PATK Options History — January 2022

In January 2022, PATK traded between $41.65 and $54.64. ATM implied volatility averaged 42.6%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 7.1% (HV 20d: 35.5%). Max pain ranged from $50.00 to $53.33. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.51.

Notable Days

2022-01-21: Highest Volume — 925 contracts
2022-01-10: Largest IV spike — 37.4% change
2022-01-24: Highest IV Rank — 38.4%
2022-01-24: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.49	$41.65	$54.64	$53.70	$42.65
Max Pain	$50.50	$50.00	$53.33	$53.33	$50.00
ATM IV	42.6%	25.7%	55.1%	28.9%	54.8%
Expected Move	12.6%	8.3%	15.8%	8.3%	15.7%
HV 20d	35.5%	20.2%	46.2%	43.9%	46.2%
HV 60d	37.3%	33.8%	41.8%	33.8%	41.2%
IV Rank	21.1%	0.0%	38.4%	2.7%	37.9%
IV Percentile	49.3%	0.4%	84.9%	1.2%	84.9%
Term Structure	-0.4%	-7.5%	7.6%	7.6%	-7.5%
VWIV	42.6%	31.5%	48.3%	31.5%	45.4%
Skew 25d	9.3%	3.3%	16.9%	8.9%	16.9%
Skew 10d	16.9%	1.8%	29.5%	9.4%	19.3%
Call IV 25d	41.3%	23.5%	53.1%	28.8%	43.3%
Put IV 25d	50.6%	36.8%	60.2%	37.6%	60.2%
Bid-Ask Spread %	91.00	79.34	99.62	95.35	99.32
Gamma HHI	0.23	0.15	0.44	0.16	0.25
Net GEX	-34.7K	-98.5K	5.3K	-3.8K	-28.5K
Net DEX	643.4K	-444.4K	2.5M	-335.0K	1.2M
Net VEX	-7.2K	-8.6K	-5.6K	-7.0K	-8.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.51	0.61	2.84	0.76	2.73
Total Volume	535.4	338	925	338	795
Total OI	1,347.9	1,170	1,616	1,335	1,217

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
2022-01-03	$53.70	$53.33	28.9%	8.3%	43.9%	2.7%	31.5%	8.9%	7.6%	-3.8K	-335.0K	-7.0K	0.76	95.35	192	146	528	807
2022-01-04	$54.64	$53.33	32.4%	9.3%	43.1%	5.7%	32.2%	4.3%	6.6%	5.3K	-444.4K	-7.1K	0.76	92.00	192	146	533	810
2022-01-05	$53.62	$53.33	33.7%	9.7%	23.8%	6.9%	33.2%	13.5%	4.6%	-3.8K	-371.6K	-7.0K	0.75	97.20	195	146	533	810
2022-01-06	$53.96	$50.00	34.6%	10.7%	22.5%	7.6%	42.3%	3.3%	2.9%	-2.8K	-375.4K	-7.1K	0.74	89.81	197	146	536	810
2022-01-07	$53.89	$50.00	25.7%	11.0%	22.1%	0.0%	41.7%	6.9%	6.2%	1.9K	-434.4K	-6.9K	0.74	84.08	197	146	537	810
2022-01-10	$53.93	$50.00	35.3%	11.9%	20.2%	8.2%	42.0%	11.8%	0.5%	-6.1K	-347.3K	-6.6K	0.61	89.06	219	134	537	812
2022-01-11	$51.15	$50.00	38.5%	12.7%	27.9%	13.2%	46.1%	7.1%	1.0%	-41.0K	197.9K	-7.2K	0.91	83.95	222	203	566	813
2022-01-12	$51.91	$50.00	39.8%	11.4%	28.3%	18.4%	43.0%	13.7%	-0.7%	-52.4K	333.5K	-7.2K	0.93	93.74	222	206	570	891
2022-01-13	$51.64	$50.00	43.1%	12.4%	28.4%	22.7%	44.3%	7.3%	-2.0%	-57.1K	370.4K	-7.1K	0.92	85.08	222	204	570	897
2022-01-14	$51.28	$50.00	42.8%	12.3%	28.0%	22.2%	43.7%	5.9%	-2.0%	-71.9K	487.3K	-6.9K	0.92	79.34	222	204	570	897
2022-01-18	$48.91	$50.00	41.0%	11.8%	32.4%	20.0%	46.6%	8.6%	-2.2%	-82.8K	1.0M	-6.5K	0.89	83.46	225	201	570	897
2022-01-19	$47.79	$50.00	46.5%	13.3%	32.8%	27.1%	48.0%	15.8%	-2.1%	-98.5K	1.4M	-6.4K	0.89	86.47	225	201	570	899
2022-01-20	$44.34	$50.00	45.0%	12.9%	41.5%	25.2%	46.8%	8.0%	2.0%	-72.5K	2.3M	-5.6K	1.38	91.37	231	320	570	900
2022-01-21	$42.25	$50.00	42.3%	12.1%	42.5%	21.6%	40.4%	7.6%	-5.7%	-48.7K	2.5M	-6.4K	2.65	87.39	254	671	579	1,037
2022-01-24	$44.29	$50.00	55.1%	15.8%	45.9%	38.4%	43.0%	6.0%	-6.1%	-27.2K	938.7K	-8.6K	2.41	88.39	228	549	399	779
2022-01-25	$43.41	$50.00	52.6%	15.1%	45.9%	35.1%	42.9%	10.5%	-2.7%	-26.0K	1.0M	-8.4K	2.78	96.48	200	555	398	779
2022-01-26	$43.16	$50.00	52.6%	15.1%	44.7%	35.1%	45.9%	9.4%	-0.9%	-25.5K	1.0M	-8.3K	2.72	98.88	204	555	399	771
2022-01-27	$41.73	$50.00	53.5%	15.3%	45.0%	36.2%	48.3%	10.5%	-4.3%	-26.4K	1.2M	-8.0K	2.78	99.62	200	555	404	771
2022-01-28	$41.65	$50.00	54.2%	15.5%	45.2%	37.2%	43.9%	9.9%	-3.0%	-26.4K	1.2M	-8.0K	2.84	99.07	203	575	411	771
2022-01-31	$42.65	$50.00	54.8%	15.7%	46.2%	37.9%	45.4%	16.9%	-7.5%	-28.5K	1.2M	-8.3K	2.73	99.32	213	582	411	806