ABAT Options History — March 2024

In March 2024, ABAT traded between $1.60 and $2.51. ATM implied volatility averaged 120.2%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 34.1%. IV traded below realized volatility by 8.1% (HV 20d: 128.3%). 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 14 of 20 days. Put/call ratio averaged 0.12.

Notable Days

  • 2024-03-04: Highest Volume — 812 contracts
  • 2024-03-07: Largest IV spike — 70.6% change
  • 2024-03-07: Highest IV Rank — 55.5%
  • 2024-03-27: Largest Expected Move — 41.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.02$1.60$2.51$2.44$1.75
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV120.2%78.2%161.5%142.1%96.2%
Expected Move34.1%22.4%41.1%40.7%27.6%
HV 20d128.3%111.3%140.3%111.8%131.5%
HV 60d115.8%111.6%119.7%112.6%115.4%
IV Rank38.4%21.0%55.5%47.5%28.5%
IV Percentile35.7%1.9%75.0%62.3%8.5%
Term Structure9.4%-91.7%57.8%-19.1%47.4%
VWIV123.3%90.5%170.0%142.1%91.1%
Skew 25d2.0%-39.9%38.3%-10.6%-39.9%
Skew 10d9.2%-39.9%56.3%14.8%-39.9%
Call IV 25d121.7%78.4%153.9%132.3%134.1%
Put IV 25d123.7%94.1%143.7%121.7%94.1%
Bid-Ask Spread %56.247.0985.8261.0859.12
Gamma HHI0.330.310.390.310.39
Net GEX6.1K3.3K10.3K9.0K3.8K
Net DEX-328.1K-564.8K-149.6K-460.7K-226.6K
Net VEX-3.0K-4.0K-2.0K-3.6K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.530.020.08
Total Volume250.2546812276171
Total OI14,402.813,05315,70913,05315,709

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$2.44$2.50142.1%40.7%111.8%47.5%142.1%-10.6%-19.1%9.0K-460.7K-3.6K0.0261.08N/AN/A270612,449604
2024-03-04$2.51$2.50137.5%36.8%111.3%45.6%161.5%1.9%0.0%10.3K-564.8K-4.0K0.0730.21N/AN/A7615112,532608
2024-03-05$2.08$2.50111.7%38.6%129.3%34.9%130.9%-15.3%-11.0%5.9K-300.6K-3.0K0.0861.03N/AN/A5354212,759657
2024-03-06$2.06$2.5094.7%36.0%126.5%27.9%125.7%-10.5%-1.9%6.0K-308.5K-3.1K0.0460.91N/AN/A3211313,261669
2024-03-07$2.24$2.50161.5%30.1%128.8%55.5%104.8%-8.4%15.6%8.1K-433.9K-3.7K0.0377.90N/AN/A147513,527680
2024-03-08$2.06$2.5095.3%34.1%129.5%28.1%119.6%26.5%3.9%6.2K-340.1K-3.2K0.0258.79N/AN/A152313,612685
2024-03-11$2.02$2.50136.9%34.7%129.5%45.3%120.9%10.8%-1.0%5.9K-306.1K-2.9K0.3564.35N/AN/A782713,756688
2024-03-12$1.96$2.50144.6%35.2%129.7%48.5%123.4%20.6%2.3%5.5K-272.2K-2.7K0.0359.50N/AN/A162513,808708
2024-03-13$1.92$2.50124.2%35.6%125.9%40.1%124.0%17.7%8.0%5.6K-285.7K-2.8K0.0654.14N/AN/A3301913,951708
2024-03-14$2.17$2.50120.3%34.5%133.6%38.5%120.2%38.3%19.1%7.4K-439.0K-3.7K0.0556.86N/AN/A85414,249711
2024-03-15$2.01$2.50117.7%33.7%133.2%37.4%117.5%14.1%-0.5%5.8K-333.3K-3.0K0.1478.78N/AN/A881214,289713
2024-03-18$2.20$2.50104.8%30.0%137.0%32.0%90.5%-13.3%57.8%7.3K-422.6K-3.4K0.5085.82N/AN/A1196013,469686
2024-03-19$2.02$2.50115.9%33.2%140.2%36.7%115.3%-16.8%12.8%6.4K-354.8K-3.2K0.0069.39N/AN/A216113,539729
2024-03-20$2.08$2.50125.2%35.9%140.3%40.5%125.2%22.3%1.7%6.6K-348.7K-3.1K0.5362.77N/AN/A301613,699730
2024-03-21$1.96$2.50123.3%35.3%124.2%39.7%121.1%-16.9%8.9%6.1K-313.3K-2.9K0.1355.85N/AN/A771013,727745
2024-03-22$1.88$2.5078.2%22.4%124.2%21.0%0.0%-18.1%55.9%5.4K-301.2K-2.9K0.1858.83N/AN/A561013,793748
2024-03-25$1.73$2.50125.7%36.0%126.4%40.7%115.3%18.1%31.2%4.5K-216.6K-2.4K0.0853.89N/AN/A3422813,848758
2024-03-26$1.71$2.50104.7%30.0%126.4%32.0%0.0%1.3%47.6%3.4K-149.6K-2.0K0.007.09N/AN/A257114,250772
2024-03-27$1.60$2.50143.2%41.1%126.9%48.0%170.0%18.5%-91.7%3.3K-184.0K-2.1K0.018.50N/AN/A492314,480750
2024-03-28$1.75$2.5096.2%27.6%131.5%28.5%91.1%-39.9%47.4%3.8K-226.6K-2.4K0.0859.12N/AN/A1591214,956753