PATK Options History — December 2022

In December 2022, PATK traded between $37.61 and $41.68. ATM implied volatility averaged 40.8%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 1.8% (HV 20d: 39.0%). Max pain ranged from $33.33 to $40.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.05.

Notable Days

2022-12-14: Highest Volume — 125 contracts
2022-12-13: Largest IV drop — 21.5% change
2022-12-05: Highest IV Rank — 36.6%
2022-12-07: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.51	$37.61	$41.68	$38.35	$40.33
Max Pain	$36.67	$33.33	$40.00	$36.67	$36.67
ATM IV	40.8%	36.6%	47.4%	37.1%	37.5%
Expected Move	11.7%	10.6%	12.7%	10.6%	10.7%
HV 20d	39.0%	24.3%	50.2%	50.2%	38.1%
HV 60d	47.4%	45.8%	51.5%	51.5%	46.6%
IV Rank	25.5%	18.4%	36.6%	19.3%	19.9%
IV Percentile	12.7%	5.2%	34.1%	7.9%	5.2%
Term Structure	4.6%	0.1%	11.6%	5.5%	11.6%
VWIV	42.5%	36.7%	50.7%	39.1%	36.7%
Skew 25d	8.0%	-5.2%	16.1%	8.3%	7.0%
Skew 10d	13.0%	-5.1%	28.6%	6.9%	11.7%
Call IV 25d	36.9%	28.8%	48.1%	35.7%	35.3%
Put IV 25d	44.9%	42.3%	47.5%	44.0%	42.3%
Bid-Ask Spread %	94.42	85.39	102.31	94.79	102.31
Gamma HHI	0.19	0.15	0.25	0.18	0.17
Net GEX	-1.9K	-12.4K	10.4K	-4.7K	-17
Net DEX	-55.7K	-404.8K	162.7K	9.6K	-55.6K
Net VEX	-6.3K	-7.5K	-5.2K	-6.9K	-5.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.00	8.50	1.33	0.00
Total Volume	14.905	0	125	2	0
Total OI	3,444.667	3,365	3,566	3,455	3,404

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-12-01	$38.35	$36.67	37.1%	10.6%	50.2%	19.3%	39.1%	8.3%	5.5%	-4.7K	9.6K	-6.9K	0.00	94.79	0	2	1,067	2,388
2022-12-02	$38.32	$36.67	43.6%	12.5%	49.6%	30.3%	50.7%	2.8%	2.1%	-2.5K	-18.4K	-7.3K	0.00	96.22	0	18	1,067	2,388
2022-12-05	$38.29	$33.33	47.4%	12.2%	49.7%	36.6%	44.7%	2.2%	4.5%	-1.9K	-29.0K	-7.5K	1.33	85.49	5	6	1,067	2,387
2022-12-06	$38.49	$36.67	37.3%	11.9%	49.1%	19.6%	0.0%	8.2%	6.1%	-8.3K	68.9K	-7.1K	0.00	89.53	3	0	1,071	2,393
2022-12-07	$37.76	$36.67	43.8%	12.7%	50.2%	30.5%	0.0%	10.3%	2.1%	-5.6K	39.1K	-6.6K	0.00	88.91	0	0	1,074	2,393
2022-12-08	$37.61	$36.67	43.0%	11.9%	49.6%	29.2%	47.4%	8.4%	4.5%	-9.4K	114.9K	-6.6K	0.50	94.55	6	3	1,074	2,393
2022-12-09	$37.74	$36.67	41.9%	11.9%	26.9%	27.3%	0.0%	7.1%	9.9%	-12.4K	162.7K	-6.8K	0.00	93.13	0	2	1,073	2,396
2022-12-12	$38.45	$36.67	46.7%	11.9%	24.6%	35.4%	0.0%	7.2%	3.5%	-3.1K	-35.3K	-6.0K	0.10	90.59	15	2	1,073	2,397
2022-12-13	$38.81	$36.67	36.6%	12.1%	24.3%	18.4%	44.6%	9.0%	2.9%	762	-125.3K	-5.9K	0.20	85.39	8	2	1,083	2,399
2022-12-14	$41.68	$36.67	37.8%	10.8%	33.9%	20.5%	42.8%	3.6%	0.1%	7.2K	-378.5K	-6.2K	1.52	92.87	50	75	1,086	2,400
2022-12-15	$41.31	$36.67	38.7%	11.1%	33.3%	21.9%	38.9%	7.6%	4.3%	10.4K	-404.8K	-6.1K	0.00	92.87	0	5	1,086	2,475
2022-12-16	$41.33	$36.67	41.3%	11.8%	33.4%	26.4%	42.8%	14.9%	1.1%	5.8K	-384.7K	-6.3K	0.06	95.86	27	2	1,086	2,480
2022-12-19	$39.41	$40.00	38.9%	11.1%	38.6%	22.2%	39.0%	11.0%	5.2%	-5.1K	66.4K	-6.4K	8.50	96.86	3	26	1,049	2,316
2022-12-20	$38.86	$36.67	40.5%	11.6%	38.3%	25.0%	41.1%	16.1%	3.3%	-8.8K	131.0K	-6.0K	0.00	95.80	0	12	1,052	2,331
2022-12-21	$40.02	$36.67	40.7%	11.7%	38.0%	25.3%	0.0%	6.6%	3.9%	-4.8K	18.5K	-5.7K	0.36	95.04	21	8	1,052	2,339
2022-12-22	$40.21	$36.67	39.6%	11.4%	37.9%	23.4%	0.0%	-5.2%	7.3%	740	-39.7K	-7.4K	0.00	101.68	0	2	1,058	2,340
2022-12-23	$40.63	$36.67	40.3%	11.6%	37.9%	24.7%	0.0%	13.7%	4.1%	1.1K	-81.3K	-5.7K	0.00	97.07	2	0	1,058	2,342
2022-12-27	$41.23	$36.67	42.0%	12.0%	37.2%	27.5%	0.0%	12.9%	3.4%	3.8K	-141.6K	-5.4K	0.00	94.36	0	0	1,058	2,342
2022-12-28	$40.04	$36.67	42.0%	12.0%	39.2%	27.5%	41.6%	7.5%	4.7%	-4.1K	-7.3K	-5.3K	0.00	100.17	5	0	1,058	2,342
2022-12-29	$40.82	$36.67	39.8%	11.4%	39.5%	23.7%	36.7%	8.5%	6.8%	1.2K	-79.3K	-5.4K	0.00	99.41	3	0	1,059	2,342
2022-12-30	$40.33	$36.67	37.5%	10.7%	38.1%	19.9%	0.0%	7.0%	11.6%	-17	-55.6K	-5.2K	0.00	102.31	0	0	1,062	2,342