POET Options History — November 2022 In November 2022, POET traded between $2.48 and $3.05. ATM implied volatility averaged 118.1%. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 56.8% (HV 20d: 61.4%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.16.
Notable Days 2022-11-22 : Highest Volume — 527 contracts2022-11-22 : Largest IV spike — 160.3% change2022-11-22 : Largest Expected Move — 88.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.77 $2.48 $3.05 $2.58 $2.99 Max Pain $2.10 $2.00 $3.00 $3.00 $2.00 ATM IV 118.1% 34.0% 309.2% 100.5% 71.0% Expected Move 30.5% 9.7% 88.6% 28.8% 20.4% HV 20d 61.4% 58.9% 63.2% 62.7% 62.4% Term Structure 79.6% -22.3% 325.6% 170.0% 12.5% VWIV 138.9% 85.2% 230.8% 110.1% 207.4% Skew 25d -75.8% -236.3% 395.8% -199.7% -49.2% Skew 10d -47.7% -213.1% 416.3% -155.5% -72.1% Call IV 25d 166.2% 61.7% 284.6% 208.4% 66.6% Put IV 25d 90.4% 0.6% 502.0% 8.6% 17.4% Bid-Ask Spread % 143.92 128.34 153.38 147.88 142.17 Gamma HHI 0.73 0.46 0.89 0.72 0.83 Net GEX 2.2K 1 5.6K 1.4K 5.6K Net DEX -108.5K -203.4K -4.6K -35.0K -139.1K Net VEX -487 -826 -1 -232 -526 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.01 0.36 0.23 0.26 Total Volume 236.762 0 527 108 0 Total OI 1,270.571 767 1,646 767 1,646
Daily Data (21 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 2022-11-01 $2.58 $3.00 100.5% 28.8% 0.0% 0.0% 110.1% -199.7% 170.0% 1.4K -35.0K -232 0.23 147.88 88 20 747 20 2022-11-02 $2.59 $3.00 136.7% 39.2% 0.0% 0.0% 157.2% 30.3% 32.6% 1.5K -34.9K -211 0.03 140.84 88 3 782 20 2022-11-03 $2.48 $2.00 99.6% 35.9% 0.0% 0.0% 126.5% -1.5% 113.1% 1.2K -21.3K -122 0.02 128.34 178 3 782 20 2022-11-04 $2.53 $2.00 103.7% 22.2% 0.0% 0.0% 142.3% -172.3% 167.1% 1 -4.6K -1 0.02 136.86 182 3 881 20 2022-11-07 $2.69 $2.00 177.8% 24.3% 0.0% 0.0% 85.2% -50.9% 170.4% 1.3K -89.9K -477 0.01 151.13 218 3 885 20 2022-11-08 $2.63 $2.00 270.3% 33.5% 0.0% 0.0% 116.3% -162.5% 42.0% 2.2K -52.1K -247 0.01 145.07 218 3 1,020 20 2022-11-09 $2.59 $2.00 65.1% 18.7% 0.0% 0.0% 129.2% -202.7% 325.6% 2.0K -41.2K -204 0.02 140.45 195 3 1,020 20 2022-11-10 $2.61 $2.00 95.5% 27.4% 0.0% 0.0% 95.6% -210.4% 117.4% 2.2K -60.6K -319 0.02 143.72 195 3 1,120 20 2022-11-11 $2.65 $2.00 96.7% 27.7% 0.0% 0.0% 187.4% -18.2% 91.9% 1.6K -111.0K -553 0.02 148.07 195 3 1,120 20 2022-11-14 $2.86 $2.00 94.6% 27.1% 0.0% 0.0% 95.8% -236.3% 59.9% 2.0K -123.3K -554 0.03 145.87 105 3 1,120 20 2022-11-15 $3.05 $2.00 120.5% 34.6% 0.0% 0.0% 138.1% -186.4% 154.0% 891 -189.0K -661 0.33 153.38 343 113 1,150 20 2022-11-16 $3.00 $2.00 171.2% 49.1% 0.0% 0.0% 166.5% 346.0% 10.0% 1.6K -196.3K -694 0.34 146.80 335 113 1,398 130 2022-11-17 $2.83 $2.00 59.4% 17.0% 62.7% 0.0% 117.9% -91.9% 32.4% 1.7K -174.8K -802 0.36 130.60 316 113 1,398 130 2022-11-18 $2.79 $2.00 136.6% 39.2% 61.1% 0.0% 136.7% 3.9% 36.2% 3.6K -89.6K -487 0.36 147.49 316 113 1,419 130 2022-11-21 $2.79 $2.00 118.8% 34.1% 59.2% 0.0% 230.8% -195.7% -22.3% 3.5K -100.1K -609 0.35 143.79 317 110 1,404 110 2022-11-22 $2.90 $2.00 309.2% 88.6% 58.9% 0.0% 117.6% 395.8% 69.0% 2.3K -166.7K -732 0.26 139.50 417 110 1,416 110 2022-11-23 $2.76 $2.00 100.7% 28.9% 60.7% 0.0% 207.4% -224.3% 0.6% 4.3K -79.1K -406 0.26 147.80 417 110 1,516 110 2022-11-25 $2.91 $2.00 43.0% 12.3% 61.6% 0.0% 0.0% -73.2% 87.8% 3.1K -173.3K -826 0.00 145.96 0 20 1,516 110 2022-11-28 $3.05 $2.00 75.7% 21.7% 63.2% 0.0% 0.0% -147.3% 4.9% 2.1K -203.4K -754 0.00 150.47 0 0 1,516 130 2022-11-29 $2.98 $2.00 34.0% 9.7% 62.4% 0.0% 0.0% -145.8% -3.6% 2.9K -193.9K -811 0.00 146.03 0 0 1,516 130 2022-11-30 $2.99 $2.00 71.0% 20.4% 62.4% 0.0% 0.0% -49.2% 12.5% 5.6K -139.1K -526 0.00 142.17 0 0 1,516 130
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