ABAT Options History — August 2009

In August 2009, ABAT traded between $60.30 and $73.95. ATM implied volatility averaged 70.3%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 1.3% (HV 20d: 69.0%). 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 12 of 21 days. Put/call ratio averaged 0.07.

Notable Days

2009-08-03: Highest Volume — 183 contracts
2009-08-07: Largest IV spike — 55.0% change
2009-08-10: Highest IV Rank — 26.9%
2009-08-26: Largest Expected Move — 25.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.47	$60.30	$73.95	$69.75	$60.45
Max Pain	$39.29	$37.50	$75.00	$75.00	$37.50
ATM IV	70.3%	51.2%	93.6%	76.6%	52.7%
Expected Move	19.9%	14.7%	25.5%	22.0%	15.1%
HV 20d	69.0%	53.9%	80.0%	55.6%	67.2%
HV 60d	63.5%	59.2%	67.1%	67.1%	62.7%
IV Rank	12.2%	0.1%	26.9%	16.2%	1.1%
IV Percentile	12.3%	0.4%	39.3%	16.3%	0.8%
Term Structure	1.2%	-9.3%	17.2%	-0.9%	7.6%
VWIV	81.7%	55.5%	134.7%	98.9%	64.9%
Bid-Ask Spread %	37.76	15.18	85.42	26.30	19.27
Gamma HHI	0.58	0.48	0.72	0.72	0.48
Net GEX	20.2K	10.7K	26.3K	10.7K	12.4K
Net DEX	-1.2M	-1.7M	-783.1K	-783.1K	-829.8K
Net VEX	-5.4K	-6.4K	-2.7K	-2.7K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.37	0.02	0.07
Total Volume	28	0	183	183	21
Total OI	516.857	273	577	273	551

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
2009-08-03	$69.75	$75.00	76.6%	22.0%	55.6%	16.2%	98.9%	0.0%	-0.9%	10.7K	-783.1K	-2.7K	0.02	26.30	N/A	N/A	180	3	228	45
2009-08-04	$73.05	$37.50	61.2%	17.5%	53.9%	6.4%	61.3%	0.0%	17.2%	18.4K	-1.5M	-5.3K	0.07	36.78	N/A	N/A	38	3	388	46
2009-08-05	$73.95	$37.50	69.4%	19.9%	53.9%	11.6%	69.6%	0.0%	5.8%	20.0K	-1.4M	-5.6K	0.08	43.43	N/A	N/A	40	3	384	49
2009-08-06	$70.05	$37.50	59.9%	17.2%	59.1%	5.6%	63.0%	0.0%	11.1%	23.2K	-1.3M	-5.5K	0.01	65.86	N/A	N/A	50	0	419	50
2009-08-07	$71.40	$37.50	92.8%	24.8%	57.1%	26.4%	90.3%	0.0%	-5.6%	23.2K	-1.6M	-6.3K	0.37	23.51	N/A	N/A	10	4	452	50
2009-08-10	$72.45	$37.50	93.6%	23.5%	54.3%	26.9%	82.0%	0.0%	-8.1%	25.0K	-1.7M	-6.4K	0.11	23.98	N/A	N/A	13	1	455	52
2009-08-11	$68.40	$37.50	68.5%	20.6%	58.3%	11.0%	72.5%	0.0%	3.4%	26.1K	-1.4M	-5.9K	0.07	37.13	N/A	N/A	17	1	463	53
2009-08-12	$62.10	$37.50	74.9%	19.4%	68.4%	15.1%	74.0%	0.0%	2.7%	16.8K	-1.1M	-5.4K	0.05	51.42	N/A	N/A	58	3	475	54
2009-08-13	$67.35	$37.50	64.9%	18.6%	73.7%	8.8%	0.0%	0.0%	2.5%	26.3K	-1.3M	-5.8K	0.24	85.42	N/A	N/A	5	1	492	54
2009-08-14	$63.15	$37.50	65.5%	18.8%	78.0%	9.1%	67.2%	0.0%	3.5%	19.1K	-1.1M	-5.7K	0.01	37.83	N/A	N/A	20	0	492	53
2009-08-17	$60.45	$37.50	74.2%	21.3%	79.7%	14.7%	89.0%	0.0%	-0.6%	17.2K	-1.1M	-5.5K	0.02	46.37	N/A	N/A	11	0	509	53
2009-08-18	$60.30	$37.50	77.8%	22.3%	79.7%	16.9%	77.8%	0.0%	0.9%	18.2K	-1.0M	-5.6K	0.01	37.77	N/A	N/A	5	0	517	53
2009-08-19	$61.80	$37.50	70.5%	20.2%	80.0%	12.3%	79.5%	0.0%	-2.6%	18.8K	-1.0M	-5.2K	0.06	40.77	N/A	N/A	20	1	519	53
2009-08-20	$62.25	$37.50	64.1%	18.4%	77.7%	8.3%	72.6%	0.0%	0.4%	19.3K	-1.1M	-5.6K	0.00	40.36	N/A	N/A	1	0	524	52
2009-08-21	$63.75	$37.50	68.3%	19.6%	78.1%	10.9%	0.0%	0.0%	3.2%	21.9K	-1.1M	-5.7K	0.00	36.73	N/A	N/A	0	0	525	52
2009-08-24	$65.25	$37.50	51.2%	14.7%	75.9%	0.1%	55.5%	0.0%	12.4%	24.5K	-963.0K	-5.3K	0.30	15.18	N/A	N/A	3	1	463	49
2009-08-25	$63.15	$37.50	65.1%	18.7%	75.7%	8.9%	134.7%	0.0%	-7.9%	21.3K	-958.9K	-5.6K	0.03	41.02	N/A	N/A	42	1	465	49
2009-08-26	$62.10	$37.50	89.0%	25.5%	74.4%	24.0%	102.2%	0.0%	-9.3%	20.3K	-1.1M	-5.3K	0.00	46.05	N/A	N/A	3	0	507	50
2009-08-27	$61.65	$37.50	68.8%	19.7%	74.0%	11.2%	106.0%	0.0%	-8.0%	21.2K	-1.1M	-5.2K	0.00	20.70	N/A	N/A	28	0	508	50
2009-08-28	$62.10	$37.50	67.1%	19.2%	73.9%	10.2%	90.4%	0.0%	-3.0%	21.3K	-1.1M	-5.1K	0.00	17.12	N/A	N/A	1	0	501	50
2009-08-31	$60.45	$37.50	52.7%	15.1%	67.2%	1.1%	64.9%	0.0%	7.6%	12.4K	-829.8K	-4.1K	0.07	19.27	N/A	N/A	20	1	501	50