POET Options History — March 2024

In March 2024, POET traded between $1.15 and $1.38. ATM implied volatility averaged 147.0%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 35.0%. IV traded above realized volatility by 90.6% (HV 20d: 56.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.02.

Notable Days

2024-03-26: Highest Volume — 501 contracts
2024-03-20: Largest IV spike — 155.5% change
2024-03-20: Highest IV Rank — 60.9%
2024-03-20: Largest Expected Move — 82.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.32	$1.15	$1.38	$1.38	$1.37
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	147.0%	92.2%	287.0%	138.9%	126.8%
Expected Move	35.0%	24.5%	82.3%	39.8%	36.4%
HV 20d	56.4%	40.7%	84.2%	44.0%	82.8%
HV 60d	86.6%	80.4%	98.7%	98.7%	89.2%
IV Rank	24.6%	10.3%	60.9%	22.5%	19.3%
IV Percentile	76.8%	46.8%	97.6%	82.9%	70.6%
Term Structure	-16.0%	-118.9%	68.7%	-84.6%	-24.2%
VWIV	113.9%	78.2%	156.9%	78.2%	135.1%
Skew 25d	-4.2%	-267.8%	358.1%	-72.9%	48.9%
Skew 10d	-18.0%	-284.4%	243.3%	-85.2%	49.4%
Call IV 25d	136.2%	67.4%	434.7%	147.6%	83.4%
Put IV 25d	132.0%	74.7%	463.8%	74.7%	132.3%
Bid-Ask Spread %	101.62	81.45	128.55	128.55	99.08
Gamma HHI	0.42	0.33	0.61	0.34	0.46
Net GEX	4.1K	1.0K	5.0K	4.8K	4.3K
Net DEX	-361.6K	-421.2K	-298.7K	-421.2K	-398.4K
Net VEX	-802	-1.2K	-399	-1.2K	-794
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.19	0.00	0.00
Total Volume	88.95	0	501	81	31
Total OI	7,549.95	7,242	8,041	7,331	8,041

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
2024-03-01	$1.38	$1.00	138.9%	39.8%	44.0%	22.5%	0.0%	-72.9%	-84.6%	4.8K	-421.2K	-1.2K	0.00	128.55	81	0	7,297	34
2024-03-04	$1.30	$1.00	137.5%	31.8%	48.7%	22.1%	78.2%	-14.9%	21.5%	4.6K	-366.6K	-1.0K	0.00	81.45	105	0	7,315	34
2024-03-05	$1.31	$1.00	142.0%	27.2%	47.8%	23.3%	0.0%	-75.8%	-23.4%	4.5K	-383.7K	-1.1K	0.00	99.87	0	0	7,220	34
2024-03-06	$1.34	$1.00	163.0%	26.6%	47.9%	28.7%	156.9%	-59.3%	68.7%	4.3K	-411.4K	-852	0.00	85.74	2	0	7,220	34
2024-03-07	$1.34	$1.00	172.9%	26.9%	42.7%	31.3%	94.6%	-51.1%	-23.2%	4.6K	-364.1K	-982	0.00	97.47	10	0	7,218	34
2024-03-08	$1.34	$1.00	137.0%	35.3%	42.3%	22.0%	151.9%	-62.1%	-32.1%	4.5K	-373.5K	-1.0K	0.19	88.47	52	10	7,208	34
2024-03-11	$1.35	$1.00	176.5%	27.9%	41.7%	32.2%	96.4%	-50.3%	25.7%	4.8K	-381.1K	-998	0.16	82.07	250	40	7,256	44
2024-03-12	$1.29	$1.00	266.6%	24.5%	44.4%	55.6%	96.6%	-32.6%	24.6%	3.6K	-308.4K	-596	0.00	103.63	112	0	7,506	84
2024-03-13	$1.33	$1.00	92.2%	26.4%	44.4%	10.3%	105.3%	-26.5%	18.7%	3.8K	-331.5K	-627	0.00	103.69	1	0	7,501	84
2024-03-14	$1.30	$1.00	107.0%	30.7%	45.3%	14.2%	0.0%	0.0%	0.0%	4.0K	-332.8K	-730	0.00	107.50	105	0	7,501	84
2024-03-15	$1.31	$1.00	107.5%	30.8%	43.9%	14.3%	0.0%	-15.8%	-14.6%	4.1K	-337.2K	-696	0.00	105.26	0	0	7,596	84
2024-03-18	$1.30	$1.00	102.9%	29.5%	40.7%	13.1%	0.0%	12.5%	-12.6%	3.9K	-325.7K	-617	0.00	98.28	0	0	7,575	12
2024-03-19	$1.23	$1.00	112.3%	32.2%	44.0%	15.6%	0.0%	-9.6%	-5.2%	3.6K	-298.7K	-624	0.00	109.91	0	0	7,575	12
2024-03-20	$1.15	$1.00	287.0%	82.3%	49.0%	60.9%	0.0%	358.1%	2.5%	3.7K	-333.0K	-854	0.00	109.81	100	0	7,575	12
2024-03-21	$1.38	$1.00	139.3%	39.9%	83.9%	22.6%	0.0%	-267.8%	-118.9%	1.0K	-368.5K	-399	0.00	118.93	16	0	7,676	12
2024-03-22	$1.38	$1.00	145.2%	41.6%	83.9%	24.1%	103.0%	130.0%	-14.5%	5.0K	-408.5K	-868	0.00	107.20	101	0	7,690	12
2024-03-25	$1.35	$1.00	121.8%	34.9%	84.2%	18.0%	120.9%	22.1%	-21.9%	4.5K	-356.4K	-621	0.00	97.72	60	0	7,790	12
2024-03-26	$1.32	$1.00	140.8%	40.4%	82.3%	22.9%	135.1%	58.0%	-44.1%	4.3K	-351.7K	-713	0.00	107.39	501	0	7,730	12
2024-03-27	$1.38	$1.00	122.3%	35.1%	83.4%	18.2%	0.0%	29.2%	-46.5%	4.3K	-379.6K	-743	0.00	100.43	202	0	7,829	12
2024-03-28	$1.37	$1.00	126.8%	36.4%	82.8%	19.3%	0.0%	48.9%	-24.2%	4.3K	-398.4K	-794	0.00	99.08	31	0	8,029	12