PATK Options History — July 2020

In July 2020, PATK traded between $36.84 and $46.37. ATM implied volatility averaged 78.5%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 23.0% (HV 20d: 55.5%). Max pain ranged from $33.33 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.81.

Notable Days

2020-07-29: Highest Volume — 881 contracts
2020-07-15: Largest IV spike — 108.7% change
2020-07-08: Highest IV Rank — 78.1%
2020-07-10: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.65	$36.84	$46.37	$39.63	$42.69
Max Pain	$36.67	$33.33	$40.00	$33.33	$40.00
ATM IV	78.5%	31.9%	138.2%	82.0%	63.2%
Expected Move	20.7%	16.9%	24.0%	23.5%	18.1%
HV 20d	55.5%	46.8%	68.2%	68.1%	49.9%
HV 60d	76.7%	66.2%	88.7%	88.5%	67.5%
IV Rank	36.9%	4.8%	78.1%	39.3%	26.3%
IV Percentile	69.8%	5.2%	96.4%	78.6%	56.0%
Term Structure	-0.1%	-35.3%	25.2%	14.5%	2.7%
VWIV	80.5%	53.9%	179.0%	179.0%	67.7%
Skew 25d	12.9%	-19.5%	48.6%	-17.5%	48.6%
Skew 10d	10.1%	-66.2%	76.9%	-66.2%	21.1%
Call IV 25d	92.8%	53.9%	138.3%	138.3%	62.7%
Put IV 25d	105.6%	59.4%	155.0%	120.8%	111.3%
Bid-Ask Spread %	112.02	102.41	129.82	123.47	119.94
Gamma HHI	0.47	0.30	0.85	0.42	0.82
Net GEX	16.9K	3.3K	79.7K	6.9K	74.2K
Net DEX	-518.8K	-1.9M	-217.8K	-264.0K	-1.4M
Net VEX	-1.6K	-5.1K	-866	-992	-4.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.00	8.00	1.03	0.07
Total Volume	71.818	0	881	0	141
Total OI	339.455	192	1,098	204	1,098

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
2020-07-01	$39.63	$33.33	82.0%	23.5%	68.1%	39.3%	0.0%	-17.5%	14.5%	6.9K	-264.0K	-992	0.00	123.47	0	0	141	63
2020-07-02	$38.83	$33.33	73.4%	21.0%	68.2%	33.4%	179.0%	17.5%	-1.6%	6.3K	-253.5K	-983	0.00	129.82	0	6	141	63
2020-07-06	$38.40	$40.00	87.5%	20.0%	63.7%	43.1%	69.3%	11.4%	4.0%	6.3K	-229.9K	-866	1.03	110.11	57	59	141	63
2020-07-07	$37.33	$36.67	103.9%	21.6%	62.9%	54.4%	0.0%	10.4%	14.0%	6.8K	-252.5K	-998	0.00	110.70	8	0	161	63
2020-07-08	$37.72	$36.67	138.2%	23.4%	63.1%	78.1%	0.0%	6.6%	1.0%	8.4K	-239.7K	-1.0K	0.00	114.10	0	0	168	63
2020-07-09	$36.84	$36.67	80.6%	21.0%	61.9%	38.3%	79.5%	22.9%	-1.9%	8.0K	-217.8K	-917	0.00	105.32	9	0	168	63
2020-07-10	$39.33	$36.67	98.4%	24.0%	57.2%	50.6%	82.5%	37.4%	-13.3%	10.1K	-307.6K	-1.0K	8.00	105.39	2	12	177	63
2020-07-13	$39.39	$36.67	125.6%	20.9%	56.9%	69.3%	0.0%	7.8%	6.4%	12.8K	-327.0K	-1.1K	0.00	113.64	0	2	179	75
2020-07-14	$40.73	$36.67	31.9%	20.6%	51.7%	4.8%	0.0%	-1.7%	3.5%	3.3K	-412.6K	-923	0.00	113.60	0	11	179	77
2020-07-15	$43.11	$36.67	66.6%	19.1%	54.4%	28.7%	72.1%	3.5%	-0.3%	17.7K	-499.9K	-1.1K	0.76	104.01	81	62	179	87
2020-07-16	$42.79	$36.67	77.1%	22.1%	54.3%	35.9%	84.5%	42.7%	-8.9%	16.8K	-523.5K	-1.1K	0.17	102.41	9	2	189	95
2020-07-17	$42.58	$36.67	58.8%	16.9%	54.0%	23.3%	0.0%	9.1%	14.9%	3.9K	-482.9K	-1.1K	0.00	110.37	5	0	194	95
2020-07-20	$42.87	$36.67	79.1%	22.7%	53.8%	37.3%	0.0%	9.9%	-3.3%	3.6K	-270.2K	-1.1K	0.00	117.28	3	0	114	78
2020-07-21	$43.42	$36.67	65.6%	18.8%	53.8%	28.0%	0.0%	7.1%	2.6%	4.5K	-297.0K	-1.1K	0.00	117.69	0	0	117	78
2020-07-22	$44.85	$36.67	64.8%	18.6%	54.2%	27.4%	63.9%	35.7%	5.4%	4.4K	-319.0K	-1.0K	0.00	104.58	32	0	117	78
2020-07-23	$43.37	$36.67	65.3%	18.7%	48.8%	27.8%	63.1%	9.1%	-1.4%	4.9K	-317.2K	-1.1K	0.00	110.85	155	0	126	78
2020-07-24	$42.66	$36.67	71.0%	20.3%	49.1%	31.7%	0.0%	24.0%	-14.2%	17.6K	-532.5K	-1.8K	0.00	112.45	0	0	279	78
2020-07-27	$44.32	$36.67	65.6%	18.8%	50.2%	28.0%	53.9%	25.7%	25.2%	16.1K	-620.5K	-1.9K	1.50	112.46	3	5	279	78
2020-07-28	$45.01	$36.67	80.9%	23.2%	49.1%	38.5%	97.3%	-16.0%	-35.3%	18.8K	-627.6K	-1.9K	0.00	110.10	20	0	279	83
2020-07-29	$46.37	$36.67	67.7%	19.4%	46.8%	29.4%	71.0%	8.0%	-6.1%	40.1K	-1.1M	-2.6K	0.00	104.24	879	2	446	83
2020-07-30	$43.97	$36.67	81.2%	23.3%	49.2%	38.8%	63.2%	-19.5%	-10.6%	79.7K	-1.9M	-5.1K	0.67	111.83	9	6	1,008	84
2020-07-31	$42.69	$40.00	63.2%	18.1%	49.9%	26.3%	67.7%	48.6%	2.7%	74.2K	-1.4M	-4.4K	0.07	119.94	132	9	1,008	90