ABAT Options History — January 2024

In January 2024, ABAT traded between $2.63 and $4.38. ATM implied volatility averaged 110.1%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded below realized volatility by 2.2% (HV 20d: 112.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2024-01-17: Highest Volume — 2,531 contracts
  • 2024-01-08: Largest IV spike — 79.2% change
  • 2024-01-29: Highest IV Rank — 46.6%
  • 2024-01-29: Largest Expected Move — 40.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.34$2.63$4.38$4.38$2.71
Max Pain$4.05$2.50$5.00$5.00$2.50
ATM IV110.1%61.3%139.9%105.3%112.9%
Expected Move32.5%20.5%40.1%30.2%32.4%
HV 20d112.3%103.9%121.9%110.4%115.7%
HV 60d122.8%99.1%131.0%131.0%99.1%
IV Rank34.3%14.0%46.6%32.2%35.4%
IV Percentile26.8%0.5%56.1%18.4%28.3%
Term Structure-4.2%-54.2%39.0%-29.7%32.0%
VWIV114.1%83.6%156.9%105.3%112.8%
Skew 25d2.2%-35.6%60.9%4.0%8.7%
Skew 10d0.6%-66.8%60.0%-12.3%11.4%
Call IV 25d108.1%78.0%155.8%101.8%104.6%
Put IV 25d110.3%70.6%154.3%105.8%113.3%
Bid-Ask Spread %38.999.4274.6319.7721.10
Gamma HHI0.320.300.350.320.30
Net GEX7.0K3.9K10.3K10.3K4.4K
Net DEX-318.7K-577.8K-91.7K-577.8K-246.0K
Net VEX-3.4K-4.7K-2.1K-4.7K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.004.570.090.01
Total Volume335.048672,531297164
Total OI8,574.8577,51810,0087,51810,008

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$4.38$5.00105.3%30.2%110.4%32.2%105.3%4.0%-29.7%10.3K-577.8K-4.7K0.0919.77N/AN/A272256,803715
2024-01-03$4.21$5.00103.7%29.7%110.8%31.6%103.7%-33.4%3.8%9.8K-528.8K-4.6K0.0634.22N/AN/A11976,973729
2024-01-04$4.25$5.0095.0%31.4%105.9%28.0%109.3%-32.5%-6.6%10.1K-528.6K-4.5K0.0226.11N/AN/A10627,061733
2024-01-05$4.09$5.0061.3%31.3%106.3%14.0%110.9%-34.7%-7.4%9.9K-448.9K-4.3K0.0435.89N/AN/A22197,125736
2024-01-08$4.12$5.00109.8%30.5%105.6%34.1%106.6%-12.8%-3.2%9.8K-484.4K-4.4K0.0152.90N/AN/A13927,273743
2024-01-09$4.04$5.00103.0%31.9%105.8%31.3%111.5%-16.1%-10.2%10.1K-438.5K-4.2K0.0033.99N/AN/A7307,385760
2024-01-10$3.92$5.00110.7%31.7%106.2%34.5%101.4%-24.2%-9.7%9.4K-391.7K-4.0K0.0634.06N/AN/A193117,402760
2024-01-11$3.67$5.0099.7%28.6%108.7%29.9%108.7%12.7%30.1%8.5K-336.2K-3.6K0.0862.13N/AN/A231187,573762
2024-01-12$3.59$5.0071.4%20.5%104.7%18.2%99.7%-35.6%30.7%8.0K-296.0K-3.5K0.3073.16N/AN/A57177,565778
2024-01-16$3.29$5.00105.6%30.3%103.9%32.4%113.7%-1.3%-6.4%5.8K-196.6K-2.9K0.0374.63N/AN/A17957,619790
2024-01-17$2.63$5.00115.7%33.2%121.9%36.6%115.2%21.6%-54.2%3.9K-91.7K-2.1K3.2073.85N/AN/A6021,9297,726792
2024-01-18$2.99$5.00134.7%38.6%121.9%44.4%156.9%9.3%-19.4%5.1K-245.5K-2.7K0.1860.62N/AN/A353648,185916
2024-01-19$2.63$5.00107.3%30.8%115.5%33.1%83.6%60.9%39.0%4.5K-150.4K-2.3K0.0557.73N/AN/A558308,390937
2024-01-22$2.85$2.50131.7%37.8%117.9%43.2%120.8%-6.3%-11.9%5.2K-268.9K-2.7K0.249.42N/AN/A192477,902659
2024-01-23$2.81$2.50124.9%35.8%116.3%40.4%123.4%22.1%-3.2%5.8K-256.1K-2.9K0.1439.21N/AN/A92138,020695
2024-01-24$2.70$2.50131.8%37.8%115.8%43.2%130.2%20.1%-11.2%5.3K-231.4K-2.7K0.0236.15N/AN/A20148,100706
2024-01-25$2.73$2.50117.3%33.6%114.2%37.2%117.4%20.8%-36.9%5.4K-234.5K-2.8K4.5718.41N/AN/A693158,162708
2024-01-26$2.84$2.50114.5%32.8%116.6%36.1%113.1%22.3%0.4%4.8K-250.2K-3.1K0.0515.88N/AN/A7748,2271,005
2024-01-29$2.89$2.50139.9%40.1%117.3%46.6%134.2%26.4%-10.0%5.4K-269.3K-3.1K1.0320.80N/AN/A33348,2991,007
2024-01-30$2.77$2.50116.6%33.4%117.2%36.9%116.6%14.8%-5.1%4.3K-221.4K-2.9K0.2618.75N/AN/A4511188,3041,039
2024-01-31$2.71$2.50112.9%32.4%115.7%35.4%112.8%8.7%32.0%4.4K-246.0K-3.1K0.0121.10N/AN/A16318,8521,156