KNOP Options History — April 2013

Name: KNOP Options Analytics - April 2013
Creator: Options Analysis Suite

In April 2013, KNOP traded between $22.13 and $22.44. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.6%. Net GEX was positive for 0 of 5 trading days. Term structure was in contango for 0 of 5 days.

Notable Days

2013-04-29: Highest Volume — 40 contracts
2013-04-30: Largest IV spike — 53.9% change
2013-04-30: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.31	$22.13	$22.44	$22.13	$22.40
ATM IV	23.1%	19.9%	30.6%	22.2%	30.6%
Expected Move	6.6%	5.7%	8.8%	6.4%	8.8%
Term Structure	-4.5%	-10.0%	-1.2%	-10.0%	-3.9%
Bid-Ask Spread %	166.95	89.64	195.72	194.25	160.46
Gamma HHI	0.72	0.72	0.72	0.72	0.72
Net GEX	-392	-2.0K	0	0	-2.0K
Net DEX	6.7K	0	33.5K	0	33.5K
Net VEX	-42	-209	0	0	-209
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	8	0	40	0	0
Total OI	8	0	40	0	40

Daily Data (5 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Put Vol	Put OI
2013-04-24	$22.13	$0.00	22.2%	6.4%	0.0%	0.0%	0.0%	0.0%	-10.0%	0	0	0	194.25	0	0
2013-04-25	$22.28	$0.00	22.2%	6.4%	0.0%	0.0%	0.0%	0.0%	-3.3%	0	0	0	194.69	0	0
2013-04-26	$22.30	$0.00	20.4%	5.9%	0.0%	0.0%	0.0%	0.0%	-4.3%	0	0	0	195.72	0	0
2013-04-29	$22.44	$0.00	19.9%	5.7%	0.0%	0.0%	0.0%	0.0%	-1.2%	0	0	0	89.64	40	0
2013-04-30	$22.40	$0.00	30.6%	8.8%	0.0%	0.0%	0.0%	0.0%	-3.9%	-2.0K	33.5K	-209	160.46	0	40