PATK Options History — May 2021

In May 2021, PATK traded between $57.07 and $64.95. ATM implied volatility averaged 45.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 0.9% (HV 20d: 44.5%). Max pain ranged from $40.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.12.

Notable Days

2021-05-05: Highest Volume — 88 contracts
2021-05-11: Largest IV spike — 85.2% change
2021-05-11: Highest IV Rank — 33.1%
2021-05-12: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.23	$57.07	$64.95	$62.29	$57.13
Max Pain	$55.33	$40.00	$60.00	$40.00	$53.33
ATM IV	45.4%	35.7%	71.8%	38.0%	41.1%
Expected Move	12.7%	10.7%	15.4%	10.9%	11.8%
HV 20d	44.5%	39.1%	50.6%	40.3%	39.9%
HV 60d	40.1%	37.5%	42.0%	38.6%	40.0%
IV Rank	11.8%	3.2%	33.1%	5.0%	8.3%
IV Percentile	11.0%	0.4%	64.3%	0.8%	5.2%
Term Structure	-1.1%	-15.7%	10.4%	5.2%	1.4%
VWIV	42.1%	33.7%	54.2%	39.3%	40.5%
Skew 25d	12.3%	-4.5%	38.5%	1.1%	14.1%
Skew 10d	20.5%	-31.6%	55.6%	-31.6%	-22.0%
Call IV 25d	48.7%	37.9%	60.6%	43.3%	37.9%
Put IV 25d	61.0%	44.4%	83.1%	44.4%	51.9%
Bid-Ask Spread %	110.05	98.26	118.51	111.20	110.72
Gamma HHI	0.53	0.18	0.75	0.70	0.18
Net GEX	100.8K	9.7K	202.2K	159.8K	9.7K
Net DEX	-1.7M	-3.4M	-543.2K	-2.5M	-543.2K
Net VEX	-3.8K	-5.8K	-2.2K	-5.5K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.00	12.00	0.00	0.10
Total Volume	23.7	0	88	9	33
Total OI	1,085.35	395	1,310	1,290	507

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
2021-05-03	$62.29	$40.00	38.0%	10.9%	40.3%	5.0%	39.3%	1.1%	5.2%	159.8K	-2.5M	-5.5K	0.00	111.20	9	0	840	450
2021-05-04	$62.28	$40.00	41.7%	12.0%	40.1%	8.2%	40.4%	4.4%	7.0%	152.0K	-2.5M	-5.8K	1.00	108.45	3	3	840	450
2021-05-05	$62.73	$40.00	39.3%	11.3%	39.1%	6.1%	40.4%	38.5%	4.4%	167.3K	-2.6M	-5.6K	0.05	111.74	83	5	846	452
2021-05-06	$63.43	$60.00	35.7%	11.2%	39.2%	3.2%	39.4%	5.6%	-0.3%	188.8K	-2.8M	-5.2K	0.62	101.90	20	12	845	452
2021-05-07	$64.95	$60.00	36.7%	10.7%	39.7%	4.0%	41.8%	-0.0%	10.4%	186.9K	-3.4M	-5.4K	0.00	107.32	2	0	854	456
2021-05-10	$63.29	$60.00	38.8%	12.1%	40.1%	5.7%	0.0%	13.7%	-0.9%	202.2K	-2.9M	-5.2K	0.00	111.30	51	0	854	456
2021-05-11	$61.06	$60.00	71.8%	12.4%	41.8%	33.1%	0.0%	21.4%	0.9%	124.3K	-2.0M	-4.4K	0.00	110.55	0	0	818	456
2021-05-12	$57.95	$60.00	53.6%	15.4%	45.9%	18.0%	39.0%	18.5%	-4.9%	113.8K	-1.6M	-4.0K	12.00	118.51	2	18	818	456
2021-05-13	$61.11	$60.00	46.8%	13.4%	49.8%	13.5%	33.7%	8.3%	7.4%	124.7K	-2.0M	-3.9K	0.50	111.92	3	2	819	471
2021-05-14	$61.39	$60.00	44.7%	12.8%	49.8%	11.6%	0.0%	13.1%	2.2%	156.5K	-2.1M	-4.1K	0.00	98.26	2	0	819	473
2021-05-17	$61.41	$60.00	43.9%	12.6%	49.8%	10.8%	54.2%	-0.2%	8.6%	138.0K	-2.0M	-3.6K	0.00	116.42	0	2	821	473
2021-05-18	$59.72	$60.00	45.3%	13.0%	50.6%	12.1%	53.2%	13.9%	-0.5%	98.8K	-1.8M	-3.3K	0.00	106.99	0	9	821	474
2021-05-19	$58.99	$60.00	48.9%	14.0%	50.4%	15.4%	0.0%	25.2%	-11.8%	107.2K	-1.5M	-2.9K	0.00	112.22	0	0	821	483
2021-05-20	$58.82	$60.00	44.0%	12.6%	50.4%	11.0%	0.0%	5.2%	-15.7%	12.2K	-869.5K	-2.2K	0.00	109.64	8	0	821	483
2021-05-21	$58.55	$60.00	43.1%	12.4%	49.7%	10.1%	36.0%	20.7%	-12.5%	15.1K	-860.1K	-2.4K	0.00	108.10	15	0	825	483
2021-05-24	$57.08	$53.33	50.9%	14.6%	43.9%	17.2%	0.0%	1.7%	-7.6%	14.8K	-612.9K	-2.2K	0.00	115.39	84	0	315	80
2021-05-25	$57.07	$53.33	50.3%	14.4%	43.9%	16.6%	0.0%	29.4%	-8.9%	15.8K	-623.8K	-2.5K	2.50	113.98	3	8	360	80
2021-05-26	$57.52	$53.33	43.6%	12.5%	43.8%	10.5%	47.8%	-4.5%	-0.3%	13.7K	-605.6K	-2.3K	0.04	108.13	71	3	363	87
2021-05-27	$57.83	$53.33	49.1%	14.1%	40.8%	15.5%	0.0%	15.9%	-6.3%	14.3K	-622.8K	-2.2K	0.00	108.28	0	23	396	89
2021-05-28	$57.13	$53.33	41.1%	11.8%	39.9%	8.3%	40.5%	14.1%	1.4%	9.7K	-543.2K	-2.5K	0.10	110.72	30	3	396	111