POET Options History — September 2024

In September 2024, POET traded between $2.76 and $4.76. ATM implied volatility averaged 109.0%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 23.0% (HV 20d: 86.0%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.19.

Notable Days

  • 2024-09-24: Highest Volume — 19,517 contracts
  • 2024-09-27: Largest IV spike — 88.9% change
  • 2024-09-27: Highest IV Rank — 77.2%
  • 2024-09-25: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.45$2.76$4.76$2.92$4.38
Max Pain$1.70$1.00$3.00$3.00$3.00
ATM IV109.0%69.1%351.4%84.6%106.4%
Expected Move27.6%18.9%37.4%24.2%31.5%
HV 20d86.0%54.9%130.3%75.2%130.3%
HV 60d112.5%105.5%127.3%112.0%105.5%
IV Rank14.5%4.3%77.2%8.4%12.6%
IV Percentile31.0%6.7%98.8%14.7%38.9%
Term Structure7.8%-70.2%200.1%10.7%41.5%
VWIV95.2%64.3%131.4%84.7%110.3%
Skew 25d12.4%-28.2%61.4%61.4%4.4%
Skew 10d21.0%-52.9%116.6%94.3%8.9%
Call IV 25d94.4%42.3%142.9%75.9%112.5%
Put IV 25d106.8%73.3%142.5%137.3%116.9%
Bid-Ask Spread %57.2716.88105.9095.3653.30
Gamma HHI0.450.240.660.450.26
Net GEX123.0K88.8K183.1K94.0K125.8K
Net DEX-7.6M-14.0M-4.1M-4.1M-11.3M
Net VEX-19.5K-26.8K-13.7K-13.7K-24.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.060.570.110.20
Total Volume3,130.0516119,5177,4111,662
Total OI45,897.8538,85850,43738,85850,437

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$2.92$3.0084.6%24.2%75.2%8.4%84.7%61.4%10.7%94.0K-4.1M-13.7K0.1195.366,65675537,4551,403
2024-09-04$2.92$3.0095.4%27.4%70.8%11.2%95.1%1.3%-5.6%103.3K-5.2M-19.0K0.5760.101297443,2422,121
2024-09-05$2.96$1.0069.1%27.3%69.1%4.3%69.8%55.5%-16.2%124.7K-5.2M-18.5K0.2087.772985943,2642,170
2024-09-06$2.76$1.0078.8%26.3%70.7%6.9%76.3%24.0%-12.8%93.0K-4.4M-17.8K0.1465.695197443,3332,221
2024-09-09$2.95$1.0071.0%18.9%73.2%4.9%64.3%5.1%19.6%131.3K-5.1M-18.0K0.19105.902033843,6372,283
2024-09-10$2.91$1.0076.0%25.4%73.6%6.1%89.2%-13.2%-6.4%115.8K-4.8M-17.3K0.0760.701511043,6592,308
2024-09-11$3.00$1.0089.4%25.6%74.0%9.6%91.4%-11.8%-1.7%129.2K-5.5M-18.1K0.1263.211561843,7132,315
2024-09-12$3.04$1.0086.2%24.7%73.2%8.8%79.9%29.3%7.8%134.0K-5.8M-18.7K0.1846.722925443,6972,308
2024-09-13$3.08$1.0090.4%25.9%70.3%9.9%91.5%30.7%4.3%129.9K-6.1M-19.0K0.1739.571672943,7782,358
2024-09-16$3.16$1.0092.6%26.6%70.6%10.4%92.4%25.1%-0.9%88.8K-7.1M-17.5K0.3316.881635443,9372,419
2024-09-17$3.08$1.0088.8%25.5%54.9%9.5%89.1%25.4%-0.6%161.6K-6.1M-17.5K0.0662.196574143,9412,449
2024-09-18$3.02$1.0094.9%27.2%55.1%11.0%96.3%-14.2%-5.8%183.1K-5.7M-17.5K0.0962.752762543,8222,435
2024-09-19$3.12$2.0075.8%21.7%56.2%6.1%79.6%54.4%7.9%166.8K-6.3M-17.3K0.2075.8165313044,0492,457
2024-09-20$3.15$1.0085.9%24.6%55.1%8.7%79.0%59.0%11.7%89.5K-7.1M-17.9K0.1263.722953543,7702,467
2024-09-23$4.37$1.00110.8%31.8%128.1%15.2%113.7%-0.7%-12.4%102.2K-11.7M-21.1K0.1334.2311,9281,53937,7962,120
2024-09-24$4.76$2.00115.2%33.0%130.1%16.3%124.4%-21.3%-4.7%120.7K-14.0M-22.9K0.1526.7516,9002,61740,7533,018
2024-09-25$4.59$3.00130.4%37.4%129.8%19.3%131.4%-28.2%-10.9%123.7K-13.3M-24.0K0.2445.106,4641,55443,4674,115
2024-09-26$4.49$3.00186.1%33.6%129.2%33.9%127.5%-23.7%-70.2%129.3K-12.4M-24.2K0.2734.173,8191,04144,9204,988
2024-09-27$4.37$3.00351.4%33.2%130.2%77.2%118.9%-14.7%200.1%113.6K-11.4M-26.8K0.3145.552,33273443,9575,375
2024-09-30$4.38$3.00106.4%31.5%130.3%12.6%110.3%4.4%41.5%125.8K-11.3M-24.2K0.2053.301,38327944,6585,779