80	0	6	93	35
2020-06-23	$40.80	$33.33	65.5%	18.8%	62.9%	28.0%	75.6%	3.4%	-4.6%	3.7K	-189.5K	-790	1.28	104.99	27	35	92	41
2020-06-24	$38.05	$33.33	79.7%	22.9%	68.0%	37.7%	69.4%	65.6%	-10.1%	3.0K	-153.8K	-765	0.22	113.63	14	3	93	41
2020-06-25	$37.61	$33.33	60.5%	17.3%	65.8%	24.5%	0.0%	-34.5%	27.4%	3.9K	-168.3K	-786	0.00	114.25	0	0	105	42
2020-06-26	$37.51	$33.33	92.9%	26.6%	63.4%	46.9%	103.9%	12.2%	-6.3%	3.4K	-168.0K	-816	0.60	126.11	38	23	105	42
2020-06-29	$38.92	$33.33	82.3%	23.6%	64.4%	39.5%	0.0%	-26.3%	8.4%	6.5K	-244.5K	-1.0K	0.00	133.61	0	0	141	63
2020-06-30	$41.07	$33.33	91.4%	26.2%	66.7%	45.8%	63.3%	17.3%	-2.3%	6.3K	-289.7K	-998	0.00	119.09	2	0	141	63