POET Options History — May 2023

In May 2023, POET traded between $4.04 and $4.71. ATM implied volatility averaged 94.4%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 38.9% (HV 20d: 55.5%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-05-17: Highest Volume — 187 contracts
2023-05-22: Largest IV drop — 44.0% change
2023-05-01: Highest IV Rank — 36.4%
2023-05-01: Largest Expected Move — 38.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.36	$4.04	$4.71	$4.30	$4.33
Max Pain	$3.94	$2.00	$5.00	$4.00	$5.00
ATM IV	94.4%	61.2%	134.1%	134.1%	73.2%
Expected Move	26.1%	17.6%	38.4%	38.4%	21.0%
HV 20d	55.5%	43.8%	62.8%	49.3%	43.8%
HV 60d	59.7%	52.8%	62.9%	60.6%	52.8%
IV Rank	21.9%	9.9%	36.4%	36.4%	14.2%
IV Percentile	48.5%	9.9%	79.4%	79.4%	25.2%
Term Structure	-14.3%	-109.9%	26.1%	-109.9%	-2.9%
VWIV	143.0%	105.3%	164.1%	159.7%	105.3%
Skew 25d	17.2%	-40.7%	182.4%	0.0%	8.5%
Skew 10d	8.0%	-82.3%	243.2%	-57.8%	-25.2%
Call IV 25d	82.3%	41.6%	135.7%	96.5%	67.0%
Put IV 25d	99.5%	57.8%	245.0%	96.5%	75.6%
Bid-Ask Spread %	116.01	93.89	139.15	138.56	110.93
Gamma HHI	0.30	0.29	0.32	0.29	0.30
Net GEX	19.3K	16.2K	21.1K	18.0K	20.2K
Net DEX	-1.5M	-1.7M	-1.2M	-1.4M	-1.5M
Net VEX	-4.3K	-4.6K	-3.9K	-4.6K	-4.1K
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	29.227	0	187	18	1
Total OI	5,675.409	5,606	5,820	5,652	5,820

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-05-01	$4.30	$4.00	134.1%	38.4%	49.3%	36.4%	159.7%	0.0%	-109.9%	18.0K	-1.4M	-4.6K	138.56	18	0	5,652	0
2023-05-02	$4.11	$4.00	125.6%	36.0%	52.4%	33.3%	0.0%	37.8%	-36.1%	16.2K	-1.3M	-4.4K	130.97	0	0	5,640	0
2023-05-03	$4.05	$4.00	109.1%	31.3%	52.4%	27.3%	0.0%	182.4%	-33.9%	17.3K	-1.2M	-4.2K	125.56	0	0	5,640	0
2023-05-04	$4.04	$2.00	133.8%	26.7%	52.1%	36.3%	0.0%	38.9%	9.8%	17.3K	-1.3M	-4.3K	123.90	0	0	5,640	0
2023-05-05	$4.15	$2.00	114.5%	31.8%	52.8%	29.3%	0.0%	69.5%	7.6%	17.8K	-1.3M	-4.4K	121.08	13	0	5,640	0
2023-05-08	$4.30	$2.00	125.3%	25.8%	53.3%	33.2%	0.0%	41.1%	26.1%	19.2K	-1.4M	-4.4K	122.28	0	0	5,653	0
2023-05-09	$4.29	$2.00	89.0%	26.6%	53.0%	20.0%	0.0%	-5.3%	-15.3%	19.0K	-1.4M	-4.4K	120.79	0	0	5,663	0
2023-05-10	$4.31	$2.00	72.7%	20.9%	52.9%	14.1%	164.1%	22.9%	22.2%	19.5K	-1.4M	-4.4K	117.97	2	0	5,663	0
2023-05-11	$4.71	$0.00	95.9%	27.5%	60.6%	22.5%	0.0%	-28.1%	-27.6%	20.6K	-1.7M	-4.4K	129.07	76	0	5,661	0
2023-05-12	$4.53	$0.00	102.7%	29.4%	62.8%	25.0%	0.0%	39.6%	-27.9%	19.6K	-1.6M	-4.4K	139.15	0	0	5,734	0
2023-05-15	$4.57	$0.00	108.7%	31.2%	62.5%	27.1%	0.0%	3.9%	-38.3%	19.7K	-1.7M	-4.2K	113.20	1	0	5,684	0
2023-05-16	$4.61	$0.00	77.7%	22.3%	61.3%	15.9%	0.0%	23.2%	-2.0%	19.7K	-1.6M	-4.5K	119.14	90	0	5,684	0
2023-05-17	$4.60	$0.00	104.5%	30.0%	60.2%	25.6%	105.3%	-37.9%	-33.4%	20.1K	-1.7M	-4.4K	104.47	187	0	5,654	0
2023-05-18	$4.49	$5.00	76.3%	21.9%	61.2%	15.4%	0.0%	-38.5%	-6.9%	20.4K	-1.6M	-4.2K	102.32	25	0	5,660	0
2023-05-19	$4.52	$5.00	109.3%	31.3%	61.1%	27.4%	0.0%	-40.7%	-49.7%	19.4K	-1.6M	-4.2K	106.07	0	10	5,650	0
2023-05-22	$4.48	$5.00	61.2%	17.6%	59.9%	9.9%	0.0%	16.2%	2.2%	21.1K	-1.5M	-4.0K	117.63	0	0	5,596	10
2023-05-23	$4.44	$5.00	72.0%	20.7%	57.7%	13.8%	0.0%	18.6%	6.4%	20.5K	-1.5M	-4.0K	98.75	79	0	5,596	10
2023-05-24	$4.29	$5.00	71.3%	20.4%	57.1%	13.6%	0.0%	-17.6%	5.7%	20.1K	-1.4M	-3.9K	93.89	0	0	5,652	10
2023-05-25	$4.25	$5.00	70.3%	20.2%	54.8%	13.2%	0.0%	-32.0%	-10.1%	18.8K	-1.4M	-4.0K	99.61	108	0	5,667	10
2023-05-26	$4.19	$5.00	68.0%	19.5%	53.5%	12.4%	0.0%	13.4%	1.2%	20.0K	-1.3M	-4.1K	114.33	0	0	5,775	10
2023-05-30	$4.25	$5.00	80.8%	23.2%	46.5%	17.0%	0.0%	63.2%	-2.1%	20.3K	-1.4M	-4.1K	102.44	33	0	5,775	10
2023-05-31	$4.33	$5.00	73.2%	21.0%	43.8%	14.2%	0.0%	8.5%	-2.9%	20.2K	-1.5M	-4.1K	110.93	1	0	5,810	10