ABAT Options History — November 2023

In November 2023, ABAT traded between $4.04 and $4.55. ATM implied volatility averaged 111.0%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded below realized volatility by 49.3% (HV 20d: 160.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2023-11-14: Highest Volume — 300 contracts
  • 2023-11-30: Largest IV drop — 19.7% change
  • 2023-11-01: Highest IV Rank — 52.2%
  • 2023-11-01: Largest Expected Move — 44.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.25$4.04$4.55$4.17$4.40
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV111.0%79.3%153.4%153.4%79.3%
Expected Move31.0%22.7%44.0%44.0%22.7%
HV 20d160.2%70.6%191.8%189.0%70.6%
HV 60d135.0%134.0%136.1%134.0%134.7%
IV Rank34.6%21.5%52.2%52.2%21.5%
IV Percentile18.3%0.9%63.7%63.7%0.9%
Term Structure-11.1%-111.1%23.5%-29.5%23.5%
VWIV102.5%72.8%137.4%137.4%72.8%
Skew 25d-8.0%-33.4%46.7%-29.0%18.8%
Skew 10d-6.7%-50.2%71.4%-18.8%11.2%
Call IV 25d100.7%81.5%140.4%140.4%81.5%
Put IV 25d92.6%80.4%136.6%111.4%100.3%
Bid-Ask Spread %40.6814.3066.2720.8343.91
Gamma HHI0.290.260.330.290.33
Net GEX7.5K6.0K10.2K6.0K10.2K
Net DEX-435.8K-527.1K-350.1K-395.8K-515.0K
Net VEX-3.5K-3.9K-3.0K-3.3K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.001.000.090.27
Total Volume132.3811730027898
Total OI5,302.0484,8126,0314,8125,044

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$4.17$5.00153.4%44.0%189.0%52.2%137.4%-29.0%-29.5%6.0K-395.8K-3.3K0.0920.83N/AN/A254244,274538
2023-11-02$4.55$5.00126.1%32.3%191.8%40.9%106.2%7.7%-15.4%7.8K-527.1K-3.9K0.3937.20N/AN/A156614,473543
2023-11-03$4.50$5.00125.6%33.4%189.1%40.6%73.3%11.1%-16.0%7.8K-504.0K-3.8K0.0253.74N/AN/A15434,605573
2023-11-06$4.44$5.00136.6%33.1%188.8%45.2%79.2%46.7%-10.8%8.0K-525.5K-3.9K0.0145.45N/AN/A10114,740574
2023-11-07$4.29$5.00133.5%33.1%188.5%43.9%0.0%-2.2%-17.2%6.6K-413.1K-3.5K0.1232.96N/AN/A162204,798575
2023-11-08$4.46$5.00114.2%32.7%187.8%35.9%115.6%-33.4%-11.8%8.0K-485.1K-3.7K0.4124.16N/AN/A56234,920575
2023-11-09$4.41$5.00113.4%32.5%186.3%35.6%113.4%-19.8%-10.6%7.9K-506.8K-3.7K0.1823.28N/AN/A148264,956562
2023-11-10$4.13$5.00118.9%34.1%185.6%37.9%114.5%-9.6%-14.1%6.2K-374.4K-3.4K0.1437.02N/AN/A76114,925591
2023-11-13$4.05$5.00105.1%30.1%185.5%32.2%104.9%-14.8%-0.3%6.0K-350.1K-3.2K0.1737.43N/AN/A154265,008600
2023-11-14$4.33$5.00110.1%31.6%187.6%34.2%109.8%0.6%-9.7%7.4K-453.8K-3.7K0.0914.30N/AN/A274265,127603
2023-11-15$4.14$5.0097.7%28.0%188.0%29.1%97.6%-2.9%3.3%7.2K-371.6K-3.2K0.0042.36N/AN/A17005,283604
2023-11-16$4.04$5.00114.7%32.9%160.2%36.1%116.7%-26.8%-111.1%6.9K-372.6K-3.3K0.0142.32N/AN/A7215,370604
2023-11-17$4.06$5.00103.5%29.7%158.3%31.5%103.5%-19.7%-2.5%7.0K-369.4K-3.3K1.0061.25N/AN/A1081085,426605
2023-11-20$4.13$5.00105.6%30.3%155.9%32.4%105.4%-19.1%-10.2%7.4K-435.9K-3.4K0.0742.31N/AN/A192134,345513
2023-11-21$4.10$5.00102.2%29.3%155.8%31.0%102.9%-21.3%-5.2%7.3K-399.3K-3.2K0.2140.41N/AN/A71154,421513
2023-11-22$4.05$5.0098.7%28.3%144.9%29.5%99.7%-19.4%-2.5%7.2K-383.0K-3.1K0.0036.23N/AN/A5504,452521
2023-11-24$4.39$5.0085.6%24.5%129.3%24.1%85.6%-3.0%9.6%9.3K-500.2K-3.8K0.2166.27N/AN/A1434,484521
2023-11-27$4.11$5.0098.5%28.2%128.7%29.4%99.8%-18.9%4.3%6.3K-362.2K-3.0K0.0061.23N/AN/A3704,486518
2023-11-28$4.29$5.00109.1%31.3%96.9%33.8%109.1%-9.2%-8.7%8.7K-470.4K-3.4K0.0043.05N/AN/A2304,518518
2023-11-29$4.22$5.0098.7%28.3%96.1%29.5%0.0%-4.4%2.7%8.6K-437.5K-3.4K0.0048.67N/AN/A4404,519518
2023-11-30$4.40$5.0079.3%22.7%70.6%21.5%72.8%18.8%23.5%10.2K-515.0K-3.6K0.2743.91N/AN/A77214,526518