PATK Options History — November 2022

In November 2022, PATK traded between $30.17 and $37.01. ATM implied volatility averaged 48.5%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 4.0% (HV 20d: 52.5%). Max pain ranged from $33.33 to $36.67. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 3.54.

Notable Days

  • 2022-11-10: Highest Volume — 4,514 contracts
  • 2022-11-10: Largest IV drop — 10.8% change
  • 2022-11-01: Highest IV Rank — 57.5%
  • 2022-11-01: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.66$30.17$37.01$31.48$36.97
Max Pain$36.35$33.33$36.67$33.33$36.67
ATM IV48.5%41.9%59.8%59.8%41.9%
Expected Move13.6%12.0%17.1%17.1%12.0%
HV 20d52.5%42.6%59.9%49.7%51.2%
HV 60d56.1%51.0%60.1%55.6%51.0%
IV Rank38.5%27.3%57.5%57.5%27.3%
IV Percentile41.7%12.7%91.3%91.3%12.7%
Term Structure0.8%-5.6%6.1%-5.6%2.0%
VWIV47.2%42.0%61.4%61.4%42.0%
Skew 25d12.5%6.3%19.9%19.9%16.1%
Skew 10d23.5%5.3%52.8%40.5%17.4%
Call IV 25d41.6%30.0%48.1%47.7%30.0%
Put IV 25d54.1%46.1%67.6%67.6%46.1%
Bid-Ask Spread %81.0168.1698.9374.6498.93
Gamma HHI0.280.190.370.330.19
Net GEX-34.8K-84.9K4.1K-74.2K-11.8K
Net DEX473.5K-807.1K1.9M1.5M186.7K
Net VEX-9.5K-11.6K-7.2K-10.1K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.540.5716.171.092.00
Total Volume3,02704,5143,9095
Total OI6,312.5713,3628,2866,8813,450

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$31.48$33.3359.8%17.1%49.7%57.5%61.4%19.9%-5.6%-74.2K1.5M-10.1K1.0974.641,8722,0374,0172,864
2022-11-02$30.59$33.3354.4%15.6%50.7%48.5%54.4%15.6%-5.0%-79.9K1.7M-9.9K1.2877.361,8722,3934,0132,879
2022-11-03$30.17$36.6759.2%15.0%50.7%56.4%46.3%6.3%-0.5%-84.9K1.9M-10.1K1.2370.131,8722,3004,0133,243
2022-11-04$30.79$36.6757.0%14.7%43.5%52.8%44.7%13.8%0.4%-83.4K1.7M-11.1K1.2183.911,8952,3004,0133,510
2022-11-07$31.77$36.6754.1%14.5%42.9%48.0%52.3%11.5%1.2%-79.2K1.5M-10.2K1.1869.481,8992,2464,0443,510
2022-11-08$32.12$36.6753.9%14.2%42.7%47.6%50.4%13.5%2.4%-77.7K1.3M-10.2K1.2973.231,9202,4844,0473,506
2022-11-09$31.65$36.6752.1%15.0%42.6%44.6%48.0%12.3%0.6%-81.4K1.4M-9.6K1.2882.701,9202,4564,0473,753
2022-11-10$35.69$36.6746.5%13.3%59.1%35.1%49.5%12.8%2.8%-32.8K25.1K-7.3K1.1368.632,1202,3944,0473,755
2022-11-11$37.01$36.6743.8%12.6%59.1%30.5%45.3%8.3%6.1%-17.2K-445.4K-11.3K1.2368.162,0102,4784,2183,986
2022-11-14$36.60$36.6745.1%12.9%59.7%32.7%45.5%8.3%5.1%3.9K-549.5K-11.6K2.0176.321,2292,4744,2903,903
2022-11-15$36.30$36.6745.2%13.0%59.9%32.9%44.4%10.9%3.9%1.2K-568.1K-11.4K2.0183.371,2292,4744,3103,903
2022-11-16$35.71$36.6745.1%12.9%54.8%32.8%45.7%9.6%3.9%2.5K-453.1K-8.7K1.9573.861,2622,4664,3103,905
2022-11-17$35.90$36.6744.9%12.9%54.8%32.4%45.6%8.5%-0.7%1.0K-707.6K-10.8K1.9582.081,2632,4684,3733,905
2022-11-18$36.25$36.6744.5%12.8%54.6%31.8%43.2%12.1%0.8%4.1K-807.1K-9.2K2.0685.391,1992,4684,3743,912
2022-11-21$35.61$36.6745.1%12.9%55.2%32.8%45.4%13.2%1.4%-29.7K619.0K-8.6K16.1784.131262,0379932,369
2022-11-22$36.80$36.6745.5%13.1%55.8%33.5%45.5%11.9%0.2%-21.7K402.0K-8.1K15.2879.781342,0401,0142,373
2022-11-23$36.66$36.6743.8%12.6%56.0%30.5%43.7%13.6%-2.7%-23.5K514.1K-9.0K12.3689.941652,0401,0282,376
2022-11-25$36.80$36.6747.1%13.5%54.1%36.2%0.0%15.0%-2.0%-6.9K101.4K-9.1K0.0089.34001,0562,376
2022-11-28$36.22$36.6744.6%12.8%53.7%31.9%44.4%12.3%2.8%-25.3K543.0K-8.8K0.5792.351161,0562,376
2022-11-29$36.73$36.6744.6%12.8%51.6%31.9%0.0%17.0%-0.8%-14.1K217.7K-7.2K0.0097.48031,0652,382
2022-11-30$36.97$36.6741.9%12.0%51.2%27.3%42.0%16.1%2.0%-11.8K186.7K-7.2K2.0098.93231,0652,385