POET Options History — January 2024

In January 2024, POET traded between $0.90 and $1.33. ATM implied volatility averaged 135.3%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 40.1%. IV traded above realized volatility by 30.7% (HV 20d: 104.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.02.

Notable Days

2024-01-16: Highest Volume — 450 contracts
2024-01-31: Largest IV spike — 131.8% change
2024-01-31: Highest IV Rank — 66.1%
2024-01-08: Largest Expected Move — 77.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.04	$0.90	$1.33	$0.95	$1.33
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	135.3%	78.5%	269.8%	131.1%	269.8%
Expected Move	40.1%	22.5%	77.7%	37.6%	77.4%
HV 20d	104.6%	54.4%	123.0%	110.4%	122.8%
HV 60d	168.3%	145.2%	177.0%	162.6%	145.2%
IV Rank	26.5%	9.8%	66.1%	25.5%	66.1%
IV Percentile	74.3%	32.1%	98.4%	80.2%	98.4%
Term Structure	-10.7%	-148.3%	38.2%	-4.0%	-37.3%
VWIV	124.8%	120.8%	130.6%	120.8%	130.6%
Skew 25d	17.0%	-158.8%	123.9%	37.6%	12.2%
Skew 10d	33.3%	-1.3%	121.1%	32.2%	27.1%
Call IV 25d	112.9%	79.2%	305.6%	84.6%	109.8%
Put IV 25d	129.9%	90.1%	236.1%	122.2%	122.0%
Bid-Ask Spread %	60.60	24.95	97.47	70.95	97.01
Gamma HHI	0.38	0.32	0.89	0.34	0.34
Net GEX	2.5K	595	4.3K	2.0K	4.3K
Net DEX	-193.0K	-352.3K	-100.6K	-145.0K	-352.3K
Net VEX	-820	-1.3K	-242	-750	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.38	0.00	0.00
Total Volume	76.476	0	450	11	28
Total OI	7,780.762	6,603	9,005	8,120	6,865

Daily Data (21 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
2024-01-02	$0.95	$1.00	131.1%	37.6%	110.4%	25.5%	0.0%	37.6%	-4.0%	2.0K	-145.0K	-750	0.00	70.95	11	0	8,096	24
2024-01-03	$0.90	$1.00	140.5%	40.3%	111.6%	28.2%	0.0%	26.7%	32.1%	2.3K	-100.6K	-684	0.00	67.94	13	0	8,106	24
2024-01-04	$0.90	$1.00	239.9%	51.8%	90.9%	57.8%	0.0%	26.8%	-42.3%	1.6K	-121.8K	-673	0.00	77.27	15	0	8,119	24
2024-01-05	$0.92	$1.00	133.1%	32.3%	85.6%	26.0%	0.0%	46.1%	12.4%	1.8K	-133.7K	-715	0.00	35.06	51	0	8,134	24
2024-01-08	$0.90	$1.00	110.0%	77.7%	83.5%	19.2%	0.0%	35.6%	-148.3%	1.7K	-109.1K	-647	0.00	77.14	20	0	8,185	24
2024-01-09	$0.93	$1.00	96.0%	31.8%	84.5%	15.0%	0.0%	29.5%	1.9%	1.8K	-115.3K	-641	0.00	44.16	0	0	8,205	24
2024-01-10	$0.98	$1.00	131.6%	37.7%	65.6%	25.6%	0.0%	25.9%	-25.5%	2.0K	-125.8K	-692	0.03	56.63	190	5	8,205	24
2024-01-11	$1.00	$1.00	121.2%	34.8%	54.4%	22.5%	0.0%	25.8%	-3.1%	2.1K	-144.2K	-722	0.00	34.28	152	0	8,395	19
2024-01-12	$1.21	$1.00	97.5%	27.9%	83.7%	15.4%	0.0%	123.9%	16.6%	2.9K	-319.9K	-1.3K	0.38	29.55	13	5	8,547	19
2024-01-16	$1.00	$1.00	119.3%	34.2%	112.0%	21.9%	120.8%	10.4%	-6.3%	2.2K	-150.5K	-727	0.00	44.67	449	1	8,557	24
2024-01-17	$0.95	$1.00	84.7%	24.3%	114.1%	11.6%	0.0%	-3.0%	14.9%	2.5K	-137.9K	-608	0.00	90.00	0	0	8,980	25
2024-01-18	$0.95	$1.00	123.5%	35.4%	113.5%	23.2%	123.3%	18.4%	-16.3%	2.2K	-163.2K	-697	0.00	47.41	142	0	8,980	25
2024-01-19	$0.95	$1.00	115.3%	33.1%	110.9%	20.7%	0.0%	18.6%	-9.6%	2.2K	-155.0K	-698	0.00	74.91	200	0	8,897	25
2024-01-22	$1.11	$1.00	123.3%	35.3%	122.2%	23.1%	0.0%	-5.9%	38.2%	3.0K	-290.6K	-1.2K	0.00	70.18	20	0	6,597	6
2024-01-23	$1.13	$1.00	78.5%	22.5%	121.1%	9.8%	0.0%	81.3%	12.8%	595	-206.4K	-242	0.00	64.57	10	0	6,617	6
2024-01-24	$1.14	$1.00	102.8%	29.5%	121.1%	17.0%	0.0%	-18.4%	1.2%	3.3K	-228.7K	-902	0.00	35.34	40	0	6,627	16
2024-01-25	$1.10	$1.00	141.1%	40.5%	122.0%	28.4%	0.0%	28.2%	-24.0%	3.0K	-204.5K	-871	0.00	68.10	61	0	6,667	16
2024-01-26	$1.13	$1.00	110.8%	31.8%	121.9%	17.7%	0.0%	-16.8%	0.4%	3.3K	-233.4K	-924	0.00	64.91	5	0	6,727	16
2024-01-29	$1.18	$1.00	255.0%	73.1%	122.5%	61.6%	0.0%	-158.8%	-45.1%	3.6K	-278.5K	-1.1K	0.00	97.47	60	0	6,722	16
2024-01-30	$1.27	$1.00	116.4%	33.4%	123.0%	19.5%	124.6%	13.6%	5.5%	4.0K	-336.8K	-1.2K	0.00	24.95	115	0	6,771	16
2024-01-31	$1.33	$1.00	269.8%	77.4%	122.8%	66.1%	130.6%	12.2%	-37.3%	4.3K	-352.3K	-1.2K	0.00	97.01	28	0	6,849	16