ABAT Options History — May 2008

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

In May 2008, ABAT traded between $45.30 and $62.85. ATM implied volatility averaged 93.5%. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 22.9% (HV 20d: 70.6%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2008-05-13: Highest Volume — 16 contracts
2008-05-12: Largest IV spike — 44.8% change
2008-05-06: Largest Expected Move — 30.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.63	$45.30	$62.85	$47.25	$57.00
Max Pain	$71.25	$37.50	$75.00	$37.50	$75.00
ATM IV	93.5%	56.0%	186.1%	83.8%	56.0%
Expected Move	21.7%	13.3%	30.1%	24.0%	16.0%
HV 20d	70.6%	64.9%	76.9%	76.7%	72.4%
HV 60d	70.1%	65.3%	73.0%	68.0%	72.7%
Term Structure	5.7%	-20.3%	40.2%	-14.3%	2.5%
VWIV	71.8%	57.4%	88.5%	60.8%	64.3%
Bid-Ask Spread %	55.38	14.89	107.62	22.74	18.58
Gamma HHI	0.53	0.38	0.73	0.62	0.73
Net GEX	1.1K	579	1.5K	579	1.5K
Net DEX	66.8K	-115.8K	207.0K	191.7K	125.2K
Net VEX	-833	-1.5K	-180	-278	-652
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.28	0.00	1.28
Total Volume	4.35	0	16	0	12
Total OI	195.6	181	216	181	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
2008-05-01	$47.25	$37.50	83.8%	24.0%	76.7%	0.0%	0.0%	0.0%	-14.3%	579	191.7K	-278	0.00	22.74	N/A	N/A	0	0	113	68
2008-05-02	$47.25	$37.50	93.3%	26.7%	76.9%	0.0%	0.0%	0.0%	-20.3%	590	207.0K	-180	0.00	21.76	N/A	N/A	9	0	113	68
2008-05-05	$47.25	$75.00	119.2%	25.1%	70.5%	0.0%	0.0%	0.0%	13.7%	617	187.0K	-290	0.00	88.19	N/A	N/A	10	0	120	68
2008-05-06	$45.30	$75.00	88.6%	30.1%	71.0%	0.0%	60.8%	0.0%	32.6%	1.2K	197.5K	-363	0.00	100.51	N/A	N/A	1	0	128	68
2008-05-07	$47.25	$75.00	113.4%	23.6%	73.6%	0.0%	0.0%	0.0%	18.3%	722	171.1K	-397	0.00	86.68	N/A	N/A	0	0	128	68
2008-05-08	$46.35	$75.00	109.1%	26.4%	73.2%	0.0%	68.2%	0.0%	6.0%	1.2K	183.1K	-457	0.00	60.49	N/A	N/A	2	0	128	68
2008-05-09	$46.05	$75.00	108.0%	25.9%	70.7%	0.0%	0.0%	0.0%	10.1%	708	168.0K	-376	0.00	61.04	N/A	N/A	0	0	126	68
2008-05-12	$52.95	$75.00	156.3%	19.0%	73.3%	0.0%	67.7%	0.0%	-10.5%	969	183.0K	-446	0.00	55.67	N/A	N/A	9	0	126	68
2008-05-13	$55.05	$75.00	186.1%	20.6%	73.9%	0.0%	64.5%	0.0%	-7.2%	1.1K	148.5K	-547	0.00	75.89	N/A	N/A	16	0	135	68
2008-05-14	$58.35	$75.00	114.3%	13.3%	73.2%	0.0%	77.2%	0.0%	40.2%	949	63.8K	-696	0.00	56.76	N/A	N/A	0	0	148	68
2008-05-15	$60.30	$75.00	64.3%	18.4%	66.3%	0.0%	57.4%	0.0%	12.3%	828	-25.4K	-1.3K	0.49	31.34	N/A	N/A	7	3	140	68
2008-05-16	$60.30	$75.00	66.3%	19.0%	66.4%	0.0%	0.0%	0.0%	32.9%	1.4K	-86.1K	-1.4K	0.00	107.62	N/A	N/A	0	0	146	65
2008-05-19	$62.85	$75.00	84.5%	24.2%	65.6%	0.0%	82.4%	0.0%	-6.5%	1.3K	-115.8K	-1.5K	0.05	31.85	N/A	N/A	1	0	129	64
2008-05-20	$61.80	$75.00	67.6%	19.4%	64.9%	0.0%	0.0%	0.0%	2.8%	1.3K	-79.8K	-1.4K	0.00	35.66	N/A	N/A	0	0	130	64
2008-05-21	$58.65	$75.00	79.8%	22.9%	69.0%	0.0%	0.0%	0.0%	-16.8%	1.3K	-64.3K	-1.4K	0.10	41.32	N/A	N/A	1	0	130	64
2008-05-22	$58.50	$75.00	76.9%	22.0%	68.6%	0.0%	86.5%	0.0%	-14.0%	1.3K	-45.1K	-1.3K	0.00	79.64	N/A	N/A	1	0	131	64
2008-05-23	$58.35	$75.00	63.0%	18.0%	68.6%	0.0%	88.5%	0.0%	21.6%	1.2K	4.7K	-1.2K	0.00	19.73	N/A	N/A	1	0	131	64
2008-05-27	$61.35	$75.00	66.0%	18.9%	68.9%	0.0%	0.0%	0.0%	22.7%	863	-44.7K	-1.2K	0.00	97.21	N/A	N/A	0	0	130	64
2008-05-28	$60.45	$75.00	73.2%	21.0%	67.6%	0.0%	64.3%	0.0%	-11.2%	1.2K	-33.1K	-1.2K	1.00	14.89	N/A	N/A	7	7	130	64
2008-05-30	$57.00	$75.00	56.0%	16.0%	72.4%	0.0%	0.0%	0.0%	2.5%	1.5K	125.2K	-652	1.28	18.58	N/A	N/A	5	7	125	64