POET Options History — October 2022

Name: POET Options Analytics - October 2022
Creator: Options Analysis Suite

In October 2022, POET traded between $2.56 and $2.65. ATM implied volatility averaged 118.3%. The 30-day expected move averaged 33.9%. Max pain ranged from $3.00 to $3.00. Net GEX was positive for 3 of 3 trading days. Term structure was in contango for 1 of 3 days. Put/call ratio averaged 0.39.

Notable Days

2022-10-27: Highest Volume — 76 contracts
2022-10-28: Largest IV drop — 32.5% change
2022-10-27: Largest Expected Move — 39.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.60	$2.56	$2.65	$2.60	$2.56
Max Pain	$3.00	$3.00	$3.00	$3.00	$3.00
ATM IV	118.3%	93.9%	139.2%	139.2%	121.8%
Expected Move	33.9%	26.9%	39.9%	39.9%	34.9%
Term Structure	-8.3%	-109.4%	91.5%	-109.4%	-7.0%
VWIV	177.8%	134.7%	201.5%	197.1%	201.5%
Skew 25d	-180.5%	-265.4%	-95.7%	-265.4%	-95.7%
Skew 10d	-174.3%	-265.4%	-83.1%	-265.4%	-83.1%
Call IV 25d	205.9%	137.5%	274.3%	274.3%	137.5%
Put IV 25d	25.4%	8.9%	41.8%	8.9%	41.8%
Bid-Ask Spread %	148.92	134.93	158.71	134.93	153.13
Gamma HHI	0.60	0.54	0.66	0.66	0.59
Net GEX	905	788	979	979	947
Net DEX	-67.2K	-82.6K	-55.5K	-55.5K	-63.7K
Net VEX	-327	-365	-276	-276	-340
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.36	0.41	0.36	0.41
Total Volume	71.333	69	76	76	69
Total OI	758.333	749	767	749	767

Daily Data (3 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-10-27	$2.60	$3.00	139.2%	39.9%	0.0%	0.0%	197.1%	-265.4%	-109.4%	979	-55.5K	-276	0.36	134.93	56	20	729	20
2022-10-28	$2.65	$3.00	93.9%	26.9%	0.0%	0.0%	134.7%	-95.7%	91.5%	788	-82.6K	-365	0.41	158.71	49	20	739	20
2022-10-31	$2.56	$3.00	121.8%	34.9%	0.0%	0.0%	201.5%	0.0%	-7.0%	947	-63.7K	-340	0.41	153.13	49	20	747	20