ABAT Options History — April 2024

In April 2024, ABAT traded between $1.27 and $1.88. ATM implied volatility averaged 134.7%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 37.3%. IV traded above realized volatility by 37.0% (HV 20d: 97.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2024-04-12: Highest Volume — 376 contracts
  • 2024-04-16: Largest IV spike — 77.3% change
  • 2024-04-05: Highest IV Rank — 65.8%
  • 2024-04-30: Largest Expected Move — 47.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.55$1.27$1.88$1.75$1.29
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV134.7%76.5%186.4%113.7%167.2%
Expected Move37.3%21.9%47.9%32.6%47.9%
HV 20d97.6%76.0%120.5%119.9%76.0%
HV 60d110.5%103.4%120.3%115.3%103.4%
IV Rank44.4%20.3%65.8%35.7%57.9%
IV Percentile53.7%1.9%92.0%29.7%83.5%
Term Structure-2.1%-66.9%66.8%33.8%-66.9%
VWIV139.2%86.9%174.1%95.9%155.4%
Skew 25d0.0%-59.2%48.5%-1.2%48.5%
Skew 10d2.2%-59.2%48.5%-1.2%48.5%
Call IV 25d127.3%66.0%165.2%129.6%82.4%
Put IV 25d127.3%86.9%147.0%128.4%130.9%
Bid-Ask Spread %51.3932.9860.0456.6054.57
Gamma HHI0.480.380.600.390.60
Net GEX2.7K6246.0K4.1K781
Net DEX-138.9K-395.1K26.8K-231.6K-5.3K
Net VEX-1.7K-3.2K-553-2.4K-718
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.880.150.17
Total Volume149.409463764681
Total OI16,428.90915,81116,99115,81116,991

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$1.75$2.50113.7%32.6%119.9%35.7%95.9%-1.2%33.8%4.1K-231.6K-2.4K0.1556.60N/AN/A40615,046765
2024-04-02$1.62$2.50118.6%34.0%120.5%37.8%0.0%-4.5%36.2%3.5K-177.7K-2.1K0.8456.37N/AN/A1119315,078770
2024-04-03$1.81$2.50163.9%47.0%112.3%56.5%166.6%5.2%-31.1%5.7K-361.1K-3.2K0.0655.77N/AN/A3082015,195781
2024-04-04$1.71$2.50143.2%35.6%113.7%47.9%126.7%-4.9%2.3%4.0K-256.1K-2.5K0.0059.16N/AN/A150015,295743
2024-04-05$1.77$2.50186.4%38.7%109.6%65.8%135.4%-1.0%-8.4%4.2K-262.3K-2.6K0.0052.44N/AN/A124015,383743
2024-04-08$1.88$2.50113.3%36.7%109.0%35.6%129.0%3.6%4.7%6.0K-395.1K-3.2K0.0952.81N/AN/A82715,488743
2024-04-09$1.85$2.50179.2%38.1%108.9%62.8%129.9%2.3%-6.5%4.7K-301.0K-2.7K0.0160.04N/AN/A166115,549745
2024-04-10$1.79$2.50148.0%42.4%109.0%49.9%132.7%-2.0%-18.7%4.5K-294.3K-2.7K0.0255.60N/AN/A49115,555746
2024-04-11$1.75$2.50123.5%35.4%109.0%39.8%125.1%-3.1%-2.0%4.3K-251.2K-2.5K0.0553.38N/AN/A86415,588747
2024-04-12$1.73$2.50138.7%39.8%98.2%46.1%155.3%-3.9%-10.8%4.2K-250.6K-2.4K0.0141.55N/AN/A373315,654747
2024-04-15$1.60$2.5076.5%21.9%98.3%20.3%86.9%20.9%62.4%3.6K-193.2K-2.2K0.1653.90N/AN/A56915,820750
2024-04-16$1.50$2.50135.6%38.9%92.2%44.8%165.2%-59.2%-35.8%3.3K-165.9K-2.0K0.1353.67N/AN/A1401815,859748
2024-04-17$1.42$2.50106.7%30.6%89.9%32.8%0.0%48.5%48.7%62426.8K-5790.0033.58N/AN/A252015,895731
2024-04-18$1.35$2.50131.0%37.5%88.9%42.9%174.1%0.0%66.8%62724.1K-5530.0753.30N/AN/A1481116,026711
2024-04-19$1.33$2.50112.5%32.2%87.8%35.2%0.0%0.0%-15.9%66319.2K-5840.0953.86N/AN/A70616,169711
2024-04-22$1.31$2.50116.9%33.5%87.4%37.1%0.0%0.0%-19.8%64112.5K-5760.0032.98N/AN/A136015,768690
2024-04-23$1.27$2.50139.3%39.9%84.1%46.3%136.9%0.0%-48.6%67312.7K-5860.1354.20N/AN/A70915,892690
2024-04-24$1.35$2.50125.8%36.1%88.4%40.7%150.6%0.0%44.0%7818.9K-6380.0253.86N/AN/A66115,931695
2024-04-25$1.38$2.50130.9%37.5%86.7%42.9%161.6%0.0%-22.6%801-2.4K-6380.0655.14N/AN/A54316,005600
2024-04-26$1.33$2.50140.3%40.2%79.2%46.7%0.0%0.0%-25.7%763-6.8K-6590.0254.32N/AN/A214516,039599
2024-04-29$1.33$2.50151.4%43.4%79.2%51.3%0.0%0.0%-32.0%800-6.4K-6530.8833.51N/AN/A16714716,151604
2024-04-30$1.29$2.50167.2%47.9%76.0%57.9%155.4%0.0%-66.9%781-5.3K-7180.1754.57N/AN/A691216,307684