PATK Options History — January 2023

In January 2023, PATK traded between $40.11 and $47.49. ATM implied volatility averaged 42.3%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 9.5% (HV 20d: 32.9%). Max pain ranged from $36.67 to $43.33. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.75.

Notable Days

2023-01-31: Highest Volume — 102 contracts
2023-01-06: Largest IV drop — 20.6% change
2023-01-05: Highest IV Rank — 29.4%
2023-01-23: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.71	$40.11	$47.49	$40.63	$47.49
Max Pain	$38.50	$36.67	$43.33	$36.67	$43.33
ATM IV	42.3%	34.2%	46.4%	42.9%	44.0%
Expected Move	12.5%	11.6%	13.3%	12.3%	12.6%
HV 20d	32.9%	25.2%	39.8%	38.1%	26.1%
HV 60d	42.1%	39.2%	46.6%	46.6%	39.2%
IV Rank	19.8%	12.5%	29.4%	29.1%	19.3%
IV Percentile	15.2%	0.8%	30.2%	15.9%	19.8%
Term Structure	1.9%	-3.8%	6.0%	-0.3%	-0.3%
VWIV	46.0%	38.1%	58.7%	42.8%	41.8%
Skew 25d	9.3%	5.5%	16.2%	9.2%	7.9%
Skew 10d	14.8%	-4.0%	31.7%	8.9%	27.4%
Call IV 25d	38.7%	31.1%	43.3%	35.9%	37.3%
Put IV 25d	48.1%	40.9%	53.6%	45.0%	45.2%
Bid-Ask Spread %	92.47	87.31	105.71	102.59	87.65
Gamma HHI	0.18	0.13	0.28	0.18	0.16
Net GEX	5.4K	-15.7K	28.1K	601	5.1K
Net DEX	-257.1K	-471.8K	-46.7K	-102.8K	-331.0K
Net VEX	-4.9K	-6.7K	-4.0K	-4.6K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.75	0.00	17.50	0.00	0.62
Total Volume	25.8	0	102	8	102
Total OI	3,508	3,404	3,717	3,404	3,714

Daily Data (20 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
2023-01-03	$40.63	$36.67	42.9%	12.3%	38.1%	29.1%	0.0%	9.2%	-0.3%	601	-102.8K	-4.6K	0.00	102.59	0	8	1,062	2,342
2023-01-04	$40.11	$36.67	41.1%	11.8%	38.5%	25.9%	0.0%	9.8%	3.4%	-471	-74.1K	-5.1K	0.00	105.71	0	0	1,062	2,349
2023-01-05	$41.35	$36.67	43.1%	13.1%	39.8%	29.4%	42.8%	8.0%	5.2%	4.0K	-130.3K	-5.3K	0.00	91.23	3	0	1,062	2,349
2023-01-06	$42.49	$36.67	34.2%	12.5%	39.6%	14.4%	43.1%	5.5%	3.4%	10.7K	-314.0K	-4.5K	0.25	90.33	6	2	1,062	2,349
2023-01-09	$43.07	$36.67	38.8%	12.7%	39.5%	22.1%	45.0%	8.3%	3.9%	11.3K	-342.6K	-4.5K	0.40	87.31	8	3	1,065	2,348
2023-01-10	$43.65	$36.67	36.8%	13.1%	39.6%	18.6%	0.0%	8.9%	0.3%	14.7K	-425.4K	-4.4K	0.00	92.15	8	0	1,073	2,351
2023-01-11	$44.00	$36.67	43.7%	12.5%	39.4%	18.6%	44.0%	11.5%	6.0%	13.3K	-454.0K	-4.1K	5.50	91.35	3	17	1,080	2,351
2023-01-12	$44.05	$36.67	44.9%	12.9%	39.4%	21.0%	0.0%	7.6%	2.8%	12.2K	-428.2K	-4.4K	0.00	91.55	2	0	1,083	2,357
2023-01-13	$44.15	$36.67	43.1%	12.4%	31.1%	17.5%	43.4%	6.2%	4.1%	15.5K	-454.8K	-4.5K	0.33	92.51	5	2	1,085	2,357
2023-01-17	$43.37	$36.67	44.0%	12.6%	31.7%	19.3%	46.1%	8.0%	0.7%	5.7K	-347.8K	-4.0K	17.50	91.93	3	53	1,082	2,357
2023-01-18	$42.09	$36.67	46.2%	13.2%	33.7%	23.5%	46.0%	7.5%	2.6%	-429	-142.2K	-4.5K	6.00	92.06	2	9	1,082	2,406
2023-01-19	$42.31	$36.67	45.2%	12.9%	28.4%	21.5%	45.1%	9.2%	-3.8%	-3.2K	-129.1K	-4.6K	1.67	92.98	18	30	1,080	2,415
2023-01-20	$43.35	$40.00	43.2%	12.4%	28.5%	17.7%	46.7%	6.7%	1.4%	-3.5K	-154.7K	-4.5K	0.00	92.87	3	0	1,083	2,445
2023-01-23	$44.54	$40.00	46.4%	13.3%	28.3%	24.0%	49.3%	14.4%	-1.0%	12.2K	-304.4K	-5.0K	5.33	89.95	5	24	1,082	2,406
2023-01-24	$45.08	$40.00	41.1%	11.8%	28.4%	13.5%	38.1%	11.8%	1.1%	-3.1K	-190.8K	-4.7K	1.65	90.78	30	50	1,086	2,459
2023-01-25	$45.33	$40.00	40.8%	11.7%	28.3%	13.0%	57.6%	12.8%	1.1%	-2.3K	-134.0K	-5.3K	0.00	91.13	0	12	1,116	2,505
2023-01-26	$45.26	$40.00	41.1%	11.8%	28.2%	13.6%	41.9%	16.2%	2.0%	28.1K	-471.8K	-6.7K	0.00	91.79	0	99	1,116	2,508
2023-01-27	$45.98	$43.33	45.1%	12.9%	25.4%	21.4%	58.7%	7.6%	0.8%	2.3K	-162.9K	-5.8K	2.00	92.10	3	6	1,116	2,601
2023-01-30	$45.89	$43.33	40.6%	11.6%	25.2%	12.5%	0.0%	9.4%	4.5%	-15.7K	-46.7K	-5.2K	0.00	91.50	0	0	1,119	2,595
2023-01-31	$47.49	$43.33	44.0%	12.6%	26.1%	19.3%	41.8%	7.9%	-0.3%	5.1K	-331.0K	-5.3K	0.62	87.65	63	39	1,119	2,595