POET Options History — December 2024

In December 2024, POET traded between $4.25 and $7.62. ATM implied volatility averaged 76.4%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 46.1% (HV 20d: 122.6%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-12-26: Highest Volume — 107,371 contracts
  • 2024-12-24: Largest IV spike — 93.2% change
  • 2024-12-24: Highest IV Rank — 25.4%
  • 2024-12-26: Largest Expected Move — 29.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.22$4.25$7.62$4.90$5.98
Max Pain$3.38$2.00$5.00$4.00$5.00
ATM IV76.4%41.1%141.9%66.7%75.5%
Expected Move22.2%17.2%29.1%20.9%23.6%
HV 20d122.6%111.8%148.7%115.5%145.5%
HV 60d102.1%86.3%111.7%104.5%111.7%
IV Rank7.7%0.0%25.4%2.5%8.7%
IV Percentile15.8%0.0%85.3%3.6%12.7%
Term Structure0.6%-35.0%36.9%-1.5%-12.1%
VWIV78.5%60.4%95.6%74.0%85.9%
Skew 25d14.5%-14.5%81.6%19.1%1.0%
Skew 10d28.5%-95.4%92.5%0.7%-14.5%
Call IV 25d71.0%41.8%95.8%50.7%78.6%
Put IV 25d85.5%51.4%158.4%69.8%79.6%
Bid-Ask Spread %47.1722.1377.4066.8648.31
Gamma HHI0.330.180.410.360.20
Net GEX768.2K492.8K1.8M562.5K981.4K
Net DEX-41.5M-102.0M-20.8M-28.4M-49.6M
Net VEX-140.5K-199.2K-95.7K-95.7K-196.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.030.360.040.13
Total Volume18,178.4292,510107,37124,46114,417
Total OI170,190.19116,356234,161116,356234,161

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$4.90$4.0066.7%20.9%115.5%2.5%74.0%19.1%-1.5%562.5K-28.4M-95.7K0.0466.8623,565896108,5287,828
2024-12-03$5.31$4.0054.2%23.3%116.9%0.0%81.4%26.3%11.3%630.6K-39.6M-103.7K0.0359.9510,011314123,3078,209
2024-12-04$5.09$4.0080.1%21.2%118.9%6.8%72.5%81.6%23.8%688.4K-33.5M-120.9K0.0377.4010,153290127,5778,323
2024-12-05$4.79$2.0078.8%21.8%121.7%6.4%72.0%40.1%3.4%584.8K-30.7M-114.9K0.3655.446,9902,535131,4608,465
2024-12-06$5.13$3.0080.7%20.9%116.6%6.9%76.0%20.2%-14.7%625.1K-37.3M-126.7K0.0744.796,993506133,5009,415
2024-12-09$5.14$3.0071.9%20.0%114.3%4.6%70.8%-8.8%-0.4%658.2K-34.6M-120.6K0.0341.5614,535475129,3849,065
2024-12-10$5.03$3.0069.2%21.1%111.8%3.9%75.4%0.9%3.8%667.7K-33.6M-133.0K0.1326.962,968374136,4849,381
2024-12-11$4.79$3.0076.5%21.5%112.9%5.8%75.6%-2.6%-1.2%633.2K-28.8M-128.8K0.0429.837,719335137,2989,504
2024-12-12$4.36$3.0041.1%17.2%117.6%0.0%60.4%-14.5%36.9%542.0K-20.8M-115.4K0.0347.3130,875955141,8399,631
2024-12-13$4.25$3.0067.4%20.0%117.7%6.6%72.6%18.0%5.4%492.8K-23.1M-127.1K0.0447.507,554274165,69710,896
2024-12-16$4.55$3.0071.7%20.2%118.5%7.7%70.9%-3.3%1.1%592.5K-30.4M-138.7K0.0528.986,825325167,91210,363
2024-12-17$4.45$3.0062.6%17.8%119.1%5.4%69.5%-5.1%5.3%777.0K-28.4M-132.2K0.1253.302,249261170,29910,579
2024-12-18$4.67$3.0086.3%24.7%115.5%11.4%85.6%-12.5%-15.3%608.7K-33.5M-143.3K0.0822.1319,5961,511170,76310,605
2024-12-19$4.84$3.0079.6%22.6%115.0%9.7%79.3%-8.9%5.4%1.1M-40.4M-148.1K0.0632.1913,992869178,20611,142
2024-12-20$4.75$3.0075.5%22.9%115.0%8.7%79.5%-2.9%-13.8%726.4K-36.7M-154.2K0.1154.303,339379186,54011,575
2024-12-23$4.92$4.0073.5%22.5%115.3%8.1%77.7%27.8%-2.8%802.8K-40.5M-154.7K0.1155.972,609289171,82711,210
2024-12-24$5.79$3.00141.9%25.3%126.8%25.4%89.1%71.6%13.5%828.4K-62.2M-162.4K0.1765.1813,4632,355172,03511,164
2024-12-26$7.62$4.0085.1%29.1%143.3%11.1%95.6%6.9%4.4%722.8K-102.0M-140.3K0.0743.93100,6216,750166,34413,597
2024-12-27$6.96$4.0086.6%26.2%147.0%11.5%93.8%44.1%-4.1%1.8M-78.4M-199.2K0.1746.4934,9235,935197,06618,901
2024-12-30$6.35$4.0080.2%23.8%148.7%9.8%90.2%6.3%-35.0%1.1M-59.2M-194.3K0.0742.1821,2851,437204,32919,585
2024-12-31$5.98$5.0075.5%23.6%145.5%8.7%85.9%1.0%-12.1%981.4K-49.6M-196.5K0.1348.3112,7611,656214,04520,116