ABAT Options History — June 2009

In June 2009, ABAT traded between $52.35 and $63.60. ATM implied volatility averaged 92.1%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 21.4% (HV 20d: 70.7%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.27.

Notable Days

2009-06-10: Highest Volume — 57 contracts
2009-06-22: Largest IV spike — 63.6% change
2009-06-10: Highest IV Rank — 52.4%
2009-06-04: Largest Expected Move — 32.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.57	$52.35	$63.60	$54.75	$60.45
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	92.1%	64.5%	135.8%	76.3%	65.8%
Expected Move	25.0%	18.5%	32.8%	21.9%	18.9%
HV 20d	70.7%	57.2%	99.1%	99.1%	65.3%
HV 60d	79.2%	73.5%	80.9%	79.5%	73.5%
IV Rank	24.0%	6.0%	52.4%	13.7%	6.9%
IV Percentile	33.7%	2.0%	88.5%	11.5%	3.2%
Term Structure	-4.6%	-35.9%	36.9%	10.6%	36.9%
VWIV	89.1%	57.5%	120.2%	67.9%	60.4%
Bid-Ask Spread %	51.75	18.23	108.47	21.83	24.73
Gamma HHI	0.53	0.44	0.70	0.44	0.51
Net GEX	3.6K	1.7K	6.7K	1.7K	3.8K
Net DEX	-399.2K	-602.3K	-246.0K	-246.0K	-512.3K
Net VEX	-1.9K	-2.5K	-1.5K	-1.5K	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	2.73	0.47	0.00
Total Volume	13	2	57	3	13
Total OI	235.773	163	296	163	270

Daily Data (22 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
2009-06-01	$54.75	$37.50	76.3%	21.9%	99.1%	13.7%	67.9%	0.0%	10.6%	1.7K	-246.0K	-1.5K	0.47	21.83	N/A	N/A	2	1	126	37
2009-06-02	$57.75	$37.50	96.3%	27.6%	80.4%	26.7%	0.0%	0.0%	-22.8%	2.1K	-290.6K	-1.6K	0.88	36.10	N/A	N/A	11	9	127	38
2009-06-03	$54.90	$37.50	110.0%	31.5%	83.1%	35.6%	0.0%	0.0%	18.8%	2.6K	-256.7K	-1.5K	0.26	65.83	N/A	N/A	5	1	133	36
2009-06-04	$55.80	$37.50	114.4%	32.8%	81.0%	38.5%	0.0%	0.0%	-32.7%	2.5K	-291.6K	-1.7K	0.06	66.45	N/A	N/A	2	0	138	37
2009-06-05	$56.55	$37.50	86.5%	21.0%	81.0%	20.3%	0.0%	0.0%	29.3%	2.5K	-317.7K	-1.7K	2.73	108.47	N/A	N/A	1	3	140	37
2009-06-08	$55.65	$37.50	125.3%	23.4%	77.5%	45.5%	86.8%	0.0%	25.2%	2.4K	-264.8K	-1.6K	0.00	92.27	N/A	N/A	8	0	139	40
2009-06-09	$57.30	$37.50	84.9%	23.9%	75.6%	19.3%	97.1%	0.0%	-16.4%	2.8K	-332.9K	-1.8K	0.00	80.48	N/A	N/A	8	0	146	40
2009-06-10	$59.25	$37.50	135.8%	25.6%	61.0%	52.4%	101.7%	0.0%	-23.2%	3.4K	-373.8K	-1.8K	0.04	67.05	N/A	N/A	55	2	154	40
2009-06-11	$63.15	$37.50	88.8%	25.5%	57.4%	21.8%	92.5%	0.0%	-2.7%	4.9K	-486.8K	-2.0K	0.09	23.06	N/A	N/A	48	4	196	41
2009-06-12	$63.60	$37.50	88.1%	25.3%	57.2%	21.4%	83.0%	0.0%	-3.4%	6.3K	-575.1K	-2.5K	0.09	42.50	N/A	N/A	7	1	228	41
2009-06-15	$57.30	$37.50	89.2%	25.6%	67.1%	22.1%	74.3%	0.0%	-21.7%	5.2K	-483.9K	-2.3K	0.51	35.54	N/A	N/A	14	7	232	42
2009-06-16	$56.70	$37.50	87.8%	25.2%	66.7%	21.2%	99.1%	0.0%	-13.0%	4.2K	-411.9K	-2.0K	0.00	27.05	N/A	N/A	16	0	243	45
2009-06-17	$56.70	$37.50	67.7%	19.4%	64.7%	8.1%	88.8%	0.0%	14.6%	4.3K	-415.2K	-1.9K	0.31	70.35	N/A	N/A	2	1	248	45
2009-06-18	$55.95	$37.50	97.4%	27.9%	64.8%	27.4%	0.0%	0.0%	-14.4%	4.5K	-421.6K	-1.9K	0.00	72.24	N/A	N/A	5	0	250	45
2009-06-19	$56.25	$37.50	64.5%	18.5%	64.4%	6.0%	57.5%	0.0%	5.6%	3.2K	-446.6K	-2.0K	0.30	63.00	N/A	N/A	2	1	251	45
2009-06-22	$52.35	$37.50	105.5%	30.3%	69.4%	32.7%	120.2%	0.0%	-35.9%	3.4K	-299.3K	-1.5K	0.09	101.25	N/A	N/A	13	1	207	45
2009-06-23	$54.30	$37.50	88.4%	25.3%	67.5%	21.5%	94.5%	0.0%	-32.6%	2.7K	-395.8K	-2.1K	0.01	18.23	N/A	N/A	7	0	213	45
2009-06-24	$56.70	$37.50	90.1%	25.8%	69.4%	22.7%	0.0%	0.0%	-6.8%	2.7K	-409.0K	-2.1K	0.03	19.16	N/A	N/A	5	0	210	45
2009-06-25	$59.85	$37.50	94.0%	27.0%	67.7%	25.2%	101.8%	0.0%	-17.0%	3.0K	-434.1K	-2.1K	0.14	42.15	N/A	N/A	18	3	209	45
2009-06-26	$60.90	$37.50	99.3%	28.5%	67.7%	28.6%	111.0%	0.0%	-26.8%	6.7K	-602.3K	-2.5K	0.00	38.33	N/A	N/A	7	0	223	47
2009-06-29	$60.30	$37.50	69.9%	20.0%	67.8%	9.5%	60.4%	0.0%	28.0%	3.2K	-515.5K	-2.1K	0.00	22.35	N/A	N/A	3	0	221	47
2009-06-30	$60.45	$37.50	65.8%	18.9%	65.3%	6.9%	0.0%	0.0%	36.9%	3.8K	-512.3K	-2.0K	0.00	24.73	N/A	N/A	13	0	223	47