POET Options History — November 2023

In November 2023, POET traded between $0.89 and $2.79. ATM implied volatility averaged 180.0%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 48.2%. IV traded below realized volatility by 13.9% (HV 20d: 193.9%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 4.54.

Notable Days

  • 2023-11-30: Highest Volume — 901 contracts
  • 2023-11-09: Largest IV spike — 170.9% change
  • 2023-11-03: Highest IV Rank — 100.0%
  • 2023-11-09: Largest Expected Move — 109.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.34$0.89$2.79$2.79$0.89
Max Pain$1.40$1.00$2.00$2.00$2.00
ATM IV180.0%71.2%381.5%151.5%211.1%
Expected Move48.2%20.4%109.4%43.4%60.5%
HV 20d193.9%42.1%237.0%42.1%237.0%
HV 60d119.0%42.6%143.3%42.6%143.3%
IV Rank44.2%10.7%100.0%42.7%51.0%
IV Percentile82.5%25.4%100.0%92.5%95.2%
Term Structure-29.8%-343.0%232.5%-39.4%-186.5%
VWIV156.9%77.0%306.5%110.9%306.5%
Skew 25d16.1%-289.6%247.4%10.9%57.5%
Skew 10d4.9%-334.7%268.5%5.2%34.5%
Call IV 25d144.5%76.7%412.2%118.6%88.3%
Put IV 25d160.6%77.2%339.2%129.5%145.8%
Bid-Ask Spread %91.8557.15113.7898.2957.15
Gamma HHI0.440.360.730.560.45
Net GEX2.9K1.1K9.8K9.8K1.1K
Net DEX-207.6K-512.4K-18.7K-512.4K-18.7K
Net VEX-1.3K-2.5K-713-2.5K-713
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.540.0066.900.015.67
Total Volume210.47609010901
Total OI6,632.0484,8058,2604,8058,260

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$2.79$0.00151.5%43.4%42.1%42.7%0.0%10.9%-39.4%9.8K-512.4K-2.5K0.0098.29004,77332
2023-11-02$1.69$2.00227.9%30.0%182.1%70.5%0.0%0.2%-3.2%2.9K-145.3K-1.2K0.0171.0562384,77332
2023-11-03$1.52$2.00343.6%60.1%181.8%100.0%0.0%-17.3%-174.9%2.5K-156.3K-1.1K0.00102.2550305,49136
2023-11-06$1.35$2.00146.6%47.5%183.1%36.4%0.0%54.4%-83.0%2.6K-162.1K-1.1K0.0092.13505,99036
2023-11-07$1.21$2.00144.2%38.6%183.3%35.6%0.0%42.0%-42.4%1.9K-109.3K-8350.0090.8750706,00336
2023-11-08$1.26$2.00140.8%40.4%185.8%34.5%110.9%87.5%7.1%2.7K-251.1K-1.4K0.0093.29016,51036
2023-11-09$1.41$2.00381.5%109.4%194.0%100.0%198.1%180.9%-343.0%2.8K-307.3K-1.7K3.75107.618306,51037
2023-11-10$1.31$1.00329.3%94.4%194.3%85.0%148.9%247.4%-49.7%3.0K-206.4K-1.4K0.0097.284506,6117
2023-11-13$1.31$1.00101.7%29.2%193.7%19.5%0.0%12.9%12.8%2.4K-174.2K-1.2K0.0091.14006,6507
2023-11-14$1.33$1.00110.4%31.6%194.1%22.0%134.5%-5.6%110.3%3.0K-203.8K-1.4K0.0173.7210716,6507
2023-11-15$1.25$1.0078.7%22.6%193.8%12.9%0.0%3.0%22.8%2.6K-181.0K-1.2K0.0087.663106,7528
2023-11-16$1.21$1.0084.6%24.3%192.8%14.6%0.0%-36.1%5.8%2.7K-187.4K-1.1K0.0092.133106,7838
2023-11-17$1.23$1.00199.8%57.3%194.0%47.7%0.0%-8.2%-76.5%2.5K-184.3K-1.2K0.00112.262606,8018
2023-11-20$1.17$1.00126.9%36.4%194.0%26.7%0.0%-49.1%-72.0%2.4K-156.7K-1.1K0.0083.9713506,7108
2023-11-21$1.00$1.00248.9%71.4%196.6%61.8%0.0%21.7%156.3%1.6K-144.1K-9930.00113.7817806,8458
2023-11-22$1.29$1.00174.4%50.0%224.7%40.4%105.5%1.6%232.5%3.8K-250.9K-1.5K0.02107.2325947,0238
2023-11-24$1.37$1.0071.2%20.4%225.8%10.7%77.0%-4.8%11.5%3.4K-249.4K-1.5K0.6473.641497,26512
2023-11-27$1.33$1.00102.2%29.3%225.8%19.6%123.0%-10.3%3.0%3.0K-239.7K-1.4K0.1780.121227,27216
2023-11-28$1.17$1.00241.8%69.3%226.6%59.8%265.6%-289.6%-75.8%2.5K-297.9K-1.5K66.90101.54106697,28218
2023-11-29$1.14$2.00163.1%46.7%226.6%37.1%98.6%38.5%-40.4%2.0K-221.6K-1.3K0.00101.7503017,278681
2023-11-30$0.89$2.00211.1%60.5%237.0%51.0%306.5%57.5%-186.5%1.1K-18.7K-7135.6757.151357667,278982