POET Options History — July 2024

In July 2024, POET traded between $2.71 and $3.79. ATM implied volatility averaged 111.6%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded below realized volatility by 35.0% (HV 20d: 146.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-07-08: Highest Volume — 15,385 contracts
  • 2024-07-24: Largest IV spike — 46.5% change
  • 2024-07-01: Highest IV Rank — 28.3%
  • 2024-07-01: Largest Expected Move — 46.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.06$2.71$3.79$2.77$2.89
Max Pain$2.82$2.00$3.00$2.00$3.00
ATM IV111.6%84.0%161.5%161.5%100.5%
Expected Move31.0%24.1%46.3%46.3%28.8%
HV 20d146.7%118.6%164.3%131.9%118.9%
HV 60d139.2%112.9%152.9%150.6%112.9%
IV Rank15.4%8.2%28.3%28.3%12.5%
IV Percentile46.1%18.3%85.7%85.7%31.7%
Term Structure-7.2%-39.7%70.2%2.0%-6.1%
VWIV109.8%78.7%152.5%152.5%96.5%
Skew 25d7.1%-96.1%146.2%24.9%51.5%
Skew 10d21.3%-56.8%274.9%39.1%70.0%
Call IV 25d107.9%60.7%205.7%126.1%97.7%
Put IV 25d115.0%69.3%253.0%151.0%149.2%
Bid-Ask Spread %66.1945.0496.3656.8666.21
Gamma HHI0.380.350.440.350.40
Net GEX52.7K15.0K94.1K15.0K70.2K
Net DEX-4.2M-7.4M-1.7M-1.7M-4.0M
Net VEX-15.6K-21.4K-4.9K-4.9K-16.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.220.110.06
Total Volume2,478.04514015,3854,501140
Total OI31,581.18212,82339,73012,82339,697

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$2.77$2.00161.5%46.3%131.9%28.3%152.5%24.9%2.0%15.0K-1.7M-4.9K0.1156.864,05844311,5451,278
2024-07-02$2.92$2.00136.9%39.3%131.2%21.9%138.6%-55.3%-16.4%20.5K-2.3M-6.4K0.1757.011,77130213,7571,533
2024-07-03$2.91$2.00102.4%29.4%131.6%13.0%112.1%-24.5%17.0%18.2K-2.4M-7.0K0.1860.381,35524114,1841,691
2024-07-05$3.41$2.00140.3%34.2%138.5%22.8%136.6%-9.1%-3.7%21.5K-3.3M-7.9K0.1348.202,07627814,5281,788
2024-07-08$3.17$3.00127.8%31.9%143.6%19.6%102.6%24.1%-6.8%23.9K-2.7M-7.4K0.0452.8114,83555014,7061,937
2024-07-09$3.05$3.00130.7%25.3%143.8%20.3%100.2%-24.6%-19.5%42.8K-3.5M-13.4K0.0378.364,13910427,6622,273
2024-07-10$3.12$3.00100.3%28.7%143.8%12.4%107.1%146.2%-13.2%52.3K-4.4M-16.9K0.0479.811,0704030,7012,296
2024-07-11$3.00$3.0086.6%24.8%145.2%8.9%103.2%-20.3%-7.6%46.1K-4.1M-17.1K0.0796.369066530,7202,275
2024-07-12$3.07$3.0097.3%27.9%144.8%11.7%109.0%-15.6%-15.2%53.4K-4.1M-17.0K0.0171.084,3302430,7742,274
2024-07-15$3.31$3.00108.7%31.2%145.6%14.6%100.9%-96.1%-22.0%64.5K-5.9M-21.4K0.0378.501,9145534,4122,276
2024-07-16$3.79$3.00108.6%31.1%147.1%14.6%106.4%34.4%-17.1%94.1K-7.4M-21.1K0.1072.131,94719534,9512,276
2024-07-17$3.53$3.0089.2%25.6%152.3%9.6%99.3%25.8%-14.7%73.7K-6.4M-21.0K0.2180.371,60833635,5292,363
2024-07-18$3.08$3.00120.8%34.6%161.6%17.8%121.2%3.1%70.2%54.7K-5.2M-19.9K0.2279.7561013235,3962,305
2024-07-19$3.06$3.00105.4%30.2%161.9%13.8%78.7%34.1%-0.4%57.5K-4.8M-18.8K0.0445.045802235,4062,347
2024-07-22$3.15$3.00107.9%30.9%158.9%14.4%112.2%-7.0%-37.5%64.3K-4.6M-18.4K0.0560.111,8199431,6021,240
2024-07-23$3.13$3.0084.0%24.1%157.6%8.2%100.7%-5.3%-3.8%64.7K-4.7M-18.7K0.0174.734,8774832,9481,279
2024-07-24$2.80$3.00123.0%35.3%163.3%18.3%116.7%2.4%-39.7%64.3K-4.5M-19.3K0.0863.551,0078236,9901,261
2024-07-25$2.71$3.00114.3%32.8%164.3%16.1%112.9%-18.0%-14.4%59.3K-4.1M-18.4K0.1547.163675637,3161,298
2024-07-26$2.75$3.0099.2%28.4%164.3%12.2%94.5%-0.4%-11.8%63.5K-3.6M-16.4K0.1558.571,21917737,3601,261
2024-07-29$2.90$3.00108.8%31.2%158.7%14.7%109.6%37.9%-3.7%73.7K-4.3M-18.0K0.0048.22485238,3201,410
2024-07-30$2.73$3.00102.0%29.2%118.6%12.9%105.0%47.4%5.2%61.5K-3.9M-17.7K0.0181.00156238,2101,411
2024-07-31$2.89$3.00100.5%28.8%118.9%12.5%96.5%51.5%-6.1%70.2K-4.0M-16.0K0.0666.21132838,2851,412