ABAT Options History — June 2024

In June 2024, ABAT traded between $1.00 and $1.46. ATM implied volatility averaged 153.9%, placing in the 51.4% IV rank vs the trailing year. The 30-day expected move averaged 39.1%. IV traded above realized volatility by 100.4% (HV 20d: 53.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.23.

Notable Days

2024-06-17: Highest Volume — 525 contracts
2024-06-07: Largest IV spike — 50.6% change
2024-06-07: Highest IV Rank — 77.5%
2024-06-24: Largest Expected Move — 52.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.19	$1.00	$1.46	$1.40	$1.25
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	153.9%	117.1%	218.1%	123.8%	132.2%
Expected Move	39.1%	27.4%	52.2%	35.5%	37.9%
HV 20d	53.5%	42.2%	71.2%	42.2%	71.2%
HV 60d	67.8%	60.2%	76.0%	75.7%	60.2%
IV Rank	51.4%	36.4%	77.5%	39.2%	42.6%
IV Percentile	71.6%	36.1%	98.6%	43.5%	58.3%
Term Structure	15.0%	-58.5%	61.4%	-9.2%	53.0%
VWIV	181.2%	119.0%	303.8%	303.8%	171.2%
Bid-Ask Spread %	85.60	56.75	93.22	56.75	85.76
Gamma HHI	0.91	0.66	1.00	0.66	0.95
Net GEX	412	0	1.6K	1.4K	197
Net DEX	41.6K	-88.3K	100.8K	-73.3K	64.8K
Net VEX	-339	-1.3K	-13	-1.1K	-202
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	2.00	0.00	0.05
Total Volume	130.789	5	525	59	285
Total OI	12,961.947	12,435	13,545	12,435	13,545

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$1.40	$2.50	123.8%	35.5%	42.2%	39.2%	0.0%	0.0%	-9.2%	1.4K	-73.3K	-1.1K	0.00	56.75	N/A	N/A	59	0	11,681	754
2024-06-04	$1.44	$2.50	120.0%	34.4%	42.9%	37.6%	0.0%	0.0%	-41.7%	1.5K	-61.9K	-1.1K	0.00	84.56	N/A	N/A	24	0	11,724	754
2024-06-05	$1.46	$2.50	126.3%	36.2%	43.0%	40.2%	303.8%	0.0%	-26.6%	1.6K	-88.3K	-1.3K	0.44	85.58	N/A	N/A	45	20	11,765	754
2024-06-06	$1.37	$2.50	144.8%	27.4%	49.1%	47.7%	0.0%	0.0%	60.9%	1.5K	-64.3K	-1.1K	2.00	84.64	N/A	N/A	10	20	11,806	774
2024-06-07	$1.29	$2.50	218.1%	30.7%	53.7%	77.5%	0.0%	0.0%	39.7%	1.3K	-51.7K	-1.0K	0.00	92.05	N/A	N/A	123	0	11,816	794
2024-06-10	$1.27	$2.50	185.3%	31.5%	53.6%	64.2%	0.0%	0.0%	54.1%	0	100.8K	-13	0.02	85.76	N/A	N/A	89	2	11,956	794
2024-06-11	$1.23	$2.50	205.2%	30.5%	54.5%	72.3%	0.0%	0.0%	-5.1%	0	97.9K	-13	0.00	84.76	N/A	N/A	6	0	11,994	796
2024-06-12	$1.21	$2.50	117.1%	33.6%	53.9%	36.4%	0.0%	0.0%	-14.0%	0	96.2K	-13	0.00	92.13	N/A	N/A	79	0	11,999	795
2024-06-13	$1.17	$2.50	125.0%	35.9%	54.9%	39.7%	119.0%	0.0%	37.3%	0	93.0K	-13	1.50	86.82	N/A	N/A	2	3	12,073	795
2024-06-14	$1.06	$2.50	138.0%	39.6%	63.4%	45.0%	0.0%	0.0%	39.6%	0	83.2K	-13	0.04	85.96	N/A	N/A	82	3	12,095	785
2024-06-17	$1.04	$2.50	164.5%	47.2%	49.9%	55.7%	186.7%	0.0%	-58.5%	0	81.3K	-13	0.02	93.22	N/A	N/A	515	10	12,174	782
2024-06-18	$1.00	$2.50	164.4%	47.1%	50.4%	55.7%	0.0%	0.0%	-41.6%	0	79.2K	-13	0.17	85.62	N/A	N/A	59	10	12,398	792
2024-06-20	$1.04	$2.50	161.4%	46.3%	54.0%	54.5%	149.6%	0.0%	40.8%	0	81.3K	-13	0.00	86.59	N/A	N/A	123	0	12,486	782
2024-06-21	$1.04	$2.50	164.2%	47.1%	53.2%	55.6%	156.9%	0.0%	57.5%	4	80.7K	-16	0.08	86.59	N/A	N/A	172	13	12,590	781
2024-06-24	$1.04	$2.50	182.0%	52.2%	53.5%	62.8%	0.0%	0.0%	-1.9%	0	77.4K	-13	0.01	88.26	N/A	N/A	186	1	12,433	744
2024-06-25	$1.06	$2.50	150.6%	43.2%	53.9%	50.1%	0.0%	0.0%	-21.1%	98	64.7K	-94	0.00	84.59	N/A	N/A	18	0	12,538	744
2024-06-26	$1.12	$2.50	147.9%	42.4%	59.1%	49.0%	0.0%	0.0%	61.4%	95	69.9K	-106	0.00	89.39	N/A	N/A	443	2	12,561	744
2024-06-27	$1.13	$2.50	152.4%	43.7%	59.4%	50.8%	0.0%	0.0%	60.7%	172	59.5K	-180	0.13	87.28	N/A	N/A	72	9	12,733	746
2024-06-28	$1.25	$2.50	132.2%	37.9%	71.2%	42.6%	171.2%	0.0%	53.0%	197	64.8K	-202	0.05	85.76	N/A	N/A	272	13	12,792	753