ABAT Options History — October 2023 In October 2023, ABAT traded between $3.85 and $6.75. ATM implied volatility averaged 105.3%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded below realized volatility by 45.1% (HV 20d: 150.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 3 of 9 days. Put/call ratio averaged 0.29.
Notable Days 2023-10-26 : Highest Volume — 1,007 contracts2023-10-30 : Largest IV spike — 19.9% change2023-10-31 : Highest IV Rank — 48.9%2023-10-31 : Largest Expected Move — 41.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.22 $3.85 $6.75 $6.75 $5.03 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 105.3% 88.0% 145.6% 93.4% 145.6% Expected Move 30.2% 25.2% 41.7% 26.8% 41.7% HV 20d 150.4% 129.0% 179.8% 129.0% 178.9% HV 60d 113.4% 102.0% 128.8% 102.0% 128.8% IV Rank 32.2% 25.1% 48.9% 27.3% 48.9% IV Percentile 14.3% 1.4% 56.6% 1.9% 56.6% Term Structure -4.9% -34.7% 14.8% -4.5% -34.7% VWIV 107.4% 92.1% 145.5% 92.1% 145.5% Skew 25d 16.0% -22.5% 54.4% -22.5% -1.4% Skew 10d 32.3% -34.1% 105.6% -34.1% 8.0% Call IV 25d 103.0% 84.2% 147.3% 97.3% 147.3% Put IV 25d 119.0% 74.8% 159.4% 74.8% 146.0% Bid-Ask Spread % 51.63 14.15 83.12 83.12 19.04 Gamma HHI 0.31 0.27 0.37 0.34 0.37 Net GEX 3.7K 1.6K 10.1K 1.6K 10.1K Net DEX -249.0K -663.0K -83.1K -91.3K -663.0K Net VEX -1.9K -4.2K -653 -712 -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.04 0.90 0.05 0.90 Total Volume 443.667 58 1,007 58 160 Total OI 1,967.111 480 4,775 480 4,775
Daily Data (9 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 2023-10-19 $6.75 $5.00 93.4% 26.8% 129.0% 27.3% 92.1% -22.5% -4.5% 1.6K -91.3K -712 0.05 83.12 N/A N/A 55 3 467 13 2023-10-20 $6.13 $5.00 94.0% 26.9% 132.8% 27.6% 96.2% 1.3% 14.8% 1.6K -83.1K -653 0.04 78.84 N/A N/A 311 13 524 16 2023-10-23 $5.54 $5.00 88.0% 25.2% 136.4% 25.1% 103.9% 13.8% 11.8% 2.1K -132.7K -1.0K 0.16 64.34 N/A N/A 476 77 832 26 2023-10-24 $5.55 $5.00 91.3% 26.2% 135.9% 26.5% 98.4% 18.8% -1.9% 3.0K -198.9K -1.7K 0.35 62.69 N/A N/A 92 32 1,302 89 2023-10-25 $4.69 $5.00 104.3% 29.9% 145.9% 31.8% 102.7% 36.1% 11.0% 2.2K -138.8K -1.4K 0.20 72.98 N/A N/A 330 67 1,372 107 2023-10-26 $3.85 $5.00 99.8% 28.6% 155.0% 30.0% 103.1% -0.2% -18.8% 2.2K -95.2K -1.2K 0.56 41.47 N/A N/A 646 361 1,703 121 2023-10-27 $4.17 $5.00 105.1% 30.1% 159.9% 32.2% 105.6% 54.4% -2.2% 3.3K -220.3K -2.2K 0.10 28.06 N/A N/A 683 69 2,383 447 2023-10-30 $5.26 $5.00 126.1% 36.1% 179.8% 40.9% 118.7% 43.9% -19.6% 7.4K -617.9K -3.9K 0.22 14.15 N/A N/A 506 112 3,035 492 2023-10-31 $5.03 $5.00 145.6% 41.7% 178.9% 48.9% 145.5% -1.4% -34.7% 10.1K -663.0K -4.2K 0.90 19.04 N/A N/A 84 76 4,243 532
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