PATK Options History — January 2024

In January 2024, PATK traded between $63.27 and $69.25. ATM implied volatility averaged 36.4%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.3% (HV 20d: 30.1%). Max pain ranged from $63.33 to $70.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 7.05.

Notable Days

  • 2024-01-02: Highest Volume — 401 contracts
  • 2024-01-16: Largest IV spike — 15.0% change
  • 2024-01-31: Highest IV Rank — 28.4%
  • 2024-01-31: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.68$63.27$69.25$66.19$67.11
Max Pain$63.97$63.33$70.00$70.00$63.33
ATM IV36.4%30.4%43.0%30.4%43.0%
Expected Move10.8%8.7%12.3%8.7%12.3%
HV 20d30.1%24.6%35.7%31.1%26.6%
HV 60d31.2%30.6%32.6%31.1%30.6%
IV Rank20.0%12.4%28.4%12.4%28.4%
IV Percentile36.1%18.3%68.3%18.3%68.3%
Term Structure-2.7%-10.1%8.7%8.7%-5.5%
VWIV39.7%32.4%46.6%41.2%45.3%
Skew 25d5.5%-1.4%14.1%6.6%-1.4%
Skew 10d9.4%0.6%18.5%7.7%5.2%
Call IV 25d34.9%26.9%48.4%31.9%48.4%
Put IV 25d40.4%32.8%48.2%38.5%47.1%
Bid-Ask Spread %84.0172.7593.4579.1785.77
Gamma HHI0.100.090.120.100.10
Net GEX-14.2K-48.3K23.0K-26.3K15.2K
Net DEX-1.1M-2.4M52.3K-1.0M-1.9M
Net VEX-25.1K-28.5K-21.1K-27.2K-23.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.050.0066.000.0633.00
Total Volume86.524040140152
Total OI3,355.3813,0313,6063,2093,515

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$66.19$70.0030.4%8.7%31.1%12.4%41.2%6.6%8.7%-26.3K-1.0M-27.2K0.0679.17380211,4571,752
2024-01-03$63.42$70.0031.2%9.0%35.7%13.4%32.4%-1.0%6.3%-48.3K52.3K-28.3K66.0089.602991,4761,772
2024-01-04$63.64$63.3333.5%11.9%34.9%16.3%40.5%3.9%-10.1%-45.2K-114.3K-27.6K0.0077.340181,4781,766
2024-01-05$63.61$63.3334.0%11.4%34.9%16.8%40.2%9.8%-2.9%-39.4K-137.4K-28.5K0.0074.99021,4781,748
2024-01-08$64.19$63.3336.2%10.6%34.8%19.7%37.9%6.2%-0.3%-38.2K-320.1K-28.1K0.1372.756081,4781,749
2024-01-09$64.37$63.3332.2%12.1%34.8%14.6%0.0%12.8%-4.8%-39.7K-293.5K-28.1K0.0079.81051,5381,757
2024-01-10$65.10$63.3334.8%10.0%34.8%18.0%0.0%5.1%-0.5%-26.2K-861.3K-25.7K0.0081.99501,5381,761
2024-01-11$66.05$63.3338.0%10.9%33.7%22.0%43.4%5.7%-6.7%-20.8K-1.3M-24.4K2.0082.636121,5381,761
2024-01-12$65.00$63.3335.6%10.2%33.9%19.0%0.0%3.9%-1.7%-17.6K-833.7K-25.4K0.0082.68001,5391,773
2024-01-16$63.85$63.3341.0%11.7%29.9%25.8%46.6%-0.5%-1.0%-35.1K-239.7K-26.1K0.0178.2834151,5391,773
2024-01-17$63.27$63.3337.2%10.7%29.9%21.0%35.9%7.7%-1.6%-47.3K-101.1K-25.6K0.0490.614221,7941,773
2024-01-18$64.68$63.3339.9%11.4%30.8%24.4%46.6%3.1%-5.6%-16.9K-670.0K-25.2K1.6782.2514231,8331,773
2024-01-19$65.32$63.3334.8%10.0%24.6%18.0%45.9%12.7%-1.9%676-1.0M-24.8K1.6785.1914231,8471,758
2024-01-22$67.13$63.3336.8%10.5%26.3%20.5%36.0%4.3%-2.9%15.6K-1.8M-23.6K0.8982.2427241,4421,589
2024-01-23$66.71$63.3336.8%10.6%25.9%20.5%32.5%14.1%-3.9%14.7K-1.6M-24.3K0.0989.97357331,4691,605
2024-01-24$66.55$63.3337.0%10.6%25.0%20.8%35.5%5.3%-1.5%1.7K-1.6M-22.8K0.0085.7816401,8241,638
2024-01-25$67.57$63.3338.6%11.1%25.5%22.7%38.2%6.5%-4.2%6.8K-1.8M-23.1K0.0090.67061,8201,638
2024-01-26$68.17$63.3335.0%10.0%25.5%18.3%36.1%4.6%-2.5%11.5K-2.2M-21.1K0.2188.0350111,8201,641
2024-01-29$69.25$63.3339.4%11.3%26.0%23.8%40.7%-1.0%-6.9%23.0K-2.4M-23.6K0.0093.451101,8501,652
2024-01-30$68.11$63.3339.1%11.2%26.8%23.4%0.0%6.4%-8.0%12.8K-2.2M-21.5K0.0090.95001,8591,652
2024-01-31$67.11$63.3343.0%12.3%26.6%28.4%45.3%-1.4%-5.5%15.2K-1.9M-23.2K33.0085.772501,8631,652