PATK Options History — December 2023

In December 2023, PATK traded between $56.62 and $67.67. ATM implied volatility averaged 28.6%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 2.9% (HV 20d: 31.6%). Max pain ranged from $53.33 to $70.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 4.92.

Notable Days

2023-12-29: Highest Volume — 830 contracts
2023-12-12: Largest IV drop — 52.9% change
2023-12-11: Highest IV Rank — 31.4%
2023-12-01: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.07	$56.62	$67.67	$56.62	$67.32
Max Pain	$57.17	$53.33	$70.00	$53.33	$70.00
ATM IV	28.6%	20.8%	47.6%	41.0%	25.6%
Expected Move	7.8%	6.0%	11.8%	11.8%	7.3%
HV 20d	31.6%	24.4%	34.1%	34.1%	31.4%
HV 60d	30.7%	28.8%	32.2%	30.2%	31.4%
IV Rank	8.0%	0.0%	31.4%	22.0%	6.2%
IV Percentile	14.6%	0.0%	88.5%	47.2%	4.8%
Term Structure	5.5%	-13.5%	14.7%	-13.5%	6.3%
VWIV	30.4%	21.9%	43.3%	33.4%	21.9%
Skew 25d	0.3%	-17.9%	14.6%	-17.9%	2.1%
Skew 10d	12.3%	4.3%	26.4%	7.4%	11.8%
Call IV 25d	31.4%	23.5%	52.2%	52.2%	24.1%
Put IV 25d	31.7%	26.1%	38.1%	34.3%	26.1%
Bid-Ask Spread %	92.86	82.05	105.76	105.76	82.05
Gamma HHI	0.16	0.11	0.22	0.19	0.11
Net GEX	-15.0K	-53.0K	17.3K	-53.0K	-25.3K
Net DEX	-631.4K	-1.9M	614.4K	614.4K	-1.4M
Net VEX	-21.3K	-27.6K	-16.3K	-17.6K	-27.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.92	0.00	33.00	10.00	0.22
Total Volume	94	0	830	17	830
Total OI	2,237.75	1,879	2,566	2,122	2,425

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
2023-12-01	$56.62	$53.33	41.0%	11.8%	34.1%	22.0%	33.4%	-17.9%	-13.5%	-53.0K	614.4K	-17.6K	10.00	105.76	2	15	440	1,682
2023-12-04	$57.49	$53.33	24.0%	7.3%	33.2%	0.0%	0.0%	-1.8%	7.0%	-46.9K	371.6K	-17.0K	0.13	88.88	12	2	441	1,695
2023-12-05	$56.62	$53.33	28.6%	8.6%	32.5%	6.2%	0.0%	-2.6%	4.1%	-37.2K	495.3K	-17.1K	0.00	88.96	0	0	453	1,695
2023-12-06	$57.28	$53.33	24.3%	8.3%	32.3%	0.3%	0.0%	-4.4%	6.3%	-30.1K	361.2K	-17.0K	0.00	88.34	0	0	453	1,695
2023-12-07	$58.11	$53.33	29.8%	7.5%	31.7%	7.8%	29.2%	-1.2%	9.3%	-27.0K	137.9K	-16.8K	0.00	90.64	8	0	453	1,695
2023-12-08	$58.39	$53.33	45.3%	7.9%	30.2%	28.4%	0.0%	1.0%	1.3%	-7.7K	-90.6K	-16.3K	3.20	90.99	8	24	461	1,695
2023-12-11	$59.06	$53.33	47.6%	8.1%	29.2%	31.4%	30.1%	-1.7%	2.6%	-20.7K	-110.6K	-16.3K	33.00	88.52	2	50	468	1,715
2023-12-12	$57.92	$53.33	22.4%	7.7%	30.5%	0.0%	0.0%	-2.2%	8.7%	-19.9K	225.8K	-16.9K	2.00	89.49	5	9	477	1,764
2023-12-13	$59.36	$53.33	30.5%	8.7%	24.4%	10.6%	0.0%	2.4%	-2.9%	-17.1K	-75.2K	-17.2K	1.03	92.97	150	155	482	1,773
2023-12-14	$62.49	$53.33	23.3%	6.7%	29.7%	1.2%	34.7%	-3.6%	6.5%	1.1K	-926.4K	-22.5K	0.29	97.03	125	36	632	1,925
2023-12-15	$61.97	$53.33	26.8%	7.7%	29.8%	5.8%	28.1%	-4.3%	14.7%	237	-652.2K	-22.7K	0.00	100.40	0	21	620	1,946
2023-12-18	$62.35	$53.33	24.4%	7.0%	29.5%	2.7%	28.8%	14.6%	5.7%	-920	-430.0K	-23.0K	0.00	95.52	2	0	572	1,307
2023-12-19	$65.71	$53.33	23.5%	6.7%	34.0%	1.4%	29.5%	0.8%	8.5%	6.8K	-1.1M	-22.4K	4.17	90.85	18	75	573	1,307
2023-12-20	$66.31	$56.67	28.6%	8.2%	33.0%	8.1%	29.2%	4.8%	4.1%	17.3K	-1.9M	-25.2K	5.15	97.05	20	101	771	1,397
2023-12-21	$65.39	$63.33	26.8%	7.7%	33.9%	5.8%	0.0%	1.7%	6.9%	-5.4K	-1.2M	-27.6K	0.00	94.07	15	0	783	1,502
2023-12-22	$66.69	$63.33	20.8%	6.0%	34.1%	0.0%	32.9%	2.9%	10.1%	-661	-1.6M	-27.4K	6.00	91.11	15	90	783	1,502
2023-12-26	$67.05	$63.33	28.8%	8.3%	34.0%	10.3%	43.3%	9.2%	3.7%	-3.2K	-1.9M	-25.6K	0.88	99.37	12	11	783	1,592
2023-12-27	$67.67	$63.33	22.5%	6.5%	32.0%	2.2%	25.6%	3.1%	12.6%	-8.5K	-1.8M	-25.5K	12.67	93.19	5	57	783	1,593
2023-12-28	$67.53	$70.00	27.8%	8.0%	31.5%	8.9%	28.8%	3.9%	8.1%	-22.4K	-1.7M	-24.7K	0.00	92.03	0	5	785	1,637
2023-12-29	$67.32	$70.00	25.6%	7.3%	31.4%	6.2%	21.9%	2.1%	6.3%	-25.3K	-1.4M	-27.0K	0.22	82.05	678	152	785	1,640