PATK Options History — July 2021

In July 2021, PATK traded between $47.49 and $55.32. ATM implied volatility averaged 43.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 5.9% (HV 20d: 37.6%). Max pain ranged from $46.67 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 4.64.

Notable Days

  • 2021-07-19: Highest Volume — 815 contracts
  • 2021-07-29: Largest IV drop — 25.0% change
  • 2021-07-07: Highest IV Rank — 19.6%
  • 2021-07-20: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.35$47.49$55.32$50.54$55.08
Max Pain$46.98$46.67$50.00$50.00$46.67
ATM IV43.5%33.4%51.6%39.5%33.4%
Expected Move12.5%9.6%14.1%11.3%9.6%
HV 20d37.6%33.5%40.9%37.7%36.1%
HV 60d38.3%35.9%40.5%38.1%37.2%
IV Rank12.4%3.5%19.6%8.8%3.5%
IV Percentile16.7%0.4%32.5%6.0%0.4%
Term Structure-1.3%-6.2%4.4%1.7%2.1%
VWIV44.3%34.3%56.6%37.8%34.6%
Skew 25d5.3%1.8%12.4%2.3%3.9%
Skew 10d7.3%-9.3%18.0%5.0%15.7%
Call IV 25d41.3%34.8%49.4%37.8%37.0%
Put IV 25d46.7%38.4%54.3%40.1%40.8%
Bid-Ask Spread %80.3465.9092.5579.8087.17
Gamma HHI0.290.240.420.250.42
Net GEX120.6K78.3K175.0K139.3K157.9K
Net DEX-3.2M-5.7M-1.9M-3.5M-5.6M
Net VEX-12.4K-14.1K-9.8K-14.1K-10.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.640.0076.570.680.11
Total Volume88.4291181510446
Total OI2,956.812,4233,3262,5853,326

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$50.54$50.0039.5%11.3%37.7%8.8%37.8%2.3%1.7%139.3K-3.5M-14.1K0.6879.8062422,025560
2021-07-02$49.15$50.0036.5%10.5%38.6%6.2%39.3%3.2%4.4%132.9K-2.8M-14.0K1.0080.9392922,054582
2021-07-06$47.99$46.6745.7%13.1%38.9%14.3%44.5%4.2%-2.4%110.3K-2.1M-13.6K2.2965.9011242,060647
2021-07-07$48.30$46.6751.6%13.1%38.1%19.6%40.3%2.6%2.6%113.2K-2.2M-14.1K0.1177.352932,067669
2021-07-08$47.49$46.6739.6%13.9%37.9%9.0%44.5%2.9%-3.6%102.9K-1.9M-13.7K1.5786.6411172,082672
2021-07-09$48.77$46.6744.4%12.9%39.1%13.1%43.7%7.7%-3.6%126.6K-2.5M-13.4K2.2178.9121472,087672
2021-07-12$49.73$46.6743.2%13.6%39.9%12.1%47.6%4.5%-2.2%147.8K-2.9M-12.8K1.2777.1317212,082680
2021-07-13$48.42$46.6747.8%13.2%40.5%16.2%49.6%5.6%-4.7%127.5K-2.3M-12.8K6.0072.19292,076677
2021-07-14$47.99$46.6745.5%13.1%40.5%14.2%0.0%1.8%-1.4%114.6K-1.9M-12.0K0.5075.261262,078687
2021-07-15$48.46$46.6740.0%11.5%40.9%9.3%42.6%6.0%1.2%134.5K-2.2M-12.5K2.7580.046172,088681
2021-07-16$49.13$46.6741.6%11.9%34.1%10.7%41.0%2.9%1.5%106.3K-2.5M-11.7K0.7683.1526202,094683
2021-07-19$47.87$46.6747.6%13.7%33.5%16.0%56.6%4.0%-5.1%93.6K-2.0M-11.1K76.5780.71118041,868555
2021-07-20$50.35$46.6749.4%14.1%37.9%17.6%44.2%6.5%-6.2%78.3K-2.9M-13.5K0.0185.0412221,8721,350
2021-07-21$51.53$46.6745.0%12.9%37.7%13.7%44.2%11.6%-1.5%97.6K-3.5M-13.0K0.0079.473001,9461,349
2021-07-22$51.57$46.6746.1%13.2%37.7%14.7%47.4%12.4%-2.3%97.4K-3.5M-12.4K0.1782.011831,9311,349
2021-07-23$52.10$46.6742.1%12.1%37.2%11.1%47.5%5.2%3.3%126.8K-4.1M-11.1K0.4182.8648201,9471,347
2021-07-26$52.60$46.6744.8%12.8%36.7%13.5%47.1%9.9%-3.7%115.2K-4.2M-11.8K0.0076.831101,9401,343
2021-07-27$52.06$46.6745.1%12.9%34.4%13.8%48.4%3.8%-2.5%116.4K-4.1M-11.7K0.4782.8823111,9651,355
2021-07-28$52.91$46.6748.1%13.8%34.6%16.4%50.7%6.0%-4.7%118.8K-4.3M-12.1K0.2980.262681,9681,355
2021-07-29$55.32$46.6736.1%10.3%37.5%5.8%34.3%4.8%-1.0%175.0K-5.7M-9.8K0.2192.5572151,9591,365
2021-07-30$55.08$46.6733.4%9.6%36.1%3.5%34.6%3.9%2.1%157.9K-5.6M-10.0K0.1187.174151,9641,362