ABAT Options History — January 2012

In January 2012, ABAT traded between $6.00 and $10.35. ATM implied volatility averaged 170.4%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 48.8%. IV traded below realized volatility by 41.6% (HV 20d: 211.9%). 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 6 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2012-01-17: Highest Volume — 1 contracts
2012-01-17: Largest IV drop — 16.0% change
2012-01-09: Highest IV Rank — 69.8%
2012-01-09: Largest Expected Move — 57.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.24	$6.00	$10.35	$6.75	$9.15
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	170.4%	129.5%	199.5%	177.6%	148.8%
Expected Move	48.8%	37.1%	57.2%	50.9%	42.7%
HV 20d	211.9%	85.4%	336.1%	334.6%	116.4%
HV 60d	296.0%	294.2%	300.8%	294.2%	300.8%
IV Rank	56.8%	38.7%	69.8%	60.2%	47.2%
IV Percentile	82.9%	53.6%	98.8%	89.5%	70.2%
Term Structure	31.5%	26.0%	43.8%	43.8%	26.7%
Bid-Ask Spread %	91.28	90.79	92.07	91.17	91.80
Net GEX	0	0	0	0	0
Net DEX	40.7K	33.8K	58.2K	38.0K	51.5K
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.05	0	1	0	0
Total OI	290	290	290	290	290

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2012-01-03	$6.75	$37.50	177.6%	50.9%	334.6%	60.2%	0.0%	0.0%	0.0%	38.0K	91.17	N/A	N/A	0	234	56
2012-01-04	$6.90	$37.50	176.3%	50.6%	334.6%	59.7%	0.0%	0.0%	0.0%	38.8K	91.21	N/A	N/A	0	234	56
2012-01-05	$6.30	$37.50	188.1%	53.9%	335.6%	64.8%	0.0%	0.0%	0.0%	35.4K	91.06	N/A	N/A	0	234	56
2012-01-06	$6.30	$37.50	189.5%	54.3%	335.2%	65.4%	0.0%	0.0%	0.0%	35.4K	91.06	N/A	N/A	0	234	56
2012-01-09	$6.00	$37.50	199.5%	57.2%	336.0%	69.8%	0.0%	0.0%	0.0%	33.8K	91.06	N/A	N/A	0	234	56
2012-01-10	$6.30	$37.50	195.0%	55.9%	336.1%	67.5%	0.0%	0.0%	0.0%	35.4K	91.06	N/A	N/A	0	234	56
2012-01-11	$6.45	$37.50	193.6%	55.5%	332.2%	66.9%	0.0%	0.0%	0.0%	36.3K	90.79	N/A	N/A	0	234	56
2012-01-12	$6.45	$37.50	195.1%	55.9%	312.0%	67.5%	0.0%	0.0%	0.0%	36.3K	91.06	N/A	N/A	0	234	56
2012-01-13	$6.30	$37.50	199.5%	57.2%	287.6%	69.5%	0.0%	0.0%	0.0%	35.4K	91.06	N/A	N/A	0	234	56
2012-01-17	$6.15	$37.50	167.6%	48.1%	259.4%	55.5%	0.0%	0.0%	0.0%	34.6K	91.06	N/A	N/A	1	234	56
2012-01-18	$6.45	$37.50	164.3%	47.1%	109.1%	54.0%	0.0%	0.0%	0.0%	36.3K	91.06	N/A	N/A	0	234	56
2012-01-19	$6.30	$37.50	168.1%	48.2%	85.4%	55.7%	0.0%	0.0%	0.0%	35.4K	91.06	N/A	N/A	0	234	56
2012-01-20	$6.60	$37.50	164.9%	47.3%	86.3%	54.3%	0.0%	0.0%	0.0%	37.1K	91.17	N/A	N/A	0	234	56
2012-01-23	$7.35	$37.50	158.6%	45.5%	93.2%	51.5%	0.0%	0.0%	0.0%	41.4K	91.29	N/A	N/A	0	234	56
2012-01-24	$7.65	$37.50	156.1%	44.8%	92.1%	50.4%	0.0%	0.0%	43.8%	43.0K	91.41	N/A	N/A	0	234	56
2012-01-25	$9.30	$37.50	138.4%	39.7%	114.1%	42.6%	0.0%	0.0%	31.1%	52.3K	91.80	N/A	N/A	0	234	56
2012-01-26	$10.35	$37.50	129.5%	37.1%	104.7%	38.7%	0.0%	0.0%	26.0%	58.2K	92.07	N/A	N/A	0	234	56
2012-01-27	$9.00	$37.50	144.4%	41.4%	118.4%	45.2%	0.0%	0.0%	31.1%	50.6K	91.80	N/A	N/A	0	234	56
2012-01-30	$8.70	$37.50	152.4%	43.7%	115.8%	48.8%	0.0%	0.0%	30.2%	49.0K	91.66	N/A	N/A	0	234	56
2012-01-31	$9.15	$37.50	148.8%	42.7%	116.4%	47.2%	0.0%	0.0%	26.7%	51.5K	91.80	N/A	N/A	0	234	56