ABAT Options History — May 2024

In May 2024, ABAT traded between $1.29 and $1.46. ATM implied volatility averaged 159.4%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 36.4%. IV traded above realized volatility by 109.6% (HV 20d: 49.8%). 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 10 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-05-17: Highest Volume — 1,054 contracts
  • 2024-05-23: Largest IV spike — 67.2% change
  • 2024-05-13: Highest IV Rank — 100.0%
  • 2024-05-01: Largest Expected Move — 48.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.37$1.29$1.46$1.29$1.38
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV159.4%99.8%273.5%168.9%123.6%
Expected Move36.4%23.8%48.4%48.4%35.4%
HV 20d49.8%38.9%61.3%61.0%43.2%
HV 60d94.7%77.8%103.4%103.4%77.9%
IV Rank54.5%29.4%100.0%58.6%39.1%
IV Percentile65.7%12.5%100.0%85.4%42.6%
Term Structure12.2%-42.5%113.7%-39.0%-18.8%
VWIV154.8%93.2%191.4%123.0%135.6%
Bid-Ask Spread %72.587.39107.1655.4986.21
Gamma HHI0.610.570.670.580.67
Net GEX1.2K7593.3K7591.4K
Net DEX-51.5K-150.5K-6.8K-6.8K-61.0K
Net VEX-986-1.7K-727-727-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.000.990.130.00
Total Volume162.136221,0542760
Total OI15,24511,49217,92117,06912,411

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$1.29$2.50168.9%48.4%61.0%58.6%0.0%0.0%-39.0%759-6.8K-7270.1355.49N/AN/A24316,373696
2024-05-02$1.33$2.50153.0%43.9%61.3%52.0%0.0%0.0%-40.7%779-12.5K-7440.0032.98N/AN/A97016,395699
2024-05-03$1.37$2.50162.8%46.7%60.8%57.3%0.0%0.0%-42.5%3.3K-150.5K-1.7K0.0054.84N/AN/A167016,436699
2024-05-06$1.35$2.50181.1%30.4%54.4%65.0%123.0%0.0%46.8%872-18.0K-7850.0255.22N/AN/A61116,591699
2024-05-07$1.35$2.50189.8%23.8%54.7%68.7%0.0%0.0%67.0%886-17.4K-7940.1683.43N/AN/A19316,652700
2024-05-08$1.34$2.50198.5%28.7%54.4%72.4%175.4%0.0%58.8%886-17.8K-7990.2956.74N/AN/A17516,668703
2024-05-09$1.33$2.50189.5%28.8%54.3%68.6%0.0%0.0%50.1%899-21.3K-8130.2355.92N/AN/A531216,680698
2024-05-10$1.35$2.50230.0%29.5%55.3%85.8%93.2%0.0%45.1%950-31.0K-8460.3885.95N/AN/A2128016,779707
2024-05-13$1.35$2.50273.5%43.8%49.6%100.0%176.2%0.0%-29.0%922-34.6K-8840.1755.22N/AN/A1442516,830707
2024-05-14$1.31$2.50247.4%42.8%45.8%89.4%0.0%0.0%-35.1%955-32.0K-8530.0055.22N/AN/A61017,003707
2024-05-15$1.31$2.50154.4%44.3%42.2%51.6%176.8%0.0%-27.5%1.0K-44.5K-9090.1485.06N/AN/A1482017,072651
2024-05-16$1.33$2.50126.4%36.3%38.9%40.2%136.1%0.0%0.0%1.1K-44.1K-9290.14104.22N/AN/A1662317,177661
2024-05-17$1.46$2.50140.2%40.2%50.8%45.9%163.2%0.0%113.7%1.2K-64.2K-1.0K0.02103.70N/AN/A1,0371717,269652
2024-05-20$1.42$2.50147.2%42.2%51.6%48.7%177.1%0.0%-17.1%1.2K-84.5K-1.0K0.997.39N/AN/A16416310,901591
2024-05-21$1.42$2.50106.9%30.6%50.0%32.3%0.0%0.0%31.9%1.1K-57.2K-1.1K0.0084.43N/AN/A208110,976743
2024-05-22$1.44$2.5099.8%28.6%45.7%29.4%0.0%0.0%60.7%1.3K-76.1K-1.2K0.1086.43N/AN/A2052011,174747
2024-05-23$1.42$2.50166.8%47.8%45.5%56.7%0.0%0.0%-5.4%1.8K-95.4K-1.1K0.09107.16N/AN/A1141011,366727
2024-05-24$1.44$2.50103.2%29.6%43.3%30.8%191.4%0.0%63.1%1.3K-58.1K-1.1K0.3086.42N/AN/A611811,310737
2024-05-28$1.40$2.50107.5%30.8%44.8%32.5%0.0%0.0%24.4%1.3K-70.9K-1.1K0.0785.40N/AN/A41311,423747
2024-05-29$1.37$2.50117.3%33.6%44.1%36.5%135.6%0.0%-16.1%1.3K-66.3K-1.1K0.4584.64N/AN/A221011,546748
2024-05-30$1.36$2.50118.8%34.1%44.2%37.1%0.0%0.0%-34.7%1.3K-68.7K-1.1K0.0084.64N/AN/A72011,585754
2024-05-31$1.38$2.50123.6%35.4%43.2%39.1%0.0%0.0%-18.8%1.4K-61.0K-1.1K0.0086.21N/AN/A60011,657754