POET Options History — August 2023

In August 2023, POET traded between $3.58 and $4.19. ATM implied volatility averaged 89.9%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 53.6% (HV 20d: 36.3%). Max pain ranged from $3.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.01.

Notable Days

  • 2023-08-31: Highest Volume — 80 contracts
  • 2023-08-25: Largest IV spike — 94.1% change
  • 2023-08-07: Highest IV Rank — 51.2%
  • 2023-08-25: Largest Expected Move — 39.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.91$3.58$4.19$4.19$4.04
Max Pain$3.73$3.00$5.00$5.00$3.00
ATM IV89.9%55.1%175.0%66.6%67.0%
Expected Move23.4%15.8%39.8%19.1%19.2%
HV 20d36.3%26.8%50.1%26.8%50.1%
HV 60d49.0%47.5%52.0%50.5%52.0%
IV Rank20.3%7.7%51.2%11.9%12.0%
IV Percentile42.8%4.9%95.9%14.3%16.1%
Term Structure-3.7%-74.2%55.8%-14.5%3.4%
VWIV77.5%71.9%83.2%71.9%83.2%
Skew 25d-2.9%-66.8%33.8%-3.0%19.1%
Skew 10d2.4%-39.7%41.2%5.1%7.0%
Call IV 25d87.9%65.7%144.2%76.9%70.3%
Put IV 25d84.9%63.0%145.9%73.9%89.4%
Bid-Ask Spread %128.0598.25163.87112.67130.57
Gamma HHI0.330.290.380.360.34
Net GEX15.5K9.9K18.8K17.4K18.8K
Net DEX-924.0K-1.3M-615.2K-1.1M-921.6K
Net VEX-3.3K-4.0K-2.4K-3.9K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.060.000.00
Total Volume10.87080180
Total OI5,185.1745,1255,2805,1255,280

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$4.19$5.0066.6%19.1%26.8%11.9%0.0%-3.0%-14.5%17.4K-1.1M-3.9K0.00112.67105,1250
2023-08-02$4.07$5.0085.6%24.5%27.5%18.8%0.0%33.8%55.8%12.2K-1.2M-4.0K0.00130.76105,1260
2023-08-03$4.08$0.0092.1%36.8%27.4%21.1%0.0%-19.6%37.6%14.4K-1.2M-3.9K0.00149.28005,1250
2023-08-04$4.17$0.00105.9%29.2%28.8%26.2%0.0%-66.8%-65.7%15.9K-1.2M-3.9K0.00143.41005,1250
2023-08-07$4.00$0.00175.0%22.6%32.0%51.2%0.0%-4.6%-0.5%12.5K-1.1M-3.9K0.00156.812505,1250
2023-08-08$4.15$0.00140.1%22.0%35.1%38.6%0.0%3.4%3.1%15.3K-1.1M-3.8K0.00146.59005,1500
2023-08-09$4.07$0.0080.6%23.1%35.1%17.0%0.0%7.4%-2.4%17.2K-1.0M-3.6K0.00137.39005,1500
2023-08-10$4.08$0.00146.5%0.0%35.1%40.9%0.0%0.0%34.4%9.9K-1.3M-4.0K0.00163.87005,1500
2023-08-11$4.11$0.00112.0%32.1%35.2%28.3%0.0%25.5%-39.8%17.3K-974.1K-3.6K0.00129.071605,1500
2023-08-14$4.00$0.0072.0%20.6%36.3%13.8%71.9%2.1%-12.0%18.3K-977.2K-3.4K0.00115.30105,1660
2023-08-15$3.92$4.0076.0%21.8%36.0%15.3%0.0%1.5%-2.3%14.9K-956.9K-3.6K0.00102.270155,1670
2023-08-16$3.99$4.0073.9%21.2%36.7%14.5%0.0%0.2%2.4%16.4K-903.3K-3.5K0.0098.25005,16715
2023-08-17$3.81$4.0080.3%23.0%39.2%16.8%0.0%-6.6%29.6%13.5K-884.7K-3.4K0.00130.264705,16715
2023-08-18$3.78$4.0062.7%18.0%39.1%10.5%0.0%4.0%-4.3%16.3K-790.2K-2.9K0.00120.25005,19415
2023-08-21$3.77$4.0086.6%24.8%38.4%19.1%0.0%-28.0%-57.9%16.2K-708.3K-2.7K0.00116.50005,1930
2023-08-22$3.67$4.0055.1%15.8%39.0%7.7%0.0%-3.0%-1.4%15.6K-682.7K-2.7K0.00112.333005,1930
2023-08-23$3.78$4.0070.1%20.1%39.9%13.1%83.2%-4.8%-19.4%17.4K-773.6K-2.7K0.06132.613225,1930
2023-08-24$3.63$3.0071.5%20.5%40.0%13.6%0.0%-28.0%6.6%14.8K-718.4K-2.9K0.00125.59005,2142
2023-08-25$3.58$3.00138.7%39.8%40.0%38.0%0.0%-35.9%-74.2%14.3K-615.2K-2.4K0.00123.50005,2142
2023-08-28$3.66$3.0075.2%21.6%39.3%15.0%0.0%12.4%-5.7%15.8K-683.1K-2.5K0.00123.30005,2742
2023-08-29$3.67$3.0069.4%19.9%39.1%12.9%0.0%15.0%42.7%15.8K-711.7K-2.7K0.00132.52005,2782
2023-08-30$3.71$3.0063.8%18.3%38.7%10.8%0.0%11.5%-1.2%16.2K-734.5K-2.7K0.00112.12005,2782
2023-08-31$4.04$3.0067.0%19.2%50.1%12.0%0.0%19.1%3.4%18.8K-921.6K-3.0K0.00130.578005,2782