PATK Options History — March 2022

In March 2022, PATK traded between $40.41 and $48.39. ATM implied volatility averaged 46.9%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 0.6% (HV 20d: 46.3%). Max pain ranged from $43.33 to $46.67. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.95.

Notable Days

  • 2022-03-15: Highest Volume — 743 contracts
  • 2022-03-30: Largest IV spike — 39.6% change
  • 2022-03-07: Highest IV Rank — 35.6%
  • 2022-03-11: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.08$40.41$48.39$46.15$40.41
Max Pain$46.38$43.33$46.67$46.67$46.67
ATM IV46.9%36.7%53.0%50.7%42.4%
Expected Move14.0%12.8%16.9%14.5%13.9%
HV 20d46.3%36.9%55.0%42.1%55.0%
HV 60d44.9%41.0%49.7%44.6%49.7%
IV Rank27.6%14.3%35.6%32.6%21.8%
IV Percentile71.1%30.2%88.1%82.5%55.2%
Term Structure1.8%-6.1%14.0%-3.9%12.3%
VWIV48.4%43.1%61.4%51.1%45.3%
Skew 25d7.9%-1.9%16.3%16.3%4.7%
Skew 10d14.7%-14.2%25.5%21.6%-14.2%
Call IV 25d45.2%33.7%57.2%44.9%51.4%
Put IV 25d53.1%47.1%61.4%61.2%56.1%
Bid-Ask Spread %98.2483.92107.19103.1197.12
Gamma HHI0.230.200.270.260.27
Net GEX-31.0K-41.2K-20.5K-24.9K-41.2K
Net DEX759.6K186.4K1.2M510.8K1.2M
Net VEX-8.4K-9.1K-7.4K-8.6K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.951.792.201.811.90
Total Volume657.217553743692600
Total OI1,165.871,0721,2201,0721,188

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$46.15$46.6750.7%14.5%42.1%32.6%51.1%16.3%-3.9%-24.9K510.8K-8.6K1.81103.11246446290782
2022-03-02$48.39$43.3344.8%12.8%36.9%24.9%44.5%9.4%2.7%-20.9K186.4K-8.7K1.82106.74245446342782
2022-03-03$47.09$43.3347.6%13.7%37.8%28.6%46.6%8.5%-1.0%-20.5K328.8K-9.1K1.90100.09245464351782
2022-03-04$46.32$46.6744.8%12.8%38.3%24.9%45.9%11.6%-1.8%-24.2K437.8K-9.1K1.9895.32242479353806
2022-03-07$43.46$46.6753.0%15.2%44.5%35.6%53.8%9.3%1.6%-28.0K824.1K-8.8K1.97104.89243479353821
2022-03-08$43.78$46.6751.5%14.4%44.4%33.7%54.5%11.9%-1.9%-27.6K815.1K-8.8K1.97100.43243479353821
2022-03-09$45.23$46.6746.3%14.4%44.0%26.9%49.4%12.2%-0.0%-28.3K658.9K-8.7K1.85106.98252465353822
2022-03-10$44.03$46.6750.1%13.9%44.7%31.8%48.2%12.5%-4.3%-29.9K764.0K-8.8K1.85107.07252467362822
2022-03-11$43.09$46.6750.8%16.9%44.7%32.7%61.4%8.3%0.7%-30.8K885.8K-8.6K1.86107.19251467362828
2022-03-14$42.45$46.6749.8%15.3%44.9%31.4%50.5%10.0%5.5%-30.3K948.7K-8.4K1.9492.83251486365827
2022-03-15$44.04$46.6749.4%15.0%46.6%31.0%49.3%1.3%4.5%-32.3K865.8K-8.3K1.9698.26251492365845
2022-03-16$44.48$46.6748.2%13.7%44.9%29.4%45.2%8.1%-1.6%-30.8K748.7K-8.4K1.7995.40251449365855
2022-03-17$45.17$46.6748.5%13.3%45.4%29.8%45.9%11.4%-2.0%-31.5K637.7K-8.3K1.7997.30251449365855
2022-03-18$45.72$46.6742.6%13.8%44.7%22.1%47.0%6.8%7.2%-30.2K594.5K-8.2K2.2093.10203446365855
2022-03-21$45.02$46.6743.6%14.0%44.9%23.4%46.2%13.6%5.5%-28.1K580.1K-8.3K2.1095.53191401330785
2022-03-22$45.37$46.6747.0%13.6%45.0%27.8%48.0%12.5%0.9%-28.5K594.6K-8.3K1.9883.92191377339785
2022-03-23$41.79$46.6742.9%13.5%53.1%22.4%48.5%7.6%1.1%-35.0K912.0K-8.1K2.0995.81180377341792
2022-03-24$42.23$46.6745.0%14.2%51.2%25.1%46.5%6.3%7.2%-35.5K1.0M-8.0K2.0495.43182371348792
2022-03-25$41.50$46.6739.9%13.8%51.0%18.6%48.4%-1.9%6.0%-37.4K1.1M-7.7K2.0799.82182375348797
2022-03-28$41.83$46.6751.5%13.3%50.6%33.7%48.3%0.4%-5.1%-39.6K1.1M-7.9K2.0893.23182378348816
2022-03-29$44.31$46.6736.7%13.1%54.5%14.3%43.1%-1.2%14.0%-40.0K788.9K-7.9K1.9597.81201392354819
2022-03-30$41.85$46.6751.2%13.3%54.6%33.3%45.0%2.2%-6.1%-37.9K998.2K-7.9K1.9492.17203393377809
2022-03-31$40.41$46.6742.4%13.9%55.0%21.8%45.3%4.7%12.3%-41.2K1.2M-7.4K1.9097.12207393378810