PATK Options History — December 2021

In December 2021, PATK traded between $49.30 and $57.28. ATM implied volatility averaged 40.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 4.1% (HV 20d: 44.2%). Max pain ranged from $46.67 to $53.33. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.20.

Notable Days

  • 2021-12-07: Highest Volume — 702 contracts
  • 2021-12-15: Largest IV drop — 35.7% change
  • 2021-12-14: Highest IV Rank — 32.4%
  • 2021-12-20: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.34$49.30$57.28$55.73$53.98
Max Pain$50.61$46.67$53.33$53.33$53.33
ATM IV40.2%31.6%63.6%31.6%33.0%
Expected Move10.6%9.1%12.5%9.1%9.5%
HV 20d44.2%29.5%48.7%29.5%44.1%
HV 60d33.3%27.6%35.0%27.6%34.1%
IV Rank12.4%5.1%32.4%5.1%6.2%
IV Percentile34.4%5.6%87.7%5.6%9.1%
Term Structure4.0%-1.6%9.6%1.7%5.5%
VWIV39.9%33.0%45.1%34.5%33.0%
Skew 25d7.3%0.7%16.0%6.6%8.2%
Skew 10d9.9%-5.8%21.6%15.4%21.6%
Call IV 25d34.1%28.5%39.6%30.0%28.5%
Put IV 25d41.4%36.4%48.4%36.6%36.6%
Bid-Ask Spread %90.1374.49104.1197.3796.96
Gamma HHI0.240.160.350.320.16
Net GEX-28.5K-81.0K-3.5K-18.2K-13.6K
Net DEX328.7K-694.3K1.3M-435.9K-196.1K
Net VEX-7.0K-8.7K-4.3K-4.3K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.582.500.690.66
Total Volume432.182305702415358
Total OI1,252.2277641,6137641,334

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$55.73$53.3331.6%9.1%29.5%5.1%34.5%6.6%1.7%-18.2K-435.9K-4.3K0.6997.37245170360404
2021-12-02$56.38$53.3332.5%9.3%29.6%5.8%36.6%4.5%4.2%-4.1K-633.0K-4.5K1.1697.26146170381402
2021-12-03$55.69$53.3332.7%9.4%30.1%6.0%43.9%13.2%-0.0%-8.1K-504.1K-4.8K2.48104.11144357389402
2021-12-06$57.28$46.6733.6%11.2%31.3%6.7%45.1%7.8%6.5%-3.7K-694.3K-5.5K2.5085.73144360387597
2021-12-07$51.79$46.6743.6%10.9%48.4%15.3%41.5%7.1%8.3%-45.6K486.3K-6.1K2.0080.27234468387593
2021-12-08$50.81$50.0049.1%11.7%48.7%20.0%41.5%1.4%5.8%-52.1K897.6K-6.9K2.4081.01191458542761
2021-12-09$50.32$50.0042.9%10.6%48.4%14.7%42.9%6.5%7.9%-43.1K1.1M-6.7K1.5685.79236368587764
2021-12-10$49.30$50.0046.0%12.1%48.1%17.4%43.0%0.7%-0.5%-29.2K1.3M-7.1K1.3381.24198263633780
2021-12-13$50.30$50.0060.0%10.7%48.2%29.3%42.3%10.6%4.9%-61.8K1.3M-7.7K0.6274.49204126632945
2021-12-14$50.34$50.0063.6%10.9%47.9%32.4%37.7%5.0%4.1%-63.5K1.3M-7.7K0.6888.51185126629951
2021-12-15$50.64$50.0040.9%11.7%47.9%13.0%42.8%10.4%2.6%-67.9K1.3M-7.4K0.7087.42188131629951
2021-12-16$51.39$50.0041.6%11.9%48.2%13.6%42.0%5.5%2.4%-81.0K1.1M-7.5K0.6189.03218132629951
2021-12-17$50.69$50.0040.8%11.7%48.4%12.9%43.3%8.8%2.9%-17.2K1.1M-7.1K0.5887.12252146660953
2021-12-20$49.77$50.0043.4%12.5%48.7%15.2%45.1%12.3%0.6%-22.1K363.4K-7.6K0.8091.10170135474656
2021-12-21$50.16$50.0035.4%10.2%46.5%8.3%43.0%7.0%-1.6%-24.4K274.5K-7.4K0.8095.67170135477657
2021-12-22$51.32$50.0033.9%9.7%47.4%7.0%34.9%6.7%9.6%-29.0K125.5K-7.1K0.6693.45204135477657
2021-12-23$52.45$50.0035.5%10.2%48.1%8.4%40.6%7.7%1.7%-4.4K-250.9K-7.5K1.3993.68203282524656
2021-12-27$52.53$50.0036.3%10.4%46.1%9.0%36.9%6.1%2.8%-18.6K-48.0K-8.3K1.34101.28210281527794
2021-12-28$53.49$50.0035.1%10.1%46.6%8.1%35.4%5.6%6.0%-3.5K-227.2K-8.7K1.3983.38210293537794
2021-12-29$53.78$53.3336.7%10.5%46.6%9.4%35.7%3.0%4.6%-6.8K-296.8K-8.2K1.3991.74210293537806
2021-12-30$53.41$53.3335.0%10.0%44.1%8.0%35.5%16.0%8.7%-8.3K-180.6K-8.3K0.6796.26215144537806
2021-12-31$53.98$53.3333.0%9.5%44.1%6.2%33.0%8.2%5.5%-13.6K-196.1K-7.4K0.6696.96215143528806