PATK Options History — October 2023

In October 2023, PATK traded between $47.63 and $50.54. ATM implied volatility averaged 41.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 14.5% (HV 20d: 27.4%). Max pain ranged from $50.00 to $53.33. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 10.02.

Notable Days

  • 2023-10-25: Highest Volume — 383 contracts
  • 2023-10-27: Largest IV spike — 65.4% change
  • 2023-10-10: Highest IV Rank — 39.0%
  • 2023-10-27: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.93$47.63$50.54$49.94$50.15
Max Pain$50.45$50.00$53.33$53.33$50.00
ATM IV41.8%29.8%53.6%29.8%40.5%
Expected Move11.8%8.5%15.1%8.5%11.6%
HV 20d27.4%24.3%34.6%34.6%28.6%
HV 60d27.9%26.7%29.3%27.4%29.3%
IV Rank23.1%6.8%39.0%6.8%21.3%
IV Percentile47.2%4.0%92.9%4.0%35.7%
Term Structure-2.4%-18.2%10.7%10.7%-1.8%
VWIV41.3%30.2%54.3%43.9%38.6%
Skew 25d5.7%-5.6%19.2%3.0%19.2%
Skew 10d14.0%3.4%29.7%10.1%14.8%
Call IV 25d42.4%34.0%51.8%36.6%34.0%
Put IV 25d48.1%39.6%60.0%39.6%53.2%
Bid-Ask Spread %91.4876.16101.79100.26101.79
Gamma HHI0.550.150.850.750.25
Net GEX-263.6K-600.2K-30.5K-396.3K-106.5K
Net DEX4.2M1.5M7.4M4.4M2.3M
Net VEX-17.0K-19.2K-13.8K-19.1K-17.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.020.0053.5053.500.00
Total Volume44.7730383045
Total OI2,371.1821,3982,7252,6241,972

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$49.94$53.3329.8%8.5%34.6%6.8%0.0%3.0%10.7%-396.3K4.4M-19.1K0.00100.26004732,151
2023-10-03$49.38$53.3335.7%10.2%25.6%14.9%0.0%9.8%1.4%-338.2K4.9M-18.9K0.0099.180624732,151
2023-10-04$49.63$53.3336.1%10.4%25.6%15.4%0.0%-5.2%5.6%-365.2K4.6M-18.2K0.0091.600114732,105
2023-10-05$48.39$50.0043.2%12.4%26.5%25.0%43.9%-4.2%-3.4%-283.6K4.8M-17.6K53.5083.9531614732,075
2023-10-06$48.07$50.0041.6%11.9%26.4%22.8%0.0%0.9%-6.3%-279.0K5.1M-19.2K0.0085.99054742,213
2023-10-09$48.04$50.0042.9%12.4%26.4%24.5%39.6%6.3%-2.2%-299.0K5.5M-18.3K0.0076.16204742,216
2023-10-10$49.35$50.0053.6%11.6%28.2%39.0%40.7%4.8%-4.2%-307.8K4.8M-18.8K1.0082.62664742,216
2023-10-11$49.17$50.0033.0%9.5%28.2%11.1%0.0%6.7%0.4%-397.3K4.9M-18.6K0.0090.050274772,217
2023-10-12$47.63$50.0041.7%12.0%25.6%22.9%42.5%11.8%-1.6%-259.3K5.7M-17.7K0.0086.77024772,235
2023-10-13$48.05$50.0042.6%12.2%24.3%24.1%0.0%15.8%-2.0%-341.7K6.0M-17.2K0.0086.56004772,237
2023-10-16$49.31$50.0044.6%12.8%26.2%26.9%42.8%8.1%-8.9%-367.3K5.2M-17.2K1.0090.16884772,237
2023-10-17$50.54$50.0039.3%11.3%27.7%19.7%42.4%10.4%0.5%-600.2K3.9M-17.3K5.0088.626304822,243
2023-10-18$50.23$50.0044.5%12.8%27.4%26.7%0.0%1.8%-7.8%-398.7K4.1M-16.5K0.0086.87204912,213
2023-10-19$48.85$50.0045.1%12.9%28.7%27.5%52.1%-3.8%-0.9%-583.6K6.3M-15.3K0.0093.521504912,213
2023-10-20$49.37$50.0045.4%13.0%28.6%27.9%30.2%3.1%-4.9%-30.5K7.4M-14.5K0.0093.411105032,213
2023-10-23$48.77$50.0047.2%13.5%28.9%30.3%38.5%10.0%-9.8%-31.4K1.5M-14.2K0.7599.4565405993
2023-10-24$48.45$50.0051.0%14.6%27.4%35.4%54.3%10.0%-18.2%-34.3K1.5M-13.8K0.0092.26075411995
2023-10-25$48.04$50.0042.1%12.1%26.7%23.5%37.9%9.7%9.2%-48.6K1.9M-14.0K50.0095.5583754111,070
2023-10-26$48.08$50.0031.8%9.1%26.3%9.5%41.9%1.2%7.6%-104.0K2.6M-16.7K23.5099.103714071,470
2023-10-27$47.83$50.0052.5%15.1%25.9%37.5%35.1%11.3%-11.8%-108.3K2.9M-17.2K5.0097.663154101,535
2023-10-30$49.17$50.0036.3%10.4%28.0%15.7%38.4%-5.6%-4.5%-117.7K2.5M-17.0K0.5091.00954131,550
2023-10-31$50.15$50.0040.5%11.6%28.6%21.3%38.6%19.2%-1.8%-106.5K2.3M-17.0K0.00101.794504221,550