POET Options History — October 2023

In October 2023, POET traded between $2.75 and $3.13. ATM implied volatility averaged 101.7%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 60.8% (HV 20d: 40.9%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.77.

Notable Days

  • 2023-10-04: Highest Volume — 245 contracts
  • 2023-10-25: Largest IV spike — 121.6% change
  • 2023-10-10: Highest IV Rank — 44.2%
  • 2023-10-31: Largest Expected Move — 42.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.91$2.75$3.13$2.96$2.79
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV101.7%58.5%155.6%83.9%148.7%
Expected Move26.8%16.8%42.6%24.1%42.6%
HV 20d40.9%32.6%45.6%32.6%45.4%
HV 60d42.5%39.4%43.9%39.4%43.5%
IV Rank24.6%8.9%44.2%18.2%41.7%
IV Percentile58.6%8.3%93.3%51.3%91.3%
Term Structure-11.8%-98.2%60.4%-32.9%-14.5%
Skew 25d-8.2%-104.3%146.6%-4.7%-72.0%
Skew 10d-5.6%-117.5%202.2%10.1%3.4%
Call IV 25d128.4%62.1%225.0%96.3%225.0%
Put IV 25d120.2%75.6%223.8%91.6%153.0%
Bid-Ask Spread %110.2594.56122.16112.21108.49
Gamma HHI0.560.390.710.620.50
Net GEX12.8K8.4K17.5K14.3K9.5K
Net DEX-617.8K-905.9K-510.6K-544.9K-511.7K
Net VEX-2.6K-3.4K-2.3K-2.4K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.0030.000.0030.00
Total Volume43.7730245631
Total OI6,475.54,6587,5606,8004,774

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$2.96$3.0083.9%24.1%32.6%18.2%0.0%-4.7%-32.9%14.3K-544.9K-2.4K0.00112.21606,8000
2023-10-03$2.96$3.0068.3%19.6%33.0%12.5%0.0%13.6%-2.9%13.7K-556.2K-2.3K0.00117.6910806,8060
2023-10-04$2.82$3.00107.9%30.9%34.7%26.9%0.0%-69.1%-23.6%11.9K-510.6K-2.4K0.00102.1724506,9140
2023-10-05$2.88$0.00135.8%18.0%36.8%37.0%0.0%16.4%20.6%12.7K-611.9K-2.7K0.00118.056907,1590
2023-10-06$3.03$0.0088.2%26.5%42.9%19.7%0.0%-9.9%-34.5%14.1K-699.8K-2.6K0.00105.2811007,1840
2023-10-09$3.08$0.00124.6%21.2%43.2%32.9%0.0%146.6%-12.3%15.4K-766.3K-3.1K0.08105.622527,2940
2023-10-10$3.13$0.00155.6%26.8%40.7%44.2%0.0%-20.2%-9.2%16.3K-905.9K-3.4K0.00113.7010207,3192
2023-10-11$3.04$0.0058.6%16.8%40.3%8.9%0.0%68.9%-2.1%16.7K-697.6K-2.5K0.0097.29007,4212
2023-10-12$2.93$0.0058.5%16.8%40.8%8.9%0.0%-12.0%9.8%14.7K-698.9K-2.6K0.00110.48007,4312
2023-10-13$2.88$0.0099.3%28.5%40.9%23.8%0.0%39.2%-54.1%14.2K-599.5K-2.5K0.00114.8412207,4312
2023-10-16$2.93$0.0067.3%19.3%41.8%12.1%0.0%0.6%1.9%14.9K-649.6K-2.6K0.00106.51007,5532
2023-10-17$2.94$0.00106.6%30.6%41.2%26.4%0.0%-54.2%-51.2%17.0K-634.1K-2.6K0.0098.84007,5532
2023-10-18$2.93$0.0074.3%21.3%41.0%14.6%0.0%13.1%-0.8%17.5K-672.2K-2.7K0.00119.58507,5532
2023-10-19$2.96$0.00101.6%29.1%41.4%24.6%0.0%36.0%0.0%15.4K-630.4K-2.4K0.00115.34007,5582
2023-10-20$2.86$0.00127.4%36.5%42.7%33.9%0.0%-17.2%0.0%9.8K-515.8K-2.4K0.00115.206507,5582
2023-10-23$2.78$0.00130.9%37.5%41.4%35.2%0.0%-95.3%-49.8%8.6K-529.9K-2.6K0.0094.561604,6562
2023-10-24$2.83$0.0063.6%18.2%41.7%10.8%0.0%-42.5%60.4%8.8K-565.8K-2.6K0.00112.341004,6622
2023-10-25$2.75$0.00141.0%40.4%42.4%38.9%0.0%-104.3%-98.2%8.8K-592.2K-2.8K0.00121.121004,6722
2023-10-26$2.86$0.0091.8%26.3%45.5%21.0%0.0%38.6%58.4%8.6K-566.9K-2.4K0.00122.161304,6832
2023-10-27$2.79$0.0074.8%21.4%45.6%14.8%0.0%2.5%-6.5%8.4K-553.4K-2.5K0.00100.16404,6982
2023-10-30$2.87$0.00129.5%37.1%44.4%34.7%0.0%-53.8%5.2%9.6K-577.4K-2.6K0.00113.862004,7522
2023-10-31$2.79$0.00148.7%42.6%45.4%41.7%0.0%-72.0%-14.5%9.5K-511.7K-2.6K30.00108.491304,7722