POET Options History — January 2023 In January 2023, POET traded between $3.08 and $5.58. ATM implied volatility averaged 121.2%. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 4.0% (HV 20d: 117.2%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.22.
Notable Days 2023-01-11 : Highest Volume — 1,064 contracts2023-01-19 : Largest IV spike — 283.9% change2023-01-20 : Largest Expected Move — 87.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.54 $3.08 $5.58 $3.09 $4.61 Max Pain $4.00 $4.00 $4.00 $4.00 $4.00 ATM IV 121.2% 45.6% 305.1% 67.0% 74.3% Expected Move 30.8% 13.1% 87.5% 19.2% 21.3% HV 20d 117.2% 38.5% 153.5% 42.9% 153.5% HV 60d 84.0% 49.4% 98.6% 51.0% 98.0% Term Structure 27.3% -78.8% 136.2% -8.5% -18.5% VWIV 99.8% 61.1% 121.5% 94.5% 79.8% Skew 25d -17.7% -200.3% 292.0% -36.4% -10.0% Skew 10d 15.0% -170.5% 294.5% -36.9% 36.6% Call IV 25d 114.3% 54.3% 203.9% 59.7% 75.6% Put IV 25d 96.6% 0.8% 366.5% 23.3% 65.5% Bid-Ask Spread % 125.23 100.11 151.72 126.20 100.11 Gamma HHI 0.47 0.27 1.00 0.78 0.28 Net GEX 8.7K 1.5K 14.0K 6.5K 14.0K Net DEX -1.1M -1.7M -226.9K -226.9K -1.4M Net VEX -1.9K -3.2K -2 -919 -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 2.75 0.00 0.00 Total Volume 138.6 0 1,064 0 44 Total OI 3,523.35 2,171 4,744 2,171 4,744
Daily Data (20 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 2023-01-03 $3.09 $4.00 67.0% 19.2% 42.9% 0.0% 0.0% -36.4% -8.5% 6.5K -226.9K -919 0.00 126.20 0 0 2,041 130 2023-01-04 $3.08 $4.00 119.3% 34.2% 38.5% 0.0% 0.0% -145.4% 87.4% 5.6K -245.6K -929 0.00 146.36 0 0 2,041 130 2023-01-05 $3.12 $0.00 140.3% 23.0% 38.8% 0.0% 0.0% -131.2% 33.0% 4.0K -269.9K -996 0.00 147.21 0 0 2,041 130 2023-01-06 $3.15 $0.00 141.2% 25.0% 38.5% 0.0% 0.0% -200.3% 97.3% 8.8K -463.1K -348 0.00 151.72 23 0 2,041 130 2023-01-09 $3.26 $0.00 153.9% 19.6% 40.4% 0.0% 0.0% 69.0% 102.1% 1.5K -493.2K -2 0.00 141.74 0 0 2,064 130 2023-01-10 $4.58 $0.00 154.8% 23.0% 127.0% 0.0% 94.5% -83.7% 136.2% 4.8K -649.0K -1.1K 0.67 138.19 99 66 2,064 130 2023-01-11 $4.67 $4.00 70.7% 20.3% 126.9% 0.0% 79.2% -17.1% 43.1% 6.1K -757.3K -1.3K 0.01 140.92 1,052 12 2,123 196 2023-01-12 $4.16 $4.00 54.8% 15.7% 133.1% 0.0% 108.8% -70.5% -19.7% 7.6K -726.4K -2.1K 2.75 121.87 4 11 3,149 206 2023-01-13 $4.23 $4.00 53.7% 15.4% 132.8% 0.0% 106.6% -55.6% 82.4% 2.7K -759.4K -526 0.00 121.00 197 0 3,152 200 2023-01-17 $5.11 $4.00 147.9% 42.4% 145.3% 0.0% 110.3% -133.8% 42.6% 9.1K -1.2M -2.3K 0.00 127.69 518 0 3,429 200 2023-01-18 $5.50 $4.00 76.8% 22.0% 145.7% 0.0% 98.1% -59.4% -1.8% 8.9K -1.5M -2.7K 0.03 112.57 308 8 3,939 200 2023-01-19 $5.58 $4.00 294.7% 84.5% 145.1% 0.0% 121.5% 105.9% 16.1% 12.4K -1.7M -2.6K 0.00 102.90 27 0 4,194 207 2023-01-20 $5.57 $4.00 305.1% 87.5% 145.5% 0.0% 119.0% -42.3% -78.8% 7.7K -1.6M -2.9K 0.05 101.78 98 5 4,239 207 2023-01-23 $5.25 $4.00 59.2% 17.0% 148.3% 0.0% 118.5% -87.0% -6.0% 12.8K -1.5M -2.8K 0.00 111.33 45 0 4,198 196 2023-01-24 $5.16 $4.00 45.6% 13.1% 148.1% 0.0% 61.1% -53.9% 69.6% 12.0K -1.5M -2.9K 0.00 123.15 51 0 4,239 196 2023-01-25 $5.21 $4.00 69.0% 19.8% 147.7% 0.0% 0.0% 18.5% -41.6% 12.2K -1.6M -2.9K 0.00 121.10 7 0 4,331 196 2023-01-26 $5.36 $4.00 79.8% 22.9% 146.2% 0.0% 79.8% 292.0% 10.0% 11.4K -1.7M -2.6K 0.00 124.98 106 0 4,289 196 2023-01-27 $5.21 $4.00 165.2% 47.4% 147.1% 0.0% 0.0% 43.1% -18.4% 13.5K -1.6M -2.3K 0.00 116.44 20 0 4,385 196 2023-01-30 $4.81 $4.00 150.7% 43.2% 151.9% 0.0% 0.0% 243.5% 18.9% 13.4K -1.4M -2.5K 0.00 127.36 71 0 4,392 196 2023-01-31 $4.61 $4.00 74.3% 21.3% 153.5% 0.0% 0.0% -10.0% -18.5% 14.0K -1.4M -3.2K 0.00 100.11 44 0 4,548 196
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