PATK Options History — September 2023

In September 2023, PATK traded between $49.43 and $56.35. ATM implied volatility averaged 34.1%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.1% (HV 20d: 35.2%). Max pain ranged from $46.67 to $56.67. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 7.33.

Notable Days

2023-09-15: Highest Volume — 1,315 contracts
2023-09-05: Largest IV spike — 75.6% change
2023-09-05: Highest IV Rank — 28.9%
2023-09-26: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.89	$49.43	$56.35	$56.35	$50.06
Max Pain	$52.83	$46.67	$56.67	$56.67	$53.33
ATM IV	34.1%	24.7%	46.5%	26.5%	31.8%
Expected Move	9.3%	7.1%	12.1%	7.6%	9.1%
HV 20d	35.2%	23.7%	38.0%	23.7%	35.0%
HV 60d	28.0%	25.4%	29.4%	25.4%	27.5%
IV Rank	12.5%	0.0%	28.9%	1.8%	9.6%
IV Percentile	14.5%	0.0%	65.1%	1.2%	8.7%
Term Structure	2.8%	-4.2%	15.6%	5.8%	-3.8%
VWIV	32.7%	20.5%	46.3%	29.6%	38.8%
Skew 25d	1.9%	-9.4%	12.3%	-2.5%	3.3%
Skew 10d	-1.5%	-15.4%	6.8%	-6.5%	-3.4%
Call IV 25d	35.3%	26.3%	49.5%	34.2%	34.0%
Put IV 25d	37.2%	28.7%	52.3%	31.7%	37.4%
Bid-Ask Spread %	98.01	92.34	110.33	106.46	95.42
Gamma HHI	0.69	0.27	0.85	0.27	0.73
Net GEX	-276.7K	-481.2K	-23.4K	-25.9K	-334.0K
Net DEX	2.5M	-16.5K	4.6M	-16.5K	4.2M
Net VEX	-13.4K	-19.6K	-7.9K	-8.8K	-19.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.33	0.00	57.40	0.00	0.00
Total Volume	104.8	0	1,315	45	56
Total OI	2,398.95	2,200	2,573	2,351	2,573

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
2023-09-01	$56.35	$56.67	26.5%	7.6%	23.7%	1.8%	0.0%	-2.5%	5.8%	-25.9K	-16.5K	-8.8K	0.00	106.46	0	45	635	1,716
2023-09-05	$52.59	$56.67	46.5%	9.6%	34.0%	28.9%	0.0%	2.4%	5.7%	-227.9K	1.8M	-11.6K	0.00	110.33	0	60	635	1,761
2023-09-06	$52.91	$56.67	38.6%	9.0%	34.2%	18.2%	0.0%	5.1%	6.7%	-236.4K	1.4M	-10.5K	0.00	94.06	0	11	635	1,761
2023-09-07	$52.25	$56.67	40.0%	9.1%	34.2%	20.2%	0.0%	9.9%	9.9%	-324.4K	2.1M	-10.7K	0.00	96.48	0	0	635	1,770
2023-09-08	$51.65	$56.67	30.4%	9.7%	34.3%	7.2%	29.6%	1.6%	-4.2%	-364.8K	2.3M	-11.0K	0.00	98.65	3	0	635	1,770
2023-09-11	$51.35	$53.33	39.4%	9.8%	34.2%	19.4%	30.9%	2.6%	0.9%	-481.2K	2.4M	-9.7K	11.50	92.34	3	35	636	1,770
2023-09-12	$51.88	$46.67	39.5%	9.2%	34.3%	19.5%	28.8%	2.7%	-1.2%	-403.2K	2.1M	-9.6K	0.00	94.58	11	0	639	1,784
2023-09-13	$51.66	$46.67	38.1%	10.9%	34.3%	17.6%	0.0%	-4.9%	-3.6%	-460.9K	1.5M	-8.7K	0.00	96.54	5	0	650	1,782
2023-09-14	$53.67	$46.67	31.4%	9.0%	37.1%	8.6%	20.5%	6.2%	-0.9%	-225.9K	1.5M	-9.0K	0.50	104.11	3	2	645	1,782
2023-09-15	$52.02	$46.67	33.2%	9.5%	37.7%	10.9%	38.6%	12.3%	-0.3%	-23.4K	705.4K	-7.9K	57.40	106.52	23	1,292	650	1,784
2023-09-18	$52.52	$53.33	36.4%	10.5%	37.3%	15.4%	27.9%	2.4%	2.2%	-224.0K	2.5M	-14.8K	0.00	93.28	8	0	374	1,826
2023-09-19	$52.97	$53.33	24.7%	7.1%	37.3%	0.0%	0.0%	5.7%	-2.0%	-251.6K	2.1M	-13.6K	0.00	92.66	0	93	381	1,826
2023-09-20	$52.21	$53.33	30.1%	8.6%	37.5%	7.3%	46.3%	-9.4%	3.4%	-254.8K	2.5M	-16.0K	0.30	93.58	15	5	381	1,919
2023-09-21	$51.63	$53.33	24.9%	7.1%	37.2%	0.2%	0.0%	3.8%	15.6%	-238.2K	2.8M	-16.2K	0.00	101.22	0	12	395	1,920
2023-09-22	$50.81	$53.33	28.8%	8.3%	37.3%	5.5%	33.2%	-1.8%	2.0%	-287.0K	3.7M	-16.6K	1.00	93.40	6	6	395	1,932
2023-09-25	$50.76	$53.33	36.3%	10.4%	37.3%	15.6%	38.8%	5.5%	7.4%	-276.4K	3.5M	-16.2K	10.40	97.80	23	234	392	1,928
2023-09-26	$49.43	$53.33	42.4%	12.1%	38.0%	23.8%	0.0%	-3.8%	2.3%	-253.2K	4.6M	-19.5K	11.50	98.10	3	35	407	2,153
2023-09-27	$50.31	$53.33	31.5%	9.0%	34.5%	9.2%	0.0%	-0.5%	10.6%	-337.1K	4.2M	-19.5K	0.00	97.66	8	0	405	2,142
2023-09-28	$50.81	$53.33	32.6%	9.3%	34.9%	10.7%	0.0%	-2.1%	0.1%	-303.4K	3.8M	-19.6K	10.00	97.03	9	90	413	2,142
2023-09-29	$50.06	$53.33	31.8%	9.1%	35.0%	9.6%	0.0%	3.3%	-3.8%	-334.0K	4.2M	-19.4K	0.00	95.42	56	0	422	2,151