ABAT Options History — December 2024

In December 2024, ABAT traded between $0.86 and $3.47. ATM implied volatility averaged 204.4%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 55.4%. IV traded above realized volatility by 66.6% (HV 20d: 137.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.04.

Notable Days

  • 2024-12-26: Highest Volume — 10,265 contracts
  • 2024-12-18: Largest IV spike — 51.6% change
  • 2024-12-18: Highest IV Rank — 50.1%
  • 2024-12-18: Largest Expected Move — 72.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.45$0.86$3.47$0.86$2.36
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV204.4%136.4%253.3%209.7%172.1%
Expected Move55.4%36.3%72.6%60.1%49.3%
HV 20d137.7%93.6%257.9%93.6%257.9%
HV 60d97.2%74.2%161.9%74.2%161.9%
IV Rank37.3%19.6%50.1%38.7%28.9%
IV Percentile83.4%44.8%96.4%90.9%71.8%
Term Structure-38.7%-190.8%39.9%1.8%-31.8%
VWIV219.7%153.5%292.3%153.5%175.1%
Skew 25d-26.1%-37.8%-15.1%-37.8%-25.5%
Skew 10d-32.8%-79.4%27.9%-79.4%-47.0%
Call IV 25d221.9%191.8%261.9%261.9%191.8%
Put IV 25d195.8%166.4%224.2%224.2%166.4%
Bid-Ask Spread %63.318.26104.5254.9735.31
Gamma HHI0.740.401.001.000.59
Net GEX4.3K019.9K018.0K
Net DEX-642.9K-3.9M51.3K37.3K-1.7M
Net VEX-1.9K-8.5K-7-7-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.350.030.05
Total Volume2,509.762110,2651247,363
Total OI10,487.4296,89225,0576,89225,057

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$0.86$2.50209.7%60.1%93.6%38.7%0.0%0.0%1.8%037.3K-70.0354.97N/AN/A12046,458434
2024-12-03$0.91$2.50205.5%58.9%96.4%37.6%0.0%0.0%-69.3%039.7K-70.0084.08N/AN/A24506,578436
2024-12-04$0.91$2.50211.8%60.7%96.4%39.2%0.0%0.0%-4.9%039.7K-70.0083.43N/AN/A2006,820436
2024-12-05$0.87$2.50231.2%43.4%97.4%44.3%0.0%0.0%-20.1%037.9K-70.0055.97N/AN/A7906,833436
2024-12-06$0.87$2.50217.3%62.8%97.4%40.7%0.0%0.0%-190.8%037.9K-70.00104.52N/AN/A2306,912436
2024-12-09$0.90$2.50252.7%61.8%98.4%49.9%0.0%0.0%-172.9%039.2K-70.00103.40N/AN/A18906,934436
2024-12-10$0.92$2.50244.5%36.3%98.7%47.8%0.0%0.0%-13.3%040.1K-70.0083.49N/AN/A5406,883436
2024-12-11$0.99$2.50157.0%45.0%102.3%25.0%0.0%0.0%-13.2%043.2K-70.0085.67N/AN/A20906,889436
2024-12-12$0.97$2.50136.4%39.1%102.3%19.6%0.0%0.0%-33.7%042.3K-80.0088.50N/AN/A4407,079436
2024-12-13$0.95$2.50150.1%43.0%102.3%23.2%0.0%0.0%-43.6%041.4K-80.0085.68N/AN/A107,089436
2024-12-16$0.87$2.50160.5%46.0%95.8%25.9%153.5%0.0%39.9%037.9K-80.0183.70N/AN/A7417,089436
2024-12-17$0.90$2.50167.1%47.9%93.6%27.6%165.3%0.0%-52.2%039.3K-80.0983.43N/AN/A5357,136437
2024-12-18$0.89$2.50253.3%72.6%93.6%50.1%292.3%0.0%-53.6%038.9K-80.018.26N/AN/A2,421267,118437
2024-12-19$1.13$2.50203.8%58.4%123.2%37.2%247.0%0.0%-23.4%051.3K-90.0283.76N/AN/A1,991428,157454
2024-12-20$1.17$2.50206.3%59.1%123.0%37.8%242.8%0.0%-19.4%2448.6K-440.0185.36N/AN/A1,573179,359467
2024-12-23$1.75$2.50219.5%62.9%176.5%41.2%221.9%0.0%-30.4%4.9K-592.8K-2.8K0.0213.37N/AN/A4,480759,175459
2024-12-24$2.74$2.50229.4%65.8%230.0%43.8%242.4%0.0%-28.9%11.7K-2.0M-5.2K0.0817.43N/AN/A8,75068911,213500
2024-12-26$3.21$2.50218.1%62.5%230.6%40.9%237.0%0.0%-10.1%16.5K-3.3M-7.4K0.1127.41N/AN/A9,2621,00315,3681,191
2024-12-27$3.47$2.50241.6%69.3%230.4%47.0%245.0%-37.8%-9.2%19.9K-3.9M-8.5K0.3522.97N/AN/A5,2531,85918,1901,956
2024-12-30$2.74$2.50203.8%58.4%252.6%37.2%194.9%-15.1%-32.5%19.5K-2.5M-8.4K0.1238.76N/AN/A6,07370719,8323,372
2024-12-31$2.36$2.50172.1%49.3%257.9%28.9%175.1%-25.5%-31.8%18.0K-1.7M-7.8K0.0535.31N/AN/A7,03432921,3263,731