POET Options History — December 2022 In December 2022, POET traded between $2.86 and $3.24. ATM implied volatility averaged 111.6%. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 60.8% (HV 20d: 50.8%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-30 : Highest Volume — 312 contracts2022-12-20 : Largest IV spike — 220.7% change2022-12-02 : Largest Expected Move — 43.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.05 $2.86 $3.24 $3.02 $3.01 Max Pain $3.33 $2.00 $4.00 $2.00 $4.00 ATM IV 111.6% 42.8% 240.8% 54.0% 131.2% Expected Move 22.8% 10.4% 43.0% 15.5% 37.6% HV 20d 50.8% 37.6% 62.4% 62.4% 42.0% Term Structure 31.7% -71.8% 165.3% -47.1% -45.8% VWIV 94.9% 91.2% 98.6% 98.6% 91.2% Skew 25d -44.5% -199.8% 329.2% -106.6% -143.3% Skew 10d -56.2% -169.0% 338.5% -106.5% -125.1% Call IV 25d 124.4% 61.1% 204.9% 107.2% 146.0% Put IV 25d 79.9% 0.6% 505.5% 0.6% 2.8% Bid-Ask Spread % 149.27 136.98 158.01 137.33 156.14 Gamma HHI 0.77 0.51 1.00 0.83 0.62 Net GEX 5.1K 425 13.3K 4.2K 2.2K Net DEX -232.9K -377.9K -143.3K -158.2K -230.6K Net VEX -573 -848 -7 -673 -848 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 26.476 0 312 0 312 Total OI 1,716.048 1,643 1,819 1,646 1,819
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 2022-12-01 $3.02 $2.00 54.0% 15.5% 62.4% 0.0% 0.0% -106.6% -47.1% 4.2K -158.2K -673 0.00 137.33 0 0 1,516 130 2022-12-02 $3.00 $2.00 150.1% 43.0% 59.7% 0.0% 0.0% -152.8% -71.8% 4.9K -156.2K -779 0.00 156.01 1 0 1,516 130 2022-12-05 $3.16 $4.00 182.4% 10.7% 61.5% 0.0% 0.0% -92.5% 121.9% 13.3K -361.7K -7 0.00 143.85 1 0 1,516 130 2022-12-06 $3.14 $4.00 79.9% 11.5% 58.8% 0.0% 0.0% -62.5% 157.9% 11.5K -362.4K -61 0.00 154.56 11 0 1,517 130 2022-12-07 $3.19 $4.00 75.8% 10.4% 57.7% 0.0% 0.0% -46.2% 141.0% 12.1K -368.0K -67 0.00 148.82 0 0 1,513 130 2022-12-08 $3.22 $4.00 145.6% 16.0% 57.0% 0.0% 98.6% -122.7% 55.9% 5.6K -197.9K -606 0.00 136.98 9 0 1,513 130 2022-12-09 $3.21 $3.00 97.3% 10.9% 57.2% 0.0% 0.0% -62.7% 126.3% 10.1K -377.9K -78 0.00 146.66 0 0 1,514 130 2022-12-12 $3.24 $3.00 240.8% 25.6% 57.2% 0.0% 0.0% -199.8% 151.1% 425 -374.0K -51 0.00 153.79 0 0 1,514 130 2022-12-13 $3.06 $3.00 238.0% 26.6% 56.3% 0.0% 0.0% 312.9% 71.0% 5.8K -163.2K -716 0.00 150.72 11 0 1,514 130 2022-12-14 $3.04 $3.00 45.9% 13.1% 51.5% 0.0% 0.0% -93.7% 165.3% 4.1K -194.9K -656 0.00 153.19 5 0 1,525 130 2022-12-15 $2.98 $3.00 134.6% 38.6% 51.7% 0.0% 0.0% 329.2% -36.6% 7.5K -151.8K -773 0.00 148.92 0 0 1,530 130 2022-12-16 $2.96 $3.00 65.5% 18.8% 47.0% 0.0% 0.0% -98.8% -48.5% 2.3K -179.2K -822 0.00 153.66 100 0 1,530 130 2022-12-19 $2.94 $3.00 42.8% 12.3% 46.8% 0.0% 0.0% -97.3% 79.3% 4.8K -143.3K -523 0.00 153.94 100 0 1,585 130 2022-12-20 $3.08 $3.00 137.2% 39.3% 49.3% 0.0% 0.0% -148.8% -55.0% 2.7K -223.7K -833 0.00 149.45 0 0 1,685 130 2022-12-21 $3.05 $3.00 47.0% 13.5% 47.8% 0.0% 0.0% -100.9% 18.1% 5.4K -171.8K -538 0.00 150.96 4 0 1,685 130 2022-12-22 $2.98 $3.00 91.2% 26.1% 44.9% 0.0% 91.2% 0.0% -26.7% 2.2K -220.2K -800 0.00 142.70 2 0 1,689 130 2022-12-23 $2.96 $4.00 65.5% 18.8% 41.0% 0.0% 0.0% -125.5% -46.4% 2.0K -225.7K -813 0.00 158.01 0 0 1,689 130 2022-12-27 $2.88 $4.00 49.0% 14.0% 38.4% 0.0% 0.0% -71.4% -16.0% 2.0K -211.5K -811 0.00 146.90 0 0 1,689 130 2022-12-28 $2.86 $4.00 141.8% 40.6% 37.6% 0.0% 0.0% 323.2% -47.0% 2.2K -203.7K -847 0.00 144.59 0 0 1,689 130 2022-12-29 $3.01 $4.00 128.2% 36.7% 42.1% 0.0% 0.0% -129.9% 18.4% 2.4K -215.2K -740 0.00 147.58 0 0 1,689 130 2022-12-30 $3.01 $4.00 131.2% 37.6% 42.0% 0.0% 0.0% -143.3% -45.8% 2.2K -230.6K -848 0.00 156.14 312 0 1,689 130
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