ABAT Options History — November 2008 In November 2008, ABAT traded between $18.30 and $43.95. ATM implied volatility averaged 133.9%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 40.8%. IV traded above realized volatility by 15.2% (HV 20d: 118.8%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.19.
Notable Days 2008-11-11 : Highest Volume — 12 contracts2008-11-13 : Largest IV spike — 36.7% change2008-11-19 : Highest IV Rank — 100.0%2008-11-19 : Largest Expected Move — 60.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.36 $18.30 $43.95 $42.45 $30.90 Max Pain $67.11 $37.50 $75.00 $37.50 $75.00 ATM IV 133.9% 85.3% 209.1% 107.0% 129.1% Expected Move 40.8% 29.1% 60.0% 30.7% 37.0% HV 20d 118.8% 80.1% 182.0% 91.4% 182.0% HV 60d 97.2% 80.7% 124.9% 80.7% 124.9% IV Rank 55.9% 23.0% 100.0% 39.6% 48.0% IV Percentile 82.4% 30.3% 100.0% 72.8% 86.9% Term Structure -13.1% -87.1% 62.5% 34.9% -28.4% VWIV 126.8% 76.0% 162.2% 76.0% 159.7% Skew 25d 28.9% -30.4% 52.3% 37.8% 13.3% Skew 10d 24.6% -30.4% 50.6% 50.6% 8.4% Call IV 25d 90.9% 68.9% 135.4% 73.4% 92.5% Put IV 25d 119.7% 102.8% 151.4% 111.2% 105.8% Bid-Ask Spread % 49.55 15.21 103.13 51.65 35.61 Gamma HHI 0.80 0.70 1.00 0.71 0.75 Net GEX 1.6K 0 2.7K 2.4K 1.2K Net DEX 495.4K 261.2K 648.7K 647.7K 590.4K Net VEX -1.0K -1.9K 0 -1.3K -648 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.00 2.30 0.00 0.00 Total Volume 2.684 0 12 1 0 Total OI 615.632 603 626 603 623
Daily Data (19 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 2008-11-03 $42.45 $37.50 107.0% 30.7% 91.4% 39.6% 0.0% 37.8% 34.9% 2.4K 647.7K -1.3K 0.00 51.65 N/A N/A 1 0 381 222 2008-11-04 $43.95 $37.50 101.5% 29.1% 80.1% 35.4% 0.0% 39.6% 62.5% 194 648.7K 0 0.00 54.49 N/A N/A 0 0 381 222 2008-11-05 $39.00 $37.50 132.4% 38.0% 91.3% 59.0% 0.0% 38.0% 0.8% 2.6K 539.4K -1.7K 0.03 103.13 N/A N/A 2 0 381 222 2008-11-06 $39.15 $37.50 133.9% 38.4% 91.1% 60.2% 0.0% 46.5% 25.0% 2.6K 540.5K -1.6K 0.00 66.21 N/A N/A 0 0 383 222 2008-11-07 $39.45 $75.00 89.9% 41.1% 91.1% 26.5% 76.0% 47.0% -38.7% 2.7K 547.0K -1.7K 0.00 31.99 N/A N/A 7 0 383 222 2008-11-10 $40.05 $75.00 85.3% 39.4% 87.3% 23.0% 0.0% 17.2% -37.0% 2.3K 646.2K -1.0K 0.00 35.89 N/A N/A 0 0 389 222 2008-11-11 $38.40 $75.00 102.3% 37.3% 88.0% 36.0% 83.7% 36.5% -21.1% 2.4K 573.7K -1.3K 0.00 29.00 N/A N/A 12 0 389 222 2008-11-12 $36.15 $75.00 107.9% 39.0% 83.9% 40.3% 136.2% 52.3% -15.5% 2.5K 474.1K -1.7K 0.00 36.73 N/A N/A 0 0 392 222 2008-11-13 $37.80 $75.00 147.5% 42.3% 80.6% 70.5% 159.6% 44.4% -38.5% 2.4K 543.7K -1.5K 2.30 64.20 N/A N/A 2 4 393 222 2008-11-14 $31.95 $75.00 120.1% 34.4% 99.5% 49.6% 110.1% 0.0% -11.9% 2.1K 424.0K -1.5K 0.00 88.98 N/A N/A 0 5 394 223 2008-11-17 $32.40 $75.00 158.7% 45.5% 97.3% 79.1% 162.2% 39.0% -41.4% 2.1K 336.9K -1.9K 0.18 34.92 N/A N/A 6 1 394 226 2008-11-18 $24.75 $75.00 166.2% 47.7% 132.9% 84.8% 159.7% 14.5% -24.7% 1.0K 412.0K -801 0.02 53.35 N/A N/A 7 0 394 226 2008-11-19 $22.65 $75.00 209.1% 60.0% 134.4% 100.0% 0.0% 14.0% -87.1% 814 359.9K -759 0.00 45.59 N/A N/A 0 0 400 226 2008-11-20 $18.30 $75.00 153.6% 44.0% 149.5% 63.9% 0.0% 24.6% 9.6% 558 261.2K -613 0.00 56.09 N/A N/A 0 0 400 224 2008-11-21 $20.10 $75.00 174.4% 50.0% 156.6% 77.5% 0.0% -30.4% -17.8% 0 449.4K 0 0.00 49.24 N/A N/A 2 0 401 224 2008-11-24 $23.10 $75.00 164.7% 47.2% 167.7% 71.2% 0.0% 31.9% -28.3% 850 416.3K -626 0.00 54.36 N/A N/A 0 0 400 224 2008-11-25 $25.20 $75.00 122.8% 35.2% 171.3% 43.9% 0.0% 33.7% 39.7% 936 460.0K -634 0.00 15.21 N/A N/A 0 0 400 224 2008-11-26 $29.10 $75.00 138.1% 39.6% 180.8% 53.9% 0.0% 19.6% -29.9% 1.1K 540.9K -681 0.00 34.74 N/A N/A 2 0 400 224 2008-11-28 $30.90 $75.00 129.1% 37.0% 182.0% 48.0% 0.0% 13.3% -28.4% 1.2K 590.4K -648 0.00 35.61 N/A N/A 0 0 399 224
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