PATK Options History — October 2022

In October 2022, PATK traded between $28.63 and $32.43. ATM implied volatility averaged 57.0%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 7.8% (HV 20d: 49.2%). Max pain ranged from $33.33 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 1.51.

Notable Days

  • 2022-10-06: Highest Volume — 3,913 contracts
  • 2022-10-25: Largest IV spike — 23.0% change
  • 2022-10-11: Highest IV Rank — 71.7%
  • 2022-10-04: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.21$28.63$32.43$29.13$30.67
Max Pain$36.98$33.33$40.00$40.00$33.33
ATM IV57.0%48.8%68.2%54.4%54.4%
Expected Move16.0%14.0%18.2%15.6%15.6%
HV 20d49.2%45.0%54.9%48.6%51.8%
HV 60d54.4%51.3%55.6%51.3%55.6%
IV Rank52.9%39.0%71.7%48.5%48.5%
IV Percentile81.4%48.0%98.4%81.3%76.2%
Term Structure-2.5%-22.5%11.6%-7.4%-7.0%
VWIV57.3%52.2%62.0%52.2%52.9%
Skew 25d9.0%-1.8%18.0%5.1%12.3%
Skew 10d11.5%-11.4%27.8%23.0%19.0%
Call IV 25d54.7%46.3%61.5%58.7%49.6%
Put IV 25d63.7%55.6%71.0%63.8%61.8%
Bid-Ask Spread %90.1773.91107.29107.2973.91
Gamma HHI0.440.370.560.440.47
Net GEX-55.8K-72.2K-43.6K-59.7K-47.3K
Net DEX1.5M906.9K2.0M1.8M1.3M
Net VEX-10.8K-12.6K-8.9K-12.6K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.791.871.860.95
Total Volume2,946.0482,6373,9132,6663,654
Total OI5,115.6673,5676,5453,5676,545

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$29.13$40.0054.4%15.6%48.6%48.5%52.2%5.1%-7.4%-59.7K1.8M-12.6K1.86107.299331,7331,0892,478
2022-10-04$30.57$40.0063.6%18.2%52.5%64.0%59.0%13.8%-22.5%-55.3K1.6M-12.4K1.87106.279271,7331,1072,480
2022-10-05$30.90$40.0059.2%17.0%52.7%56.5%57.2%16.9%-6.5%-53.0K1.5M-11.5K1.87103.179271,7331,1192,480
2022-10-06$31.29$40.0063.8%16.0%51.0%64.4%53.1%11.6%1.3%-51.9K1.4M-11.7K0.7990.392,1801,7331,1212,465
2022-10-07$29.07$40.0056.9%16.0%54.9%52.7%57.9%11.4%-1.2%-62.3K1.8M-11.7K1.5494.431,1301,7402,3732,465
2022-10-10$30.16$40.0060.1%15.7%54.3%58.1%57.6%8.4%5.9%-55.2K1.6M-12.1K1.5588.851,1241,7402,5762,474
2022-10-11$29.80$40.0068.2%16.3%45.0%71.7%57.5%8.5%0.5%-57.3K1.6M-11.9K1.8690.009331,7402,5822,474
2022-10-12$30.44$40.0060.2%17.3%45.9%58.2%59.8%17.1%-3.5%-54.5K1.5M-11.2K1.5290.501,1421,7402,5942,474
2022-10-13$29.86$40.0058.2%16.7%46.2%54.8%60.7%10.5%-0.3%-59.5K1.6M-11.5K1.5089.611,1421,7152,8142,474
2022-10-14$29.43$40.0054.7%15.7%46.4%48.9%61.0%3.4%2.8%-58.1K1.6M-11.6K1.5095.591,1451,7152,8142,466
2022-10-17$29.78$36.6753.7%15.4%45.8%47.2%58.5%6.3%0.5%-62.6K1.6M-10.6K1.5287.251,1311,7152,8232,465
2022-10-18$30.45$36.6750.4%14.4%45.5%41.7%55.5%6.3%7.0%-57.8K1.4M-11.0K1.5481.491,1311,7373,0262,462
2022-10-19$28.63$36.6756.9%16.3%50.2%52.6%61.8%18.0%-5.7%-72.2K2.0M-10.6K1.7691.449541,6833,0532,492
2022-10-20$28.77$33.3357.4%16.5%50.3%53.5%57.3%-0.2%-4.5%-70.9K1.8M-10.7K1.6393.661,0411,6973,0562,466
2022-10-21$29.46$33.3348.8%14.0%48.0%39.0%52.9%-1.3%11.6%-54.0K1.7M-10.2K1.6589.921,0411,7133,1322,481
2022-10-24$30.15$33.3351.6%14.8%48.6%43.7%62.0%-1.8%3.8%-53.2K1.3M-9.5K1.6584.741,0161,6763,1102,390
2022-10-25$30.70$33.3363.5%18.2%48.9%63.8%59.1%9.2%-15.5%-47.8K1.3M-10.4K1.6588.471,0201,6823,1112,385
2022-10-26$30.91$33.3358.7%16.8%47.8%55.7%57.2%11.0%-3.8%-51.4K1.1M-8.9K1.6492.081,0261,6793,1192,393
2022-10-27$32.43$33.3351.5%14.8%49.4%43.6%55.8%7.2%-4.2%-44.1K906.9K-9.0K0.9078.191,9491,7523,1342,388
2022-10-28$31.71$33.3351.5%14.8%50.3%43.5%53.6%15.1%-3.0%-43.6K1.0M-9.2K0.9176.251,9171,7484,0112,468
2022-10-31$30.67$33.3354.4%15.6%51.8%48.5%52.9%12.3%-7.0%-47.3K1.3M-9.4K0.9573.911,8751,7794,0192,526