PATK Options History — August 2022

In August 2022, PATK traded between $35.51 and $43.54. ATM implied volatility averaged 49.2%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 6.5% (HV 20d: 42.7%). Max pain ranged from $36.67 to $43.33. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 2.43.

Notable Days

  • 2022-08-02: Highest Volume — 2,940 contracts
  • 2022-08-30: Largest IV spike — 30.2% change
  • 2022-08-30: Highest IV Rank — 67.7%
  • 2022-08-30: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.77$35.51$43.54$39.89$35.51
Max Pain$37.54$36.67$43.33$43.33$36.67
ATM IV49.2%36.9%65.8%48.8%49.3%
Expected Move13.6%10.6%18.9%14.0%14.1%
HV 20d42.7%32.2%66.0%32.2%66.0%
HV 60d46.8%43.5%52.3%48.2%52.3%
IV Rank39.6%18.8%67.7%39.0%39.8%
IV Percentile63.0%27.0%98.4%65.5%64.3%
Term Structure1.3%-9.6%13.1%8.2%3.1%
VWIV53.5%28.5%95.2%53.6%44.9%
Skew 25d9.1%-13.0%23.7%4.6%-13.0%
Skew 10d14.4%-1.6%28.0%28.0%-1.6%
Call IV 25d43.8%25.3%64.2%51.1%56.1%
Put IV 25d52.9%41.8%84.5%55.7%43.1%
Bid-Ask Spread %97.6972.19111.1687.33101.08
Gamma HHI0.190.170.240.170.21
Net GEX-20.3K-56.2K27.1K-24.7K-40.0K
Net DEX388.7K-923.0K1.5M486.8K1.0M
Net VEX-16.6K-19.1K-14.2K-17.7K-15.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.430.0017.002.031.87
Total Volume893.8702,9402,8322,610
Total OI5,113.4783,4436,0755,7083,602

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$39.89$43.3348.8%14.0%32.2%39.0%53.6%4.6%8.2%-24.7K486.8K-17.7K2.0387.339361,8962,7962,912
2022-08-02$37.96$43.3351.7%14.8%36.8%43.9%57.1%1.6%-1.9%-46.5K1.4M-18.1K1.8279.141,0441,8962,8012,939
2022-08-03$39.26$43.3348.1%13.8%36.1%37.9%49.7%7.9%1.7%-40.4K1.0M-19.1K1.7772.191,0491,8602,9152,942
2022-08-04$38.23$36.6754.2%14.5%35.8%48.0%50.2%13.6%2.2%-44.2K1.3M-17.9K1.7496.961,0651,8512,9222,943
2022-08-05$38.30$36.6756.5%14.6%35.6%52.0%47.4%8.5%-9.6%-47.7K1.2M-17.2K1.7984.641,0501,8832,9452,943
2022-08-08$39.31$36.6765.3%13.3%35.3%66.8%57.1%4.2%-0.1%-36.3K776.9K-19.0K1.79106.131,0431,8712,9493,018
2022-08-09$37.92$36.6757.3%14.2%38.1%53.4%0.0%19.4%-1.4%-56.2K1.5M-18.0K0.0085.14002,9523,029
2022-08-10$39.77$36.6748.2%13.8%41.1%37.9%48.8%7.9%2.8%-33.9K637.7K-17.5K0.67107.71532,9523,029
2022-08-11$40.68$36.6748.6%13.9%40.9%38.7%53.0%11.9%-2.5%-27.4K449.8K-17.1K0.2091.863062,9523,032
2022-08-12$41.49$36.6745.0%12.9%41.1%32.5%28.5%19.9%7.5%-23.6K-15.7K-16.8K0.00110.83302,9793,029
2022-08-15$42.29$36.6736.9%10.6%41.2%18.8%56.8%14.6%2.6%8.5K-632.8K-15.2K2.68103.1629772,9823,029
2022-08-16$43.54$36.6743.6%12.5%41.2%30.2%43.5%23.7%1.9%27.1K-923.0K-16.8K6.33105.429572,9853,083
2022-08-17$42.06$36.6738.3%11.0%42.4%21.3%53.0%5.7%5.0%895-278.7K-16.6K0.05102.663222,9883,087
2022-08-18$42.21$36.6744.0%12.6%42.4%30.8%0.0%10.0%1.5%6.1K-379.7K-16.2K1.50100.5512182,9913,074
2022-08-19$41.15$36.6746.2%13.2%43.6%34.6%45.9%6.3%-6.2%3.1K-271.0K-15.1K0.0099.420302,9913,077
2022-08-22$39.45$36.6744.8%12.8%46.2%32.2%49.2%9.3%2.3%-9.6K299.7K-16.1K0.14111.164261,0042,439
2022-08-23$39.59$36.6746.9%13.5%45.7%35.9%83.0%-7.9%-2.4%-7.1K43.1K-14.6K17.0094.482261,0462,445
2022-08-24$40.25$36.6749.7%14.2%45.8%40.4%50.3%8.2%-0.5%-3.8K-16.9K-16.0K0.0099.640211,0472,462
2022-08-25$40.21$36.6740.7%11.7%45.2%25.3%52.1%19.7%6.3%-5.1K185.7K-16.3K1.92102.6018351,0472,483
2022-08-26$37.99$36.6750.2%14.4%49.0%41.4%51.7%8.5%-1.1%-20.9K455.9K-14.8K2.0097.378151,0652,513
2022-08-29$37.51$36.6750.5%14.5%48.6%41.9%0.0%4.8%-1.5%-27.0K623.5K-15.7K0.0099.54051,0732,520
2022-08-30$40.07$36.6765.8%18.9%51.1%67.7%95.2%20.2%13.1%-17.8K113.5K-14.2K0.80107.95861,0732,525
2022-08-31$35.51$36.6749.3%14.1%66.0%39.8%44.9%-13.0%3.1%-40.0K1.0M-15.2K1.87101.089091,7011,0732,529