ABAT Options History — April 2012 In April 2012, ABAT traded between $5.10 and $7.20. ATM implied volatility averaged 184.8%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 53.0%. IV traded above realized volatility by 126.0% (HV 20d: 58.8%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 18 trading days.
Notable Days 2012-04-12 : Largest IV drop — 100.0% change2012-04-11 : Highest IV Rank — 71.2%2012-04-11 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.83 $5.10 $7.20 $7.20 $5.40 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 184.8% 170.4% 199.4% 170.4% 199.4% Expected Move 53.0% 48.9% 57.2% 48.9% 57.2% HV 20d 58.8% 39.3% 70.3% 39.3% 70.3% HV 60d 73.5% 53.3% 78.9% 75.3% 53.3% IV Rank 65.1% 59.2% 71.2% 59.2% 71.2% IV Percentile 88.9% 80.2% 97.6% 80.2% 97.6% Bid-Ask Spread % 95.87 93.87 127.89 94.10 93.87 Net GEX 0 0 0 0 0 Net DEX 427 374 528 528 396 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 11 11 11 11 11
Daily Data (18 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 2012-04-03 $7.20 $37.50 170.4% 48.9% 39.3% 59.2% 0.0% 0.0% 0.0% 0 528 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-04 $7.05 $37.50 173.9% 49.9% 39.7% 60.7% 0.0% 0.0% 0.0% 0 517 0 0.00 94.30 N/A N/A 0 0 10 1 2012-04-09 $6.45 $37.50 190.7% 54.7% 49.5% 67.6% 0.0% 0.0% 0.0% 0 473 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-10 $6.60 $37.50 189.3% 54.3% 50.5% 67.0% 0.0% 0.0% 0.0% 0 484 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-11 $6.15 $37.50 199.4% 57.2% 54.4% 71.2% 0.0% 0.0% 0.0% 0 451 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-12 $5.70 $37.50 0.0% 0.0% 59.0% 0.0% 0.0% 0.0% 0.0% 0 418 0 0.00 93.96 N/A N/A 0 0 10 1 2012-04-13 $6.00 $37.50 0.0% 0.0% 62.4% 0.0% 0.0% 0.0% 0.0% 0 440 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-16 $5.70 $37.50 0.0% 0.0% 63.7% 0.0% 0.0% 0.0% 0.0% 0 418 0 0.00 93.96 N/A N/A 0 0 10 1 2012-04-17 $5.85 $37.50 0.0% 0.0% 65.1% 0.0% 0.0% 0.0% 0.0% 0 429 0 0.00 94.10 N/A N/A 0 0 10 1 2012-04-18 $5.55 $37.50 0.0% 0.0% 66.4% 0.0% 0.0% 0.0% 0.0% 0 407 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-19 $5.55 $37.50 0.0% 0.0% 66.6% 0.0% 0.0% 0.0% 0.0% 0 407 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-20 $5.40 $37.50 0.0% 0.0% 63.5% 0.0% 0.0% 0.0% 0.0% 0 396 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-23 $5.40 $37.50 0.0% 0.0% 61.9% 0.0% 0.0% 0.0% 0.0% 0 396 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-24 $5.25 $37.50 0.0% 0.0% 58.4% 0.0% 0.0% 0.0% 0.0% 0 385 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-25 $5.10 $37.50 0.0% 0.0% 58.1% 0.0% 0.0% 0.0% 0.0% 0 374 0 0.00 127.89 N/A N/A 0 0 10 1 2012-04-26 $5.40 $37.50 0.0% 0.0% 64.0% 0.0% 0.0% 0.0% 0.0% 0 396 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-27 $5.10 $37.50 0.0% 0.0% 65.5% 0.0% 0.0% 0.0% 0.0% 0 374 0 0.00 93.87 N/A N/A 0 0 10 1 2012-04-30 $5.40 $37.50 0.0% 0.0% 70.3% 0.0% 0.0% 0.0% 0.0% 0 396 0 0.00 93.87 N/A N/A 0 0 10 1
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