PATK Options History — February 2022

In February 2022, PATK traded between $44.39 and $47.97. ATM implied volatility averaged 49.3%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 1.0% (HV 20d: 50.3%). Max pain ranged from $46.67 to $46.67. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 2.73.

Notable Days

2022-02-09: Highest Volume — 930 contracts
2022-02-07: Largest IV spike — 23.9% change
2022-02-07: Highest IV Rank — 40.5%
2022-02-01: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.07	$44.39	$47.97	$45.94	$47.59
Max Pain	$46.67	$46.67	$46.67	$46.67	$46.67
ATM IV	49.3%	45.7%	56.7%	54.1%	49.2%
Expected Move	14.0%	13.1%	15.5%	15.5%	14.1%
HV 20d	50.3%	40.5%	57.1%	55.5%	40.6%
HV 60d	44.6%	44.1%	45.2%	44.2%	44.4%
IV Rank	30.8%	26.0%	40.5%	37.1%	30.7%
IV Percentile	76.4%	67.5%	88.9%	83.7%	79.8%
Term Structure	-2.8%	-9.7%	0.4%	-9.7%	-0.3%
VWIV	48.8%	42.6%	52.5%	49.8%	47.8%
Skew 25d	7.0%	-1.8%	13.8%	8.1%	4.2%
Skew 10d	16.0%	-6.6%	26.1%	10.4%	19.9%
Call IV 25d	46.3%	40.6%	58.1%	48.3%	49.3%
Put IV 25d	53.3%	46.8%	57.7%	56.4%	53.4%
Bid-Ask Spread %	100.14	90.34	114.64	95.99	106.11
Gamma HHI	0.24	0.21	0.26	0.22	0.26
Net GEX	-31.1K	-36.0K	-20.6K	-26.0K	-30.4K
Net DEX	660.5K	364.9K	980.1K	737.3K	401.6K
Net VEX	-9.0K	-9.4K	-8.2K	-8.6K	-8.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.73	2.11	3.39	3.39	2.28
Total Volume	799.632	591	930	838	641
Total OI	1,327.474	1,049	1,511	1,238	1,070

Daily Data (19 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
2022-02-01	$45.94	$46.67	54.1%	15.5%	55.5%	37.1%	49.8%	8.1%	-9.7%	-26.0K	737.3K	-8.6K	3.39	95.99	191	647	425	813
2022-02-02	$45.16	$46.67	52.9%	15.2%	54.7%	35.5%	42.6%	-0.6%	-0.8%	-26.2K	813.3K	-9.2K	2.58	93.70	252	651	435	876
2022-02-03	$45.09	$46.67	48.3%	13.7%	54.7%	29.5%	50.7%	13.8%	-0.4%	-25.4K	730.3K	-9.3K	2.61	90.34	249	650	491	893
2022-02-04	$44.39	$46.67	45.8%	14.2%	54.4%	26.2%	50.3%	11.1%	-0.1%	-31.6K	980.1K	-9.1K	2.68	97.37	251	672	453	900
2022-02-07	$44.73	$46.67	56.7%	14.4%	54.7%	40.5%	51.2%	2.1%	-2.7%	-35.5K	978.8K	-9.1K	3.36	103.55	203	680	459	930
2022-02-08	$46.42	$46.67	53.1%	13.8%	57.1%	35.7%	48.5%	11.9%	-0.7%	-34.2K	750.8K	-9.1K	3.36	95.08	203	680	459	938
2022-02-09	$46.89	$46.67	48.2%	13.8%	54.8%	29.4%	49.1%	9.3%	-2.9%	-36.0K	693.6K	-8.9K	2.69	95.95	252	678	459	947
2022-02-10	$45.89	$46.67	46.1%	13.2%	54.6%	26.6%	49.0%	5.7%	-1.2%	-35.9K	728.6K	-9.2K	2.44	99.70	255	623	477	959
2022-02-11	$45.65	$46.67	47.6%	13.6%	54.6%	28.5%	48.0%	2.8%	-1.0%	-35.3K	869.9K	-9.4K	2.61	97.70	242	630	501	972
2022-02-14	$46.40	$46.67	47.9%	13.7%	55.2%	29.0%	52.3%	10.2%	-1.9%	-35.5K	734.8K	-9.1K	2.77	99.72	225	623	498	980
2022-02-15	$47.97	$46.67	46.9%	13.5%	54.4%	27.7%	50.6%	8.4%	-4.1%	-34.1K	422.7K	-9.0K	2.53	98.54	246	623	497	978
2022-02-16	$47.59	$46.67	49.0%	14.1%	53.8%	30.4%	48.0%	9.7%	-2.4%	-30.1K	377.3K	-9.2K	3.19	101.50	195	623	533	978
2022-02-17	$46.30	$46.67	48.2%	13.8%	47.3%	29.3%	47.1%	10.5%	-5.0%	-32.0K	550.9K	-9.1K	2.96	102.86	210	623	530	968
2022-02-18	$45.94	$46.67	47.2%	13.5%	43.6%	28.0%	49.2%	10.0%	-3.9%	-30.7K	551.4K	-9.0K	2.11	99.87	225	474	522	966
2022-02-22	$45.65	$46.67	50.6%	14.5%	40.7%	32.4%	48.3%	4.7%	-6.0%	-29.7K	612.9K	-8.9K	2.86	101.37	153	438	270	779
2022-02-23	$44.58	$46.67	49.6%	14.2%	41.0%	31.1%	52.5%	6.8%	0.4%	-29.4K	690.4K	-8.8K	2.86	105.10	155	443	279	780
2022-02-24	$46.26	$46.67	45.7%	13.1%	42.8%	26.0%	44.7%	-1.8%	-8.0%	-31.9K	559.9K	-8.2K	2.25	114.64	198	446	324	780
2022-02-25	$46.80	$46.67	49.2%	14.1%	40.5%	30.7%	48.4%	7.1%	-2.5%	-20.6K	364.9K	-9.0K	2.27	103.59	197	446	321	782
2022-02-28	$47.59	$46.67	49.2%	14.1%	40.6%	30.7%	47.8%	4.2%	-0.3%	-30.4K	401.6K	-8.2K	2.28	106.11	195	446	288	782