POET Options History — June 2024

In June 2024, POET traded between $1.69 and $2.04. ATM implied volatility averaged 108.9%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 36.4% (HV 20d: 72.5%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.73.

Notable Days

2024-06-28: Highest Volume — 865 contracts
2024-06-26: Largest IV spike — 48.5% change
2024-06-11: Highest IV Rank — 23.7%
2024-06-07: Largest Expected Move — 36.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.79	$1.69	$2.04	$1.73	$2.04
Max Pain	$1.53	$1.00	$2.00	$2.00	$2.00
ATM IV	108.9%	73.8%	143.8%	116.4%	124.0%
Expected Move	30.4%	21.2%	36.6%	33.4%	35.6%
HV 20d	72.5%	61.2%	80.7%	80.0%	79.9%
HV 60d	136.7%	132.8%	138.7%	138.6%	137.8%
IV Rank	14.7%	5.6%	23.7%	16.6%	18.6%
IV Percentile	48.6%	13.9%	79.0%	56.7%	63.9%
Term Structure	6.1%	-28.1%	30.7%	7.6%	-11.9%
VWIV	109.2%	71.1%	138.3%	117.1%	122.5%
Skew 25d	24.2%	-29.8%	224.8%	-2.2%	-29.8%
Skew 10d	30.3%	-51.0%	306.4%	11.4%	-51.0%
Call IV 25d	104.5%	55.4%	158.9%	119.0%	158.9%
Put IV 25d	128.7%	93.5%	320.5%	116.8%	129.2%
Bid-Ask Spread %	92.68	66.83	115.17	73.42	99.45
Gamma HHI	0.31	0.27	0.40	0.30	0.28
Net GEX	10.0K	6.9K	16.2K	10.1K	9.4K
Net DEX	-519.9K	-815.5K	-352.4K	-427.5K	-802.7K
Net VEX	-3.1K	-3.6K	-2.6K	-3.0K	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.00	6.31	6.31	0.16
Total Volume	242	20	865	117	865
Total OI	14,389.053	11,859	15,413	14,944	12,558

Daily Data (19 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
2024-06-03	$1.73	$2.00	116.4%	33.4%	80.0%	16.6%	117.1%	-2.2%	7.6%	10.1K	-427.5K	-3.0K	6.31	73.42	16	101	12,991	1,953
2024-06-04	$1.77	$2.00	92.9%	26.6%	80.6%	10.5%	103.3%	-8.3%	9.0%	11.0K	-465.2K	-3.1K	0.07	66.83	55	4	12,998	2,053
2024-06-05	$1.73	$2.00	114.4%	32.8%	80.7%	16.1%	122.4%	-10.5%	8.4%	10.3K	-482.6K	-3.3K	0.34	69.42	38	13	12,976	2,054
2024-06-06	$1.77	$1.00	117.3%	32.6%	80.3%	16.8%	0.0%	1.8%	-1.7%	10.7K	-509.9K	-3.4K	0.13	76.09	80	10	12,968	2,057
2024-06-07	$1.71	$1.00	112.9%	36.6%	75.9%	15.7%	127.0%	3.4%	-28.1%	10.2K	-429.4K	-3.0K	0.04	87.11	217	9	12,984	2,053
2024-06-10	$1.77	$1.00	125.9%	33.1%	75.3%	19.1%	115.1%	11.0%	-11.5%	11.1K	-493.7K	-3.1K	0.03	75.26	116	4	13,018	2,052
2024-06-11	$1.75	$1.00	143.8%	25.2%	75.2%	23.7%	0.0%	45.6%	30.4%	10.8K	-494.4K	-3.2K	0.00	92.66	20	0	13,127	2,060
2024-06-12	$1.75	$1.00	92.7%	26.6%	66.6%	10.5%	109.6%	34.0%	29.2%	10.9K	-473.6K	-3.0K	0.51	104.67	41	21	13,122	2,060
2024-06-13	$1.77	$1.00	101.7%	29.2%	64.0%	12.8%	74.7%	40.7%	27.8%	11.4K	-499.3K	-3.2K	0.00	86.26	44	0	13,104	2,061
2024-06-14	$1.69	$1.00	108.8%	31.2%	61.2%	14.6%	132.6%	19.6%	22.2%	6.9K	-352.4K	-2.9K	0.20	100.75	111	22	13,134	2,049
2024-06-17	$1.75	$1.00	106.2%	30.5%	63.3%	14.0%	121.6%	224.8%	29.2%	7.3K	-384.0K	-2.9K	3.85	109.89	48	185	13,141	2,067
2024-06-18	$1.94	$1.00	109.4%	31.4%	75.3%	14.8%	114.6%	42.7%	-7.7%	16.0K	-682.1K	-3.2K	0.92	100.38	276	255	13,170	2,069
2024-06-20	$2.00	$2.00	106.0%	30.4%	75.9%	13.9%	127.4%	-4.1%	0.0%	16.2K	-815.5K	-3.6K	0.42	82.17	479	199	13,349	2,064
2024-06-21	$1.88	$2.00	92.9%	26.6%	76.9%	10.5%	94.7%	59.1%	-9.2%	8.3K	-488.9K	-3.2K	0.30	115.17	303	90	13,265	2,068
2024-06-24	$1.81	$2.00	101.9%	29.2%	73.8%	12.9%	88.3%	24.3%	6.0%	7.6K	-534.2K	-2.9K	0.24	110.42	159	38	10,677	1,182
2024-06-25	$1.73	$2.00	73.8%	21.2%	65.1%	5.6%	71.1%	38.1%	30.7%	7.0K	-451.2K	-2.6K	0.02	110.89	472	10	10,766	1,187
2024-06-26	$1.73	$2.00	109.6%	31.4%	63.8%	14.9%	76.3%	-8.7%	-23.8%	7.4K	-530.4K	-2.8K	0.24	104.11	170	40	11,204	1,194
2024-06-27	$1.77	$2.00	117.8%	33.8%	62.8%	17.0%	138.3%	-22.0%	3.8%	7.5K	-560.2K	-2.8K	0.05	96.01	83	4	11,325	1,232
2024-06-28	$2.04	$2.00	124.0%	35.6%	79.9%	18.6%	122.5%	-29.8%	-11.9%	9.4K	-802.7K	-3.3K	0.16	99.45	743	122	11,322	1,236