ABAT Options History — February 2008

Name: ABAT Options Analytics - February 2008
Creator: Options Analysis Suite

In February 2008, ABAT traded between $69.15 and $70.20. ATM implied volatility averaged 94.0%. The 30-day expected move averaged 27.0%. Max pain ranged from $37.50 to $37.50. Net GEX was positive for 4 of 4 trading days. Term structure was in contango for 4 of 4 days. Put/call ratio averaged 1.11.

Notable Days

2008-02-26: Highest Volume — 2 contracts
2008-02-29: Largest IV drop — 6.6% change
2008-02-26: Largest Expected Move — 29.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.71	$69.15	$70.20	$70.20	$69.60
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	94.0%	86.8%	101.3%	101.3%	86.8%
Expected Move	27.0%	24.9%	29.0%	29.0%	24.9%
Term Structure	17.9%	11.9%	25.1%	11.9%	25.1%
VWIV	101.3%	101.3%	101.3%	101.3%	101.3%
Bid-Ask Spread %	54.15	47.57	56.66	56.66	56.17
Gamma HHI	0.34	0.32	0.36	0.32	0.36
Net GEX	3.2K	3.1K	3.4K	3.2K	3.4K
Net DEX	-291.0K	-309.5K	-273.0K	-309.5K	-273.0K
Net VEX	-2.0K	-2.1K	-2.0K	-2.1K	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.00	3.33	0.00	0.00
Total Volume	1	0	2	2	1
Total OI	226.5	225	227	225	227

Daily Data (4 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-02-26	$70.20	$37.50	101.3%	29.0%	0.0%	0.0%	101.3%	0.0%	11.9%	3.2K	-309.5K	-2.1K	0.00	56.66	N/A	N/A	2	0	155	70
2008-02-27	$69.90	$37.50	95.1%	27.3%	0.0%	0.0%	0.0%	0.0%	15.3%	3.1K	-297.7K	-2.1K	3.33	56.19	N/A	N/A	0	1	157	70
2008-02-28	$69.15	$37.50	92.9%	26.6%	0.0%	0.0%	0.0%	0.0%	19.2%	3.1K	-283.9K	-2.0K	0.00	47.57	N/A	N/A	0	0	157	70
2008-02-29	$69.60	$37.50	86.8%	24.9%	0.0%	0.0%	0.0%	0.0%	25.1%	3.4K	-273.0K	-2.0K	0.00	56.17	N/A	N/A	1	0	157	70