PATK Options History — July 2022

In July 2022, PATK traded between $35.34 and $40.81. ATM implied volatility averaged 53.5%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 10.3% (HV 20d: 43.3%). Max pain ranged from $40.00 to $43.33. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-07-29: Highest Volume — 3,396 contracts
  • 2022-07-11: Largest IV spike — 66.6% change
  • 2022-07-11: Highest IV Rank — 100.0%
  • 2022-07-11: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.45$35.34$40.81$35.60$40.81
Max Pain$43.17$40.00$43.33$40.00$43.33
ATM IV53.5%40.2%85.0%56.8%40.5%
Expected Move14.4%11.5%16.7%16.3%11.6%
HV 20d43.3%31.8%53.6%51.2%31.8%
HV 60d50.5%48.3%51.8%50.6%48.3%
IV Rank50.4%24.5%100.0%66.9%25.0%
IV Percentile76.8%38.5%100.0%94.0%38.9%
Term Structure6.7%-13.4%30.6%-7.7%30.6%
VWIV54.8%46.5%64.0%53.4%52.5%
Skew 25d16.2%-0.4%29.5%-0.4%21.7%
Skew 10d20.3%-9.2%48.8%15.5%-9.2%
Call IV 25d46.2%39.0%62.2%57.1%40.8%
Put IV 25d62.4%51.4%70.1%56.8%62.5%
Bid-Ask Spread %86.8774.9498.8198.8187.49
Gamma HHI0.200.180.240.220.18
Net GEX-32.9K-44.0K-13.6K-31.2K-13.6K
Net DEX1.0M80.6K1.7M1.2M80.6K
Net VEX-8.5K-19.2K-5.9K-7.5K-19.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.382.452.451.29
Total Volume1,221.853373,3963373,396
Total OI2,814.651,6095,6301,6095,630

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$35.60$40.0056.8%16.3%51.2%66.9%53.4%-0.4%-7.7%-31.2K1.2M-7.5K2.4598.81982394251,184
2022-07-05$36.51$43.3362.2%14.3%51.6%78.4%55.0%10.6%22.4%-30.7K993.8K-7.1K0.4387.796152679381,184
2022-07-06$35.35$43.3350.3%15.0%51.0%53.0%59.9%13.6%7.6%-35.2K1.2M-6.9K0.4581.686322859441,211
2022-07-07$36.68$43.3356.9%15.1%53.2%67.1%53.7%14.9%7.8%-36.2K1.2M-6.7K0.4777.636332969621,244
2022-07-08$37.05$43.3351.0%14.0%53.4%54.4%50.8%8.1%5.7%-36.1K1.2M-6.8K0.5374.946183309681,244
2022-07-11$36.19$43.3385.0%16.7%53.6%100.0%64.0%18.1%7.6%-33.6K1.2M-6.9K0.5887.016183569711,260
2022-07-12$36.12$43.3372.7%15.3%49.7%79.4%57.5%12.1%3.8%-37.6K1.3M-7.0K0.5075.896183129711,293
2022-07-13$35.83$43.3353.9%15.5%48.4%47.6%62.7%26.5%10.7%-38.7K1.3M-7.0K0.5089.586183129711,295
2022-07-14$35.34$43.3349.5%14.2%48.6%40.2%53.8%13.7%2.3%-44.0K1.7M-6.1K0.5075.926183129711,295
2022-07-15$35.75$43.3349.6%14.2%48.4%40.3%52.9%5.4%-2.6%-35.8K1.3M-6.4K0.5097.776183129711,295
2022-07-18$36.23$43.3350.4%14.5%34.8%41.8%46.5%29.5%-13.4%-36.8K1.4M-5.9K0.4492.646142699441,239
2022-07-19$37.33$43.3340.2%11.5%35.9%24.5%50.9%24.5%5.6%-39.8K1.2M-6.5K0.5797.134832769751,274
2022-07-20$38.67$43.3350.4%14.4%37.3%41.7%52.6%14.8%-1.9%-33.7K964.9K-6.7K0.5284.415302781,3911,274
2022-07-21$38.99$43.3352.2%15.0%37.2%44.8%59.6%21.3%9.7%-28.6K716.0K-6.7K0.4789.575302491,3941,275
2022-07-22$39.03$43.3351.0%14.6%37.0%42.7%58.5%25.7%15.3%-30.1K733.2K-6.7K0.4687.465392491,3951,275
2022-07-25$39.53$43.3351.9%14.9%36.7%44.2%52.8%10.1%0.2%-29.7K695.3K-6.5K0.4891.435372571,4241,275
2022-07-26$38.77$43.3346.3%13.3%35.9%34.8%49.9%18.0%20.1%-33.5K776.4K-6.3K0.3886.256752571,4251,275
2022-07-27$39.24$43.3350.2%14.4%35.0%41.3%58.7%25.5%15.4%-27.6K708.7K-19.2K1.2890.861,4401,8452,7542,852
2022-07-28$40.07$43.3349.8%14.3%35.1%40.6%50.1%9.5%-4.8%-25.5K581.6K-17.7K1.2783.261,4581,8482,7602,865
2022-07-29$40.81$43.3340.5%11.6%31.8%25.0%52.5%21.7%30.6%-13.6K80.6K-19.0K1.2987.491,4851,9112,7632,867