POET Options History — June 2023

In June 2023, POET traded between $4.14 and $5.37. ATM implied volatility averaged 85.1%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 36.2% (HV 20d: 48.9%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.04.

Notable Days

2023-06-23: Highest Volume — 325 contracts
2023-06-09: Largest IV spike — 70.5% change
2023-06-09: Highest IV Rank — 40.5%
2023-06-14: Largest Expected Move — 27.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.70	$4.14	$5.37	$4.32	$4.48
Max Pain	$2.29	$2.00	$5.00	$5.00	$2.00
ATM IV	85.1%	63.5%	145.4%	83.6%	63.5%
Expected Move	21.9%	18.2%	27.5%	24.0%	18.2%
HV 20d	48.9%	32.7%	72.1%	43.4%	72.1%
HV 60d	48.2%	42.2%	56.3%	51.2%	56.3%
IV Rank	18.6%	10.7%	40.5%	18.0%	10.7%
IV Percentile	40.2%	9.5%	88.3%	42.6%	9.5%
Term Structure	3.4%	-25.1%	39.5%	-22.2%	34.8%
VWIV	74.1%	52.2%	103.5%	74.8%	103.5%
Skew 25d	6.8%	-29.3%	79.4%	12.4%	-12.5%
Skew 10d	17.9%	-38.0%	110.9%	5.6%	-2.7%
Call IV 25d	70.6%	54.7%	95.1%	62.3%	69.6%
Put IV 25d	77.3%	57.1%	148.9%	74.7%	57.1%
Bid-Ask Spread %	106.22	92.99	126.18	114.40	110.85
Gamma HHI	0.33	0.29	0.36	0.30	0.36
Net GEX	23.1K	19.6K	27.0K	20.5K	25.9K
Net DEX	-1.8M	-2.3M	-1.3M	-1.5M	-1.7M
Net VEX	-4.1K	-4.6K	-3.7K	-4.1K	-4.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.83	0.00	0.00
Total Volume	82.048	0	325	11	73
Total OI	6,067.952	5,728	6,693	5,821	6,677

Daily Data (21 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
2023-06-01	$4.32	$5.00	83.6%	24.0%	43.4%	18.0%	0.0%	12.4%	-22.2%	20.5K	-1.5M	-4.1K	0.00	114.40	11	0	5,811	10
2023-06-02	$4.37	$5.00	69.0%	19.8%	43.4%	12.7%	0.0%	9.9%	9.4%	21.7K	-1.5M	-4.0K	0.00	99.71	105	0	5,820	10
2023-06-05	$4.34	$2.00	92.5%	20.8%	42.7%	21.3%	74.8%	1.0%	-13.2%	21.5K	-1.4M	-3.8K	0.00	92.99	1	0	5,718	10
2023-06-06	$4.51	$2.00	86.1%	19.8%	43.0%	19.0%	70.3%	2.5%	9.0%	21.3K	-1.6M	-3.8K	0.00	101.72	22	0	5,719	10
2023-06-07	$4.60	$2.00	74.5%	20.1%	43.4%	14.7%	0.0%	6.5%	6.1%	22.1K	-1.6M	-3.9K	0.00	95.31	1	0	5,719	10
2023-06-08	$4.78	$2.00	85.3%	21.8%	45.1%	18.6%	55.6%	0.8%	-4.7%	20.8K	-1.8M	-4.1K	0.00	106.04	100	0	5,720	10
2023-06-09	$5.00	$2.00	145.4%	26.7%	36.2%	40.5%	85.2%	1.5%	-25.1%	21.7K	-2.0M	-4.2K	0.00	115.12	42	0	5,910	10
2023-06-12	$5.06	$2.00	89.0%	21.4%	32.7%	20.0%	73.3%	-5.2%	7.6%	23.9K	-2.1M	-4.3K	0.00	104.02	59	0	5,977	10
2023-06-13	$5.37	$2.00	134.3%	19.6%	37.9%	36.5%	73.6%	-13.8%	6.0%	23.8K	-2.3M	-4.4K	0.00	99.18	36	0	6,024	10
2023-06-14	$5.27	$2.00	96.0%	27.5%	39.1%	22.5%	79.4%	9.0%	-1.4%	23.0K	-2.2M	-4.3K	0.00	115.57	108	0	6,038	10
2023-06-15	$5.07	$2.00	75.8%	21.7%	42.2%	15.2%	0.0%	2.1%	0.0%	24.2K	-2.0M	-4.2K	0.00	107.18	94	0	5,902	10
2023-06-16	$5.12	$2.00	65.5%	18.8%	40.8%	11.5%	73.4%	-3.0%	14.4%	25.1K	-2.1M	-4.2K	0.83	114.64	12	10	5,966	10
2023-06-20	$4.89	$2.00	71.0%	20.3%	44.8%	13.4%	0.0%	10.0%	1.2%	24.9K	-1.8M	-4.0K	0.00	106.75	5	0	5,965	0
2023-06-21	$4.70	$2.00	76.1%	21.8%	47.3%	15.3%	0.0%	-29.3%	0.8%	23.8K	-1.7M	-4.0K	0.00	97.17	0	0	5,970	0
2023-06-22	$4.32	$2.00	75.8%	21.7%	56.4%	15.2%	0.0%	37.0%	-1.6%	21.2K	-1.4M	-3.7K	0.00	110.63	128	0	5,970	0
2023-06-23	$4.27	$2.00	79.4%	22.8%	55.2%	16.5%	0.0%	6.7%	-16.9%	19.6K	-1.5M	-3.9K	0.00	107.63	325	0	6,098	0
2023-06-26	$4.14	$2.00	84.7%	24.3%	56.2%	18.4%	0.0%	79.4%	-10.3%	22.0K	-1.3M	-4.0K	0.00	112.47	203	0	6,383	0
2023-06-27	$4.62	$2.00	88.1%	25.3%	68.3%	19.7%	52.2%	30.4%	39.5%	24.4K	-1.8M	-4.5K	0.00	126.18	70	0	6,586	0
2023-06-28	$4.75	$2.00	73.7%	21.1%	68.7%	14.4%	0.0%	3.1%	34.0%	26.5K	-1.9M	-4.5K	0.00	95.25	302	0	6,641	0
2023-06-29	$4.75	$2.00	78.4%	22.5%	68.6%	16.2%	103.5%	-6.7%	-0.4%	27.0K	-2.0M	-4.6K	0.00	97.80	16	0	6,693	0
2023-06-30	$4.48	$2.00	63.5%	18.2%	72.1%	10.7%	0.0%	-12.5%	34.8%	25.9K	-1.7M	-4.3K	0.00	110.85	73	0	6,677	0