ABAT Options History — May 2010

In May 2010, ABAT traded between $46.20 and $54.00. ATM implied volatility averaged 75.6%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 28.5% (HV 20d: 47.1%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2010-05-14: Highest Volume — 21 contracts
2010-05-06: Largest IV spike — 49.2% change
2010-05-12: Highest IV Rank — 56.0%
2010-05-06: Largest Expected Move — 30.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.12	$46.20	$54.00	$51.30	$49.20
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	75.6%	58.9%	114.1%	72.9%	73.5%
Expected Move	19.3%	16.7%	30.6%	20.9%	21.1%
HV 20d	47.1%	23.0%	59.0%	23.0%	58.5%
HV 60d	39.7%	34.1%	42.4%	34.7%	42.4%
IV Rank	26.3%	13.3%	56.0%	23.7%	25.3%
IV Percentile	43.7%	12.3%	92.5%	46.4%	52.4%
Term Structure	-1.8%	-20.2%	33.0%	-16.5%	-20.2%
VWIV	69.5%	53.9%	102.7%	69.9%	61.0%
Bid-Ask Spread %	21.16	9.30	91.76	13.20	18.11
Gamma HHI	0.77	0.56	0.96	0.78	0.82
Net GEX	3.1K	1.9K	4.9K	2.2K	4.5K
Net DEX	38.5K	-291.1K	177.9K	146.3K	-175.8K
Net VEX	-2.0K	-3.8K	-1.1K	-1.2K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	6.68	0.25	0.00
Total Volume	7.3	0	21	16	0
Total OI	518	483	542	483	535

Daily Data (20 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
2010-05-03	$51.30	$37.50	72.9%	20.9%	23.0%	23.7%	69.9%	0.0%	-16.5%	2.2K	146.3K	-1.2K	0.25	13.20	N/A	N/A	13	3	362	121
2010-05-04	$51.15	$37.50	76.1%	21.8%	23.0%	26.2%	74.5%	0.0%	-19.0%	3.0K	121.4K	-1.5K	0.00	9.30	N/A	N/A	9	0	370	123
2010-05-05	$48.90	$37.50	71.6%	20.5%	26.8%	22.7%	0.0%	0.0%	-18.4%	1.9K	154.4K	-1.1K	1.52	13.64	N/A	N/A	2	3	371	123
2010-05-06	$46.35	$37.50	106.8%	30.6%	30.8%	50.2%	83.2%	0.0%	33.0%	2.3K	177.9K	-1.3K	6.68	63.91	N/A	N/A	2	11	371	125
2010-05-07	$46.20	$37.50	85.3%	16.7%	30.2%	33.4%	0.0%	0.0%	5.4%	2.1K	177.7K	-1.3K	0.00	91.76	N/A	N/A	2	0	372	130
2010-05-10	$50.10	$37.50	109.7%	17.2%	44.5%	52.5%	55.1%	0.0%	13.0%	2.5K	150.9K	-1.5K	0.10	16.46	N/A	N/A	13	1	372	130
2010-05-11	$53.70	$37.50	107.9%	18.3%	51.6%	51.0%	57.5%	0.0%	8.6%	4.7K	-31.0K	-2.9K	0.08	16.61	N/A	N/A	12	1	372	130
2010-05-12	$54.00	$37.50	114.1%	19.5%	51.7%	56.0%	0.0%	0.0%	5.3%	4.4K	-258.6K	-3.7K	0.05	17.96	N/A	N/A	6	0	381	130
2010-05-13	$54.00	$37.50	59.3%	17.0%	51.7%	13.7%	0.0%	0.0%	14.5%	4.9K	-9.5K	-2.6K	1.18	14.24	N/A	N/A	1	1	386	130
2010-05-14	$52.05	$37.50	59.6%	17.1%	51.9%	13.9%	53.9%	0.0%	-18.3%	3.8K	-291.1K	-3.8K	0.00	16.14	N/A	N/A	21	0	387	131
2010-05-17	$52.05	$37.50	62.3%	17.8%	51.1%	16.1%	0.0%	0.0%	-1.3%	3.9K	56.6K	-1.9K	0.31	15.18	N/A	N/A	4	1	399	131
2010-05-18	$52.35	$37.50	61.7%	17.7%	50.6%	15.7%	102.7%	0.0%	5.0%	4.6K	-259.3K	-3.8K	0.00	10.85	N/A	N/A	12	0	402	132
2010-05-19	$49.35	$37.50	61.3%	17.6%	54.4%	15.4%	67.5%	0.0%	3.2%	3.0K	95.4K	-1.7K	0.26	12.33	N/A	N/A	7	2	405	132
2010-05-20	$47.85	$37.50	63.8%	18.3%	55.1%	17.4%	0.0%	0.0%	5.4%	2.5K	125.5K	-1.4K	0.00	13.18	N/A	N/A	1	0	407	134
2010-05-21	$49.20	$37.50	58.9%	16.9%	56.4%	13.3%	61.0%	0.0%	10.0%	2.7K	112.2K	-1.6K	0.00	13.97	N/A	N/A	5	0	408	134
2010-05-24	$48.00	$37.50	67.5%	19.4%	56.8%	20.4%	0.0%	0.0%	-10.4%	2.4K	129.0K	-1.3K	0.42	16.01	N/A	N/A	2	1	394	133
2010-05-25	$47.70	$37.50	65.0%	18.6%	56.8%	18.4%	0.0%	0.0%	-4.8%	2.6K	128.3K	-1.4K	0.00	14.46	N/A	N/A	6	0	396	133
2010-05-26	$48.60	$37.50	67.7%	19.4%	57.5%	20.5%	0.0%	0.0%	-16.6%	2.5K	111.4K	-1.4K	0.00	17.80	N/A	N/A	3	0	400	133
2010-05-27	$50.25	$37.50	66.4%	19.0%	59.0%	19.5%	0.0%	0.0%	-13.7%	2.3K	108.4K	-1.1K	0.00	18.11	N/A	N/A	1	0	402	133
2010-05-28	$49.20	$37.50	73.5%	21.1%	58.5%	25.3%	0.0%	0.0%	-20.2%	4.5K	-175.8K	-3.2K	0.00	18.11	N/A	N/A	0	0	402	133