PATK Options History — June 2023

In June 2023, PATK traded between $45.16 and $53.81. ATM implied volatility averaged 46.5%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded below realized volatility by 5.2% (HV 20d: 51.7%). Max pain ranged from $43.33 to $50.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.80.

Notable Days

  • 2023-06-13: Highest Volume — 191 contracts
  • 2023-06-05: Largest IV spike — 38.3% change
  • 2023-06-13: Highest IV Rank — 40.6%
  • 2023-06-01: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.11$45.16$53.81$45.16$53.58
Max Pain$46.67$43.33$50.00$43.33$50.00
ATM IV46.5%40.5%58.9%53.0%43.2%
Expected Move12.6%11.1%15.2%15.2%12.4%
HV 20d51.7%38.0%57.0%38.0%50.7%
HV 60d41.4%34.7%43.5%34.7%42.2%
IV Rank22.3%13.3%40.6%31.9%17.4%
IV Percentile44.8%14.3%90.9%72.6%31.3%
Term Structure2.5%-7.5%13.5%-7.5%2.9%
VWIV44.5%35.7%55.5%51.1%45.0%
Skew 25d5.3%-2.3%12.1%10.1%-2.3%
Skew 10d13.9%-5.5%33.0%1.8%-5.5%
Call IV 25d40.6%34.9%46.7%37.3%46.7%
Put IV 25d45.9%41.4%54.2%47.5%44.4%
Bid-Ask Spread %90.7579.31104.64102.5598.15
Gamma HHI0.250.230.290.290.26
Net GEX-46.7K-107.7K20.3K-42.3K-29.8K
Net DEX649.3K-3.0M2.4M1.8M62.9K
Net VEX-18.5K-20.5K-17.0K-19.5K-17.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.800.0016.831.711.17
Total Volume60.90501919838
Total OI3,532.0952,9394,3613,8683,317

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$45.16$43.3353.0%15.2%38.0%31.9%51.1%10.1%-7.5%-42.3K1.8M-19.5K1.71102.5536621,5442,324
2023-06-02$48.25$43.3340.5%11.6%42.5%13.3%35.7%1.8%13.5%-8.1K-254.3K-19.1K0.71104.6432231,5802,355
2023-06-05$46.22$43.3356.0%12.7%44.7%36.3%44.4%10.2%3.2%-24.0K1.2M-19.2K11.5088.353351,6112,348
2023-06-06$50.30$43.3349.6%11.1%53.0%26.9%40.5%2.5%12.0%11.7K-1.7M-17.3K4.4890.86351551,6112,382
2023-06-07$51.81$46.6741.4%11.7%53.3%14.7%0.0%12.1%4.5%-42.9K-3.0M-17.9K0.7893.8227211,6472,505
2023-06-08$51.71$46.6745.8%12.6%53.4%21.2%42.1%7.3%3.2%20.3K-2.4M-20.5K0.0092.93501,6432,718
2023-06-09$51.74$46.6753.8%12.5%53.2%33.1%55.5%6.2%2.6%-68.2K1.3M-19.6K1.0091.91338782,738
2023-06-12$52.06$46.6749.2%12.9%52.7%26.2%50.2%7.1%1.9%-43.7K1.1M-19.7K0.3881.82135518872,738
2023-06-13$53.81$46.6758.9%13.2%53.2%40.6%0.0%4.5%-2.7%-27.5K384.7K-19.0K1.4079.31801119802,786
2023-06-14$52.44$46.6743.7%12.5%54.4%18.1%0.0%8.1%2.1%-51.1K954.6K-19.6K0.5089.75329742,852
2023-06-15$53.27$46.6744.3%12.7%52.0%19.0%0.0%5.2%1.2%-44.2K635.5K-19.2K0.0088.80009772,853
2023-06-16$51.99$46.6746.1%13.2%53.1%21.7%0.0%9.3%-2.3%-57.2K1.3M-19.0K0.0090.17089772,853
2023-06-20$51.66$46.6748.5%13.9%53.0%25.2%0.0%6.5%-1.2%-70.1K1.5M-18.5K3.0085.07399451,994
2023-06-21$51.59$46.6743.7%12.5%53.0%18.1%44.4%6.1%0.5%-78.4K1.6M-18.3K1.0089.91229482,000
2023-06-22$50.61$46.6743.4%12.5%53.8%17.7%0.0%2.4%0.8%-86.6K1.9M-17.9K0.0086.95039502,001
2023-06-23$49.02$46.6742.3%12.1%55.2%16.0%39.3%4.7%0.6%-107.7K2.4M-17.4K3.0097.89259502,004
2023-06-26$50.35$46.6742.8%12.3%55.8%16.8%41.8%1.1%3.7%-91.1K2.0M-17.0K0.0194.1911329502,006
2023-06-27$52.39$50.0042.4%12.1%57.0%16.1%45.0%2.6%3.1%-54.4K965.3K-17.9K0.1787.71921,0532,007
2023-06-28$52.57$50.0042.8%12.3%52.3%16.8%0.0%-0.1%9.4%-45.4K1.1M-17.5K16.8389.3391521,0612,007
2023-06-29$52.79$50.0045.3%13.0%51.4%20.4%0.0%6.1%0.2%-39.7K821.8K-17.2K1.1781.5945531,0702,150
2023-06-30$53.58$50.0043.2%12.4%50.7%17.4%0.0%-2.3%2.9%-29.8K62.9K-17.8K0.0098.150381,1152,202