ABAT Options History — October 2024

In October 2024, ABAT traded between $0.98 and $1.04. ATM implied volatility averaged 163.3%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 42.3%. IV traded above realized volatility by 91.5% (HV 20d: 71.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.12.

Notable Days

  • 2024-10-17: Highest Volume — 243 contracts
  • 2024-10-09: Largest IV drop — 43.7% change
  • 2024-10-08: Highest IV Rank — 62.1%
  • 2024-10-31: Largest Expected Move — 55.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.01$0.98$1.04$1.00$0.99
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV163.3%125.2%222.3%185.3%194.9%
Expected Move42.3%33.0%55.9%53.1%55.9%
HV 20d71.8%30.9%86.9%84.4%30.9%
HV 60d58.3%57.5%59.4%58.9%57.5%
IV Rank39.3%24.6%62.1%47.8%51.5%
IV Percentile73.5%43.4%95.9%88.2%90.9%
Term Structure-6.0%-80.0%59.7%-63.6%-80.0%
VWIV169.7%142.2%213.3%206.1%213.3%
Bid-Ask Spread %10.734.4154.4854.485.97
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX68.4K65.1K71.9K67.6K69.5K
Net VEX-9-10-9-9-9
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.001.000.180.02
Total Volume61.391102432054
Total OI9,319.0878,9239,9199,3818,990

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$1.00$2.50185.3%53.1%84.4%47.8%206.1%0.0%-63.6%067.6K-90.1854.48N/AN/A1738,705676
2024-10-02$1.02$2.50194.1%55.6%84.5%51.2%0.0%0.0%-66.3%069.0K-90.1854.48N/AN/A3368,721676
2024-10-03$0.98$2.50193.2%33.0%85.3%50.8%0.0%0.0%47.8%066.4K-90.056.80N/AN/A216108,766678
2024-10-04$1.02$2.50207.4%34.6%86.7%56.3%0.0%0.0%59.7%068.3K-90.045.97N/AN/A5328,738670
2024-10-07$1.04$2.50217.1%33.4%86.7%60.0%0.0%0.0%56.3%069.9K-90.004.41N/AN/A7908,787672
2024-10-08$1.02$2.50222.3%36.3%86.9%62.1%145.8%0.0%47.4%068.5K-100.525.97N/AN/A52278,855672
2024-10-09$0.99$2.50125.2%35.9%86.8%24.6%0.0%0.0%46.8%065.6K-101.004.84N/AN/A558,865663
2024-10-10$1.00$2.50128.1%36.7%85.9%25.7%0.0%0.0%54.8%065.8K-100.175.97N/AN/A1228,868658
2024-10-11$1.00$2.50129.8%37.2%85.9%26.4%0.0%0.0%52.6%065.8K-100.005.97N/AN/A3608,877658
2024-10-14$0.99$2.50134.4%38.5%85.7%28.2%147.9%0.0%49.1%065.1K-100.014.84N/AN/A10518,912658
2024-10-15$0.99$2.50136.5%39.1%85.7%29.0%0.0%0.0%47.6%065.2K-100.006.80N/AN/A1009,005659
2024-10-16$1.02$2.50142.3%40.8%86.4%31.2%0.0%0.0%44.1%067.2K-100.005.97N/AN/A4109,010659
2024-10-17$1.00$2.50142.3%40.8%86.7%31.2%0.0%0.0%-21.5%065.9K-100.335.97N/AN/A183609,050659
2024-10-18$1.02$2.50147.2%42.2%86.7%33.1%0.0%0.0%-22.4%071.9K-100.015.97N/AN/A15329,214705
2024-10-21$1.00$2.50137.5%39.4%70.8%29.4%0.0%0.0%-27.7%069.8K-90.008.27N/AN/A3308,233698
2024-10-22$1.00$2.50140.2%40.2%70.0%30.4%142.2%0.0%-29.6%069.8K-90.037.81N/AN/A3418,242698
2024-10-23$1.00$2.50143.1%41.0%68.3%31.5%0.0%0.0%-31.6%069.9K-90.008.27N/AN/A6008,267699
2024-10-24$1.02$2.50165.7%47.5%50.3%40.2%0.0%0.0%-33.1%071.3K-90.005.97N/AN/A1108,224699
2024-10-25$1.00$2.50166.8%47.8%50.9%40.7%0.0%0.0%-57.5%069.9K-90.009.32N/AN/A3408,233699
2024-10-28$1.00$2.50161.4%46.3%39.1%38.6%163.1%0.0%-66.8%069.9K-90.057.81N/AN/A2018,252699
2024-10-29$1.02$2.50170.8%49.0%33.9%42.2%0.0%0.0%-69.2%071.3K-90.124.91N/AN/A2538,272699
2024-10-30$1.00$2.50171.0%49.0%33.9%42.3%0.0%0.0%-74.7%070.2K-90.009.95N/AN/A2308,297702
2024-10-31$0.99$2.50194.9%55.9%30.9%51.5%213.3%0.0%-80.0%069.5K-90.025.97N/AN/A5318,288702