PATK Options History — October 2021

In October 2021, PATK traded between $51.97 and $57.90. ATM implied volatility averaged 39.2%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 13.9% (HV 20d: 25.3%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.73.

Notable Days

2021-10-20: Highest Volume — 722 contracts
2021-10-11: Largest IV spike — 34.9% change
2021-10-27: Highest IV Rank — 16.9%
2021-10-27: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.25	$51.97	$57.90	$57.90	$51.97
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	39.2%	31.1%	47.4%	35.2%	36.4%
Expected Move	11.1%	9.5%	13.6%	10.1%	10.4%
HV 20d	25.3%	21.9%	27.3%	26.2%	21.9%
HV 60d	28.9%	27.1%	31.0%	31.0%	27.7%
IV Rank	9.7%	2.7%	16.9%	6.3%	7.3%
IV Percentile	23.5%	0.8%	51.6%	9.1%	15.9%
Term Structure	-1.0%	-9.0%	4.6%	4.6%	0.2%
VWIV	40.1%	32.2%	51.3%	32.8%	38.7%
Skew 25d	6.6%	-4.1%	18.7%	10.0%	4.9%
Skew 10d	11.3%	1.7%	20.0%	20.0%	9.6%
Call IV 25d	35.6%	30.9%	39.5%	30.9%	35.5%
Put IV 25d	42.1%	34.1%	51.4%	40.9%	40.5%
Bid-Ask Spread %	87.52	75.60	98.36	95.99	91.53
Gamma HHI	0.18	0.16	0.20	0.17	0.16
Net GEX	74.4K	23.0K	108.9K	84.7K	23.0K
Net DEX	-1.7M	-2.5M	-646.3K	-2.4M	-646.3K
Net VEX	-5.7K	-7.3K	-4.3K	-7.3K	-4.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.00	2.38	2.22	0.73
Total Volume	234.857	2	722	44	618
Total OI	1,401.762	1,344	1,538	1,344	1,538

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
2021-10-01	$57.90	$50.00	35.2%	10.1%	26.2%	6.3%	32.8%	10.0%	4.6%	84.7K	-2.4M	-7.3K	2.22	95.99	14	30	912	432
2021-10-04	$57.59	$50.00	39.8%	10.7%	25.4%	10.3%	38.6%	4.6%	2.7%	88.2K	-2.3M	-6.6K	0.33	81.97	5	2	914	432
2021-10-05	$56.99	$50.00	41.8%	10.6%	25.9%	12.0%	0.0%	1.9%	1.7%	88.6K	-2.3M	-7.2K	0.00	80.28	0	2	927	431
2021-10-06	$56.07	$50.00	41.5%	10.9%	26.5%	11.8%	32.2%	8.8%	0.3%	81.8K	-1.9M	-6.5K	0.00	83.90	32	0	930	429
2021-10-07	$57.33	$50.00	42.6%	11.0%	27.3%	12.7%	0.0%	3.7%	1.9%	91.0K	-2.4M	-6.8K	0.00	75.60	5	0	930	428
2021-10-08	$57.79	$50.00	32.6%	10.5%	26.2%	4.0%	37.0%	3.7%	2.3%	107.4K	-2.5M	-6.0K	0.00	84.08	69	0	960	428
2021-10-11	$57.65	$50.00	44.0%	10.7%	25.7%	14.0%	0.0%	9.9%	1.2%	103.8K	-2.4M	-6.2K	0.00	87.00	0	2	956	428
2021-10-12	$57.01	$50.00	31.1%	10.4%	24.0%	2.7%	35.4%	4.2%	1.6%	106.7K	-2.3M	-6.0K	0.05	82.70	30	2	971	428
2021-10-13	$56.98	$50.00	35.5%	10.2%	23.4%	6.5%	50.8%	4.1%	4.0%	108.9K	-2.4M	-6.7K	1.57	87.94	11	17	971	428
2021-10-14	$55.89	$50.00	39.0%	11.2%	24.4%	9.6%	41.0%	12.0%	-0.2%	89.5K	-2.0M	-5.8K	2.38	98.36	24	57	962	426
2021-10-15	$54.64	$50.00	34.9%	10.0%	25.4%	6.0%	35.4%	-4.1%	-1.8%	70.6K	-1.7M	-5.0K	0.57	96.84	11	6	965	435
2021-10-18	$55.48	$50.00	33.1%	9.5%	25.6%	4.4%	35.2%	4.2%	2.4%	71.8K	-1.7M	-5.2K	1.75	87.23	18	32	930	419
2021-10-19	$54.57	$50.00	42.8%	12.3%	26.5%	12.9%	40.0%	11.1%	-7.5%	60.3K	-1.4M	-5.1K	0.00	84.63	0	5	933	425
2021-10-20	$53.90	$50.00	43.1%	12.3%	26.1%	13.1%	43.2%	3.3%	-2.6%	60.1K	-1.3M	-5.2K	0.88	86.17	384	338	945	453
2021-10-21	$53.98	$50.00	41.5%	11.9%	26.0%	11.7%	40.9%	5.2%	-1.6%	63.3K	-1.4M	-5.6K	0.39	86.85	363	141	963	453
2021-10-22	$53.67	$50.00	39.6%	11.4%	25.8%	10.1%	43.5%	18.7%	-6.7%	55.9K	-1.2M	-5.4K	0.40	88.53	357	141	963	477
2021-10-25	$53.13	$50.00	43.5%	12.5%	24.1%	13.5%	41.4%	6.6%	-5.9%	53.9K	-1.1M	-5.0K	0.46	89.23	360	165	968	477
2021-10-26	$52.42	$50.00	42.9%	12.3%	24.2%	13.0%	44.9%	7.3%	-6.8%	44.2K	-828.6K	-5.0K	0.35	88.64	353	123	965	503
2021-10-27	$51.98	$50.00	47.4%	13.6%	24.0%	16.9%	51.3%	8.1%	-9.0%	47.4K	-838.7K	-4.9K	0.41	88.89	357	147	965	500
2021-10-28	$53.25	$50.00	34.4%	9.8%	25.9%	5.5%	40.4%	9.9%	-2.6%	61.2K	-1.2M	-4.3K	0.66	91.61	429	282	963	474
2021-10-29	$51.97	$50.00	36.4%	10.4%	21.9%	7.3%	38.7%	4.9%	0.2%	23.0K	-646.3K	-4.6K	0.73	91.53	357	261	947	591