ABAT Options History — December 2011

In December 2011, ABAT traded between $4.50 and $13.50. ATM implied volatility averaged 169.8%, placing in the 57.8% IV rank vs the trailing year. The 30-day expected move averaged 49.4%. IV traded below realized volatility by 281.6% (HV 20d: 451.4%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2011-12-05: Highest Volume — 4 contracts
2011-12-05: Largest IV drop — 100.0% change
2011-12-06: Highest IV Rank — 100.0%
2011-12-19: Largest Expected Move — 75.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.92	$4.50	$13.50	$4.95	$6.45
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	169.8%	97.9%	268.9%	141.2%	178.0%
Expected Move	49.4%	40.0%	75.6%	51.3%	51.0%
HV 20d	451.4%	379.0%	509.3%	381.8%	509.2%
HV 60d	262.0%	224.3%	293.9%	225.0%	293.9%
IV Rank	57.8%	25.5%	100.0%	60.0%	60.4%
IV Percentile	82.0%	32.3%	100.0%	76.2%	89.9%
Term Structure	-5.3%	-96.3%	30.1%	-37.6%	30.1%
Bid-Ask Spread %	98.56	88.35	155.43	89.82	91.06
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	0	0	0
Net DEX	68.5K	35.4K	188.6K	70.1K	36.3K
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.00	0.00	0.00
Total Volume	0.45	0	4	3	0
Total OI	440.8	290	570	570	290

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2011-12-02	$4.95	$37.50	141.2%	0.0%	381.8%	60.0%	0.0%	0.0%	0.0%	70.1K	0.00	89.82	N/A	N/A	3	0	428	142
2011-12-05	$4.95	$37.50	0.0%	0.0%	380.8%	0.0%	0.0%	0.0%	0.0%	70.1K	0.00	90.23	N/A	N/A	4	0	426	142
2011-12-06	$4.65	$37.50	268.9%	0.0%	380.6%	100.0%	0.0%	0.0%	0.0%	64.9K	0.00	90.73	N/A	N/A	0	0	423	140
2011-12-07	$4.50	$37.50	97.9%	0.0%	379.0%	25.5%	0.0%	0.0%	0.0%	62.9K	0.00	88.35	N/A	N/A	0	0	423	140
2011-12-08	$4.50	$37.50	0.0%	0.0%	379.7%	0.0%	0.0%	0.0%	0.0%	62.9K	0.00	89.26	N/A	N/A	0	0	423	140
2011-12-09	$4.50	$37.50	0.0%	0.0%	380.1%	0.0%	0.0%	0.0%	0.0%	62.9K	0.00	89.26	N/A	N/A	0	0	422	140
2011-12-12	$5.25	$37.50	0.0%	0.0%	387.2%	0.0%	0.0%	0.0%	0.0%	73.3K	0.00	109.03	N/A	N/A	0	0	422	140
2011-12-13	$7.20	$37.50	181.5%	0.0%	408.3%	61.9%	0.0%	0.0%	0.0%	100.6K	0.00	109.41	N/A	N/A	0	0	422	140
2011-12-14	$9.90	$37.50	179.0%	51.3%	427.5%	60.8%	0.0%	0.0%	-37.6%	138.3K	0.00	109.83	N/A	N/A	0	0	422	140
2011-12-15	$13.50	$37.50	178.0%	51.0%	442.8%	60.4%	0.0%	0.0%	-6.6%	188.6K	2.00	108.13	N/A	N/A	0	1	422	140
2011-12-16	$6.90	$37.50	132.9%	0.0%	502.5%	40.8%	0.0%	0.0%	0.0%	95.9K	0.00	109.41	N/A	N/A	0	0	422	139
2011-12-19	$8.25	$37.50	263.7%	75.6%	507.9%	97.7%	0.0%	0.0%	-96.3%	46.4K	0.00	93.05	N/A	N/A	0	0	235	56
2011-12-20	$8.55	$37.50	139.4%	40.0%	508.3%	43.6%	0.0%	0.0%	23.4%	48.1K	0.00	91.66	N/A	N/A	0	0	235	56
2011-12-21	$7.95	$37.50	147.2%	42.2%	508.3%	47.0%	0.0%	0.0%	26.5%	44.7K	0.00	91.41	N/A	N/A	0	0	235	56
2011-12-22	$8.40	$37.50	142.7%	40.9%	509.1%	45.0%	0.0%	0.0%	23.4%	47.3K	0.00	91.66	N/A	N/A	0	0	235	56
2011-12-23	$7.95	$37.50	149.0%	42.7%	507.8%	47.8%	0.0%	0.0%	0.0%	44.7K	0.00	155.43	N/A	N/A	0	0	235	56
2011-12-27	$6.90	$37.50	167.4%	48.0%	509.3%	55.8%	0.0%	0.0%	30.1%	38.8K	0.00	91.29	N/A	N/A	0	0	235	56
2011-12-28	$6.75	$37.50	170.8%	49.0%	508.7%	57.3%	0.0%	0.0%	0.0%	38.0K	0.00	91.17	N/A	N/A	0	0	235	56
2011-12-29	$6.30	$37.50	179.6%	51.5%	508.7%	61.1%	0.0%	0.0%	0.0%	35.4K	0.00	91.06	N/A	N/A	1	0	235	56
2011-12-30	$6.45	$37.50	178.0%	51.0%	509.2%	60.4%	0.0%	0.0%	0.0%	36.3K	0.00	91.06	N/A	N/A	0	0	234	56