ABAT Options History — June 2011

In June 2011, ABAT traded between $12.15 and $22.80. ATM implied volatility averaged 137.5%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 37.1%. IV traded above realized volatility by 74.5% (HV 20d: 63.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 2.75.

Notable Days

2011-06-17: Highest Volume — 35 contracts
2011-06-09: Largest IV drop — 35.2% change
2011-06-29: Highest IV Rank — 100.0%
2011-06-29: Largest Expected Move — 56.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.03	$12.15	$22.80	$22.80	$14.85
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	137.5%	104.9%	198.2%	104.9%	171.4%
Expected Move	37.1%	26.3%	56.8%	30.1%	49.2%
HV 20d	63.0%	48.8%	118.5%	69.8%	118.5%
HV 60d	122.9%	78.0%	136.6%	133.1%	95.5%
IV Rank	66.6%	45.0%	100.0%	45.0%	83.2%
IV Percentile	88.4%	76.2%	100.0%	77.8%	98.0%
Term Structure	1.8%	-75.4%	50.6%	-22.2%	-75.4%
Bid-Ask Spread %	9.60	7.07	11.91	7.07	7.27
Gamma HHI	0.96	0.84	1.00	0.91	1.00
Net GEX	-33	-182	0	-91	0
Net DEX	843.8K	456.3K	1.1M	1.1M	556.9K
Net VEX	-187	-651	0	-609	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.75	0.00	25.50	0.20	0.17
Total Volume	10.727	0	35	0	29
Total OI	1,244.545	842	1,523	1,489	891

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
2011-06-01	$22.80	$37.50	104.9%	30.1%	69.8%	45.0%	0.0%	0.0%	-22.2%	-91	1.1M	-609	0.00	7.07	N/A	N/A	0	0	934	555
2011-06-02	$22.50	$37.50	118.1%	33.9%	64.2%	54.0%	0.0%	0.0%	-25.0%	-92	1.1M	-600	0.20	7.93	N/A	N/A	7	1	934	555
2011-06-03	$21.75	$37.50	128.1%	26.3%	58.8%	60.9%	0.0%	0.0%	50.6%	-98	1.1M	-582	0.00	11.10	N/A	N/A	0	0	939	556
2011-06-06	$21.45	$37.50	121.1%	26.9%	58.9%	56.1%	0.0%	0.0%	47.1%	-94	1.1M	-567	0.06	10.53	N/A	N/A	12	1	939	556
2011-06-07	$20.70	$37.50	153.5%	28.5%	48.8%	78.3%	0.0%	0.0%	33.0%	-91	1.0M	-560	0.00	10.80	N/A	N/A	3	0	948	542
2011-06-08	$19.65	$37.50	164.0%	29.8%	51.2%	85.5%	0.0%	0.0%	35.0%	-73	951.0K	-534	25.50	10.45	N/A	N/A	1	24	950	542
2011-06-09	$19.80	$37.50	106.3%	30.5%	50.4%	45.9%	0.0%	0.0%	40.6%	-182	970.6K	-651	1.17	9.92	N/A	N/A	1	1	951	560
2011-06-10	$17.70	$37.50	114.2%	32.7%	57.0%	51.3%	0.0%	0.0%	30.1%	0	991.3K	0	1.08	9.39	N/A	N/A	3	4	952	560
2011-06-13	$18.00	$37.50	121.5%	34.8%	53.4%	56.4%	0.0%	0.0%	26.3%	0	1.0M	0	0.40	9.91	N/A	N/A	5	2	954	563
2011-06-14	$18.45	$37.50	126.1%	36.2%	51.8%	59.5%	0.0%	0.0%	8.8%	0	1.0M	0	13.00	9.40	N/A	N/A	0	1	959	564
2011-06-15	$17.40	$37.50	120.2%	34.5%	54.4%	55.5%	0.0%	0.0%	24.0%	0	979.3K	0	0.44	10.75	N/A	N/A	8	4	959	563
2011-06-16	$17.85	$37.50	124.6%	35.7%	52.9%	58.5%	0.0%	0.0%	-18.4%	0	985.1K	0	0.00	11.91	N/A	N/A	0	9	956	552
2011-06-17	$16.65	$37.50	116.6%	33.4%	56.4%	53.0%	0.0%	0.0%	36.9%	0	921.0K	0	0.00	9.65	N/A	N/A	0	35	956	553
2011-06-20	$17.40	$37.50	141.9%	40.7%	60.3%	70.3%	0.0%	0.0%	-21.6%	0	642.3K	0	0.38	8.93	N/A	N/A	9	3	473	369
2011-06-21	$18.00	$37.50	137.3%	39.4%	62.6%	67.2%	0.0%	0.0%	-7.3%	0	665.2K	0	0.58	11.91	N/A	N/A	1	0	481	370
2011-06-22	$17.10	$37.50	133.2%	38.2%	64.0%	64.4%	0.0%	0.0%	-9.7%	0	632.0K	0	0.18	9.65	N/A	N/A	20	3	481	370
2011-06-23	$16.50	$37.50	144.0%	41.3%	64.5%	71.8%	0.0%	0.0%	-12.0%	0	612.9K	0	0.00	9.44	N/A	N/A	0	0	500	371
2011-06-24	$16.05	$37.50	142.3%	40.8%	63.3%	70.6%	0.0%	0.0%	-14.3%	0	596.2K	0	0.04	8.12	N/A	N/A	2	0	500	371
2011-06-27	$16.05	$37.50	153.1%	43.9%	63.0%	78.0%	0.0%	0.0%	-21.3%	0	596.2K	0	0.00	10.26	N/A	N/A	21	0	501	371
2011-06-28	$13.95	$37.50	183.7%	52.7%	76.5%	99.0%	0.0%	0.0%	-28.3%	0	518.2K	0	3.51	8.82	N/A	N/A	4	15	517	371
2011-06-29	$12.15	$37.50	198.2%	56.8%	85.1%	100.0%	0.0%	0.0%	-36.1%	0	456.3K	0	0.09	7.95	N/A	N/A	6	1	515	376
2011-06-30	$14.85	$37.50	171.4%	49.2%	118.5%	83.2%	0.0%	0.0%	-75.4%	0	556.9K	0	0.17	7.27	N/A	N/A	25	4	516	375