POET Options History — August 2024

In August 2024, POET traded between $2.38 and $3.19. ATM implied volatility averaged 104.5%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 13.8% (HV 20d: 90.7%). 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 11 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-08-19: Highest Volume — 3,017 contracts
  • 2024-08-09: Largest IV spike — 113.8% change
  • 2024-08-06: Highest IV Rank — 35.9%
  • 2024-08-06: Largest Expected Move — 33.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.84$2.38$3.19$2.92$3.09
Max Pain$2.55$2.00$3.00$3.00$3.00
ATM IV104.5%60.3%190.6%93.1%81.0%
Expected Move26.0%17.3%33.1%26.7%23.2%
HV 20d90.7%74.7%118.9%118.9%74.7%
HV 60d112.5%111.0%114.8%112.9%111.2%
IV Rank13.5%2.1%35.9%10.6%7.4%
IV Percentile35.2%4.8%90.9%27.4%11.9%
Term Structure3.6%-23.7%26.3%-23.7%12.0%
VWIV91.5%63.2%107.9%94.1%82.5%
Skew 25d15.9%-30.1%60.2%57.1%54.9%
Skew 10d65.8%-42.7%214.4%85.1%94.8%
Call IV 25d88.7%62.0%114.5%90.5%62.0%
Put IV 25d104.6%69.7%147.8%147.6%116.9%
Bid-Ask Spread %81.7143.52136.7854.3054.48
Gamma HHI0.410.360.480.400.43
Net GEX70.8K43.5K97.1K77.9K97.1K
Net DEX-4.3M-6.8M-2.8M-4.1M-5.3M
Net VEX-16.0K-18.3K-10.2K-16.1K-17.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.010.990.030.37
Total Volume589.3641263,017935719
Total OI40,090.18235,89442,98839,75538,532

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$2.92$3.0093.1%26.7%118.9%10.6%94.1%57.1%-23.7%77.9K-4.1M-16.1K0.0354.309082738,3401,415
2024-08-02$2.76$3.0085.0%24.4%104.6%8.5%82.5%56.0%13.1%63.9K-3.9M-16.7K0.0554.163401639,0641,428
2024-08-05$2.62$2.00140.4%31.6%103.2%22.8%107.9%41.5%-3.0%43.5K-5.2M-17.1K0.02122.452,2695239,0061,435
2024-08-06$2.46$2.00190.6%33.1%104.4%35.9%107.0%32.0%-0.4%52.8K-3.2M-15.1K0.06136.78119741,1221,404
2024-08-07$2.38$2.00155.8%31.3%103.9%26.8%0.0%43.5%26.3%48.4K-3.1M-15.1K0.11119.451301441,1621,404
2024-08-08$2.56$2.0081.5%25.3%107.8%7.6%82.7%-5.4%-7.6%53.2K-3.3M-15.9K0.06107.153422041,2421,407
2024-08-09$2.50$2.00174.3%29.2%107.3%31.6%94.6%6.1%-15.3%51.4K-3.1M-14.7K0.0197.72548541,4191,427
2024-08-12$2.50$2.00114.0%25.0%102.6%16.0%99.7%-1.2%13.5%50.2K-2.8M-12.7K0.34124.142077041,5381,432
2024-08-13$2.52$2.00145.3%24.6%86.7%24.1%101.0%12.6%-0.9%52.3K-3.2M-15.0K0.01104.59397241,4561,465
2024-08-14$2.62$2.0082.6%23.7%86.9%7.9%84.5%19.9%16.5%58.8K-3.4M-15.1K0.9993.40757441,5121,465
2024-08-15$2.79$2.0080.7%23.1%78.4%7.4%80.9%-1.6%5.3%76.3K-3.1M-10.2K0.09107.342472341,5251,463
2024-08-16$2.79$2.0087.2%25.0%78.4%9.0%83.2%0.4%-0.5%71.3K-3.8M-15.9K0.1381.263214341,4921,470
2024-08-19$3.17$3.0088.3%25.3%90.8%9.3%102.4%-30.1%3.9%62.4K-6.8M-18.3K0.0483.582,90611134,6751,219
2024-08-20$3.13$3.0098.3%28.2%90.9%11.9%100.5%-16.2%-3.5%79.4K-5.3M-17.7K0.0851.669517335,7281,286
2024-08-21$3.17$3.0087.8%25.2%80.9%9.2%91.4%-9.7%11.0%88.1K-5.5M-17.9K0.0873.583382736,0141,336
2024-08-22$3.07$3.0098.3%28.2%80.8%11.9%98.2%8.0%-2.1%82.3K-5.0M-17.0K0.2455.031403336,0991,318
2024-08-23$3.19$3.0076.8%22.0%81.6%6.3%81.9%10.3%25.3%94.5K-5.5M-17.5K0.1958.031813536,1791,345
2024-08-26$3.17$3.0060.3%17.3%79.9%2.1%63.2%-26.4%15.7%90.7K-5.6M-17.6K0.2275.732064536,4731,333
2024-08-27$3.04$3.0093.3%26.7%78.1%10.6%94.6%16.0%-5.5%89.5K-4.9M-16.5K0.0943.912672336,6021,374
2024-08-28$2.94$3.0096.7%27.7%76.8%11.5%100.7%22.8%-3.3%80.9K-4.6M-16.4K0.1355.302483236,7461,390
2024-08-29$3.05$3.0088.6%25.4%77.8%9.4%88.1%60.2%3.5%92.3K-5.0M-16.7K0.0543.523571836,8391,403
2024-08-30$3.09$3.0081.0%23.2%74.7%7.4%82.5%54.9%12.0%97.1K-5.3M-17.4K0.3754.4852619337,1211,411