POET Options History — October 2024

In October 2024, POET traded between $3.66 and $4.54. ATM implied volatility averaged 95.1%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 7.7% (HV 20d: 102.8%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-10-04: Highest Volume — 14,012 contracts
  • 2024-10-04: Largest IV spike — 229.4% change
  • 2024-10-04: Highest IV Rank — 65.9%
  • 2024-10-02: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.02$3.66$4.54$4.54$3.74
Max Pain$3.91$3.00$4.00$3.00$4.00
ATM IV95.1%60.2%308.3%104.1%79.2%
Expected Move23.9%19.4%30.0%29.5%25.1%
HV 20d102.8%57.6%135.9%127.4%60.3%
HV 60d97.6%91.5%104.4%104.4%91.6%
IV Rank9.4%0.0%65.9%12.0%5.0%
IV Percentile18.4%0.0%97.2%35.7%7.1%
Term Structure0.8%-203.9%171.2%26.1%14.4%
VWIV83.3%66.3%108.8%107.8%85.6%
Skew 25d17.0%-27.6%132.0%-2.1%1.3%
Skew 10d40.4%-13.9%182.1%57.7%24.7%
Call IV 25d85.9%59.0%182.5%111.7%66.6%
Put IV 25d102.9%49.2%242.5%109.7%67.9%
Bid-Ask Spread %76.7229.7286.9229.7279.93
Gamma HHI0.440.260.800.260.46
Net GEX208.8K125.3K611.0K133.7K209.3K
Net DEX-10.4M-13.4M-7.4M-12.3M-10.1M
Net VEX-42.1K-57.2K-22.7K-25.6K-55.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.030.560.210.06
Total Volume3,488.82664714,0122,1031,090
Total OI67,533.17449,73478,06751,19577,448

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$4.54$3.00104.1%29.5%127.4%12.0%107.8%-2.1%26.1%133.7K-12.3M-25.6K0.2129.721,74336045,2945,901
2024-10-02$4.44$3.0091.8%30.0%128.2%8.8%108.8%13.7%171.2%130.2K-11.6M-25.4K0.5653.1541623145,7085,981
2024-10-03$4.34$4.0093.6%28.7%129.1%9.2%103.3%58.1%18.8%125.3K-10.2M-25.4K0.3379.3949716243,6656,069
2024-10-04$4.50$4.00308.3%25.6%124.8%65.9%89.8%-7.0%-203.9%148.0K-11.2M-22.7K0.0382.5613,54946343,7836,092
2024-10-07$4.46$4.00136.1%25.3%124.3%20.4%90.4%-18.8%23.5%154.8K-13.4M-35.5K0.0884.403,91733252,0166,136
2024-10-08$4.19$4.0094.2%21.0%127.3%9.4%68.5%-1.0%-33.3%127.3K-11.3M-34.5K0.0586.476,44635054,8116,376
2024-10-09$4.00$4.0098.0%19.4%129.2%10.4%67.2%132.0%-34.1%209.4K-10.0M-37.3K0.0586.389,16348860,2006,522
2024-10-10$3.83$4.0093.3%19.4%130.8%9.2%74.4%69.2%-17.4%207.6K-8.7M-41.0K0.2884.711,70548564,9996,777
2024-10-11$3.83$4.0069.6%19.7%130.9%2.9%66.3%53.2%-1.3%231.7K-8.5M-40.8K0.2686.921,03126465,4986,855
2024-10-14$3.77$4.0080.9%23.0%131.1%5.9%78.9%20.1%5.5%201.5K-8.6M-41.8K0.0475.083,76114566,0676,678
2024-10-15$3.66$4.0083.1%23.7%131.2%6.0%81.3%11.8%-5.9%147.4K-7.4M-41.4K0.3784.871,00737067,9316,845
2024-10-16$4.09$4.0086.8%24.9%135.6%7.0%90.9%-2.7%5.7%268.2K-11.9M-45.7K0.0977.794,12738168,4306,934
2024-10-17$4.06$4.0085.1%24.6%135.7%6.6%89.8%-0.4%-17.0%298.4K-11.8M-47.3K0.1276.753,27539769,7547,021
2024-10-18$4.03$4.0091.2%21.7%135.9%8.2%79.0%5.5%40.8%611.0K-12.4M-48.2K0.1366.941,70521770,9807,087
2024-10-21$4.00$4.0081.4%24.1%67.9%5.6%86.3%0.3%2.1%181.3K-10.4M-47.9K0.1875.261,65729560,2593,850
2024-10-22$3.87$4.0060.2%22.5%59.6%0.0%75.8%-27.6%-26.7%180.1K-9.5M-45.3K0.0379.264,98814860,9114,092
2024-10-23$3.81$4.0073.7%22.7%58.8%3.6%73.5%9.5%2.5%190.8K-9.4M-46.6K0.0582.981,1346164,9014,182
2024-10-24$3.92$4.0078.0%22.5%60.1%4.7%76.4%14.1%0.5%217.1K-10.2M-47.6K0.0384.282,9489365,7444,223
2024-10-25$3.85$4.0080.3%24.1%59.8%5.3%79.4%6.7%-2.1%195.2K-10.4M-51.2K0.0681.822,89617267,6434,290
2024-10-28$3.80$4.0072.8%24.0%59.7%3.3%71.7%0.4%4.2%200.3K-9.9M-51.0K0.1077.222,97330668,7204,199
2024-10-29$3.74$4.0069.1%23.6%57.6%2.4%81.9%40.7%29.1%206.4K-9.7M-52.4K0.0474.953,62215570,9114,331
2024-10-30$3.88$4.0076.6%24.7%59.6%4.4%88.4%13.5%15.6%226.3K-11.2M-57.2K0.0773.636685072,7654,384
2024-10-31$3.74$4.0079.2%25.1%60.3%5.0%85.6%1.3%14.4%209.3K-10.1M-55.7K0.0679.931,0296173,0344,414