PATK Options History — May 2022

In May 2022, PATK traded between $36.83 and $45.59. ATM implied volatility averaged 52.2%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 1.3% (HV 20d: 51.0%). Max pain ranged from $43.33 to $43.33. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-05-25: Highest Volume — 897 contracts
  • 2022-05-31: Largest IV spike — 15.3% change
  • 2022-05-20: Highest IV Rank — 73.8%
  • 2022-05-20: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.00$36.83$45.59$43.00$39.99
Max Pain$43.33$43.33$43.33$43.33$43.33
ATM IV52.2%45.1%60.0%47.1%57.1%
Expected Move14.8%12.9%17.2%13.5%16.4%
HV 20d51.0%39.8%64.2%44.0%59.4%
HV 60d49.5%46.1%53.8%46.1%52.7%
IV Rank57.0%41.7%73.8%46.0%67.6%
IV Percentile88.1%64.7%98.8%75.0%97.2%
Term Structure-0.8%-8.6%6.6%-2.9%-5.5%
VWIV51.8%46.1%60.1%51.2%50.0%
Skew 25d9.0%-1.4%15.5%15.3%15.5%
Skew 10d17.6%8.8%41.3%31.7%14.7%
Call IV 25d47.9%40.6%58.0%45.9%45.8%
Put IV 25d57.0%50.8%64.6%61.2%61.3%
Bid-Ask Spread %91.7481.95100.9496.27100.94
Gamma HHI0.230.200.270.240.23
Net GEX-42.6K-72.2K-24.4K-44.7K-67.2K
Net DEX976.3K108.0K2.1M830.2K1.6M
Net VEX-7.7K-9.5K-6.0K-7.8K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.462.140.601.83
Total Volume582341897462889
Total OI1,682.4291,4772,2131,4772,213

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$43.00$43.3347.1%13.5%44.0%46.0%51.2%15.3%-2.9%-44.7K830.2K-7.8K0.6096.27288174491986
2022-05-03$44.66$43.3346.3%13.3%41.0%44.4%53.5%11.5%4.5%-33.2K350.5K-8.1K0.6693.17287191521989
2022-05-04$45.59$43.3347.8%13.7%39.8%47.4%54.5%1.6%-3.5%-30.0K165.8K-8.0K0.4697.51279129525971
2022-05-05$44.57$43.3351.3%14.6%41.3%55.1%49.3%14.1%0.4%-32.2K370.8K-8.0K0.5681.95269152528984
2022-05-06$43.92$43.3356.6%13.7%41.0%66.4%48.4%6.6%1.7%-37.1K498.2K-7.8K0.6484.67237152528978
2022-05-09$45.05$43.3349.1%13.3%41.4%50.4%48.8%9.6%3.7%-30.1K238.0K-7.6K0.5491.24221120533978
2022-05-10$44.45$43.3351.7%14.0%42.1%55.9%49.8%5.1%2.9%-31.9K300.8K-7.5K0.5386.20323173519981
2022-05-11$42.69$43.3353.6%15.4%45.4%60.0%52.1%13.8%6.6%-30.3K705.2K-7.9K0.7887.362902256081,010
2022-05-12$43.35$43.3351.1%14.7%44.3%54.6%49.9%11.5%1.3%-33.6K721.1K-8.1K0.6789.443382276121,062
2022-05-13$45.39$43.3345.1%12.9%45.8%41.7%46.1%10.1%3.1%-25.3K108.0K-8.2K0.6888.403422316631,062
2022-05-16$43.00$43.3346.5%13.3%50.6%44.6%47.2%8.8%2.6%-36.4K714.1K-8.0K0.6890.893422336721,058
2022-05-17$44.76$43.3352.5%15.1%49.5%57.6%47.5%10.1%-2.3%-24.4K205.1K-7.7K0.6698.043542336721,058
2022-05-18$41.23$43.3353.1%15.2%58.2%58.9%51.2%2.0%-1.1%-45.7K1.2M-7.3K0.5091.823571796631,058
2022-05-19$39.67$43.3356.2%16.1%59.8%65.5%54.4%9.1%-4.3%-54.0K1.5M-6.8K0.6187.953742306661,059
2022-05-20$38.19$43.3360.0%17.2%61.2%73.8%59.2%8.6%-8.6%-48.5K1.9M-6.4K0.6087.373802276801,109
2022-05-23$38.37$43.3358.6%16.8%60.2%70.7%60.1%-1.4%-6.9%-50.3K1.7M-6.2K0.6592.73323209534972
2022-05-24$36.83$43.3359.3%17.0%60.4%72.3%54.7%6.4%-5.6%-49.7K2.1M-6.0K0.6593.023502285361,056
2022-05-25$38.99$43.3354.5%15.6%64.2%61.9%56.1%11.8%-0.6%-54.1K1.6M-6.5K2.0293.062976005671,023
2022-05-26$38.99$43.3349.6%14.2%60.3%51.4%53.6%12.1%3.4%-63.8K1.8M-8.7K2.1498.882795975761,493
2022-05-27$39.35$43.3349.5%14.2%60.3%51.3%50.8%7.8%-5.0%-72.2K1.9M-9.0K1.8595.693145795961,541
2022-05-31$39.99$43.3357.1%16.4%59.4%67.6%50.0%15.5%-5.5%-67.2K1.6M-9.5K1.83100.943145756661,547