ABAT Options History — April 2009

In April 2009, ABAT traded between $32.40 and $41.55. ATM implied volatility averaged 89.3%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 9.0% (HV 20d: 80.2%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2009-04-02: Highest Volume — 18 contracts
2009-04-14: Largest IV drop — 19.3% change
2009-04-01: Highest IV Rank — 34.8%
2009-04-01: Largest Expected Move — 31.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.54	$32.40	$41.55	$32.40	$41.25
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	89.3%	64.0%	108.7%	108.7%	70.7%
Expected Move	25.4%	18.3%	31.2%	31.2%	20.3%
HV 20d	80.2%	72.3%	87.3%	77.8%	72.4%
HV 60d	73.1%	70.3%	77.2%	70.4%	70.3%
IV Rank	22.1%	5.7%	34.8%	34.8%	10.1%
IV Percentile	28.7%	3.2%	60.7%	60.7%	6.7%
Term Structure	0.9%	-24.7%	25.4%	-24.7%	11.3%
VWIV	92.4%	81.4%	102.4%	101.2%	84.7%
Bid-Ask Spread %	61.36	30.64	116.06	55.47	73.62
Gamma HHI	0.84	0.61	0.94	0.61	0.84
Net GEX	959	147	1.4K	147	1.4K
Net DEX	-79.7K	-112.7K	-15.4K	-15.4K	-102.0K
Net VEX	-327	-380	-154	-154	-363
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.00	10.00	0.00	10.00
Total Volume	2.048	0	18	0	1
Total OI	46.81	24	55	24	55

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
2009-04-01	$32.40	$37.50	108.7%	31.2%	77.8%	34.8%	0.0%	0.0%	-24.7%	147	-15.4K	-154	0.00	55.47	N/A	N/A	0	0	18	6
2009-04-02	$37.95	$37.50	101.2%	29.0%	85.5%	29.9%	101.2%	0.0%	-7.3%	188	-23.1K	-172	0.00	60.18	N/A	N/A	18	0	18	6
2009-04-03	$39.00	$37.50	99.8%	24.6%	85.6%	29.0%	0.0%	0.0%	1.4%	837	-63.9K	-311	0.00	40.35	N/A	N/A	0	0	35	6
2009-04-06	$39.00	$37.50	85.6%	26.6%	85.2%	19.8%	0.0%	0.0%	-3.9%	496	-70.0K	-304	0.00	33.74	N/A	N/A	1	0	35	6
2009-04-07	$37.20	$37.50	101.4%	28.9%	85.9%	30.0%	0.0%	0.0%	-6.7%	804	-64.8K	-316	0.00	36.49	N/A	N/A	0	0	37	6
2009-04-08	$37.50	$37.50	98.1%	26.9%	85.5%	27.8%	0.0%	0.0%	5.1%	852	-61.7K	-312	0.00	30.64	N/A	N/A	1	0	37	6
2009-04-09	$40.50	$37.50	97.7%	28.0%	86.8%	27.6%	0.0%	0.0%	-13.0%	1.1K	-80.2K	-287	0.00	32.27	N/A	N/A	2	0	37	6
2009-04-13	$40.65	$37.50	102.4%	29.4%	86.6%	30.7%	102.4%	0.0%	-17.9%	954	-83.6K	-317	0.00	70.68	N/A	N/A	5	0	38	6
2009-04-14	$40.20	$37.50	82.6%	23.7%	87.3%	17.8%	0.0%	0.0%	24.8%	1.2K	-88.8K	-334	0.32	49.44	N/A	N/A	3	1	41	6
2009-04-15	$40.35	$37.50	97.3%	27.9%	86.5%	27.3%	0.0%	0.0%	-23.8%	1.3K	-92.8K	-360	0.00	99.84	N/A	N/A	2	0	44	7
2009-04-16	$41.40	$37.50	96.9%	27.8%	80.3%	27.1%	81.4%	0.0%	16.3%	872	-98.1K	-358	0.00	97.42	N/A	N/A	1	0	44	7
2009-04-17	$41.25	$37.50	84.9%	24.3%	76.2%	19.3%	0.0%	0.0%	12.6%	829	-112.7K	-335	0.00	57.21	N/A	N/A	0	0	44	7
2009-04-20	$39.45	$37.50	84.6%	24.2%	78.2%	19.1%	84.7%	0.0%	4.6%	866	-78.6K	-355	0.51	58.08	N/A	N/A	3	1	41	7
2009-04-21	$41.10	$37.50	90.5%	25.9%	76.6%	22.9%	0.0%	0.0%	1.3%	833	-103.3K	-334	0.00	94.04	N/A	N/A	1	0	44	8
2009-04-22	$41.55	$37.50	83.5%	23.9%	75.4%	18.4%	0.0%	0.0%	5.2%	1.2K	-96.0K	-380	0.00	45.34	N/A	N/A	0	0	45	8
2009-04-23	$39.90	$37.50	93.4%	26.8%	76.8%	24.8%	0.0%	0.0%	-2.5%	1.1K	-90.1K	-377	0.00	57.08	N/A	N/A	1	0	45	8
2009-04-24	$40.20	$37.50	84.0%	24.1%	75.1%	18.7%	0.0%	0.0%	1.2%	1.2K	-87.2K	-378	0.00	55.77	N/A	N/A	2	0	46	8
2009-04-27	$39.00	$37.50	74.0%	21.2%	76.3%	12.2%	0.0%	0.0%	-3.9%	1.2K	-82.2K	-376	0.00	116.06	N/A	N/A	0	0	47	8
2009-04-28	$39.60	$37.50	73.1%	21.0%	72.3%	11.6%	0.0%	0.0%	12.6%	1.4K	-86.1K	-378	0.00	52.32	N/A	N/A	0	0	47	8
2009-04-29	$40.80	$37.50	64.0%	18.3%	72.4%	5.7%	0.0%	0.0%	25.4%	1.4K	-94.2K	-371	0.00	72.51	N/A	N/A	0	0	47	8
2009-04-30	$41.25	$37.50	70.7%	20.3%	72.4%	10.1%	0.0%	0.0%	11.3%	1.4K	-102.0K	-363	10.00	73.62	N/A	N/A	0	1	47	8