ABAT Options History — November 2024

In November 2024, ABAT traded between $0.76 and $1.00. ATM implied volatility averaged 209.3%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 42.8%. IV traded above realized volatility by 162.1% (HV 20d: 47.2%). 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 7 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-11-25: Highest Volume — 750 contracts
  • 2024-11-13: Largest IV drop — 71.8% change
  • 2024-11-11: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 58.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.93$0.76$1.00$1.00$0.94
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV209.3%125.2%444.7%203.6%172.9%
Expected Move42.8%32.6%58.4%58.4%49.6%
HV 20d47.2%22.6%88.7%27.4%88.7%
HV 60d60.9%54.1%72.4%57.4%72.1%
IV Rank46.3%16.7%100.0%54.9%29.1%
IV Percentile79.2%38.9%100.0%92.1%78.6%
Term Structure14.8%-84.4%352.8%-84.4%82.7%
VWIV207.3%207.3%207.3%207.3%207.3%
Bid-Ask Spread %57.104.5485.598.8785.59
Gamma HHI1.000.981.001.001.00
Net GEX18036400
Net DEX58.6K14.1K83.6K70.3K53.1K
Net VEX-25-352-5-9-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.005.820.000.00
Total Volume193.457508918
Total OI7,832.15,1609,8178,9897,005

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$1.00$2.50203.6%58.4%27.4%54.9%0.0%0.0%-84.4%070.3K-90.008.87N/AN/A8908,286703
2024-11-04$1.00$2.50229.7%32.6%26.3%64.9%0.0%0.0%61.2%068.3K-95.8254.48N/AN/A11648,375683
2024-11-05$1.00$2.50240.9%41.9%25.5%69.2%0.0%0.0%-11.4%071.5K-90.0083.58N/AN/A508,382715
2024-11-06$1.00$2.50253.8%36.2%23.1%74.2%0.0%0.0%3.7%36414.1K-3520.9255.24N/AN/A12118,384715
2024-11-07$0.99$2.50266.5%33.4%23.1%79.1%0.0%0.0%14.8%070.9K-90.0054.48N/AN/A9708,385716
2024-11-08$0.99$2.50284.7%33.7%23.1%86.1%0.0%0.0%-10.1%070.9K-92.7554.48N/AN/A932568,468716
2024-11-11$0.97$2.50385.7%37.6%24.0%100.0%0.0%0.0%54.9%081.9K-90.0054.36N/AN/A20708,526844
2024-11-12$0.97$2.50444.7%45.1%24.0%100.0%0.0%0.0%-1.1%081.9K-100.0054.36N/AN/A11508,723844
2024-11-13$0.99$2.50125.2%35.9%22.6%16.7%0.0%0.0%-14.7%083.6K-100.9554.48N/AN/A63608,830844
2024-11-14$0.97$2.50150.1%43.0%22.6%23.1%0.0%0.0%0.0%081.9K-100.0054.54N/AN/A26208,888844
2024-11-15$0.85$2.50132.4%38.0%50.6%18.5%0.0%0.0%352.8%071.7K-100.0783.84N/AN/A341248,973844
2024-11-18$0.80$2.50148.1%42.5%53.7%22.6%0.0%0.0%0.0%041.4K-50.204.54N/AN/A4594,643517
2024-11-19$0.79$2.50165.9%47.6%53.5%27.3%0.0%0.0%-41.3%040.1K-50.0154.11N/AN/A39634,678507
2024-11-20$0.76$2.50163.1%46.8%54.2%26.6%0.0%0.0%-44.1%038.5K-60.0053.56N/AN/A14505,063507
2024-11-21$0.76$2.50183.3%52.5%53.0%31.8%207.3%0.0%-45.8%038.5K-60.0254.01N/AN/A24445,113507
2024-11-22$0.90$2.50159.4%45.7%84.0%25.6%0.0%0.0%-41.5%046.4K-60.0054.28N/AN/A29005,175515
2024-11-25$0.96$2.50146.5%42.0%87.5%22.2%0.0%0.0%-44.3%049.4K-60.0056.92N/AN/A75005,583515
2024-11-26$0.93$2.50160.7%46.1%87.7%25.9%0.0%0.0%-47.7%047.9K-70.0083.19N/AN/A2406,289515
2024-11-27$0.96$2.50168.9%48.4%88.5%28.1%0.0%0.0%83.1%049.4K-70.2883.19N/AN/A180506,307515
2024-11-29$0.94$2.50172.9%49.6%88.7%29.1%0.0%0.0%82.7%053.1K-70.0085.59N/AN/A1806,440565