POET Options History — September 2023

In September 2023, POET traded between $3.10 and $3.84. ATM implied volatility averaged 95.5%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 46.4% (HV 20d: 49.1%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-12: Highest Volume — 800 contracts
2023-09-25: Largest IV spike — 394.8% change
2023-09-12: Highest IV Rank — 85.4%
2023-09-25: Largest Expected Move — 74.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.44	$3.10	$3.84	$3.84	$3.10
Max Pain	$3.00	$3.00	$3.00	$3.00	$3.00
ATM IV	95.5%	52.3%	268.9%	60.5%	59.7%
Expected Move	20.8%	14.3%	74.3%	17.3%	17.1%
HV 20d	49.1%	33.3%	52.4%	52.4%	33.3%
HV 60d	46.0%	38.4%	52.8%	52.8%	38.5%
IV Rank	22.3%	6.7%	85.4%	9.6%	9.3%
IV Percentile	33.4%	3.1%	98.2%	7.5%	10.4%
Term Structure	-3.8%	-34.8%	13.1%	-6.0%	8.0%
Skew 25d	12.4%	-15.4%	247.5%	4.1%	-4.5%
Skew 10d	20.1%	-29.1%	63.5%	7.9%	39.2%
Call IV 25d	67.8%	52.2%	122.6%	76.8%	122.6%
Put IV 25d	80.2%	46.9%	339.1%	80.8%	118.2%
Bid-Ask Spread %	111.36	76.39	139.79	118.76	118.43
Gamma HHI	0.37	0.28	0.57	0.33	0.57
Net GEX	15.5K	14.7K	17.8K	17.8K	14.7K
Net DEX	-742.2K	-911.9K	-599.4K	-805.3K	-599.4K
Net VEX	-2.6K	-3.3K	-2.2K	-2.7K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.01	0.00	0.00
Total Volume	84.7	0	800	60	100
Total OI	6,143.2	5,360	6,650	5,360	6,650

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
2023-09-01	$3.84	$3.00	60.5%	17.3%	52.4%	9.6%	0.0%	4.1%	-6.0%	17.8K	-805.3K	-2.7K	0.00	118.76	60	0	5,358	2
2023-09-05	$3.79	$3.00	76.3%	14.3%	50.7%	15.4%	0.0%	-6.0%	10.4%	16.9K	-757.0K	-2.5K	0.00	110.15	20	0	5,423	2
2023-09-06	$3.67	$3.00	78.8%	18.9%	49.4%	16.3%	0.0%	-9.2%	1.0%	16.2K	-711.1K	-2.6K	0.00	108.77	0	0	5,423	2
2023-09-07	$3.62	$3.00	88.4%	17.7%	49.3%	19.8%	0.0%	-7.8%	-1.3%	15.8K	-698.3K	-2.5K	0.00	112.12	0	0	5,423	2
2023-09-08	$3.57	$3.00	182.6%	20.7%	49.2%	54.0%	0.0%	-6.2%	1.2%	15.3K	-612.0K	-2.2K	0.01	113.23	252	2	5,423	2
2023-09-11	$3.48	$3.00	170.1%	28.7%	49.4%	49.5%	0.0%	50.5%	-27.3%	15.5K	-674.4K	-2.6K	0.00	128.41	101	0	5,671	0
2023-09-12	$3.62	$3.00	268.9%	15.6%	51.6%	85.4%	0.0%	-5.1%	11.7%	15.2K	-742.3K	-2.5K	0.00	113.31	800	0	5,772	0
2023-09-13	$3.50	$3.00	55.2%	15.8%	52.4%	7.7%	0.0%	-15.4%	-26.1%	15.0K	-840.6K	-2.9K	0.00	102.35	6	0	6,172	0
2023-09-14	$3.55	$3.00	55.5%	15.9%	52.2%	7.8%	0.0%	6.9%	10.8%	15.7K	-819.0K	-2.7K	0.00	107.56	105	0	6,178	0
2023-09-15	$3.53	$3.00	56.1%	16.1%	50.0%	8.1%	0.0%	-6.9%	5.7%	15.7K	-854.8K	-2.6K	0.00	120.23	1	0	6,283	0
2023-09-18	$3.46	$3.00	61.0%	17.5%	50.3%	9.8%	0.0%	-0.7%	-13.8%	15.9K	-773.4K	-2.6K	0.00	117.49	112	0	6,283	0
2023-09-19	$3.36	$3.00	57.7%	16.5%	51.0%	8.6%	0.0%	-2.5%	-4.0%	15.7K	-755.3K	-2.7K	0.00	115.65	0	0	6,535	0
2023-09-20	$3.30	$3.00	56.7%	16.2%	50.7%	8.2%	0.0%	-8.5%	-12.3%	14.7K	-741.8K	-2.7K	0.00	81.63	20	0	6,535	0
2023-09-21	$3.27	$3.00	54.7%	15.7%	49.0%	7.5%	0.0%	-3.5%	13.1%	15.4K	-722.9K	-2.4K	0.00	118.83	100	0	6,535	0
2023-09-22	$3.25	$3.00	52.3%	15.0%	47.4%	6.7%	0.0%	-3.5%	8.8%	15.0K	-726.7K	-2.6K	0.00	76.39	0	0	6,635	0
2023-09-25	$3.34	$3.00	259.0%	74.3%	48.6%	81.8%	0.0%	247.5%	-20.7%	15.0K	-911.9K	-3.3K	0.00	139.79	0	0	6,635	0
2023-09-26	$3.24	$3.00	56.8%	16.3%	48.5%	8.3%	0.0%	3.0%	-1.3%	15.0K	-753.3K	-2.7K	0.00	100.90	0	0	6,635	0
2023-09-27	$3.20	$3.00	59.1%	16.9%	48.5%	9.1%	0.0%	3.3%	0.4%	15.1K	-665.2K	-2.5K	0.00	97.12	15	0	6,635	0
2023-09-28	$3.17	$3.00	99.6%	28.6%	48.0%	23.9%	0.0%	12.8%	-34.8%	15.1K	-678.4K	-2.7K	0.00	126.13	0	0	6,650	0
2023-09-29	$3.10	$3.00	59.7%	17.1%	33.3%	9.3%	0.0%	-4.5%	8.0%	14.7K	-599.4K	-2.4K	0.00	118.43	100	0	6,650	0