ABAT Options History — April 2008

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

In April 2008, ABAT traded between $45.15 and $66.90. ATM implied volatility averaged 87.5%. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 7.6% (HV 20d: 79.9%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.08.

Notable Days

2008-04-01: Highest Volume — 10 contracts
2008-04-11: Largest IV spike — 77.3% change
2008-04-18: Largest Expected Move — 34.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.63	$45.15	$66.90	$65.70	$45.30
Max Pain	$44.64	$37.50	$75.00	$75.00	$37.50
ATM IV	87.5%	58.2%	121.4%	66.1%	81.5%
Expected Move	24.1%	15.6%	34.8%	18.9%	23.4%
HV 20d	79.9%	66.3%	94.5%	66.3%	74.7%
Term Structure	-1.4%	-72.2%	29.8%	7.1%	-0.2%
VWIV	84.7%	71.9%	97.9%	71.9%	83.7%
Bid-Ask Spread %	92.57	21.45	145.10	50.99	145.10
Gamma HHI	0.49	0.28	0.61	0.56	0.52
Net GEX	937	238	2.3K	2.3K	1.0K
Net DEX	122.9K	-95.4K	232.9K	-89.6K	216.0K
Net VEX	-884	-2.0K	-252	-1.9K	-252
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	1.00	0.24	0.00
Total Volume	1.571	0	10	10	0
Total OI	188.667	175	199	190	182

Daily Data (21 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
2008-04-01	$65.70	$75.00	66.1%	18.9%	66.3%	0.0%	71.9%	0.0%	7.1%	2.3K	-89.6K	-1.9K	0.24	50.99	N/A	N/A	8	2	119	71
2008-04-02	$66.90	$75.00	67.6%	19.4%	66.5%	0.0%	0.0%	0.0%	29.8%	1.9K	-95.4K	-2.0K	0.00	24.61	N/A	N/A	0	0	123	73
2008-04-03	$66.30	$75.00	67.7%	19.4%	66.4%	0.0%	97.9%	0.0%	25.0%	2.0K	-75.4K	-1.9K	1.00	21.45	N/A	N/A	0	0	123	73
2008-04-07	$60.00	$75.00	81.6%	18.2%	75.0%	0.0%	85.1%	0.0%	24.3%	680	-13.2K	-1.7K	0.00	93.37	N/A	N/A	3	0	123	73
2008-04-08	$58.20	$37.50	84.7%	15.6%	74.8%	0.0%	0.0%	0.0%	29.6%	858	-6.3K	-1.7K	0.00	91.51	N/A	N/A	1	0	126	73
2008-04-09	$57.15	$37.50	84.1%	17.6%	72.8%	0.0%	0.0%	0.0%	19.0%	508	9.9K	-1.6K	0.00	91.51	N/A	N/A	5	0	126	73
2008-04-10	$57.90	$37.50	58.2%	16.7%	73.2%	0.0%	0.0%	0.0%	19.2%	754	9.1K	-1.6K	0.00	91.89	N/A	N/A	0	0	123	73
2008-04-11	$54.45	$37.50	103.2%	29.6%	75.6%	0.0%	0.0%	0.0%	17.6%	238	126.2K	-1.1K	0.00	116.47	N/A	N/A	2	0	122	73
2008-04-14	$47.70	$37.50	95.8%	27.4%	87.0%	0.0%	0.0%	0.0%	-72.2%	682	232.9K	-361	0.00	87.36	N/A	N/A	2	0	121	73
2008-04-15	$49.05	$37.50	80.3%	23.0%	88.3%	0.0%	0.0%	0.0%	-12.2%	757	223.4K	-344	0.00	98.24	N/A	N/A	0	0	121	72
2008-04-16	$52.35	$37.50	87.7%	25.1%	91.0%	0.0%	83.7%	0.0%	-14.0%	467	42.4K	-1.3K	0.00	96.53	N/A	N/A	2	0	121	72
2008-04-17	$48.30	$37.50	85.6%	24.5%	94.5%	0.0%	0.0%	0.0%	0.7%	784	229.1K	-327	0.00	97.70	N/A	N/A	0	0	120	71
2008-04-18	$48.75	$37.50	121.4%	34.8%	93.5%	0.0%	0.0%	0.0%	-5.7%	602	219.2K	-447	0.00	139.55	N/A	N/A	0	0	120	71
2008-04-21	$47.40	$37.50	99.7%	28.6%	92.4%	0.0%	0.0%	0.0%	4.0%	761	228.8K	-258	0.00	129.94	N/A	N/A	2	0	106	69
2008-04-22	$46.20	$37.50	96.4%	27.6%	86.3%	0.0%	0.0%	0.0%	-13.6%	789	222.5K	-315	0.00	109.79	N/A	N/A	0	0	106	69
2008-04-23	$46.20	$37.50	98.4%	28.2%	80.8%	0.0%	0.0%	0.0%	-21.3%	839	222.8K	-262	0.00	109.31	N/A	N/A	4	0	108	69
2008-04-24	$47.85	$37.50	94.3%	27.0%	82.7%	0.0%	0.0%	0.0%	-6.9%	918	223.7K	-282	0.00	114.82	N/A	N/A	1	0	112	69
2008-04-25	$47.70	$37.50	86.1%	24.7%	82.4%	0.0%	0.0%	0.0%	3.9%	956	223.5K	-270	0.00	111.27	N/A	N/A	0	0	112	69
2008-04-28	$46.65	$37.50	91.1%	26.1%	79.0%	0.0%	0.0%	0.0%	-39.5%	898	216.0K	-293	0.00	26.32	N/A	N/A	0	0	112	69
2008-04-29	$45.15	$37.50	105.5%	30.3%	74.2%	0.0%	0.0%	0.0%	-24.2%	1.0K	216.0K	-268	0.00	96.25	N/A	N/A	1	0	112	69
2008-04-30	$45.30	$37.50	81.5%	23.4%	74.7%	0.0%	0.0%	0.0%	-0.2%	1.0K	216.0K	-252	0.00	145.10	N/A	N/A	0	0	113	69