ABAT Options History — December 2023

In December 2023, ABAT traded between $3.99 and $6.25. ATM implied volatility averaged 101.8%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 28.9%. IV traded above realized volatility by 18.6% (HV 20d: 83.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2023-12-19: Highest Volume — 1,415 contracts
  • 2023-12-07: Largest IV spike — 33.4% change
  • 2023-12-12: Highest IV Rank — 37.6%
  • 2023-12-21: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.76$3.99$6.25$4.37$4.73
Max Pain$4.50$2.50$5.00$5.00$5.00
ATM IV101.8%75.6%118.3%106.1%108.1%
Expected Move28.9%21.4%31.5%30.4%31.0%
HV 20d83.3%63.1%106.7%63.1%106.7%
HV 60d132.9%126.1%136.1%134.7%130.9%
IV Rank30.8%19.9%37.6%32.6%33.4%
IV Percentile15.0%0.9%30.2%16.5%23.6%
Term Structure1.3%-6.5%17.0%-6.5%-1.1%
VWIV101.3%70.6%118.1%105.3%107.0%
Skew 25d2.4%-21.0%30.6%-1.4%-14.8%
Skew 10d18.3%-39.5%82.4%7.7%5.7%
Call IV 25d105.9%70.4%163.8%104.9%113.9%
Put IV 25d108.4%78.1%157.3%103.4%99.1%
Bid-Ask Spread %31.5911.5261.4044.7012.10
Gamma HHI0.320.290.590.300.33
Net GEX12.4K6.8K33.8K9.4K12.3K
Net DEX-749.1K-1.4M-388.7K-509.4K-751.0K
Net VEX-4.7K-6.9K-3.1K-3.7K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.460.050.17
Total Volume360491,415197131
Total OI5,998.25,0067,4575,1067,457

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$4.37$5.00106.1%30.4%63.1%32.6%105.3%-1.4%-6.5%9.4K-509.4K-3.7K0.0544.70N/AN/A187104,592514
2023-12-04$4.49$2.50108.5%30.0%63.9%33.6%106.2%10.2%-6.1%10.4K-571.2K-3.8K0.0261.40N/AN/A22544,732504
2023-12-05$4.10$2.50113.2%28.4%71.5%35.5%0.0%-5.1%-0.9%7.1K-427.0K-3.3K0.0034.57N/AN/A6304,755502
2023-12-06$3.99$2.5075.6%29.2%71.1%19.9%101.9%-6.5%0.9%6.8K-419.4K-3.2K0.0326.83N/AN/A12844,811505
2023-12-07$4.13$2.50100.8%29.5%70.8%30.4%101.7%0.6%-2.6%7.3K-436.9K-3.5K0.4118.67N/AN/A86354,884507
2023-12-08$4.07$5.0083.2%29.3%70.8%23.1%102.3%1.1%-4.1%7.1K-432.6K-3.4K0.0459.57N/AN/A7534,910526
2023-12-11$4.03$5.00106.0%28.9%67.1%32.5%90.3%24.4%1.1%7.0K-388.7K-3.1K0.2626.45N/AN/A39104,958526
2023-12-12$4.00$5.00118.3%21.4%66.8%37.6%70.6%-2.4%17.0%7.0K-391.0K-3.1K0.2325.28N/AN/A60144,972521
2023-12-13$4.31$5.0093.1%26.7%67.9%27.2%92.8%30.6%0.9%8.5K-475.8K-3.6K0.0357.60N/AN/A23575,099532
2023-12-14$4.62$5.0094.9%27.2%70.0%27.9%97.1%-21.0%2.5%10.2K-643.4K-4.2K0.0152.75N/AN/A44645,313532
2023-12-15$4.96$5.0098.2%28.2%72.7%29.3%104.6%27.5%5.7%33.8K-862.9K-4.8K0.0124.11N/AN/A70265,429532
2023-12-18$5.64$5.0098.3%28.2%83.9%29.3%99.9%5.2%-1.1%14.5K-1.1M-5.6K0.4617.39N/AN/A5842694,814192
2023-12-19$6.25$5.0094.0%27.0%89.3%27.6%89.6%-5.3%12.1%17.2K-1.4M-6.8K0.1044.46N/AN/A1,2861295,156447
2023-12-20$5.45$5.00108.8%31.2%105.2%33.7%103.8%13.3%-6.2%15.6K-1.1M-6.2K0.2326.16N/AN/A6551525,973482
2023-12-21$5.58$5.00109.7%31.5%104.7%34.1%107.5%15.6%-0.5%15.7K-1.1M-6.5K0.1319.40N/AN/A535695,920559
2023-12-22$5.54$5.00103.8%29.7%102.2%31.6%105.2%8.8%6.0%17.3K-1.2M-6.9K0.1228.47N/AN/A278346,382607
2023-12-26$5.00$5.00105.5%30.2%106.6%32.3%110.3%-11.4%6.3%14.0K-919.6K-5.8K0.2728.42N/AN/A356956,543636
2023-12-27$4.96$5.00105.8%30.3%106.0%32.4%110.0%-12.1%1.6%13.7K-885.3K-5.9K0.1412.04N/AN/A105156,642672
2023-12-28$4.96$5.00105.3%30.2%105.7%32.2%118.1%-9.0%1.2%13.7K-851.7K-5.7K0.1011.52N/AN/A149156,648678
2023-12-29$4.73$5.00108.1%31.0%106.7%33.4%107.0%-14.8%-1.1%12.3K-751.0K-5.4K0.1712.10N/AN/A112196,757700