POET Options History — November 2024

In November 2024, POET traded between $3.61 and $5.42. ATM implied volatility averaged 70.4%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 4.2% (HV 20d: 74.7%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.10.

Notable Days

  • 2024-11-26: Highest Volume — 22,561 contracts
  • 2024-11-06: Largest IV spike — 35.9% change
  • 2024-11-26: Highest IV Rank — 9.0%
  • 2024-11-26: Largest Expected Move — 27.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.06$3.61$5.42$3.69$5.42
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV70.4%57.3%91.6%71.5%65.3%
Expected Move20.5%16.9%27.0%24.3%19.1%
HV 20d74.7%55.1%107.9%58.1%107.9%
HV 60d94.1%90.6%103.3%90.7%103.3%
IV Rank3.4%0.0%9.0%3.0%2.1%
IV Percentile5.5%0.0%28.2%2.8%3.2%
Term Structure-1.6%-29.3%33.6%33.6%1.3%
VWIV70.6%45.8%94.0%84.6%66.9%
Skew 25d20.0%-12.5%105.0%14.3%48.3%
Skew 10d50.3%7.4%167.9%42.4%167.9%
Call IV 25d64.2%47.9%84.4%55.1%71.9%
Put IV 25d84.2%55.9%163.6%69.5%120.2%
Bid-Ask Spread %68.1947.7086.1180.9761.27
Gamma HHI0.420.300.550.440.40
Net GEX277.9K184.1K482.0K198.9K481.3K
Net DEX-14.9M-38.8M-9.0M-10.1M-38.8M
Net VEX-67.1K-91.1K-52.1K-56.5K-86.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.020.260.130.08
Total Volume5,419.2548322,5611,22310,955
Total OI87,861.477,646117,39178,166117,391

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$3.69$4.0071.5%24.3%58.1%3.0%84.6%14.3%33.6%198.9K-10.1M-56.5K0.1380.971,08513873,8114,355
2024-11-04$3.61$4.0064.4%21.1%58.3%1.1%73.8%20.7%-2.1%192.0K-9.0M-52.1K0.0270.442,8575373,4124,234
2024-11-05$3.62$4.0057.3%20.5%55.1%0.0%78.0%19.9%2.0%197.1K-9.5M-55.7K0.2270.273958875,7854,203
2024-11-06$3.76$4.0077.8%23.1%55.3%5.4%71.8%-2.1%-11.7%234.2K-10.5M-57.2K0.0764.049986576,2254,259
2024-11-07$4.25$4.0061.7%18.6%68.9%1.2%56.6%0.1%8.7%245.2K-15.9M-58.9K0.0358.466,65422476,8434,299
2024-11-08$4.03$4.0076.3%19.1%72.0%5.0%68.0%19.2%2.2%360.5K-13.7M-65.1K0.1057.321,39113680,9034,381
2024-11-11$3.79$4.0072.2%19.6%75.2%3.9%78.4%4.1%-2.2%265.5K-11.0M-60.2K0.0778.102,27316580,4574,355
2024-11-12$4.00$4.0060.6%20.3%76.7%0.9%69.9%105.0%12.9%321.7K-13.4M-66.8K0.0868.741,86615581,3684,461
2024-11-13$3.85$4.0076.6%16.9%66.8%5.1%45.8%27.3%-16.1%306.7K-11.9M-63.8K0.0486.114,21818881,9744,475
2024-11-14$3.77$4.0076.6%22.0%67.1%5.1%77.3%5.7%0.7%206.7K-10.3M-60.3K0.1273.051,72819985,1934,558
2024-11-15$3.63$4.0069.9%18.1%68.2%3.3%63.0%-12.5%-10.6%184.1K-9.6M-60.4K0.2669.591,58840985,7054,618
2024-11-18$3.63$4.0063.8%18.8%68.2%1.7%64.3%13.9%-24.2%195.2K-9.3M-58.0K0.0279.271,5563177,2203,651
2024-11-19$4.00$4.0071.3%20.1%76.2%3.7%71.0%7.9%1.9%234.6K-12.5M-64.2K0.1062.969,49394977,7573,606
2024-11-20$3.88$4.0064.6%18.5%76.9%1.9%61.1%23.0%5.9%241.5K-12.7M-73.2K0.1473.461,03814584,2894,208
2024-11-21$4.03$4.0071.9%20.7%77.4%3.8%68.8%18.4%2.5%273.9K-14.0M-73.5K0.0672.712,05611784,6214,262
2024-11-22$4.00$4.0069.0%20.3%77.1%3.1%68.8%7.9%-2.1%292.5K-13.7M-71.9K0.1074.691,83718485,2404,327
2024-11-25$4.21$4.0069.3%20.5%78.8%3.2%77.8%59.6%-2.1%283.8K-16.1M-76.9K0.0754.0110,49378085,3534,288
2024-11-26$5.13$4.0091.6%27.0%103.8%9.0%94.0%16.9%-29.3%359.9K-28.4M-89.0K0.0747.7021,0791,48291,7774,899
2024-11-27$4.92$4.0077.3%20.5%105.4%5.2%72.5%3.1%-3.8%482.0K-27.3M-91.1K0.1460.6716,9582,35998,5315,934
2024-11-29$5.42$4.0065.3%19.1%107.9%2.1%66.9%48.3%1.3%481.3K-38.8M-86.9K0.0861.2710,137818109,5957,796