ABAT Options History — October 2010

In October 2010, ABAT traded between $53.85 and $61.65. ATM implied volatility averaged 72.4%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 39.1% (HV 20d: 33.3%). 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 16 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2010-10-19: Highest Volume — 39 contracts
2010-10-14: Largest IV drop — 67.8% change
2010-10-13: Highest IV Rank — 73.2%
2010-10-01: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.23	$53.85	$61.65	$55.05	$59.25
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	72.4%	40.2%	142.7%	92.6%	50.4%
Expected Move	14.3%	10.6%	26.5%	26.5%	14.4%
HV 20d	33.3%	30.7%	36.0%	32.2%	31.7%
HV 60d	33.3%	32.4%	34.0%	32.8%	33.8%
IV Rank	22.3%	0.0%	73.2%	36.6%	7.3%
IV Percentile	39.6%	0.0%	98.4%	82.9%	7.1%
Term Structure	9.7%	-40.3%	24.9%	-40.3%	8.6%
VWIV	59.1%	41.3%	86.1%	79.0%	41.3%
Bid-Ask Spread %	51.46	10.92	90.95	50.52	63.28
Gamma HHI	0.77	0.72	0.82	0.74	0.75
Net GEX	8.4K	5.5K	11.0K	5.6K	10.8K
Net DEX	-452.4K	-614.2K	-222.4K	-229.2K	-549.8K
Net VEX	-2.9K	-3.6K	-2.1K	-2.1K	-3.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	1.43	0.00	0.00
Total Volume	9.19	0	39	6	5
Total OI	315.381	262	383	262	383

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
2010-10-01	$55.05	$37.50	92.6%	26.5%	32.2%	36.6%	0.0%	0.0%	-40.3%	5.6K	-229.2K	-2.1K	0.00	50.52	N/A	N/A	6	0	196	66
2010-10-04	$54.75	$0.00	115.3%	15.4%	32.3%	53.2%	0.0%	0.0%	-4.2%	5.5K	-281.3K	-2.4K	0.18	13.16	N/A	N/A	4	1	200	66
2010-10-05	$54.90	$0.00	109.7%	15.4%	31.7%	49.1%	0.0%	0.0%	-3.9%	5.7K	-288.6K	-2.4K	0.00	13.16	N/A	N/A	0	0	203	65
2010-10-06	$53.85	$0.00	104.3%	15.6%	32.2%	45.2%	0.0%	0.0%	-4.9%	5.6K	-222.4K	-2.1K	0.62	10.92	N/A	N/A	1	1	203	65
2010-10-07	$54.90	$0.00	99.2%	17.1%	32.9%	41.4%	0.0%	0.0%	-7.2%	5.7K	-300.2K	-2.5K	0.00	13.78	N/A	N/A	5	0	204	65
2010-10-08	$57.60	$0.00	80.0%	12.5%	35.5%	27.4%	0.0%	0.0%	24.9%	6.6K	-337.6K	-2.6K	0.01	15.68	N/A	N/A	12	0	206	65
2010-10-11	$58.05	$0.00	89.9%	10.6%	34.7%	34.6%	79.0%	0.0%	20.3%	7.6K	-371.3K	-2.6K	0.19	14.38	N/A	N/A	19	4	212	65
2010-10-12	$57.45	$37.50	122.6%	12.4%	33.9%	58.6%	0.0%	0.0%	15.8%	7.3K	-387.8K	-2.8K	0.00	60.23	N/A	N/A	2	0	224	66
2010-10-13	$58.95	$37.50	142.7%	13.4%	34.7%	73.2%	0.0%	0.0%	15.4%	8.0K	-408.4K	-2.7K	0.16	90.95	N/A	N/A	3	1	225	66
2010-10-14	$59.70	$37.50	46.0%	13.2%	30.7%	2.5%	45.0%	0.0%	19.7%	8.1K	-484.2K	-2.9K	0.00	90.38	N/A	N/A	7	0	228	66
2010-10-15	$59.40	$37.50	43.1%	12.4%	30.8%	0.4%	0.0%	0.0%	19.8%	8.5K	-535.1K	-3.0K	1.43	89.57	N/A	N/A	0	1	234	66
2010-10-18	$61.65	$37.50	55.8%	16.0%	31.9%	9.7%	44.2%	0.0%	21.3%	9.2K	-555.4K	-3.0K	0.21	62.18	N/A	N/A	13	3	233	66
2010-10-19	$59.10	$37.50	45.0%	12.9%	35.8%	1.8%	86.1%	0.0%	21.8%	8.4K	-534.4K	-3.0K	0.16	62.91	N/A	N/A	34	5	243	68
2010-10-20	$60.00	$37.50	44.5%	12.7%	35.8%	1.4%	0.0%	0.0%	12.4%	10.2K	-517.7K	-3.2K	0.14	60.74	N/A	N/A	23	3	270	73
2010-10-21	$60.15	$37.50	45.5%	13.1%	35.3%	2.2%	41.3%	0.0%	16.6%	10.5K	-566.2K	-3.5K	0.11	60.95	N/A	N/A	18	2	281	76
2010-10-22	$59.40	$37.50	40.2%	11.5%	36.0%	0.0%	0.0%	0.0%	11.8%	10.6K	-578.0K	-3.6K	0.00	61.19	N/A	N/A	10	0	292	78
2010-10-25	$59.85	$37.50	44.2%	12.7%	34.3%	2.9%	0.0%	0.0%	11.8%	10.6K	-584.9K	-3.5K	0.28	61.19	N/A	N/A	2	1	290	78
2010-10-26	$59.70	$37.50	48.7%	14.0%	32.1%	6.1%	0.0%	0.0%	15.5%	11.0K	-614.2K	-3.6K	0.16	61.86	N/A	N/A	2	0	298	79
2010-10-27	$59.40	$37.50	48.8%	14.0%	32.2%	6.2%	0.0%	0.0%	14.3%	10.3K	-587.8K	-3.6K	0.61	61.73	N/A	N/A	2	1	299	79
2010-10-28	$59.70	$37.50	50.8%	14.6%	32.0%	7.6%	0.0%	0.0%	14.7%	10.5K	-565.8K	-3.5K	0.00	61.86	N/A	N/A	2	0	300	81
2010-10-29	$59.25	$37.50	50.4%	14.4%	31.7%	7.3%	0.0%	0.0%	8.6%	10.8K	-549.8K	-3.4K	0.00	63.28	N/A	N/A	5	0	302	81