POET Options History — July 2023 In July 2023, POET traded between $3.96 and $4.56. ATM implied volatility averaged 79.7%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 23.2% (HV 20d: 56.6%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-28 : Highest Volume — 703 contracts2023-07-24 : Largest IV spike — 46.0% change2023-07-24 : Highest IV Rank — 29.5%2023-07-24 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.25 $3.96 $4.56 $4.56 $4.28 Max Pain $4.70 $2.00 $5.00 $2.00 $5.00 ATM IV 79.7% 59.4% 115.1% 70.9% 80.7% Expected Move 23.9% 18.8% 33.0% 20.3% 23.1% HV 20d 56.6% 27.1% 72.7% 72.3% 27.1% HV 60d 54.9% 50.1% 56.5% 56.3% 50.3% IV Rank 16.6% 9.2% 29.5% 13.4% 17.0% IV Percentile 36.5% 6.9% 77.6% 20.1% 41.5% Term Structure -10.5% -57.1% 40.6% 20.7% -48.3% VWIV 94.9% 94.9% 94.9% 94.9% 94.9% Skew 25d 5.1% -47.3% 31.3% -13.9% -9.6% Skew 10d -1.3% -31.2% 20.8% -16.3% 1.6% Call IV 25d 79.7% 64.5% 151.4% 80.1% 98.7% Put IV 25d 84.7% 63.9% 104.1% 66.2% 89.1% Bid-Ask Spread % 108.81 91.85 132.38 120.32 132.38 Gamma HHI 0.35 0.30 0.37 0.35 0.34 Net GEX 21.6K 5.9K 26.8K 26.3K 14.7K Net DEX -1.4M -1.7M -916.8K -1.7M -1.3M Net VEX -3.9K -4.4K -3.6K -4.4K -4.2K 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 104.15 0 703 10 0 Total OI 6,270.9 4,728 7,126 6,742 5,125
Daily Data (20 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 2023-07-03 $4.56 $2.00 70.9% 20.3% 72.3% 13.4% 0.0% -13.9% 20.7% 26.3K -1.7M -4.4K 0.00 120.32 10 0 6,742 0 2023-07-05 $4.46 $2.00 65.7% 18.8% 72.7% 11.5% 0.0% -9.3% -11.3% 26.3K -1.7M -4.2K 0.00 106.96 0 0 6,738 0 2023-07-06 $4.40 $5.00 65.8% 21.8% 71.5% 11.6% 0.0% 9.6% -1.3% 25.8K -1.6M -4.1K 0.00 91.85 0 0 6,738 0 2023-07-07 $4.37 $5.00 64.9% 21.0% 71.1% 11.2% 0.0% 2.4% -24.4% 25.1K -1.6M -4.2K 0.00 97.73 0 0 6,738 0 2023-07-10 $4.34 $5.00 64.8% 20.2% 69.5% 11.2% 0.0% 20.2% 11.5% 25.3K -1.6M -4.1K 0.00 95.41 0 0 6,738 0 2023-07-11 $4.30 $5.00 59.4% 30.2% 66.9% 9.2% 0.0% 7.5% -57.1% 24.7K -1.5M -3.7K 0.00 110.98 5 0 6,738 0 2023-07-12 $4.36 $5.00 78.8% 22.6% 67.0% 16.3% 0.0% -6.8% -14.6% 26.0K -1.5M -3.9K 0.00 107.07 235 1 6,741 0 2023-07-13 $4.32 $5.00 83.7% 24.0% 62.2% 18.1% 94.9% -3.2% -8.6% 25.7K -1.6M -4.0K 0.00 115.43 80 0 6,976 1 2023-07-14 $4.29 $5.00 79.2% 22.7% 62.1% 16.4% 0.0% 20.1% -8.1% 26.1K -1.6M -4.1K 0.00 103.69 105 0 7,046 1 2023-07-17 $4.30 $5.00 77.0% 22.1% 61.3% 15.6% 0.0% 13.6% -27.8% 26.7K -1.6M -4.1K 0.00 102.67 20 0 7,125 1 2023-07-18 $4.20 $5.00 101.1% 29.0% 61.2% 24.4% 0.0% 31.3% -28.1% 26.5K -1.5M -3.9K 0.00 99.67 215 0 7,125 1 2023-07-19 $4.22 $5.00 79.8% 22.9% 59.8% 16.6% 0.0% 6.0% -5.7% 26.4K -1.5M -3.9K 0.00 103.97 224 0 7,037 1 2023-07-20 $4.12 $5.00 75.4% 21.6% 59.0% 15.0% 0.0% 10.9% 0.0% 26.8K -1.4M -3.8K 0.00 103.38 20 0 7,060 1 2023-07-21 $4.13 $5.00 78.8% 22.6% 51.3% 16.3% 0.0% 13.9% 22.5% 13.9K -1.4M -3.8K 0.00 110.12 316 0 7,070 1 2023-07-24 $4.03 $5.00 115.1% 33.0% 51.9% 29.5% 0.0% 12.3% -42.1% 13.6K -926.9K -3.7K 0.00 111.43 0 0 4,728 0 2023-07-25 $3.96 $5.00 86.2% 24.7% 51.1% 19.0% 0.0% -47.3% 40.6% 5.9K -1.3M -3.6K 0.00 128.29 0 0 4,728 0 2023-07-26 $4.04 $5.00 80.7% 23.1% 31.0% 17.0% 0.0% 2.4% -15.1% 14.2K -916.8K -3.7K 0.00 106.55 5 0 4,728 0 2023-07-27 $4.16 $5.00 109.6% 31.4% 31.3% 27.5% 0.0% 25.4% -35.1% 15.4K -1.0M -3.7K 0.00 119.80 144 0 4,728 0 2023-07-28 $4.16 $5.00 77.2% 22.1% 31.3% 15.7% 0.0% 16.3% 33.2% 16.4K -945.4K -3.6K 0.00 108.54 703 0 4,762 0 2023-07-31 $4.28 $5.00 80.7% 23.1% 27.1% 17.0% 0.0% -9.6% -48.3% 14.7K -1.3M -4.2K 0.00 132.38 0 0 5,125 0
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