PATK Options History — August 2020

In August 2020, PATK traded between $37.55 and $45.11. ATM implied volatility averaged 67.0%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 19.6% (HV 20d: 47.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 2.12.

Notable Days

2020-08-13: Highest Volume — 75 contracts
2020-08-10: Largest IV spike — 61.3% change
2020-08-10: Highest IV Rank — 57.2%
2020-08-24: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.30	$37.55	$45.11	$45.11	$37.55
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	67.0%	39.2%	108.0%	65.2%	39.2%
Expected Move	17.8%	11.2%	22.2%	18.7%	11.2%
HV 20d	47.4%	35.7%	55.1%	52.6%	35.7%
HV 60d	57.7%	52.3%	68.2%	68.2%	52.3%
IV Rank	29.0%	9.8%	57.2%	27.7%	9.8%
IV Percentile	57.6%	14.7%	88.9%	59.9%	14.7%
Term Structure	3.8%	-19.5%	22.7%	-19.5%	17.7%
VWIV	53.1%	37.1%	74.9%	74.9%	43.9%
Skew 25d	11.1%	-14.3%	68.2%	25.0%	-0.2%
Skew 10d	-15.0%	-74.6%	20.5%	-14.9%	14.5%
Call IV 25d	69.6%	33.1%	97.3%	79.4%	47.8%
Put IV 25d	80.7%	43.2%	118.7%	104.4%	47.6%
Bid-Ask Spread %	123.37	105.62	138.53	112.36	122.13
Gamma HHI	0.62	0.19	0.86	0.83	0.19
Net GEX	60.5K	-961	149.5K	94.4K	-961
Net DEX	-945.1K	-1.7M	-89.0K	-1.7M	-89.0K
Net VEX	-2.3K	-4.2K	-831	-4.2K	-831
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.12	0.00	11.00	0.50	11.00
Total Volume	9.619	0	75	9	19
Total OI	790.619	167	1,046	1,040	201

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
2020-08-03	$45.11	$40.00	65.2%	18.7%	52.6%	27.7%	74.9%	25.0%	-19.5%	94.4K	-1.7M	-4.2K	0.50	112.36	6	3	944	96
2020-08-04	$43.04	$40.00	65.2%	18.7%	54.7%	27.7%	48.8%	17.6%	2.8%	81.2K	-1.4M	-3.8K	1.00	105.62	3	3	945	98
2020-08-05	$43.75	$40.00	75.8%	21.7%	54.8%	35.0%	66.5%	53.4%	-2.1%	90.5K	-1.4M	-3.8K	0.00	112.64	15	0	945	101
2020-08-06	$42.57	$40.00	83.5%	18.3%	55.1%	40.3%	0.0%	17.5%	4.3%	64.0K	-1.6M	-3.9K	0.00	117.54	0	0	945	101
2020-08-07	$42.70	$40.00	66.9%	18.3%	50.6%	28.9%	0.0%	12.8%	-7.6%	75.6K	-1.2M	-3.4K	0.00	127.60	0	0	945	101
2020-08-10	$43.82	$40.00	108.0%	19.0%	51.1%	57.2%	0.0%	-9.1%	10.1%	70.0K	-1.7M	-3.6K	0.00	121.73	8	0	945	101
2020-08-11	$44.04	$40.00	106.2%	18.6%	50.1%	56.0%	0.0%	6.8%	4.5%	94.9K	-1.5M	-3.2K	4.00	124.23	2	6	938	101
2020-08-12	$43.49	$40.00	66.8%	19.2%	46.2%	28.8%	0.0%	15.8%	3.0%	94.6K	-1.4M	-3.1K	0.00	127.68	0	0	936	101
2020-08-13	$43.89	$40.00	64.8%	18.6%	46.2%	27.4%	0.0%	3.3%	-2.6%	149.5K	-923.4K	-2.2K	0.00	138.53	75	0	936	101
2020-08-14	$43.05	$40.00	62.1%	17.8%	46.7%	25.6%	0.0%	7.0%	2.2%	73.7K	-1.6M	-3.0K	0.00	125.78	0	0	914	101
2020-08-17	$44.52	$40.00	67.3%	19.3%	48.2%	29.2%	0.0%	11.8%	3.2%	122.6K	-1.3M	-2.1K	0.00	119.48	0	0	914	101
2020-08-18	$42.92	$40.00	54.6%	15.7%	49.9%	20.5%	49.4%	4.2%	22.7%	69.4K	-1.6M	-2.2K	0.00	130.42	9	0	914	101
2020-08-19	$43.02	$40.00	49.0%	14.0%	48.3%	16.6%	0.0%	-2.7%	20.8%	110.7K	-839.6K	-1.6K	0.00	122.41	3	0	923	101
2020-08-20	$42.37	$40.00	48.8%	14.0%	47.2%	16.4%	0.0%	2.7%	11.6%	69.1K	-478.3K	-1.1K	0.00	115.03	2	0	920	101
2020-08-21	$41.47	$40.00	57.0%	16.3%	47.4%	22.1%	0.0%	17.4%	3.0%	3.4K	-267.4K	-914	0.00	120.75	0	0	920	101
2020-08-24	$41.43	$40.00	77.4%	22.2%	45.1%	36.2%	37.1%	-10.1%	2.2%	3.1K	-208.1K	-973	0.00	122.20	8	0	99	68
2020-08-25	$40.65	$40.00	57.9%	16.6%	44.8%	22.7%	50.4%	12.3%	6.0%	3.1K	-200.8K	-1.1K	0.00	125.11	0	8	104	68
2020-08-26	$40.13	$40.00	66.6%	19.1%	43.0%	28.7%	56.0%	68.2%	-12.3%	2.3K	-196.6K	-918	11.00	127.08	2	17	104	75
2020-08-27	$39.32	$40.00	58.5%	16.8%	39.8%	23.1%	50.9%	-14.3%	14.1%	-238	-134.4K	-931	0.00	136.75	8	0	104	92
2020-08-28	$39.52	$40.00	67.0%	19.2%	38.9%	29.0%	0.0%	-7.2%	-4.7%	-189	-125.0K	-1.1K	0.00	135.72	0	5	105	92
2020-08-31	$37.55	$40.00	39.2%	11.2%	35.7%	9.8%	43.9%	-0.2%	17.7%	-961	-89.0K	-831	11.00	122.13	2	17	105	96