ABAT Options History — July 2024

In July 2024, ABAT traded between $0.98 and $1.15. ATM implied volatility averaged 165.2%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 42.2%. IV traded above realized volatility by 85.1% (HV 20d: 80.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2024-07-09: Highest Volume — 341 contracts
  • 2024-07-08: Largest IV spike — 53.4% change
  • 2024-07-08: Highest IV Rank — 100.0%
  • 2024-07-30: Largest Expected Move — 54.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.06$0.98$1.15$1.15$1.04
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV165.2%114.5%312.9%170.6%180.4%
Expected Move42.2%32.6%54.0%48.9%51.7%
HV 20d80.1%63.2%89.8%76.1%63.2%
HV 60d63.1%60.4%66.6%61.4%61.9%
IV Rank49.8%30.5%100.0%58.2%53.6%
IV Percentile75.1%33.8%100.0%88.9%90.8%
Term Structure48.9%-50.5%273.3%53.7%-50.5%
VWIV199.9%141.8%314.5%141.8%314.5%
Bid-Ask Spread %26.485.2686.1486.146.70
Gamma HHI0.960.761.001.001.00
Net GEX28201.8K00
Net DEX41.5K-83.9K85.8K85.8K76.4K
Net VEX-253-911-14-14-15
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.910.010.65
Total Volume113.553419956
Total OI14,493.86413,75214,88613,77814,886

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$1.15$2.50170.6%48.9%76.1%58.2%0.0%0.0%53.7%085.8K-140.0186.14N/AN/A98113,032746
2024-07-02$1.10$2.50168.8%48.4%76.6%57.5%0.0%0.0%54.3%28744.9K-2450.1985.13N/AN/A2124013,005747
2024-07-03$1.04$2.50159.7%45.8%76.5%53.8%0.0%0.0%56.9%23540.8K-2470.0785.01N/AN/A3092213,135746
2024-07-05$1.00$2.50204.0%34.2%76.1%71.8%0.0%0.0%71.3%30528.8K-3220.016.46N/AN/A255313,326746
2024-07-08$1.13$2.50312.9%35.6%89.1%100.0%0.0%0.0%66.4%39327.7K-3750.009.95N/AN/A11013,403749
2024-07-09$1.10$2.50239.0%32.6%87.3%74.1%0.0%0.0%62.6%35426.0K-3830.058.19N/AN/A3241713,409749
2024-07-10$1.06$2.50121.8%34.9%87.9%33.1%0.0%0.0%62.6%41219.1K-4150.007.35N/AN/A167013,604750
2024-07-11$1.08$2.50114.5%32.8%88.0%30.5%0.0%0.0%62.4%46310.9K-4910.005.91N/AN/A5013,767750
2024-07-12$1.13$2.50121.4%34.8%89.8%32.9%141.8%0.0%63.5%49612.4K-5030.015.26N/AN/A125113,768750
2024-07-15$1.12$2.50125.8%36.1%89.1%34.5%0.0%0.0%57.9%49410.5K-5020.005.26N/AN/A193013,738750
2024-07-16$1.12$2.50127.8%36.6%81.5%35.2%147.2%0.0%56.8%5089.4K-5130.915.26N/AN/A111013,880750
2024-07-17$1.08$2.50125.1%35.9%82.3%34.2%196.0%0.0%58.2%4779.4K-4990.039.19N/AN/A116313,889760
2024-07-18$1.08$2.50127.2%36.5%80.9%35.0%0.0%0.0%0.0%1.8K-83.9K-9110.0613.41N/AN/A33213,998759
2024-07-19$1.04$2.50137.1%39.3%81.0%38.4%0.0%0.0%194.7%078.9K-150.076.70N/AN/A73514,030759
2024-07-22$1.02$2.50155.9%44.7%81.3%45.0%0.0%0.0%-27.2%074.6K-150.005.91N/AN/A110013,947731
2024-07-23$1.02$2.50159.1%45.6%81.3%46.1%0.0%0.0%4.3%074.6K-150.1844.03N/AN/A22414,028731
2024-07-24$0.98$2.50156.7%44.9%82.1%45.3%0.0%0.0%273.3%072.0K-150.0012.21N/AN/A159014,040735
2024-07-25$1.00$2.50177.7%50.9%79.7%52.6%0.0%0.0%0.7%073.5K-150.0049.32N/AN/A53014,036735
2024-07-26$0.99$2.50180.6%51.8%79.5%53.7%0.0%0.0%-1.5%072.8K-150.0056.55N/AN/A18014,079735
2024-07-29$1.00$2.50180.3%51.7%69.1%53.5%0.0%0.0%-45.1%073.5K-150.0010.52N/AN/A31014,097735
2024-07-30$1.02$2.50188.5%54.0%64.3%56.4%0.0%0.0%-47.7%075.0K-150.0058.16N/AN/A8014,120735
2024-07-31$1.04$2.50180.4%51.7%63.2%53.6%314.5%0.0%-50.5%076.4K-150.656.70N/AN/A342214,151735