ABAT Options History — February 2024

In February 2024, ABAT traded between $1.90 and $2.71. ATM implied volatility averaged 124.9%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded above realized volatility by 19.2% (HV 20d: 105.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-02-12: Highest Volume — 885 contracts
  • 2024-02-09: Largest IV spike — 17.8% change
  • 2024-02-26: Highest IV Rank — 44.4%
  • 2024-02-26: Largest Expected Move — 38.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.26$1.90$2.71$2.52$2.13
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV124.9%106.2%134.7%110.7%134.4%
Expected Move35.3%30.4%38.6%32.7%38.5%
HV 20d105.7%71.1%124.9%116.9%101.8%
HV 60d104.0%100.0%109.4%100.0%108.7%
IV Rank40.4%32.6%44.4%34.5%44.3%
IV Percentile41.9%22.2%54.2%27.4%53.3%
Term Structure-17.1%-89.8%40.5%2.6%-25.7%
VWIV127.2%106.2%156.5%114.0%134.1%
Skew 25d-6.2%-15.7%10.7%-5.5%-12.4%
Skew 10d3.5%-30.6%42.1%-12.3%-21.3%
Call IV 25d124.8%116.8%131.3%122.2%126.5%
Put IV 25d118.6%112.1%130.8%116.8%114.1%
Bid-Ask Spread %54.8216.4888.5054.9973.06
Gamma HHI0.320.290.370.290.33
Net GEX5.2K3.5K7.6K3.5K6.6K
Net DEX-225.4K-389.2K-71.8K-180.3K-300.9K
Net VEX-2.8K-3.3K-2.1K-2.8K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.750.750.17
Total Volume322.8528885112136
Total OI12,253.610,14514,17910,14512,990

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$2.52$2.50110.7%32.7%116.9%34.5%114.0%-5.5%2.6%3.5K-180.3K-2.8K0.7554.99N/AN/A64488,9881,157
2024-02-02$2.62$2.50123.7%31.3%118.5%39.9%109.1%-1.7%4.2%4.0K-214.6K-2.9K0.0658.77N/AN/A373239,0411,179
2024-02-05$2.55$2.50128.5%32.9%118.4%41.8%147.1%-3.3%1.7%3.8K-219.7K-3.0K0.0954.85N/AN/A245229,4101,192
2024-02-06$2.71$2.50130.0%33.9%121.8%42.5%118.0%-2.9%-2.5%6.0K-361.5K-3.2K0.0316.48N/AN/A605209,6181,185
2024-02-07$2.51$2.50122.8%35.2%123.3%39.5%0.0%-10.4%-6.6%4.2K-243.6K-3.1K0.0358.68N/AN/A149510,2181,191
2024-02-08$2.33$2.50106.2%30.4%124.6%32.6%106.2%-2.9%12.4%3.6K-188.2K-2.7K0.0320.04N/AN/A5381510,3771,186
2024-02-09$2.33$2.50125.1%35.9%124.0%40.4%156.5%-12.3%-56.5%4.2K-219.3K-3.1K0.0754.15N/AN/A3042210,7731,193
2024-02-12$2.34$2.50121.4%34.8%124.4%38.9%121.4%-6.8%-6.1%4.0K-184.2K-2.8K0.0226.75N/AN/A8711411,0581,217
2024-02-13$2.13$2.50126.9%36.4%124.9%41.2%126.6%-7.4%-11.6%4.7K-71.8K-2.4K0.0188.50N/AN/A524711,9181,209
2024-02-14$2.17$2.50120.8%34.6%100.0%38.6%120.8%-3.7%-3.7%5.6K-110.2K-2.6K0.0168.10N/AN/A589712,3771,192
2024-02-15$2.00$2.50121.1%34.7%88.8%38.8%129.4%-12.0%-84.6%4.9K-73.0K-2.3K0.3154.37N/AN/A39412112,9491,195
2024-02-16$2.00$2.50126.5%36.3%79.2%41.0%127.5%-6.3%40.5%5.2K-139.3K-2.5K0.1620.24N/AN/A2093313,1491,030
2024-02-20$1.94$2.50113.8%32.6%71.1%35.8%119.9%-13.2%-0.9%3.9K-165.5K-2.2K0.0361.97N/AN/A181611,530564
2024-02-21$1.90$2.50129.4%37.1%71.1%42.2%130.8%-12.1%-6.7%4.0K-162.7K-2.1K0.0056.08N/AN/A67011,679565
2024-02-22$2.29$2.50128.5%36.8%101.5%41.9%128.6%-3.4%-89.8%7.6K-389.2K-3.3K0.0560.40N/AN/A4562211,714553
2024-02-23$2.20$2.50125.7%36.0%101.8%40.7%0.0%10.7%-9.0%7.1K-336.5K-3.0K0.0075.17N/AN/A79012,187566
2024-02-26$2.25$2.50134.7%38.6%100.9%44.4%134.7%3.3%-63.3%7.3K-351.5K-3.1K0.0139.68N/AN/A186212,259562
2024-02-27$2.20$2.50134.1%38.5%100.3%44.2%134.1%-6.1%-17.4%6.8K-315.4K-2.9K0.2381.06N/AN/A751712,367562
2024-02-28$2.08$2.50133.3%38.2%101.0%43.8%131.7%-15.7%-18.8%6.1K-280.9K-2.7K0.7573.12N/AN/A161212,399573
2024-02-29$2.13$2.50134.4%38.5%101.8%44.3%134.1%-12.4%-25.7%6.6K-300.9K-2.8K0.1773.06N/AN/A1162012,406584