ABAT Options History — August 2024

In August 2024, ABAT traded between $0.98 and $1.10. ATM implied volatility averaged 176.4%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded above realized volatility by 133.4% (HV 20d: 43.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.57.

Notable Days

  • 2024-08-15: Highest Volume — 196 contracts
  • 2024-08-12: Largest IV drop — 57.3% change
  • 2024-08-09: Highest IV Rank — 100.0%
  • 2024-08-27: Largest Expected Move — 64.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.04$0.98$1.10$1.01$1.10
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV176.4%110.1%320.7%199.0%152.1%
Expected Move43.9%31.6%64.0%57.1%43.6%
HV 20d43.0%33.4%60.9%60.9%38.9%
HV 60d62.2%61.6%64.1%62.0%61.6%
IV Rank46.1%18.8%100.0%60.1%35.0%
IV Percentile77.3%27.6%100.0%95.9%76.5%
Term Structure34.9%-63.2%265.9%-56.4%-25.6%
VWIV231.5%231.5%231.5%231.5%231.5%
Bid-Ask Spread %39.245.57109.0346.208.02
Gamma HHI0.990.901.001.001.00
Net GEX40055700
Net DEX53.6K-91.5K74.2K74.2K71.7K
Net VEX-51-500-7-15-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.007.500.000.00
Total Volume6591964428
Total OI11,221.6826,55315,05814,8996,916

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$1.01$2.50199.0%57.1%60.9%60.1%0.0%0.0%-56.4%074.2K-150.0046.20N/AN/A44014,164735
2024-08-02$0.98$2.50219.1%62.8%60.2%67.1%0.0%0.0%-63.2%557-5.5K-5000.0010.38N/AN/A19014,196735
2024-08-05$1.00$2.50204.5%35.3%40.1%62.0%0.0%0.0%35.6%073.5K-151.2571.74N/AN/A243014,207735
2024-08-06$1.00$2.50214.5%41.1%39.3%65.5%0.0%0.0%78.2%064.5K-150.1670.21N/AN/A43714,221645
2024-08-07$0.98$2.50218.3%42.1%37.9%66.9%0.0%0.0%55.6%063.2K-150.0058.73N/AN/A16014,242645
2024-08-08$1.00$2.50269.2%50.0%38.1%84.7%0.0%0.0%82.1%064.5K-150.1973.50N/AN/A21414,258645
2024-08-09$1.00$2.50320.7%37.1%33.4%100.0%0.0%0.0%77.2%064.3K-150.0058.99N/AN/A24014,260643
2024-08-12$1.04$2.50136.9%39.3%37.1%29.2%0.0%0.0%88.5%066.9K-150.1158.99N/AN/A9114,282643
2024-08-13$1.10$2.50132.9%38.1%42.7%27.6%0.0%0.0%69.3%322-91.5K-3920.0960.27N/AN/A1071014,293641
2024-08-14$1.04$2.50130.5%37.4%45.4%26.7%0.0%0.0%63.3%065.6K-150.0058.23N/AN/A24014,427631
2024-08-15$1.06$2.50123.4%35.4%46.0%24.0%0.0%0.0%0.0%048.4K-151.2057.45N/AN/A8910714,447457
2024-08-16$1.04$2.50110.1%31.6%44.5%18.8%0.0%0.0%207.8%058.7K-150.00109.03N/AN/A23014,481564
2024-08-19$1.06$2.50141.8%40.6%44.3%31.0%231.5%0.0%5.5%054.8K-70.029.73N/AN/A14936,036517
2024-08-20$1.06$2.50132.8%38.1%44.3%27.6%0.0%0.0%265.9%055.1K-70.005.57N/AN/A4806,084520
2024-08-21$1.04$2.50144.6%41.5%42.3%32.1%0.0%0.0%-13.4%054.1K-70.0010.16N/AN/A16706,109520
2024-08-22$1.05$2.50201.7%57.8%41.9%54.1%0.0%0.0%-34.6%054.6K-77.5014.50N/AN/A141056,144520
2024-08-23$1.06$2.50151.4%43.4%41.7%34.7%0.0%0.0%1.9%066.1K-70.0021.08N/AN/A4506,199624
2024-08-26$1.06$2.50160.1%45.9%41.6%38.1%0.0%0.0%-19.5%066.0K-71.0022.75N/AN/A20206,225623
2024-08-27$1.10$2.50223.2%64.0%43.0%62.4%0.0%0.0%-40.5%069.5K-70.0020.17N/AN/A906,245632
2024-08-28$1.10$2.50145.5%41.7%42.6%32.5%0.0%0.0%-21.8%069.5K-70.0610.16N/AN/A167106,248632
2024-08-29$1.10$2.50148.7%42.6%40.9%33.7%0.0%0.0%-23.7%070.6K-70.877.51N/AN/A23206,244642
2024-08-30$1.10$2.50152.1%43.6%38.9%35.0%0.0%0.0%-25.6%071.7K-70.008.02N/AN/A2806,264652