PATK Options History — June 2022

In June 2022, PATK traded between $33.67 and $40.62. ATM implied volatility averaged 55.9%, placing in the 64.9% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 1.5% (HV 20d: 54.4%). Max pain ranged from $40.00 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 2.12.

Notable Days

  • 2022-06-01: Highest Volume — 881 contracts
  • 2022-06-24: Largest IV drop — 26.8% change
  • 2022-06-23: Highest IV Rank — 90.3%
  • 2022-06-23: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.03$33.67$40.62$39.66$34.43
Max Pain$40.16$40.00$43.33$43.33$40.00
ATM IV55.9%46.6%67.7%55.4%59.8%
Expected Move15.6%12.8%19.4%15.9%17.2%
HV 20d54.4%47.6%59.8%57.3%50.4%
HV 60d51.8%50.2%55.3%51.2%50.2%
IV Rank64.9%44.9%90.3%63.8%73.4%
IV Percentile91.4%66.7%99.6%95.6%96.8%
Term Structure-4.9%-41.6%7.5%-8.3%-41.6%
VWIV56.9%49.6%70.1%54.2%61.6%
Skew 25d10.5%-1.2%19.1%18.9%18.2%
Skew 10d24.2%-15.4%47.3%29.8%32.3%
Call IV 25d52.8%40.9%74.0%45.5%55.8%
Put IV 25d63.3%54.2%83.2%64.4%74.0%
Bid-Ask Spread %90.0978.25105.26105.26100.70
Gamma HHI0.230.190.260.240.22
Net GEX-50.0K-78.0K-28.3K-68.1K-34.2K
Net DEX1.7M1.0M2.8M1.6M1.2M
Net VEX-7.6K-9.4K-5.7K-9.4K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.120.617.001.882.48
Total Volume531.81335881881335
Total OI1,990.2381,4642,3242,2141,609

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$39.66$43.3355.4%15.9%57.3%63.8%54.2%18.9%-8.3%-68.1K1.6M-9.4K1.88105.263065756661,548
2022-06-02$40.62$40.0054.8%15.1%57.5%62.7%52.6%19.1%-3.3%-72.5K1.5M-9.2K0.6178.373201956721,548
2022-06-03$39.37$40.0055.7%12.8%57.9%64.5%49.6%17.2%5.8%-65.2K1.7M-9.1K0.6685.443032006901,587
2022-06-06$40.53$40.0061.5%14.1%59.2%76.9%53.1%8.3%7.2%-78.0K1.4M-8.7K0.6180.673031866951,608
2022-06-07$40.02$40.0059.3%14.7%58.2%72.2%53.6%9.7%-6.2%-74.2K1.6M-8.8K0.6280.923021866951,608
2022-06-08$39.87$40.0049.4%14.2%58.1%51.0%56.2%5.7%1.4%-74.6K1.7M-8.5K0.6682.903022006961,616
2022-06-09$40.35$40.0046.6%13.4%56.9%44.9%51.5%5.3%1.1%-77.7K1.5M-8.8K0.6779.213022016961,617
2022-06-10$38.04$40.0053.1%15.2%59.8%59.0%56.8%10.5%2.0%-67.1K2.2M-8.4K1.1578.253033506991,625
2022-06-13$36.78$40.0059.7%17.1%57.2%73.2%57.5%6.1%-10.1%-50.8K2.0M-6.8K1.2592.703173957021,484
2022-06-14$36.72$40.0051.6%14.8%54.9%55.8%58.2%-1.2%2.5%-53.4K2.3M-6.9K1.3285.012993956841,509
2022-06-15$37.27$40.0053.6%15.4%52.6%59.9%57.7%8.1%1.7%-55.4K2.2M-7.0K1.3287.672993956891,509
2022-06-16$33.97$40.0059.4%17.0%54.7%72.5%59.6%7.8%-10.8%-33.9K2.6M-6.3K1.4482.002994316891,506
2022-06-17$33.79$40.0053.4%15.3%53.6%59.5%49.7%16.9%2.7%-29.5K2.8M-5.7K1.8197.102584686891,539
2022-06-21$33.67$40.0061.1%17.5%52.5%76.2%56.9%17.2%-28.9%-28.3K1.2M-6.7K7.0091.30573993871,077
2022-06-22$34.15$40.0056.4%16.2%52.8%66.0%60.2%1.8%3.7%-30.0K1.4M-6.5K4.6594.79833844161,116
2022-06-23$34.71$40.0067.7%19.4%51.7%90.3%70.1%9.2%-5.5%-28.9K1.2M-7.1K4.4492.56833664201,136
2022-06-24$35.44$40.0049.6%14.2%47.6%51.3%57.8%12.3%7.5%-31.7K1.3M-6.9K3.2495.26832674201,166
2022-06-27$36.73$40.0054.1%15.5%49.7%61.0%56.7%13.7%-18.1%-31.9K1.0M-7.5K3.13100.17832584201,172
2022-06-28$35.98$40.0056.8%16.3%49.9%66.8%60.1%5.0%-0.9%-32.0K1.2M-7.2K3.13101.90832584201,175
2022-06-29$35.65$40.0054.4%15.6%49.3%61.7%61.4%10.8%-4.8%-33.8K1.3M-6.7K2.5399.66962434201,175
2022-06-30$34.43$40.0059.8%17.2%50.4%73.4%61.6%18.2%-41.6%-34.2K1.2M-7.1K2.48100.70962394251,184