POET Options History — February 2023 In February 2023, POET traded between $4.05 and $4.93. ATM implied volatility averaged 86.0%. The 30-day expected move averaged 24.0%. IV traded below realized volatility by 4.2% (HV 20d: 90.2%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-28 : Highest Volume — 285 contracts2023-02-28 : Largest IV spike — 56.9% change2023-02-01 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.42 $4.05 $4.93 $4.53 $4.15 Max Pain $4.00 $4.00 $4.00 $4.00 $4.00 ATM IV 86.0% 63.2% 150.6% 150.6% 116.0% Expected Move 24.0% 18.1% 43.2% 43.2% 33.3% HV 20d 90.2% 50.4% 156.3% 154.1% 50.4% HV 60d 97.1% 96.2% 98.6% 97.6% 96.2% Term Structure -10.1% -59.5% 12.2% -59.5% -23.1% VWIV 76.8% 54.3% 100.2% 64.9% 63.4% Skew 25d 8.2% -31.0% 107.9% 107.9% 20.9% Skew 10d 4.2% -47.7% 60.0% 60.0% -17.6% Call IV 25d 88.1% 54.9% 127.5% 64.7% 127.5% Put IV 25d 96.3% 74.6% 172.6% 172.6% 148.4% Bid-Ask Spread % 100.52 82.78 112.27 111.78 102.41 Gamma HHI 0.30 0.27 0.35 0.27 0.31 Net GEX 15.2K 13.5K 16.9K 13.5K 15.8K Net DEX -1.3M -1.7M -1.0M -1.4M -1.1M Net VEX -3.2K -3.6K -2.9K -3.3K -2.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.02 0.00 0.00 Total Volume 74.737 0 285 157 285 Total OI 4,882.263 4,720 4,951 4,797 4,936
Daily Data (19 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 2023-02-01 $4.53 $4.00 150.6% 43.2% 154.1% 0.0% 64.9% 107.9% -59.5% 13.5K -1.4M -3.3K 0.00 111.78 157 0 4,601 196 2023-02-02 $4.76 $4.00 102.3% 23.1% 154.2% 0.0% 0.0% 27.1% -28.4% 13.7K -1.6M -3.6K 0.00 108.76 37 0 4,719 196 2023-02-03 $4.90 $4.00 83.3% 22.5% 154.2% 0.0% 75.9% 1.2% 5.5% 15.6K -1.6M -3.6K 0.00 105.09 120 0 4,754 196 2023-02-06 $4.93 $4.00 90.6% 24.5% 154.3% 0.0% 54.3% 30.7% -7.4% 16.2K -1.7M -3.4K 0.00 104.69 127 0 4,755 196 2023-02-07 $4.69 $4.00 88.0% 22.3% 156.3% 0.0% 0.0% 18.0% 4.2% 15.4K -1.5M -3.4K 0.02 100.61 60 1 4,670 196 2023-02-08 $4.46 $4.00 66.3% 19.0% 101.5% 0.0% 0.0% 14.8% -16.1% 13.7K -1.4M -3.3K 0.00 104.32 123 0 4,642 196 2023-02-09 $4.50 $4.00 66.7% 19.1% 101.3% 0.0% 0.0% 16.3% -3.3% 15.8K -1.3M -3.3K 0.00 112.27 0 0 4,698 196 2023-02-10 $4.54 $4.00 76.8% 22.0% 91.9% 0.0% 0.0% 22.7% -14.1% 16.4K -1.4M -3.2K 0.00 100.27 4 0 4,698 196 2023-02-13 $4.55 $4.00 80.8% 23.2% 91.8% 0.0% 80.6% 7.6% 12.2% 14.8K -1.4M -3.3K 0.00 89.30 10 0 4,730 196 2023-02-14 $4.46 $4.00 63.2% 18.1% 60.5% 0.0% 0.0% -2.4% -10.5% 16.0K -1.3M -3.3K 0.00 106.02 57 0 4,730 196 2023-02-15 $4.36 $4.00 68.4% 19.6% 52.7% 0.0% 0.0% -2.5% -7.2% 16.9K -1.2M -3.1K 0.00 98.27 21 0 4,717 196 2023-02-16 $4.14 $4.00 77.8% 22.3% 53.6% 0.0% 0.0% -31.0% 10.8% 15.4K -1.1M -3.1K 0.00 96.67 50 0 4,726 196 2023-02-17 $4.05 $4.00 96.7% 27.7% 53.4% 0.0% 100.2% 12.0% -12.3% 13.5K -1.1M -3.0K 0.00 108.33 46 0 4,726 196 2023-02-21 $4.27 $4.00 78.9% 22.6% 56.1% 0.0% 0.0% -30.1% 3.4% 14.4K -1.1M -3.1K 0.00 106.00 193 0 4,530 190 2023-02-22 $4.14 $4.00 82.0% 23.5% 56.6% 0.0% 0.0% -27.9% 0.4% 15.2K -1.0M -3.1K 0.00 88.73 0 0 4,623 190 2023-02-23 $4.25 $4.00 81.9% 23.5% 57.7% 0.0% 98.3% -8.2% -27.5% 15.1K -1.1M -3.1K 0.00 92.39 74 0 4,623 190 2023-02-24 $4.12 $4.00 88.7% 25.4% 56.2% 0.0% 0.0% -2.6% -21.8% 15.3K -1.1M -3.0K 0.00 82.78 5 0 4,691 190 2023-02-27 $4.16 $4.00 73.9% 21.2% 56.5% 0.0% 63.4% -18.7% 3.7% 15.8K -1.1M -3.0K 0.00 91.18 50 0 4,696 190 2023-02-28 $4.15 $4.00 116.0% 33.3% 50.4% 0.0% 0.0% 20.9% -23.1% 15.8K -1.1M -2.9K 0.00 102.41 285 0 4,746 190
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