POET Options History — March 2023

In March 2023, POET traded between $3.57 and $4.96. ATM implied volatility averaged 91.4%. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 14.8% (HV 20d: 76.7%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.23.

Notable Days

  • 2023-03-08: Highest Volume — 986 contracts
  • 2023-03-14: Largest IV spike — 66.3% change
  • 2023-03-15: Largest Expected Move — 37.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.08$3.57$4.96$4.14$3.92
Max Pain$3.13$3.00$4.00$4.00$3.00
ATM IV91.4%59.9%156.2%81.0%85.3%
Expected Move24.9%15.5%37.3%23.2%24.5%
HV 20d76.7%48.6%87.0%48.6%61.4%
HV 60d103.3%96.2%105.2%96.2%104.4%
Term Structure-9.6%-53.0%23.9%-8.6%4.1%
VWIV76.2%47.1%120.9%94.5%120.9%
Skew 25d7.3%-42.6%58.3%-20.6%-3.7%
Skew 10d9.4%-74.9%108.3%-8.1%-6.9%
Call IV 25d78.6%49.4%125.7%110.1%80.4%
Put IV 25d85.9%64.1%154.2%89.5%76.6%
Bid-Ask Spread %100.7566.60119.1166.6098.81
Gamma HHI0.400.330.530.330.38
Net GEX18.2K13.1K24.6K15.6K17.3K
Net DEX-1.2M-1.8M-848.9K-1.0M-1.1M
Net VEX-3.9K-4.3K-3.1K-3.1K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.003.500.000.00
Total Volume132.3910986213100
Total OI6,016.3484,9616,5164,9616,158

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$4.14$4.0081.0%23.2%48.6%0.0%0.0%-20.6%-8.6%15.6K-1.0M-3.1K0.0066.6021304,771190
2023-03-02$4.78$4.0091.4%26.2%71.6%0.0%94.5%-42.6%-7.5%18.9K-1.6M-3.7K0.00110.156605,047190
2023-03-03$4.86$4.0067.8%19.4%69.6%0.0%68.1%-4.8%-5.0%22.8K-1.6M-3.6K3.50108.86275,103195
2023-03-06$4.96$3.0083.0%15.5%69.2%0.0%0.0%-34.8%23.9%24.6K-1.8M-3.4K0.00101.8152905,102195
2023-03-07$4.65$3.0078.8%21.8%72.9%0.0%0.0%-11.0%-12.8%22.6K-1.7M-4.0K0.00110.66005,546195
2023-03-08$4.48$3.0059.9%19.4%72.0%0.0%67.5%20.4%5.2%23.1K-1.4M-3.7K0.0073.3798605,546195
2023-03-09$4.17$3.0089.3%23.8%74.3%0.0%0.0%30.2%-19.4%20.7K-1.3M-4.2K0.0078.51705,965195
2023-03-10$3.96$3.0085.2%21.3%76.0%0.0%74.3%17.0%-4.5%18.5K-1.1M-3.9K0.00100.9824005,948195
2023-03-13$3.57$3.0094.0%29.4%83.2%0.0%72.1%-35.5%-41.3%13.1K-848.9K-3.6K0.00117.9133705,965195
2023-03-14$3.75$3.00156.2%23.4%85.9%0.0%0.0%16.2%-6.4%17.1K-1.0M-4.0K0.0099.672506,224195
2023-03-15$3.76$3.00130.1%37.3%85.9%0.0%47.1%28.4%-53.0%15.9K-1.2M-4.3K0.00109.481006,243195
2023-03-16$3.89$3.0073.0%20.9%87.0%0.0%61.8%6.0%0.0%17.8K-1.1M-4.0K1.10105.421001106,243195
2023-03-17$3.92$3.0084.4%24.2%85.4%0.0%79.8%10.2%1.6%17.0K-1.2M-4.2K0.0097.973806,322194
2023-03-20$3.88$3.0091.3%26.2%85.1%0.0%0.0%18.9%-13.2%17.4K-1.1M-4.1K0.0099.78805,965189
2023-03-21$3.97$3.0089.3%25.6%83.2%0.0%0.0%29.6%-9.7%17.3K-1.2M-4.2K0.0093.41505,965189
2023-03-22$3.96$3.0088.3%25.3%82.6%0.0%0.0%58.3%-0.5%17.9K-1.2M-4.0K0.00101.57005,964189
2023-03-23$3.93$3.0092.9%26.6%81.9%0.0%120.9%-1.3%-10.7%17.2K-1.2M-4.1K0.00104.891005,964189
2023-03-24$3.84$3.0096.4%27.6%81.6%0.0%0.0%6.0%-15.1%16.8K-1.1M-3.9K0.00116.095005,964189
2023-03-27$3.87$3.0099.1%28.4%81.6%0.0%0.0%19.2%-3.7%16.3K-1.1M-3.9K0.00119.11006,014189
2023-03-28$3.85$3.00124.6%35.7%81.6%0.0%0.0%14.2%-30.9%16.0K-1.2M-4.0K0.00106.281006,034189
2023-03-29$3.91$3.0075.1%21.5%81.8%0.0%0.0%39.9%3.4%17.3K-1.1M-3.8K0.00116.082006,044189
2023-03-30$3.83$3.0086.7%24.9%60.9%0.0%0.0%7.4%-6.8%17.3K-1.1M-3.8K0.0079.8317206,054189
2023-03-31$3.92$3.0085.3%24.5%61.4%0.0%0.0%-3.7%4.1%17.3K-1.1M-3.8K0.0098.8110005,969189