ABAT Options History — March 2012 In March 2012, ABAT traded between $7.05 and $7.80. ATM implied volatility averaged 141.8%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 43.7%. IV traded above realized volatility by 107.4% (HV 20d: 34.4%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 20 trading days.
Notable Days 2012-03-16 : Largest IV spike — 429.4% change2012-03-30 : Highest IV Rank — 58.3%2012-03-30 : Largest Expected Move — 48.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.55 $7.05 $7.80 $7.80 $7.05 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 141.8% 27.4% 168.2% 134.4% 168.2% Expected Move 43.7% 41.2% 48.2% 41.2% 48.2% HV 20d 34.4% 28.3% 40.6% 37.0% 38.2% HV 60d 138.2% 75.8% 203.2% 203.2% 75.8% IV Rank 45.5% 0.0% 58.3% 40.9% 58.3% IV Percentile 60.5% 0.0% 79.4% 52.6% 79.4% Bid-Ask Spread % 93.81 88.00 94.55 94.55 94.30 Net GEX 0 0 0 0 0 Net DEX 23.8K 517 43.9K 43.9K 517 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 175.4 11 290 290 11
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 2012-03-01 $7.80 $37.50 134.4% 0.0% 37.0% 40.9% 0.0% 0.0% 0.0% 0 43.9K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-03-02 $7.80 $37.50 135.1% 0.0% 34.3% 41.2% 0.0% 0.0% 0.0% 0 43.9K 0 0.00 92.21 N/A N/A 0 0 234 56 2012-03-05 $7.65 $37.50 138.8% 0.0% 33.3% 42.8% 0.0% 0.0% 0.0% 0 43.0K 0 0.00 88.00 N/A N/A 0 0 234 56 2012-03-06 $7.50 $37.50 141.3% 0.0% 33.5% 43.9% 0.0% 0.0% 0.0% 0 42.2K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-03-07 $7.65 $37.50 140.2% 0.0% 34.8% 42.7% 0.0% 0.0% 0.0% 0 43.0K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-03-08 $7.50 $37.50 142.7% 0.0% 33.7% 43.8% 0.0% 0.0% 0.0% 0 42.1K 0 0.00 94.55 N/A N/A 0 0 234 56 2012-03-09 $7.65 $37.50 141.6% 0.0% 29.8% 43.3% 0.0% 0.0% 0.0% 0 35.4K 0 0.00 91.35 N/A N/A 0 0 234 46 2012-03-12 $7.65 $37.50 143.8% 41.2% 28.8% 44.3% 0.0% 0.0% 0.0% 0 35.4K 0 0.00 94.40 N/A N/A 0 0 234 46 2012-03-13 $7.65 $37.50 144.6% 41.4% 28.8% 44.7% 0.0% 0.0% 0.0% 0 35.4K 0 0.00 94.40 N/A N/A 0 0 234 46 2012-03-14 $7.65 $37.50 145.3% 41.6% 28.3% 45.0% 0.0% 0.0% 0.0% 0 35.4K 0 0.00 94.40 N/A N/A 0 0 234 46 2012-03-15 $7.50 $37.50 27.4% 42.4% 28.9% 0.0% 0.0% 0.0% 0.0% 0 34.8K 0 0.00 94.30 N/A N/A 0 0 234 46 2012-03-16 $7.80 $37.50 145.0% 41.6% 32.7% 48.7% 0.0% 0.0% 0.0% 0 36.1K 0 0.00 94.40 N/A N/A 0 0 234 46 2012-03-19 $7.35 $37.50 153.3% 43.9% 38.2% 52.1% 0.0% 0.0% 0.0% 0 539 0 0.00 94.30 N/A N/A 0 0 10 1 2012-03-20 $7.65 $37.50 150.2% 43.1% 40.6% 50.8% 0.0% 0.0% 0.0% 0 561 0 0.00 94.40 N/A N/A 0 0 10 1 2012-03-21 $7.65 $37.50 151.0% 43.3% 38.4% 51.2% 0.0% 0.0% 0.0% 0 561 0 0.00 94.30 N/A N/A 0 0 10 1 2012-03-22 $7.65 $37.50 151.9% 43.6% 35.6% 51.5% 0.0% 0.0% 0.0% 0 561 0 0.00 94.40 N/A N/A 0 0 10 1 2012-03-23 $7.50 $37.50 154.8% 44.4% 36.1% 52.7% 0.0% 0.0% 0.0% 0 550 0 0.00 94.30 N/A N/A 0 0 10 1 2012-03-26 $7.20 $37.50 161.9% 46.4% 38.3% 55.7% 0.0% 0.0% 0.0% 0 528 0 0.00 94.30 N/A N/A 0 0 10 1 2012-03-27 $7.05 $37.50 165.1% 47.3% 38.5% 57.0% 0.0% 0.0% 0.0% 0 517 0 0.00 94.30 N/A N/A 0 0 10 1 2012-03-30 $7.05 $37.50 168.2% 48.2% 38.2% 58.3% 0.0% 0.0% 0.0% 0 517 0 0.00 94.30 N/A N/A 0 0 10 1
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