POET Options History — December 2023

In December 2023, POET traded between $0.78 and $1.10. ATM implied volatility averaged 146.3%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 39.7%. IV traded below realized volatility by 36.6% (HV 20d: 182.8%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2023-12-06: Highest Volume — 222 contracts
2023-12-20: Largest IV spike — 278.5% change
2023-12-20: Highest IV Rank — 88.0%
2023-12-20: Largest Expected Move — 97.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.91	$0.78	$1.10	$1.10	$0.97
Max Pain	$1.10	$1.00	$2.00	$2.00	$1.00
ATM IV	146.3%	90.0%	340.9%	120.5%	119.4%
Expected Move	39.7%	25.8%	97.7%	34.5%	34.2%
HV 20d	182.8%	134.8%	197.7%	190.3%	134.8%
HV 60d	158.8%	151.2%	162.8%	151.2%	162.8%
IV Rank	30.4%	14.0%	88.0%	22.9%	21.9%
IV Percentile	79.5%	57.5%	99.2%	76.2%	74.6%
Term Structure	8.6%	-257.8%	166.3%	166.3%	12.8%
VWIV	117.3%	89.1%	139.4%	89.1%	139.4%
Skew 25d	-1.7%	-177.1%	162.3%	98.3%	-38.6%
Skew 10d	-30.6%	-255.1%	32.1%	-114.0%	-59.8%
Call IV 25d	137.9%	83.7%	293.9%	146.1%	157.9%
Put IV 25d	136.3%	75.7%	344.6%	244.4%	119.3%
Bid-Ask Spread %	71.97	36.54	99.02	85.84	68.82
Gamma HHI	0.36	0.25	0.47	0.30	0.34
Net GEX	1.6K	989	2.4K	2.0K	1.9K
Net DEX	-95.9K	-227.8K	-37.1K	-227.8K	-124.6K
Net VEX	-712	-1.5K	-403	-1.5K	-685
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	6.40	0.04	0.00
Total Volume	54.55	0	222	102	100
Total OI	7,995.55	7,789	8,218	8,148	8,020

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
2023-12-01	$1.10	$2.00	120.5%	34.5%	190.3%	22.9%	89.1%	98.3%	166.3%	2.0K	-227.8K	-1.5K	0.04	85.84	98	4	7,406	742
2023-12-04	$1.08	$2.00	138.4%	36.6%	187.6%	28.2%	127.4%	22.5%	-31.9%	1.8K	-58.1K	-847	0.36	64.55	92	33	7,477	741
2023-12-05	$0.90	$1.00	224.4%	26.2%	193.5%	53.6%	0.0%	47.5%	86.7%	1.5K	-47.2K	-680	0.00	72.20	0	71	7,537	601
2023-12-06	$0.98	$1.00	140.4%	31.7%	193.9%	28.8%	110.6%	15.0%	3.0%	1.4K	-69.4K	-749	0.98	62.83	112	110	7,537	528
2023-12-07	$1.03	$1.00	104.1%	34.0%	194.3%	18.1%	0.0%	21.8%	-4.1%	1.8K	-99.9K	-916	0.00	36.54	2	0	7,649	498
2023-12-08	$1.04	$1.00	110.2%	34.3%	189.0%	19.9%	0.0%	22.2%	-14.1%	1.8K	-104.5K	-896	0.00	63.17	4	0	7,649	498
2023-12-11	$0.89	$1.00	113.6%	54.8%	194.5%	20.9%	0.0%	162.3%	83.8%	2.4K	-171.6K	-1.1K	0.00	76.05	0	0	7,650	276
2023-12-12	$0.81	$1.00	197.3%	33.1%	196.2%	45.6%	115.6%	-0.1%	65.6%	1.8K	-146.2K	-934	6.40	70.54	5	32	7,650	276
2023-12-13	$0.81	$1.00	245.2%	70.3%	195.8%	59.8%	116.8%	-177.1%	-257.8%	1.4K	-37.1K	-464	0.05	83.00	80	4	7,655	257
2023-12-14	$0.80	$1.00	115.3%	33.1%	195.4%	21.4%	131.6%	-35.5%	0.0%	1.5K	-52.4K	-565	0.00	78.77	40	0	7,735	255
2023-12-15	$0.80	$1.00	106.4%	30.5%	195.5%	18.8%	108.1%	-11.6%	16.5%	1.4K	-42.0K	-489	0.03	68.81	70	2	7,775	255
2023-12-18	$0.78	$1.00	127.8%	36.7%	195.0%	25.1%	0.0%	14.9%	10.3%	989	-61.0K	-403	0.00	72.55	10	0	7,765	24
2023-12-19	$0.84	$1.00	90.0%	25.8%	197.7%	14.0%	0.0%	-32.2%	55.9%	1.2K	-80.5K	-478	0.00	59.59	100	0	7,775	24
2023-12-20	$0.82	$1.00	340.9%	97.7%	190.6%	88.0%	0.0%	-35.6%	-12.7%	1.2K	-86.1K	-539	0.00	99.02	4	0	7,875	24
2023-12-21	$0.87	$1.00	137.5%	39.4%	165.7%	27.4%	0.0%	7.8%	-24.6%	1.3K	-81.0K	-510	0.00	70.16	1	0	7,879	24
2023-12-22	$0.88	$1.00	139.6%	40.0%	163.4%	28.0%	139.4%	-151.8%	-14.7%	1.5K	-108.2K	-630	0.09	79.61	11	1	7,880	24
2023-12-26	$0.91	$1.00	113.1%	32.4%	164.6%	20.1%	0.0%	-26.3%	21.7%	1.5K	-97.2K	-540	0.00	82.67	100	0	7,891	24
2023-12-27	$0.90	$1.00	110.5%	31.7%	159.4%	19.3%	0.0%	25.9%	18.2%	1.6K	-113.2K	-682	0.00	72.60	5	0	7,991	24
2023-12-28	$0.91	$1.00	130.7%	37.5%	159.6%	25.3%	0.0%	37.5%	-17.5%	1.7K	-109.5K	-685	0.00	72.04	0	0	7,996	24
2023-12-29	$0.97	$1.00	119.4%	34.2%	134.8%	21.9%	0.0%	-38.6%	12.8%	1.9K	-124.6K	-685	0.00	68.82	100	0	7,996	24