POET Options History — February 2024 In February 2024, POET traded between $1.29 and $1.47. ATM implied volatility averaged 160.2%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 43.2%. IV traded above realized volatility by 76.6% (HV 20d: 83.6%). 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 0.17.
Notable Days 2024-02-16 : Highest Volume — 432 contracts2024-02-22 : Largest IV spike — 336.3% change2024-02-22 : Highest IV Rank — 100.0%2024-02-23 : Largest Expected Move — 125.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.37 $1.29 $1.47 $1.40 $1.38 Max Pain $1.67 $1.00 $2.00 $2.00 $1.00 ATM IV 160.2% 82.0% 437.8% 131.7% 134.2% Expected Move 43.2% 22.9% 125.5% 44.4% 38.5% HV 20d 83.6% 47.7% 124.3% 120.5% 47.7% HV 60d 130.7% 98.8% 144.0% 144.0% 98.8% IV Rank 30.5% 9.0% 100.0% 24.1% 21.2% IV Percentile 73.3% 38.9% 100.0% 81.7% 80.6% Term Structure -38.1% -354.6% 43.6% 43.6% -67.4% VWIV 127.6% 127.6% 127.6% 127.6% 127.6% Skew 25d 13.5% -29.6% 150.0% 15.5% 5.3% Skew 10d 27.6% -27.9% 188.5% 23.2% 7.5% Call IV 25d 117.8% 102.9% 135.2% 102.9% 135.2% Put IV 25d 131.3% 82.8% 269.6% 118.4% 140.6% Bid-Ask Spread % 86.96 19.97 145.68 80.65 129.03 Gamma HHI 0.37 0.33 0.63 0.34 0.34 Net GEX 4.2K 539 5.2K 4.6K 4.7K Net DEX -373.3K -446.4K -258.7K -401.6K -445.3K Net VEX -1.0K -1.3K -261 -1.3K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 2.00 0.04 0.00 Total Volume 44.65 0 432 27 1 Total OI 7,000.9 6,844 7,330 6,882 7,330
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 2024-02-01 $1.40 $0.00 131.7% 44.4% 120.5% 24.1% 0.0% 15.5% 43.6% 4.6K -401.6K -1.3K 0.04 80.65 26 1 6,866 16 2024-02-02 $1.39 $0.00 138.5% 22.9% 120.7% 26.2% 0.0% 6.8% 16.4% 4.5K -380.0K -1.3K 0.00 63.71 0 0 6,854 17 2024-02-05 $1.35 $0.00 165.1% 25.1% 122.0% 34.3% 0.0% 8.4% 29.1% 4.3K -352.3K -1.2K 0.00 53.85 0 0 6,854 17 2024-02-06 $1.38 $0.00 164.2% 24.4% 121.0% 34.0% 0.0% 7.2% 1.8% 4.5K -358.4K -1.1K 0.00 58.80 0 0 6,854 17 2024-02-07 $1.30 $0.00 95.7% 27.4% 124.3% 13.2% 0.0% -2.2% 33.8% 539 -263.0K -266 0.00 36.08 13 0 6,854 17 2024-02-08 $1.32 $0.00 84.5% 24.2% 123.6% 9.8% 0.0% -6.1% 14.3% 4.2K -330.6K -1.1K 0.00 56.99 0 0 6,847 17 2024-02-09 $1.35 $0.00 82.0% 23.5% 123.6% 9.0% 0.0% -2.1% 24.6% 4.3K -347.3K -1.1K 0.00 64.39 22 0 6,847 17 2024-02-12 $1.33 $0.00 88.4% 25.3% 105.0% 11.0% 0.0% 6.3% -19.3% 4.3K -375.7K -1.2K 0.00 56.99 0 0 6,847 17 2024-02-13 $1.29 $0.00 105.8% 30.3% 77.2% 16.2% 0.0% -0.8% 8.2% 3.9K -334.6K -895 0.00 90.38 0 5 6,847 17 2024-02-14 $1.29 $0.00 96.4% 27.6% 73.6% 13.4% 0.0% -10.4% 24.4% 4.0K -311.5K -962 0.40 57.20 75 30 6,847 22 2024-02-15 $1.33 $0.00 92.9% 26.6% 73.5% 12.3% 0.0% 3.6% 20.6% 555 -258.7K -261 0.00 19.97 4 0 6,792 52 2024-02-16 $1.39 $0.00 132.8% 38.1% 73.9% 24.4% 0.0% 28.5% -6.1% 4.5K -377.5K -1.2K 0.00 121.92 432 0 6,792 52 2024-02-20 $1.41 $0.00 218.4% 62.6% 53.4% 50.5% 0.0% -29.6% 1.3% 4.9K -396.0K -1.1K 0.00 128.50 13 0 7,122 12 2024-02-21 $1.39 $0.00 93.9% 26.9% 54.1% 12.6% 0.0% 8.0% -11.8% 4.8K -423.2K -1.2K 0.00 121.28 27 0 7,130 12 2024-02-22 $1.39 $0.00 409.7% 117.4% 54.3% 100.0% 0.0% 8.5% -326.8% 4.9K -391.9K -1.1K 0.00 132.67 1 0 7,141 12 2024-02-23 $1.39 $0.00 437.8% 125.5% 51.7% 100.0% 0.0% 58.5% -354.6% 4.7K -424.2K -1.2K 0.00 145.68 112 0 7,142 12 2024-02-26 $1.40 $0.00 285.7% 81.9% 51.4% 60.5% 127.6% 9.3% -96.9% 5.0K -435.2K -1.2K 0.00 119.82 21 0 7,192 12 2024-02-27 $1.47 $2.00 124.0% 35.6% 51.9% 18.6% 0.0% 4.4% -48.0% 5.2K -446.4K -1.1K 0.00 112.49 77 0 7,213 12 2024-02-28 $1.42 $2.00 122.3% 35.1% 48.7% 18.2% 0.0% 150.0% -49.1% 5.0K -412.7K -1.1K 2.00 88.77 11 22 7,285 12 2024-02-29 $1.38 $1.00 134.2% 38.5% 47.7% 21.2% 0.0% 5.3% -67.4% 4.7K -445.3K -1.2K 0.00 129.03 1 0 7,296 34
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