ABAT Options History — June 2008

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

In June 2008, ABAT traded between $57.00 and $93.90. ATM implied volatility averaged 88.7%. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 14.6% (HV 20d: 74.0%). 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 15 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2008-06-17: Highest Volume — 116 contracts
2008-06-05: Largest IV spike — 62.9% change
2008-06-18: Largest Expected Move — 30.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.81	$57.00	$93.90	$58.95	$86.55
Max Pain	$44.64	$37.50	$75.00	$75.00	$37.50
ATM IV	88.7%	60.6%	114.4%	86.2%	92.2%
Expected Move	23.6%	15.8%	30.1%	24.7%	26.4%
HV 20d	74.0%	50.4%	93.6%	72.0%	93.6%
HV 60d	76.9%	72.8%	83.7%	73.0%	83.7%
Term Structure	11.8%	-16.8%	37.9%	-3.8%	7.6%
VWIV	95.4%	54.4%	117.9%	117.9%	93.9%
Bid-Ask Spread %	41.82	10.02	92.05	16.12	54.18
Gamma HHI	0.74	0.48	0.97	0.78	0.75
Net GEX	7.2K	1.4K	25.8K	1.4K	12.6K
Net DEX	-334.7K	-1.0M	68.3K	68.3K	-999.5K
Net VEX	-1.2K	-2.2K	-739	-766	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.00	3.33	0.00	0.08
Total Volume	23.238	0	116	7	42
Total OI	198.857	133	246	187	236

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
2008-06-02	$58.95	$75.00	86.2%	24.7%	72.0%	0.0%	0.0%	0.0%	-3.8%	1.4K	68.3K	-766	0.00	16.12	N/A	N/A	7	0	129	58
2008-06-03	$58.80	$75.00	86.7%	24.8%	72.0%	0.0%	0.0%	0.0%	23.8%	1.7K	39.0K	-799	0.00	10.02	N/A	N/A	6	0	136	58
2008-06-04	$58.05	$75.00	60.6%	17.4%	72.4%	0.0%	0.0%	0.0%	15.6%	1.8K	32.5K	-807	0.00	10.80	N/A	N/A	0	0	138	58
2008-06-05	$61.05	$75.00	98.8%	28.3%	71.0%	0.0%	117.9%	0.0%	14.6%	1.9K	24.6K	-833	3.33	14.53	N/A	N/A	2	8	138	57
2008-06-06	$58.50	$37.50	78.8%	16.5%	73.0%	0.0%	54.4%	0.0%	29.7%	1.8K	18.2K	-814	0.00	66.06	N/A	N/A	5	0	139	56
2008-06-09	$57.75	$37.50	79.5%	18.2%	72.7%	0.0%	0.0%	0.0%	32.1%	2.0K	25.0K	-798	3.33	61.50	N/A	N/A	0	1	144	56
2008-06-10	$57.00	$37.50	98.0%	18.0%	73.0%	0.0%	0.0%	0.0%	37.9%	2.0K	28.6K	-776	0.00	15.49	N/A	N/A	3	0	144	56
2008-06-11	$57.15	$37.50	114.4%	15.8%	54.8%	0.0%	0.0%	0.0%	30.7%	1.7K	27.6K	-739	0.00	64.26	N/A	N/A	0	0	141	56
2008-06-12	$59.10	$37.50	75.0%	21.5%	54.4%	0.0%	0.0%	0.0%	35.6%	1.9K	30.4K	-801	0.00	92.05	N/A	N/A	0	1	141	56
2008-06-13	$59.25	$37.50	60.7%	17.4%	50.4%	0.0%	0.0%	0.0%	34.4%	2.0K	21.7K	-792	0.00	68.25	N/A	N/A	1	0	141	55
2008-06-16	$61.50	$37.50	71.5%	20.5%	50.8%	0.0%	99.1%	0.0%	4.2%	2.1K	23.4K	-794	1.56	41.19	N/A	N/A	2	3	141	55
2008-06-17	$73.80	$37.50	87.6%	25.1%	82.0%	0.0%	87.6%	0.0%	-2.2%	3.9K	-353.1K	-1.2K	0.39	28.16	N/A	N/A	83	33	143	51
2008-06-18	$77.85	$37.50	105.0%	30.1%	82.7%	0.0%	105.8%	0.0%	-16.8%	25.8K	-935.6K	-1.5K	0.19	38.23	N/A	N/A	37	7	197	30
2008-06-19	$76.35	$37.50	100.1%	28.7%	82.8%	0.0%	98.3%	0.0%	-8.7%	24.8K	-821.2K	-1.6K	0.13	28.51	N/A	N/A	14	2	211	35
2008-06-20	$73.80	$37.50	98.8%	28.3%	81.2%	0.0%	98.8%	0.0%	-4.6%	25.3K	-635.8K	-1.6K	0.02	61.07	N/A	N/A	50	1	210	35
2008-06-23	$75.00	$37.50	99.0%	28.4%	81.0%	0.0%	99.0%	0.0%	-6.1%	6.5K	-474.4K	-1.5K	0.03	37.25	N/A	N/A	20	1	120	13
2008-06-24	$77.70	$37.50	95.8%	27.5%	81.2%	0.0%	101.3%	0.0%	0.6%	8.3K	-613.1K	-1.6K	0.22	41.74	N/A	N/A	36	8	136	14
2008-06-25	$76.95	$37.50	96.0%	27.5%	80.5%	0.0%	82.5%	0.0%	2.2%	9.5K	-612.3K	-1.9K	0.00	20.81	N/A	N/A	20	0	169	21
2008-06-26	$86.10	$37.50	95.2%	27.3%	87.4%	0.0%	0.0%	0.0%	15.0%	3.4K	-898.4K	-1.5K	0.00	50.94	N/A	N/A	54	0	180	21
2008-06-27	$93.90	$37.50	81.7%	23.4%	85.8%	0.0%	106.0%	0.0%	6.5%	11.0K	-1.0M	-2.2K	0.00	57.07	N/A	N/A	41	0	180	21
2008-06-30	$86.55	$37.50	92.2%	26.4%	93.6%	0.0%	93.9%	0.0%	7.6%	12.6K	-999.5K	-2.0K	0.08	54.18	N/A	N/A	39	3	215	21