PATK Options History — September 2021

In September 2021, PATK traded between $52.07 and $56.16. ATM implied volatility averaged 34.7%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 6.0% (HV 20d: 28.7%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.63.

Notable Days

2021-09-23: Highest Volume — 677 contracts
2021-09-27: Largest IV drop — 15.8% change
2021-09-22: Highest IV Rank — 9.1%
2021-09-22: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.90	$52.07	$56.16	$54.16	$55.67
Max Pain	$45.40	$40.00	$50.00	$50.00	$50.00
ATM IV	34.7%	28.0%	39.8%	36.0%	33.6%
Expected Move	10.0%	8.0%	11.4%	10.3%	9.6%
HV 20d	28.7%	22.7%	33.7%	33.6%	22.7%
HV 60d	33.1%	30.3%	35.9%	35.9%	30.3%
IV Rank	4.8%	0.0%	9.1%	5.8%	4.9%
IV Percentile	6.0%	0.0%	20.2%	5.6%	5.6%
Term Structure	5.1%	-1.3%	11.8%	2.6%	6.9%
VWIV	35.0%	26.2%	44.5%	26.2%	31.0%
Skew 25d	5.6%	-0.4%	12.6%	5.2%	10.6%
Skew 10d	11.1%	-0.6%	22.7%	21.2%	16.9%
Call IV 25d	32.7%	28.1%	36.1%	35.5%	31.2%
Put IV 25d	38.3%	33.1%	47.1%	40.8%	41.8%
Bid-Ask Spread %	90.05	79.88	96.66	95.54	95.62
Gamma HHI	0.27	0.14	0.65	0.64	0.17
Net GEX	42.3K	11.2K	111.4K	104.7K	55.6K
Net DEX	-871.3K	-1.8M	-423.1K	-1.1M	-1.7M
Net VEX	-4.4K	-7.0K	-3.3K	-5.3K	-6.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.00	4.00	0.06	0.00
Total Volume	52.81	0	677	29	8
Total OI	1,162.333	507	1,423	1,356	1,225

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
2021-09-01	$54.16	$50.00	36.0%	10.3%	33.6%	5.8%	26.2%	5.2%	2.6%	104.7K	-1.1M	-5.3K	0.06	95.54	27	2	1,095	261
2021-09-02	$54.79	$40.00	33.2%	10.8%	33.7%	3.3%	0.0%	2.6%	4.8%	111.4K	-1.1M	-4.9K	0.00	82.96	0	0	1,092	269
2021-09-03	$53.90	$40.00	35.2%	10.4%	33.1%	5.0%	36.2%	2.5%	5.0%	63.8K	-781.8K	-4.5K	0.40	79.88	8	3	1,119	270
2021-09-07	$53.91	$40.00	39.6%	10.9%	31.6%	8.9%	0.0%	3.8%	5.4%	77.9K	-847.6K	-4.3K	4.00	82.46	2	6	1,113	269
2021-09-08	$53.48	$40.00	35.8%	10.3%	27.1%	5.6%	0.0%	3.3%	6.7%	44.8K	-672.8K	-3.8K	0.00	85.97	18	0	1,121	266
2021-09-09	$54.03	$40.00	39.5%	11.3%	27.4%	8.9%	0.0%	7.3%	0.5%	67.4K	-819.3K	-3.9K	0.00	84.16	2	0	1,121	270
2021-09-10	$53.08	$40.00	34.6%	9.9%	27.8%	4.6%	0.0%	5.3%	5.9%	29.7K	-614.8K	-3.6K	0.67	88.70	9	6	1,128	270
2021-09-13	$54.10	$40.00	32.9%	9.4%	29.0%	3.0%	0.0%	3.9%	0.5%	26.2K	-678.7K	-3.4K	0.00	87.84	6	0	1,130	270
2021-09-14	$52.72	$40.00	34.3%	9.8%	30.1%	4.3%	39.6%	6.9%	4.7%	22.1K	-580.6K	-3.5K	0.07	89.72	21	2	1,137	273
2021-09-15	$53.73	$40.00	33.3%	9.5%	30.1%	3.4%	33.5%	-0.2%	5.0%	20.6K	-686.5K	-3.5K	0.00	96.05	8	0	1,140	273
2021-09-16	$53.28	$46.67	35.9%	10.3%	30.0%	5.6%	32.7%	-0.4%	4.2%	23.1K	-643.8K	-3.5K	1.00	88.88	3	3	1,148	275
2021-09-17	$52.62	$46.67	33.0%	9.5%	29.4%	3.1%	0.0%	5.0%	6.2%	13.6K	-517.5K	-3.3K	0.35	87.58	30	11	1,143	275
2021-09-20	$52.22	$50.00	33.6%	9.6%	28.8%	3.6%	36.3%	8.7%	5.9%	13.2K	-423.1K	-3.4K	3.43	91.34	11	36	327	180
2021-09-21	$52.07	$50.00	34.6%	9.9%	27.9%	4.6%	43.7%	8.4%	4.3%	13.8K	-459.0K	-3.5K	0.00	88.19	0	2	344	189
2021-09-22	$53.11	$50.00	39.8%	11.4%	28.1%	9.1%	34.7%	3.7%	-1.3%	11.2K	-461.2K	-3.8K	0.15	93.35	20	3	347	224
2021-09-23	$53.49	$50.00	38.3%	11.0%	27.8%	7.8%	0.0%	12.6%	6.8%	12.5K	-521.3K	-3.7K	0.50	96.42	452	225	347	225
2021-09-24	$54.07	$50.00	33.2%	9.5%	27.2%	3.3%	27.1%	8.8%	3.9%	18.4K	-599.1K	-3.8K	0.00	91.86	5	0	369	228
2021-09-27	$55.45	$50.00	28.0%	8.0%	27.2%	0.0%	44.5%	8.1%	11.8%	46.0K	-1.5M	-6.5K	0.00	92.32	0	11	783	441
2021-09-28	$55.86	$50.00	31.5%	9.0%	27.1%	3.0%	0.0%	8.3%	9.7%	54.2K	-1.8M	-7.0K	0.00	95.56	0	2	786	441
2021-09-29	$56.16	$50.00	32.4%	9.3%	22.7%	3.9%	31.0%	3.4%	7.2%	58.1K	-1.8M	-6.4K	0.01	96.66	165	2	794	431
2021-09-30	$55.67	$50.00	33.6%	9.6%	22.7%	4.9%	0.0%	10.6%	6.9%	55.6K	-1.7M	-6.1K	0.00	95.62	8	0	794	431