PATK Options History — November 2020

In November 2020, PATK traded between $36.65 and $44.65. ATM implied volatility averaged 76.4%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 15.0% (HV 20d: 61.4%). Max pain ranged from $36.67 to $40.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.59.

Notable Days

2020-11-23: Highest Volume — 1,216 contracts
2020-11-10: Largest IV spike — 77.8% change
2020-11-10: Highest IV Rank — 74.9%
2020-11-03: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.51	$36.65	$44.65	$39.49	$42.07
Max Pain	$39.67	$36.67	$40.00	$36.67	$40.00
ATM IV	76.4%	51.1%	133.5%	82.7%	82.5%
Expected Move	20.8%	15.5%	27.3%	23.7%	23.7%
HV 20d	61.4%	47.5%	68.4%	47.5%	65.4%
HV 60d	55.8%	50.3%	58.9%	50.3%	55.0%
IV Rank	35.4%	18.0%	74.9%	39.8%	39.7%
IV Percentile	57.9%	27.0%	95.2%	71.4%	69.4%
Term Structure	-13.6%	-40.3%	18.4%	-30.4%	-40.3%
VWIV	68.2%	47.9%	82.9%	73.9%	68.4%
Skew 25d	16.6%	-44.2%	61.1%	15.0%	42.6%
Skew 10d	41.8%	-15.7%	97.7%	27.5%	34.3%
Call IV 25d	80.8%	54.4%	116.8%	82.3%	67.8%
Put IV 25d	97.4%	57.3%	149.8%	97.3%	110.4%
Bid-Ask Spread %	130.44	113.30	147.90	117.04	129.98
Gamma HHI	0.37	0.20	0.92	0.29	0.86
Net GEX	27.1K	-4.3K	158.1K	14.8K	109.7K
Net DEX	-599.1K	-2.4M	-43.8K	-510.4K	-1.5M
Net VEX	-2.5K	-6.6K	-1.2K	-2.0K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.59	0.00	26.75	0.00	8.00
Total Volume	79.95	0	1,216	3	14
Total OI	718.6	354	1,627	547	1,627

Daily Data (20 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
2020-11-02	$39.49	$36.67	82.7%	23.7%	47.5%	39.8%	73.9%	15.0%	-30.4%	14.8K	-510.4K	-2.0K	0.00	117.04	3	0	341	206
2020-11-03	$40.78	$36.67	95.3%	27.3%	49.4%	48.5%	0.0%	24.7%	-34.9%	14.7K	-617.6K	-2.0K	0.00	115.57	38	0	341	206
2020-11-04	$40.28	$40.00	94.5%	27.1%	49.5%	47.9%	0.0%	43.2%	-31.8%	6.8K	-291.6K	-1.8K	0.00	122.98	3	0	245	206
2020-11-05	$42.08	$40.00	51.1%	18.0%	48.9%	18.0%	76.3%	3.4%	-18.5%	10.9K	-419.9K	-1.7K	0.00	120.89	0	5	246	206
2020-11-06	$41.63	$40.00	80.2%	18.6%	48.8%	38.0%	0.0%	-3.3%	0.2%	10.9K	-397.0K	-1.7K	0.00	121.38	6	0	246	210
2020-11-09	$36.65	$40.00	75.1%	17.8%	66.0%	34.6%	0.0%	-4.3%	7.3%	4.8K	-58.7K	-1.5K	0.80	134.53	8	6	252	210
2020-11-10	$37.25	$40.00	133.5%	21.0%	66.5%	74.9%	0.0%	53.9%	-7.5%	3.4K	-77.1K	-1.6K	0.00	147.90	0	0	248	215
2020-11-11	$37.92	$40.00	73.6%	21.1%	67.0%	33.5%	0.0%	-2.8%	-10.1%	4.3K	-43.8K	-1.4K	0.25	130.16	12	3	248	215
2020-11-12	$36.95	$40.00	75.0%	21.5%	66.0%	34.5%	0.0%	61.1%	-8.6%	3.1K	-68.9K	-1.5K	0.33	142.63	5	2	240	212
2020-11-13	$38.15	$40.00	72.9%	20.9%	67.5%	33.0%	0.0%	49.9%	-4.7%	3.9K	-57.0K	-1.4K	0.00	140.89	5	0	245	213
2020-11-16	$39.19	$40.00	54.5%	15.6%	68.0%	20.4%	54.0%	-44.2%	18.4%	-209	-75.4K	-1.2K	0.50	113.30	9	5	245	213
2020-11-17	$40.37	$40.00	70.9%	20.3%	68.4%	31.6%	82.9%	18.1%	-16.6%	947	-270.2K	-1.3K	26.75	138.85	6	161	254	218
2020-11-18	$40.87	$40.00	75.5%	21.6%	62.7%	34.8%	0.0%	32.3%	-5.9%	-4.3K	-248.7K	-1.8K	2.00	141.47	3	6	254	377
2020-11-19	$40.77	$40.00	57.8%	16.6%	62.3%	22.6%	0.0%	21.6%	-9.1%	-481	-223.9K	-1.7K	0.00	135.62	0	2	255	383
2020-11-20	$41.15	$40.00	73.3%	21.0%	62.1%	33.3%	0.0%	4.0%	-9.7%	-2.8K	-382.7K	-1.6K	0.00	136.85	15	0	255	384
2020-11-23	$43.82	$40.00	68.1%	19.5%	64.9%	29.7%	58.4%	4.5%	-14.3%	-1.3K	-157.4K	-1.3K	0.00	133.81	1,214	2	108	246
2020-11-24	$44.65	$40.00	54.2%	15.5%	64.6%	20.1%	47.9%	12.6%	-5.1%	158.1K	-2.4M	-6.6K	0.20	118.59	38	8	1,320	248
2020-11-25	$43.11	$40.00	71.6%	20.5%	66.3%	32.2%	81.5%	-3.8%	-23.9%	106.5K	-1.9M	-6.1K	0.00	132.26	0	14	1,358	255
2020-11-27	$42.90	$40.00	85.3%	24.4%	66.3%	41.6%	70.1%	3.1%	-27.4%	98.4K	-2.2M	-6.4K	0.00	134.11	0	6	1,358	263
2020-11-30	$42.07	$40.00	82.5%	23.7%	65.4%	39.7%	68.4%	42.6%	-40.3%	109.7K	-1.5M	-5.3K	8.00	129.98	2	12	1,358	269