ABAT Options History — April 2010

In April 2010, ABAT traded between $52.50 and $58.50. ATM implied volatility averaged 74.4%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 37.7% (HV 20d: 36.7%). 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 8 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2010-04-20: Highest Volume — 17 contracts
2010-04-15: Largest IV drop — 61.1% change
2010-04-14: Highest IV Rank — 71.3%
2010-04-28: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.00	$52.50	$58.50	$56.55	$52.50
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	74.4%	52.1%	133.7%	57.0%	73.4%
Expected Move	17.0%	11.5%	21.4%	16.3%	21.1%
HV 20d	36.7%	26.3%	40.4%	38.2%	26.3%
HV 60d	38.6%	35.7%	42.3%	42.3%	36.2%
IV Rank	24.8%	7.4%	71.3%	11.2%	24.1%
IV Percentile	40.9%	6.3%	96.0%	10.3%	48.8%
Term Structure	3.0%	-24.8%	31.6%	-16.5%	-24.8%
VWIV	50.3%	40.1%	72.9%	69.2%	72.9%
Bid-Ask Spread %	10.48	8.35	12.03	11.01	11.61
Gamma HHI	0.93	0.80	0.99	0.98	0.81
Net GEX	8.4K	3.6K	10.2K	9.2K	3.6K
Net DEX	-265.0K	-445.0K	49.0K	-276.9K	49.0K
Net VEX	-3.9K	-4.7K	-1.9K	-4.2K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.00	5.00	0.00	0.00
Total Volume	7.333	0	17	3	16
Total OI	448.286	423	491	423	491

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
2010-04-01	$56.55	$37.50	57.0%	16.3%	38.2%	11.2%	0.0%	0.0%	-16.5%	9.2K	-276.9K	-4.2K	0.00	11.01	N/A	N/A	3	0	317	106
2010-04-05	$58.50	$37.50	63.8%	12.8%	40.2%	16.6%	0.0%	0.0%	29.9%	10.1K	-399.0K	-4.7K	0.00	9.62	N/A	N/A	3	0	320	106
2010-04-06	$57.90	$37.50	62.8%	12.6%	40.3%	15.8%	0.0%	0.0%	23.0%	9.9K	-351.6K	-4.6K	1.82	11.93	N/A	N/A	1	1	320	106
2010-04-07	$57.30	$37.50	69.5%	11.5%	40.4%	21.1%	0.0%	0.0%	30.3%	8.9K	-388.9K	-4.6K	0.00	9.66	N/A	N/A	5	0	321	107
2010-04-08	$57.60	$37.50	75.4%	16.3%	38.5%	25.7%	69.2%	0.0%	-0.8%	9.7K	-379.7K	-4.7K	0.01	10.46	N/A	N/A	6	0	321	107
2010-04-09	$58.05	$37.50	82.9%	15.7%	38.6%	31.5%	0.0%	0.0%	29.5%	10.1K	-410.6K	-4.7K	0.00	10.46	N/A	N/A	3	0	327	107
2010-04-12	$57.15	$37.50	96.6%	12.1%	38.8%	42.2%	41.3%	0.0%	25.1%	9.5K	-369.2K	-4.5K	0.00	8.35	N/A	N/A	4	0	327	107
2010-04-13	$58.05	$37.50	117.2%	12.8%	39.2%	58.3%	40.1%	0.0%	31.6%	9.6K	-407.7K	-4.6K	0.00	11.93	N/A	N/A	9	0	330	107
2010-04-14	$57.90	$37.50	133.7%	16.2%	37.4%	71.3%	40.9%	0.0%	31.4%	10.0K	-445.0K	-4.7K	0.04	10.46	N/A	N/A	5	0	335	107
2010-04-15	$57.75	$37.50	52.1%	14.9%	37.0%	7.4%	41.8%	0.0%	31.1%	10.2K	-436.1K	-4.6K	0.00	10.46	N/A	N/A	1	0	338	107
2010-04-16	$55.80	$37.50	61.1%	17.5%	37.5%	14.5%	46.2%	0.0%	-6.6%	9.5K	-261.6K	-4.0K	0.12	9.61	N/A	N/A	11	1	338	107
2010-04-19	$54.30	$37.50	61.1%	17.5%	38.3%	14.4%	0.0%	0.0%	-7.3%	4.0K	15.4K	-2.3K	0.12	8.53	N/A	N/A	7	1	328	107
2010-04-20	$55.35	$37.50	61.3%	17.6%	39.3%	14.6%	0.0%	0.0%	-6.2%	9.6K	-259.7K	-4.0K	0.26	10.49	N/A	N/A	14	3	332	108
2010-04-21	$54.90	$37.50	65.4%	18.7%	39.1%	17.8%	0.0%	0.0%	-9.5%	10.1K	-184.2K	-3.8K	5.00	9.65	N/A	N/A	0	1	345	111
2010-04-22	$55.05	$37.50	65.5%	18.8%	38.7%	17.9%	0.0%	0.0%	-9.2%	9.2K	-383.7K	-4.6K	0.00	10.49	N/A	N/A	13	0	345	112
2010-04-23	$54.60	$37.50	69.4%	19.9%	36.5%	21.0%	0.0%	0.0%	-20.3%	9.9K	-165.6K	-3.6K	2.00	12.03	N/A	N/A	2	3	348	112
2010-04-26	$54.60	$37.50	73.3%	21.0%	35.2%	24.0%	0.0%	0.0%	-22.9%	10.0K	-159.9K	-3.5K	0.15	10.49	N/A	N/A	13	2	349	111
2010-04-27	$54.15	$37.50	71.2%	20.4%	33.3%	22.4%	0.0%	0.0%	-13.4%	3.7K	-266.6K	-3.6K	0.08	10.92	N/A	N/A	15	1	360	113
2010-04-28	$53.85	$37.50	74.6%	21.4%	31.0%	25.1%	0.0%	0.0%	-16.1%	4.7K	-50.0K	-2.5K	2.75	10.92	N/A	N/A	3	7	369	114
2010-04-29	$54.15	$37.50	74.3%	21.3%	26.7%	24.8%	72.9%	0.0%	-15.3%	4.7K	-34.0K	-2.6K	0.00	10.92	N/A	N/A	0	0	370	121
2010-04-30	$52.50	$37.50	73.4%	21.1%	26.3%	24.1%	0.0%	0.0%	-24.8%	3.6K	49.0K	-1.9K	0.00	11.61	N/A	N/A	16	0	370	121