PATK Options History — February 2023 In February 2023, PATK traded between $47.72 and $51.35. ATM implied volatility averaged 43.5%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 14.7% (HV 20d: 28.8%). Max pain ranged from $43.33 to $50.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 3.81.
Notable Days 2023-02-01 : Highest Volume — 1,375 contracts2023-02-28 : Largest IV spike — 35.0% change2023-02-28 : Highest IV Rank — 37.7%2023-02-28 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.31 $47.72 $51.35 $48.63 $48.43 Max Pain $48.60 $43.33 $50.00 $43.33 $50.00 ATM IV 43.5% 36.9% 53.3% 44.7% 53.3% Expected Move 12.3% 10.6% 15.3% 12.8% 15.3% HV 20d 28.8% 26.0% 30.8% 26.7% 29.7% HV 60d 33.6% 31.2% 39.8% 39.0% 31.5% IV Rank 18.3% 5.2% 37.7% 20.7% 37.7% IV Percentile 21.2% 2.0% 70.2% 21.8% 70.2% Term Structure 1.9% -14.4% 15.6% -0.9% -14.4% VWIV 44.1% 31.3% 52.5% 48.5% 31.9% Skew 25d 9.8% 2.7% 24.2% 8.6% 10.3% Skew 10d 16.0% -8.6% 36.2% 29.1% 14.0% Call IV 25d 34.6% 23.9% 44.5% 42.0% 44.5% Put IV 25d 44.5% 34.7% 54.7% 50.6% 54.7% Bid-Ask Spread % 97.19 85.67 106.76 89.09 106.76 Gamma HHI 0.21 0.17 0.29 0.20 0.22 Net GEX -19.1K -60.9K 94.0K 21.5K -47.1K Net DEX 525.0K -1.1M 1.4M -538.3K 1.4M Net VEX -24.8K -27.2K -5.9K -5.9K -24.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.81 0.00 32.00 1.22 0.00 Total Volume 122.368 0 1,375 1,375 3 Total OI 4,654.263 2,780 5,812 3,781 2,866
Daily Data (19 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 2023-02-01 $48.63 $43.33 44.7% 12.8% 26.7% 20.7% 48.5% 8.6% -0.9% 21.5K -538.3K -5.9K 1.22 89.09 620 755 1,160 2,621 2023-02-02 $50.17 $46.67 46.0% 12.1% 26.5% 23.3% 0.0% 10.8% -1.2% 28.2K -356.8K -23.2K 32.00 85.67 8 240 1,775 3,375 2023-02-03 $51.35 $46.67 45.3% 11.9% 26.0% 21.8% 50.3% 4.6% 2.3% 94.0K -1.1M -26.9K 8.69 90.46 20 170 1,775 3,609 2023-02-06 $49.97 $46.67 42.7% 12.1% 28.5% 16.8% 52.5% 7.3% -0.2% 18.1K -19.1K -26.6K 0.00 92.43 0 8 1,788 3,773 2023-02-07 $49.80 $46.67 52.6% 13.2% 28.7% 36.2% 51.2% 13.3% -6.2% 26.5K -36.6K -27.2K 5.38 90.56 12 65 1,788 3,777 2023-02-08 $48.96 $46.67 44.5% 12.8% 29.8% 20.2% 0.0% 9.1% 0.2% -7.8K 614.1K -27.1K 0.80 91.17 8 6 1,787 3,854 2023-02-09 $48.65 $46.67 43.3% 12.4% 30.1% 17.8% 46.4% 4.8% 4.8% -60.9K 909.4K -25.7K 3.92 93.19 20 77 1,794 3,854 2023-02-10 $49.59 $50.00 42.6% 12.2% 30.5% 16.5% 46.1% 9.1% 6.6% -38.0K 593.9K -27.0K 3.33 94.58 23 75 1,811 3,930 2023-02-13 $50.55 $50.00 42.0% 12.0% 30.8% 15.3% 0.0% 10.0% 3.1% -23.7K 152.9K -26.8K 0.13 93.48 23 3 1,823 3,947 2023-02-14 $50.15 $50.00 39.2% 11.2% 29.9% 9.8% 34.8% 2.7% 6.2% -46.6K 282.7K -26.0K 0.00 102.51 8 0 1,842 3,944 2023-02-15 $50.01 $50.00 41.3% 11.8% 26.9% 13.9% 31.3% 8.0% 5.8% -54.1K 360.4K -26.1K 0.05 101.12 30 2 1,850 3,944 2023-02-16 $49.96 $50.00 41.9% 12.0% 27.1% 15.2% 0.0% 11.8% -6.9% 8.7K 253.2K -26.4K 0.00 97.83 21 0 1,868 3,944 2023-02-17 $49.46 $50.00 45.7% 13.1% 27.1% 22.6% 40.7% 6.6% -6.7% -39.7K 919.3K -26.1K 1.33 96.86 5 6 1,769 3,944 2023-02-21 $47.72 $50.00 43.8% 12.6% 29.9% 18.9% 51.8% 12.9% 3.2% -49.8K 1.4M -24.8K 0.23 101.81 45 11 869 1,911 2023-02-22 $48.19 $50.00 40.3% 11.6% 29.8% 11.9% 0.0% 24.2% 14.3% -44.0K 1.2M -25.5K 0.00 103.62 0 15 918 1,928 2023-02-23 $48.51 $50.00 36.9% 10.6% 29.8% 5.2% 31.9% 6.5% 5.4% -52.6K 1.3M -25.4K 0.11 105.78 14 2 918 1,943 2023-02-24 $48.18 $50.00 40.9% 11.7% 30.0% 13.2% 0.0% 15.7% 15.6% -46.4K 1.3M -25.4K 0.00 105.21 0 30 923 1,943 2023-02-27 $48.54 $50.00 39.5% 11.3% 29.7% 10.4% 0.0% 10.6% 5.4% -49.6K 1.2M -25.1K 0.00 104.39 0 0 923 1,943 2023-02-28 $48.43 $50.00 53.3% 15.3% 29.7% 37.7% 0.0% 10.3% -14.4% -47.1K 1.4M -24.1K 0.00 106.76 3 0 923 1,943
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