POET Options History — April 2023 In April 2023, POET traded between $3.57 and $3.99. ATM implied volatility averaged 83.0%. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 47.1% (HV 20d: 35.8%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.01.
Notable Days 2023-04-24 : Highest Volume — 528 contracts2023-04-24 : Largest IV spike — 61.2% change2023-04-17 : Largest Expected Move — 30.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.82 $3.57 $3.99 $3.94 $3.99 Max Pain $3.84 $3.00 $4.00 $3.00 $4.00 ATM IV 83.0% 57.8% 105.4% 70.0% 100.4% Expected Move 23.8% 16.6% 30.2% 20.1% 28.8% HV 20d 35.8% 23.7% 60.6% 60.6% 42.5% HV 60d 69.8% 58.1% 104.4% 104.4% 59.4% Term Structure 2.0% -48.1% 60.1% -0.7% -19.0% VWIV 70.2% 61.2% 79.2% 61.2% 79.2% Skew 25d 1.6% -100.6% 172.3% 172.3% -100.6% Skew 10d 11.7% -119.3% 256.0% 256.0% -119.3% Call IV 25d 92.4% 62.1% 195.0% 117.9% 195.0% Put IV 25d 94.1% 63.2% 290.2% 290.2% 94.4% Bid-Ask Spread % 104.78 47.77 128.76 107.55 124.02 Gamma HHI 0.34 0.29 0.39 0.39 0.29 Net GEX 16.4K 13.8K 19.6K 14.8K 15.6K Net DEX -1.1M -1.3M -830.2K -1.1M -1.2M Net VEX -4.0K -4.5K -3.7K -3.7K -4.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.20 0.00 0.00 Total Volume 104.526 0 528 241 0 Total OI 6,423.526 5,169 7,031 6,258 5,652
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 2023-04-03 $3.94 $3.00 70.0% 20.1% 60.6% 0.0% 0.0% 172.3% -0.7% 14.8K -1.1M -3.7K 0.00 107.55 241 0 6,069 189 2023-04-04 $3.88 $3.00 83.5% 23.9% 57.3% 0.0% 0.0% 11.3% 0.1% 16.8K -1.1M -3.8K 0.00 47.77 80 0 6,147 189 2023-04-05 $3.83 $3.00 79.4% 22.8% 56.3% 0.0% 0.0% 7.5% 0.9% 15.8K -1.1M -3.7K 0.00 52.76 270 0 6,219 189 2023-04-06 $3.83 $4.00 93.5% 24.1% 51.1% 0.0% 0.0% -14.5% -13.7% 16.5K -1.1M -4.0K 0.00 97.91 2 0 6,489 189 2023-04-10 $3.94 $4.00 85.6% 29.4% 49.1% 0.0% 0.0% -40.0% -48.1% 17.2K -1.2M -4.0K 0.00 113.89 0 0 6,491 189 2023-04-11 $3.89 $4.00 84.2% 22.6% 30.9% 0.0% 0.0% -6.2% 4.4% 15.6K -1.1M -3.7K 0.00 103.90 250 0 6,400 189 2023-04-12 $3.88 $4.00 95.3% 27.3% 26.0% 0.0% 0.0% -54.4% -11.5% 17.0K -1.1M -4.1K 0.20 104.60 5 1 6,590 189 2023-04-13 $3.94 $4.00 73.1% 21.0% 26.4% 0.0% 0.0% 9.4% 8.3% 19.6K -1.2M -4.3K 0.00 102.31 28 0 6,595 190 2023-04-14 $3.92 $4.00 79.8% 22.9% 23.7% 0.0% 0.0% 6.6% 1.6% 15.2K -1.2M -4.1K 0.00 121.42 251 0 6,595 190 2023-04-17 $3.88 $4.00 105.4% 30.2% 23.8% 0.0% 0.0% 10.8% -31.8% 19.3K -1.3M -4.2K 0.00 113.13 0 0 6,840 190 2023-04-18 $3.79 $4.00 84.7% 24.3% 25.0% 0.0% 0.0% 9.6% 9.8% 18.8K -1.1M -4.1K 0.00 128.76 169 0 6,830 190 2023-04-19 $3.70 $4.00 81.5% 23.4% 24.5% 0.0% 0.0% 49.8% -4.5% 17.8K -1.0M -4.1K 0.00 106.12 59 0 6,791 190 2023-04-20 $3.67 $4.00 87.1% 25.0% 24.6% 0.0% 0.0% -11.7% -10.8% 14.4K -970.2K -3.8K 0.00 101.49 0 0 6,841 190 2023-04-21 $3.67 $4.00 57.8% 16.6% 24.6% 0.0% 0.0% -21.7% 44.1% 14.3K -974.3K -3.9K 0.00 120.90 20 0 6,831 190 2023-04-24 $3.57 $4.00 93.1% 26.7% 25.1% 0.0% 61.2% -1.7% 35.8% 13.8K -830.2K -3.7K 0.00 112.28 528 0 5,169 0 2023-04-25 $3.78 $4.00 70.3% 20.1% 33.0% 0.0% 79.2% 23.9% -3.0% 15.9K -1.0M -4.2K 0.00 98.60 38 0 5,589 0 2023-04-26 $3.63 $4.00 85.2% 24.4% 35.8% 0.0% 0.0% -20.2% 16.2% 15.9K -902.0K -3.9K 0.00 113.63 14 0 5,626 0 2023-04-27 $3.83 $4.00 66.8% 19.1% 40.6% 0.0% 0.0% 0.8% 60.1% 16.5K -1.1M -4.3K 0.00 119.78 30 0 5,630 0 2023-04-28 $3.99 $4.00 100.4% 28.8% 42.5% 0.0% 0.0% -100.6% -19.0% 15.6K -1.2M -4.5K 0.00 124.02 0 0 5,652 0
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