ABAT Options History — September 2024

In September 2024, ABAT traded between $0.84 and $1.06. ATM implied volatility averaged 168.0%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 43.7%. IV traded above realized volatility by 120.1% (HV 20d: 47.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-09-20: Highest Volume — 1,400 contracts
  • 2024-09-11: Largest IV drop — 35.9% change
  • 2024-09-09: Highest IV Rank — 66.5%
  • 2024-09-03: Largest Expected Move — 54.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.00$0.84$1.06$1.04$1.06
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV168.0%133.9%233.7%191.3%156.5%
Expected Move43.7%31.8%54.8%54.8%44.9%
HV 20d47.9%33.6%84.2%44.2%84.2%
HV 60d58.6%54.9%63.0%61.3%63.0%
IV Rank41.1%28.0%66.5%50.1%36.7%
IV Percentile78.8%58.0%97.3%91.7%75.9%
Term Structure11.7%-56.8%74.1%53.5%-56.8%
VWIV167.8%136.8%203.6%136.8%162.1%
Bid-Ask Spread %61.634.9986.719.734.99
Gamma HHI1.000.961.001.001.00
Net GEX7013700
Net DEX64.7K45.6K71.3K67.8K71.3K
Net VEX-14-140-7-7-9
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.030.10
Total Volume161.8501,4003345
Total OI7,780.756,9449,3416,9449,341

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$1.04$2.50191.3%54.8%44.2%50.1%0.0%0.0%53.5%067.8K-70.039.73N/AN/A3216,292652
2024-09-04$1.06$2.50183.9%52.7%44.6%47.2%0.0%0.0%-40.9%069.2K-70.008.68N/AN/A006,323653
2024-09-05$1.04$2.50186.3%31.8%44.5%48.2%0.0%0.0%47.8%067.9K-70.0083.83N/AN/A7706,323653
2024-09-06$1.04$2.50192.7%38.6%44.0%50.6%0.0%0.0%50.6%067.9K-70.0085.52N/AN/A1506,388653
2024-09-09$1.02$2.50233.7%39.5%44.7%66.5%0.0%0.0%51.7%066.6K-70.0084.28N/AN/A13506,396653
2024-09-10$1.03$2.50225.2%40.3%42.5%63.2%0.0%0.0%48.2%067.3K-70.0084.28N/AN/A2006,405653
2024-09-11$1.06$2.50144.4%41.4%38.6%32.0%0.0%0.0%49.5%069.2K-71.0086.71N/AN/A336,408653
2024-09-12$1.02$2.50143.3%41.1%35.7%31.6%136.8%0.0%47.1%066.8K-70.0084.28N/AN/A30506,421655
2024-09-13$1.02$2.50145.3%41.7%35.0%32.4%0.0%0.0%49.9%066.8K-70.2784.28N/AN/A37106,725655
2024-09-16$1.00$2.50135.8%38.9%35.0%28.7%151.9%0.0%74.1%066.0K-70.0183.58N/AN/A6716,720660
2024-09-17$1.00$2.50137.9%39.5%34.1%29.5%0.0%0.0%-13.0%066.1K-70.0083.58N/AN/A3806,781661
2024-09-18$1.00$2.50140.2%40.2%34.1%30.4%0.0%0.0%-14.1%066.1K-70.0083.58N/AN/A3006,811661
2024-09-19$1.00$2.50142.5%40.8%33.6%31.3%0.0%0.0%73.0%066.1K-70.0084.28N/AN/A3106,835661
2024-09-20$1.02$2.50133.9%38.4%34.3%28.0%142.2%0.0%70.7%067.4K-80.0055.47N/AN/A1,39646,854661
2024-09-23$0.89$2.50167.0%47.9%58.6%40.8%183.3%0.0%-47.5%058.9K-90.045.71N/AN/A445188,014662
2024-09-24$0.87$2.50166.7%47.8%58.7%40.6%0.0%0.0%-50.6%057.7K-90.0052.49N/AN/A27508,418663
2024-09-25$0.84$2.50182.7%52.4%56.6%46.8%0.0%0.0%-54.5%055.7K-90.0455.97N/AN/A11258,484663
2024-09-26$0.96$2.50172.6%49.5%77.0%42.9%195.0%0.0%-50.8%064.1K-90.0154.99N/AN/A6718,556668
2024-09-27$0.97$2.50177.9%51.0%77.2%45.0%203.6%0.0%-52.9%13745.6K-1400.0856.36N/AN/A5958,612668
2024-09-30$1.06$2.50156.5%44.9%84.2%36.7%162.1%0.0%-56.8%071.3K-90.104.99N/AN/A4148,668673