PATK Options History — April 2021

In April 2021, PATK traded between $58.11 and $64.37. ATM implied volatility averaged 58.6%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 20.7% (HV 20d: 37.9%). Max pain ranged from $40.00 to $56.67. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.17.

Notable Days

2021-04-14: Highest Volume — 360 contracts
2021-04-14: Largest IV drop — 50.6% change
2021-04-12: Highest IV Rank — 58.5%
2021-04-01: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.88	$58.11	$64.37	$59.07	$59.59
Max Pain	$41.59	$40.00	$56.67	$56.67	$40.00
ATM IV	58.6%	38.1%	102.4%	59.5%	52.8%
Expected Move	13.4%	10.9%	17.1%	17.1%	15.2%
HV 20d	37.9%	28.9%	44.0%	44.0%	37.4%
HV 60d	38.3%	34.7%	42.8%	42.8%	38.1%
IV Rank	21.6%	5.1%	58.5%	20.1%	17.4%
IV Percentile	29.9%	0.8%	92.5%	30.2%	16.7%
Term Structure	-3.3%	-22.6%	9.5%	-22.6%	1.5%
VWIV	46.8%	30.8%	80.3%	49.6%	30.8%
Skew 25d	3.7%	-21.7%	26.8%	3.1%	0.2%
Skew 10d	12.5%	-43.9%	45.3%	-43.9%	-6.9%
Call IV 25d	55.1%	41.6%	86.5%	86.5%	62.5%
Put IV 25d	58.9%	44.9%	89.5%	89.5%	62.7%
Bid-Ask Spread %	107.90	94.99	143.44	143.44	113.19
Gamma HHI	0.68	0.34	0.77	0.70	0.68
Net GEX	19.7K	-167.9K	135.0K	-78.4K	128.2K
Net DEX	-1.2M	-3.1M	389.2K	258.1K	-2.1M
Net VEX	-5.0K	-6.3K	-3.1K	-4.9K	-5.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.17	0.00	22.67	0.03	0.00
Total Volume	73	0	360	5	3
Total OI	1,069.952	811	1,628	1,077	1,292

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
2021-04-01	$59.07	$56.67	59.5%	17.1%	44.0%	20.1%	0.0%	3.1%	-22.6%	-78.4K	258.1K	-4.9K	0.00	143.44	0	5	216	861
2021-04-05	$58.63	$40.00	67.5%	13.9%	43.2%	25.9%	49.6%	9.7%	0.3%	-80.6K	389.2K	-4.8K	0.00	104.70	0	2	216	866
2021-04-06	$59.43	$40.00	78.1%	13.6%	42.0%	33.5%	80.3%	11.5%	2.1%	-66.2K	52.6K	-4.3K	0.00	100.94	0	15	216	867
2021-04-07	$58.11	$40.00	81.2%	14.2%	41.4%	40.9%	0.0%	12.9%	-1.5%	-71.8K	316.0K	-4.5K	0.03	105.80	60	2	216	873
2021-04-08	$58.31	$40.00	81.7%	11.9%	40.3%	41.4%	0.0%	6.4%	7.5%	-70.0K	50.9K	-4.8K	0.00	112.10	0	0	278	875
2021-04-09	$58.35	$40.00	81.3%	13.0%	40.3%	41.0%	0.0%	16.6%	-6.4%	-71.6K	106.0K	-4.8K	0.00	105.35	0	3	278	875
2021-04-12	$60.09	$40.00	102.4%	13.6%	41.6%	58.5%	0.0%	2.4%	2.6%	-58.9K	-356.4K	-3.8K	0.06	107.02	24	2	278	878
2021-04-13	$58.97	$40.00	83.2%	14.1%	41.4%	42.5%	57.2%	-0.9%	-0.9%	-167.9K	-752.4K	-3.1K	0.49	108.06	182	89	287	879
2021-04-14	$59.29	$43.33	41.1%	11.8%	41.3%	7.6%	44.2%	4.6%	9.5%	-69.0K	-469.1K	-3.4K	0.00	111.38	360	0	287	888
2021-04-15	$59.01	$43.33	46.9%	13.4%	41.3%	12.4%	41.9%	5.9%	-10.8%	15.5K	-1.6M	-5.4K	0.00	94.99	93	0	647	888
2021-04-16	$59.09	$43.33	38.1%	10.9%	38.7%	5.1%	54.8%	3.0%	3.1%	86.0K	-1.7M	-5.5K	0.00	100.88	0	23	740	888
2021-04-19	$59.17	$43.33	56.5%	16.2%	38.1%	20.4%	41.6%	7.3%	-11.4%	83.9K	-1.9M	-5.0K	0.25	101.34	6	2	674	140
2021-04-20	$58.33	$43.33	48.7%	14.0%	37.8%	14.0%	54.6%	14.2%	-7.5%	75.5K	-1.6M	-5.5K	7.00	105.76	2	11	674	141
2021-04-21	$59.39	$40.00	44.3%	12.7%	32.8%	10.2%	41.5%	-1.6%	-1.9%	81.7K	-1.7M	-5.1K	2.00	107.56	2	3	674	137
2021-04-22	$58.96	$40.00	48.3%	13.8%	31.6%	13.6%	43.4%	-8.8%	-7.9%	77.1K	-1.8M	-5.5K	0.00	109.80	47	0	674	140
2021-04-23	$60.22	$40.00	51.3%	14.7%	28.9%	16.1%	42.6%	13.7%	-14.3%	98.9K	-2.0M	-5.4K	0.00	108.89	33	0	713	140
2021-04-26	$64.21	$40.00	39.9%	11.4%	33.4%	6.7%	39.4%	-21.7%	6.0%	119.3K	-2.9M	-5.3K	0.02	110.28	216	5	711	140
2021-04-27	$63.72	$40.00	43.8%	12.5%	32.3%	9.8%	40.1%	-20.7%	-4.5%	129.0K	-3.0M	-6.3K	0.00	109.05	15	0	825	144
2021-04-28	$64.37	$40.00	40.2%	11.5%	31.7%	6.8%	50.0%	-6.5%	3.1%	117.8K	-3.1M	-5.8K	0.00	103.87	8	0	831	144
2021-04-29	$61.27	$40.00	44.1%	12.6%	37.3%	10.1%	37.6%	26.8%	-15.6%	135.0K	-2.5M	-6.2K	22.67	101.51	14	306	834	144
2021-04-30	$59.59	$40.00	52.8%	15.2%	37.4%	17.4%	30.8%	0.2%	1.5%	128.2K	-2.1M	-5.6K	0.00	113.19	3	0	842	450