ABAT Options History — March 2008

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

In March 2008, ABAT traded between $58.50 and $73.65. ATM implied volatility averaged 89.8%. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 39.9% (HV 20d: 49.9%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2008-03-25: Highest Volume — 29 contracts
2008-03-19: Largest IV drop — 33.1% change
2008-03-18: Largest Expected Move — 37.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.86	$58.50	$73.65	$70.05	$66.90
Max Pain	$67.50	$37.50	$75.00	$37.50	$75.00
ATM IV	89.8%	69.4%	129.8%	93.2%	82.0%
Expected Move	26.7%	19.9%	37.2%	26.7%	23.5%
HV 20d	49.9%	34.8%	66.1%	34.8%	66.1%
Term Structure	-2.5%	-17.0%	19.2%	19.2%	-11.2%
VWIV	90.1%	70.2%	109.1%	92.9%	83.4%
Bid-Ask Spread %	71.60	37.84	115.28	58.89	37.84
Gamma HHI	0.41	0.26	0.51	0.37	0.46
Net GEX	1.6K	-902	3.5K	3.3K	2.1K
Net DEX	-158.5K	-275.0K	27.1K	-275.0K	-99.1K
Net VEX	-1.7K	-2.0K	-1.4K	-1.9K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	2.45	0.00	0.00
Total Volume	7.4	0	29	3	13
Total OI	213.4	149	239	227	189

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-03-03	$70.05	$37.50	93.2%	26.7%	0.0%	0.0%	92.9%	0.0%	19.2%	3.3K	-275.0K	-1.9K	0.00	58.89	N/A	N/A	3	0	157	70
2008-03-04	$69.00	$37.50	95.5%	27.4%	0.0%	0.0%	0.0%	0.0%	13.6%	3.2K	-266.1K	-1.9K	0.00	60.65	N/A	N/A	1	0	159	70
2008-03-05	$67.95	$37.50	89.8%	25.8%	0.0%	0.0%	91.2%	0.0%	9.2%	3.2K	-255.1K	-1.9K	0.00	48.64	N/A	N/A	7	0	159	70
2008-03-06	$67.80	$37.50	106.5%	30.5%	0.0%	0.0%	0.0%	0.0%	-8.0%	2.8K	-251.6K	-1.9K	0.00	79.95	N/A	N/A	0	0	161	70
2008-03-07	$65.40	$75.00	76.4%	30.5%	0.0%	0.0%	106.2%	0.0%	-12.9%	2.9K	-186.7K	-1.8K	0.24	82.48	N/A	N/A	6	1	161	70
2008-03-10	$68.10	$75.00	93.9%	30.0%	0.0%	0.0%	0.0%	0.0%	-10.5%	3.1K	-220.2K	-1.8K	0.00	92.58	N/A	N/A	1	0	161	72
2008-03-11	$68.25	$75.00	85.5%	27.6%	0.0%	0.0%	0.0%	0.0%	-6.8%	3.3K	-225.2K	-1.8K	2.45	104.81	N/A	N/A	1	2	160	72
2008-03-12	$67.50	$75.00	85.0%	28.5%	0.0%	0.0%	99.7%	0.0%	-0.2%	3.4K	-219.5K	-1.8K	0.00	58.16	N/A	N/A	3	0	160	72
2008-03-13	$66.75	$75.00	101.2%	29.0%	0.0%	0.0%	101.3%	0.0%	-17.0%	3.1K	-189.1K	-1.7K	0.11	69.03	N/A	N/A	6	1	163	72
2008-03-14	$66.75	$75.00	99.4%	28.5%	0.0%	0.0%	89.6%	0.0%	-8.4%	3.5K	-221.7K	-1.7K	0.00	64.72	N/A	N/A	0	0	167	72
2008-03-17	$62.85	$75.00	100.0%	28.7%	0.0%	0.0%	109.1%	0.0%	-10.1%	-788	-137.6K	-1.5K	0.00	79.68	N/A	N/A	2	0	167	72
2008-03-18	$61.65	$75.00	129.8%	37.2%	34.8%	0.0%	102.5%	0.0%	-5.7%	-902	-104.3K	-1.5K	0.00	115.28	N/A	N/A	7	0	164	72
2008-03-19	$58.50	$75.00	86.9%	24.9%	37.9%	0.0%	0.0%	0.0%	-12.1%	-590	-84.0K	-1.4K	0.00	85.33	N/A	N/A	9	0	161	71
2008-03-20	$60.45	$75.00	107.6%	30.8%	40.4%	0.0%	104.6%	0.0%	-14.3%	-652	-98.9K	-1.4K	0.03	74.07	N/A	N/A	27	1	167	71
2008-03-24	$65.25	$75.00	80.1%	23.0%	50.5%	0.0%	85.0%	0.0%	5.9%	-731	27.1K	-1.4K	0.00	68.04	N/A	N/A	1	0	80	69
2008-03-25	$69.75	$75.00	69.9%	20.0%	55.5%	0.0%	71.2%	0.0%	11.6%	-387	-15.7K	-1.6K	0.10	61.58	N/A	N/A	26	3	81	69
2008-03-26	$70.05	$75.00	73.8%	21.2%	54.0%	0.0%	74.9%	0.0%	3.4%	433	-95.6K	-1.9K	0.05	67.19	N/A	N/A	7	0	95	70
2008-03-27	$70.50	$75.00	70.4%	20.2%	54.0%	0.0%	70.2%	0.0%	2.2%	875	-100.4K	-1.9K	0.06	76.46	N/A	N/A	12	1	100	70
2008-03-28	$73.65	$75.00	69.4%	19.9%	56.0%	0.0%	70.2%	0.0%	1.8%	1.8K	-152.2K	-2.0K	0.00	46.65	N/A	N/A	7	0	111	71
2008-03-31	$66.90	$75.00	82.0%	23.5%	66.1%	0.0%	83.4%	0.0%	-11.2%	2.1K	-99.1K	-1.9K	0.00	37.84	N/A	N/A	13	0	118	71