ABAT Options History — February 2012 In February 2012, ABAT traded between $7.80 and $9.60. ATM implied volatility averaged 157.9%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 50.0%. IV traded above realized volatility by 59.0% (HV 20d: 98.9%). 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 1 of 20 days.
Notable Days 2012-02-17 : Largest IV drop — 100.0% change2012-02-16 : Highest IV Rank — 69.7%2012-02-16 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.33 $7.80 $9.60 $9.60 $7.80 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 157.9% 125.9% 200.0% 145.5% 133.8% Expected Move 50.0% 41.7% 57.3% 41.7% 57.3% HV 20d 98.9% 42.3% 118.8% 116.5% 42.3% HV 60d 300.4% 299.8% 300.8% 300.8% 299.8% IV Rank 51.2% 37.1% 69.7% 45.7% 40.6% IV Percentile 71.0% 44.1% 98.8% 67.7% 52.2% Term Structure 23.7% 23.7% 23.7% 23.7% 23.7% Bid-Ask Spread % 100.11 89.07 157.22 91.94 94.55 Net GEX 0 0 0 0 0 Net DEX 46.9K 43.9K 54.0K 54.0K 43.9K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2012-02-01 $9.60 $37.50 145.5% 41.7% 116.5% 45.7% 0.0% 0.0% 23.7% 0 54.0K 0 0.00 91.94 N/A N/A 0 0 234 56 2012-02-02 $9.15 $37.50 152.2% 43.6% 118.8% 48.7% 0.0% 0.0% 0.0% 0 51.5K 0 0.00 157.22 N/A N/A 0 0 234 56 2012-02-03 $8.85 $37.50 157.5% 45.2% 113.6% 51.0% 0.0% 0.0% 0.0% 0 49.8K 0 0.00 156.68 N/A N/A 0 0 234 56 2012-02-06 $8.85 $37.50 163.3% 46.8% 113.6% 53.6% 0.0% 0.0% 0.0% 0 49.8K 0 0.00 94.87 N/A N/A 0 0 234 56 2012-02-07 $8.85 $37.50 165.4% 47.4% 111.2% 54.5% 0.0% 0.0% 0.0% 0 49.8K 0 0.00 92.10 N/A N/A 0 0 234 56 2012-02-08 $8.55 $37.50 171.5% 49.2% 112.2% 57.1% 0.0% 0.0% 0.0% 0 48.1K 0 0.00 94.19 N/A N/A 0 0 234 56 2012-02-09 $8.10 $37.50 180.1% 51.6% 114.8% 60.9% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-10 $8.25 $37.50 180.4% 51.7% 114.7% 61.1% 0.0% 0.0% 0.0% 0 46.4K 0 0.00 94.13 N/A N/A 0 0 234 56 2012-02-13 $8.25 $37.50 188.4% 54.0% 114.1% 64.6% 0.0% 0.0% 0.0% 0 46.4K 0 0.00 89.07 N/A N/A 0 0 234 56 2012-02-14 $8.10 $37.50 193.6% 55.5% 113.8% 66.9% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.13 N/A N/A 0 0 234 56 2012-02-15 $8.10 $37.50 196.7% 56.4% 113.2% 68.3% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-16 $8.10 $37.50 200.0% 57.3% 112.6% 69.7% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 93.56 N/A N/A 0 0 234 56 2012-02-17 $7.95 $37.50 0.0% 0.0% 112.3% 0.0% 0.0% 0.0% 0.0% 0 44.7K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-21 $8.10 $37.50 125.9% 0.0% 106.3% 37.1% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-22 $7.80 $37.50 129.7% 0.0% 106.4% 38.8% 0.0% 0.0% 0.0% 0 43.9K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-23 $8.10 $37.50 127.0% 0.0% 79.6% 37.6% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.13 N/A N/A 0 0 234 56 2012-02-24 $8.10 $37.50 127.6% 0.0% 67.4% 37.9% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.19 N/A N/A 0 0 234 56 2012-02-27 $8.10 $37.50 129.3% 0.0% 47.8% 38.6% 0.0% 0.0% 0.0% 0 45.6K 0 0.00 94.19 N/A N/A 0 0 234 56 2012-02-28 $7.95 $37.50 131.5% 0.0% 46.8% 39.6% 0.0% 0.0% 0.0% 0 44.7K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-02-29 $7.80 $37.50 133.8% 0.0% 42.3% 40.6% 0.0% 0.0% 0.0% 0 43.9K 0 0.00 94.55 N/A N/A 0 0 234 56
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