PATK Options History — September 2022

In September 2022, PATK traded between $28.96 and $35.08. ATM implied volatility averaged 56.0%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 9.2% (HV 20d: 65.1%). Max pain ranged from $36.67 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 3.33.

Notable Days

  • 2022-09-29: Highest Volume — 2,706 contracts
  • 2022-09-13: Largest IV spike — 44.7% change
  • 2022-09-13: Highest IV Rank — 90.6%
  • 2022-09-30: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.71$28.96$35.08$34.98$29.48
Max Pain$39.68$36.67$40.00$36.67$40.00
ATM IV56.0%50.1%79.4%50.4%59.4%
Expected Move15.3%14.4%17.0%14.5%17.0%
HV 20d65.1%49.0%70.5%65.6%49.4%
HV 60d52.3%51.3%52.9%52.3%51.3%
IV Rank51.1%41.1%90.6%41.7%56.9%
IV Percentile83.1%64.3%99.6%71.0%92.9%
Term Structure-0.8%-8.3%12.8%12.8%-8.3%
VWIV53.6%40.8%61.5%40.8%60.0%
Skew 25d7.4%-10.8%21.2%-0.4%11.2%
Skew 10d11.9%-13.4%30.8%-5.8%9.3%
Call IV 25d49.5%36.6%67.8%57.2%53.7%
Put IV 25d56.8%45.0%76.3%56.8%64.9%
Bid-Ask Spread %100.7691.29108.99108.99105.57
Gamma HHI0.330.210.440.210.43
Net GEX-58.2K-68.7K-40.7K-40.7K-58.6K
Net DEX1.6M1.1M2.1M1.1M1.8M
Net VEX-13.4K-15.8K-12.3K-15.8K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.330.0017.5017.501.96
Total Volume1,155.47602,7061112,706
Total OI3,648.5243,5673,7463,6063,567

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$34.98$36.6750.4%14.5%65.6%41.7%40.8%-0.4%12.8%-40.7K1.1M-15.8K17.50108.9961051,0712,535
2022-09-02$33.88$36.6754.1%15.5%66.3%48.0%0.0%13.1%3.4%-43.4K1.2M-15.3K0.15101.283051,0742,550
2022-09-06$33.89$40.0052.7%15.1%65.3%45.6%51.0%11.0%-0.4%-48.4K1.3M-13.6K1.8797.559331,7421,0712,555
2022-09-07$33.92$40.0063.3%15.1%64.4%63.4%53.6%11.5%1.2%-51.4K1.3M-13.9K1.8796.739331,7431,0712,558
2022-09-08$32.47$40.0058.8%14.4%62.6%55.9%53.8%9.4%2.7%-53.3K1.5M-14.2K5.1094.2115771,0712,561
2022-09-09$33.64$40.0056.9%14.7%63.6%52.7%56.4%15.6%-1.7%-63.2K1.4M-13.9K3.0098.04391,0862,634
2022-09-12$35.08$40.0054.9%14.5%65.4%49.2%0.0%5.7%-7.3%-55.5K1.1M-13.8K2.0094.88231,0862,631
2022-09-13$32.08$40.0079.4%15.6%70.5%90.6%52.9%-7.3%3.7%-64.9K1.7M-13.5K1.8991.299261,7481,0882,634
2022-09-14$31.97$40.0052.6%15.1%68.8%45.4%61.5%7.2%-1.7%-64.6K1.7M-13.2K2.7597.926171,0952,637
2022-09-15$31.76$40.0051.2%14.7%68.5%43.0%50.6%15.3%1.0%-65.9K1.7M-13.1K0.0099.650151,0952,651
2022-09-16$31.47$40.0055.8%16.0%68.2%50.7%57.3%5.4%-2.9%-56.4K1.9M-13.4K1.8899.349211,7301,0952,651
2022-09-19$32.17$40.0054.2%15.5%69.3%48.1%52.4%6.3%-2.5%-54.3K1.4M-12.6K0.00100.40801,0792,516
2022-09-20$31.20$40.0050.1%14.4%68.7%41.1%44.3%12.3%-7.2%-55.9K1.6M-13.6K1.3397.05561,0862,517
2022-09-21$30.83$40.0051.1%14.6%68.5%42.8%47.8%-0.4%3.3%-55.9K1.6M-13.1K11.00103.052171,0862,523
2022-09-22$30.57$40.0051.1%14.6%67.7%42.8%0.0%8.5%-2.8%-59.9K1.7M-12.9K0.00106.62001,0862,537
2022-09-23$29.09$40.0054.9%15.7%68.6%49.2%52.3%8.4%-3.2%-63.8K2.0M-12.7K3.50107.006211,0862,535
2022-09-26$28.96$40.0055.6%15.9%67.0%50.4%55.0%5.4%-3.4%-66.4K2.1M-12.9K1.81102.959271,6821,0862,534
2022-09-27$29.13$40.0058.0%16.6%67.4%54.5%58.3%6.0%-4.2%-65.7K2.0M-12.3K1.81104.879271,6821,0892,537
2022-09-28$30.02$40.0057.7%16.5%62.9%53.9%56.5%21.2%-3.0%-65.3K1.8M-12.5K1.81105.479271,6741,0892,537
2022-09-29$29.26$40.0053.7%15.4%49.0%47.2%59.6%-10.8%4.6%-68.7K2.0M-12.4K1.96103.189151,7911,0892,540
2022-09-30$29.48$40.0059.4%17.0%49.4%56.9%60.0%11.2%-8.3%-58.6K1.8M-12.4K1.96105.579151,7911,0892,478