POET Options History — April 2024

In April 2024, POET traded between $1.01 and $2.86. ATM implied volatility averaged 131.3%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 36.1%. IV traded above realized volatility by 16.7% (HV 20d: 114.6%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.05.

Notable Days

  • 2024-04-30: Highest Volume — 6,352 contracts
  • 2024-04-03: Largest IV spike — 57.3% change
  • 2024-04-26: Highest IV Rank — 30.1%
  • 2024-04-26: Largest Expected Move — 48.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.48$1.01$2.86$1.31$2.74
Max Pain$1.18$1.00$2.00$1.00$2.00
ATM IV131.3%91.5%168.3%121.2%133.8%
Expected Move36.1%26.0%48.2%34.7%38.4%
HV 20d114.6%68.1%196.8%84.3%196.8%
HV 60d91.6%69.8%127.6%88.9%127.6%
IV Rank20.5%10.2%30.1%17.9%21.1%
IV Percentile70.8%43.7%88.5%66.3%71.8%
Term Structure-8.1%-39.0%63.9%-22.3%-2.8%
VWIV149.6%111.0%173.0%173.0%130.2%
Skew 25d-33.7%-96.0%-5.6%-5.6%-5.9%
Skew 10d-40.6%-124.6%-2.3%-27.4%-2.3%
Call IV 25d173.8%117.5%227.4%160.4%117.5%
Put IV 25d140.1%111.6%161.0%154.8%111.6%
Bid-Ask Spread %90.3449.05159.3397.5054.23
Gamma HHI0.620.350.920.500.38
Net GEX3.8K89813.7K3.6K13.7K
Net DEX-439.4K-1.5M-163.0K-355.7K-1.5M
Net VEX-956-3.6K-311-676-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.470.000.15
Total Volume1,053.81806,3521026,352
Total OI7,249.0912,60010,5818,06710,581

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$1.31$1.00121.2%34.7%84.3%17.9%0.0%0.0%-22.3%3.6K-355.7K-6760.0097.5010208,05512
2024-04-02$1.29$1.0091.5%26.2%81.7%10.2%173.0%0.0%63.9%2.8K-350.7K-6240.00113.692008,15712
2024-04-03$1.31$1.00143.9%41.3%81.9%23.8%140.2%0.0%-38.2%4.0K-360.6K-7430.0098.2730008,05712
2024-04-04$1.29$1.00119.6%28.4%81.6%17.5%0.0%-5.6%49.3%3.1K-312.3K-6540.00105.69007,85512
2024-04-05$1.19$1.00124.9%26.0%86.2%18.8%0.0%-14.1%3.0%3.1K-266.6K-6250.00107.037507,85512
2024-04-08$1.18$1.00124.1%33.5%86.2%18.6%0.0%0.0%-35.1%2.9K-269.0K-6360.00112.250207,91012
2024-04-09$1.23$1.00159.7%29.1%87.8%27.9%0.0%0.0%-33.2%2.2K-329.4K-3110.00108.75007,91032
2024-04-10$1.12$1.00108.0%31.0%92.3%14.4%0.0%0.0%-5.3%3.1K-233.8K-5970.00100.08007,91032
2024-04-11$1.13$1.00108.1%31.0%91.4%14.5%0.0%0.0%-5.2%2.9K-246.7K-5630.0086.221007,91032
2024-04-12$1.12$1.00110.9%31.8%91.3%15.2%111.0%0.0%-16.7%3.2K-244.4K-5890.0083.60707,92032
2024-04-15$1.02$1.00115.8%33.2%96.0%16.5%0.0%0.0%-9.9%3.0K-200.2K-5140.0090.223007,92532
2024-04-16$1.09$1.00110.1%31.6%100.0%15.0%0.0%0.0%-5.6%3.3K-218.8K-5690.0095.9742507,92632
2024-04-17$1.07$1.00117.9%33.8%98.6%17.0%0.0%0.0%-22.1%4.0K-200.2K-4930.00138.2020407,90232
2024-04-18$1.01$1.00109.8%31.5%97.9%14.9%0.0%0.0%0.0%3.4K-163.0K-5220.0088.586007,71432
2024-04-19$1.01$1.00154.3%44.2%68.1%26.5%0.0%0.0%0.0%898-166.4K-5170.00159.3310207,71432
2024-04-22$1.31$1.00136.6%39.2%119.3%21.9%151.2%-13.5%14.1%1.6K-227.8K-5730.0649.611,210732,5946
2024-04-23$1.62$1.00157.6%45.2%141.2%27.3%158.4%-45.3%-39.0%1.7K-340.5K-6520.0458.531,058412,89165
2024-04-24$2.16$1.00166.0%47.6%171.7%29.5%166.2%-38.9%-7.5%2.8K-608.5K-9500.0771.843,3172393,597119
2024-04-25$1.96$2.00149.2%42.8%176.8%25.1%157.3%-54.9%0.6%4.4K-690.5K-1.8K0.4749.051,1155285,532376
2024-04-26$2.52$2.00168.3%48.2%194.9%30.1%166.0%-28.8%-23.1%4.5K-976.8K-2.2K0.0859.593,1702465,661791
2024-04-29$2.86$2.00158.2%45.3%195.6%27.5%142.5%-96.0%-27.1%8.7K-1.4M-2.6K0.0559.324,2532277,1571,030
2024-04-30$2.74$2.00133.8%38.4%196.8%21.1%130.2%-5.9%-2.8%13.7K-1.5M-3.6K0.1554.235,5128409,3871,194