KNOP Options History — May 2013

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

In May 2013, KNOP traded between $22.49 and $24.55. ATM implied volatility averaged 33.5%. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 18.5% (HV 20d: 15.0%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2013-05-13: Highest Volume — 20 contracts
2013-05-13: Largest IV spike — 78.4% change
2013-05-29: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.59	$22.49	$24.55	$22.49	$23.34
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	33.5%	18.8%	71.1%	26.5%	26.8%
Expected Move	6.6%	4.5%	8.6%	7.6%	7.7%
HV 20d	15.0%	12.1%	19.6%	12.5%	19.6%
Term Structure	3.3%	-12.4%	46.8%	-5.8%	-3.6%
Skew 25d	3.9%	-6.7%	25.6%	1.4%	7.9%
Skew 10d	8.8%	-32.0%	27.3%	11.3%	23.5%
Call IV 25d	36.5%	18.6%	47.9%	44.3%	47.9%
Put IV 25d	40.5%	21.2%	55.8%	45.7%	55.8%
Bid-Ask Spread %	164.71	123.07	196.69	196.69	147.87
Gamma HHI	0.74	0.52	1.00	0.72	0.68
Net GEX	-2.7K	-6.6K	0	-2.1K	-4.3K
Net DEX	17.8K	-14.7K	40.2K	37.1K	34.9K
Net VEX	-205	-344	0	-214	-327
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	0.00	0.00
Total Volume	2.136	0	20	17	0
Total OI	72.136	40	83	40	83

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2013-05-01	$22.49	$0.00	26.5%	7.6%	0.0%	0.0%	0.0%	0.0%	-5.8%	-2.1K	37.1K	-214	0.00	196.69	0	17	0	40
2013-05-02	$22.70	$0.00	24.4%	7.0%	0.0%	0.0%	0.0%	0.0%	-4.5%	-6.6K	26.3K	-179	0.00	194.84	0	0	0	57
2013-05-03	$22.85	$0.00	26.3%	7.5%	0.0%	0.0%	0.0%	0.0%	-6.3%	-2.8K	40.2K	-225	0.00	179.91	0	0	0	57
2013-05-06	$22.99	$22.50	30.6%	4.5%	0.0%	0.0%	0.0%	0.0%	34.8%	-1.3K	24.1K	-167	0.00	184.60	0	0	0	57
2013-05-07	$23.40	$22.50	38.4%	4.7%	0.0%	0.0%	0.0%	0.0%	23.8%	0	0	0	0.00	182.64	0	0	0	57
2013-05-08	$23.51	$22.50	63.3%	7.6%	0.0%	0.0%	0.0%	0.0%	28.6%	-2.4K	30.1K	-196	0.00	183.76	0	0	0	57
2013-05-09	$23.41	$22.50	40.6%	5.0%	0.0%	0.0%	0.0%	0.0%	-2.0%	-1.8K	17.7K	-138	0.00	163.38	6	0	0	57
2013-05-10	$23.39	$22.50	32.4%	5.1%	0.0%	0.0%	0.0%	0.0%	-0.4%	-4.0K	31.8K	-258	0.00	129.42	0	0	6	57
2013-05-13	$23.75	$22.50	57.8%	5.4%	0.0%	0.0%	0.0%	0.0%	1.0%	-2.0K	19.6K	-226	1.00	149.97	10	10	6	57
2013-05-14	$23.50	$22.50	56.0%	7.7%	0.0%	0.0%	0.0%	0.0%	19.2%	-3.9K	33.4K	-344	0.00	139.12	4	0	16	67
2013-05-15	$23.30	$22.50	71.1%	6.7%	12.5%	0.0%	0.0%	0.0%	46.8%	-3.9K	35.3K	-341	0.00	141.67	0	0	16	67
2013-05-16	$23.30	$22.50	25.6%	7.3%	12.1%	0.0%	0.0%	0.0%	-12.4%	-696	18.4K	-238	0.00	157.28	0	0	16	67
2013-05-17	$23.64	$22.50	22.4%	6.4%	12.5%	0.0%	0.0%	0.0%	-1.8%	0	-14.2K	0	0.00	160.50	0	0	16	67
2013-05-20	$24.12	$22.50	28.6%	8.2%	13.6%	0.0%	0.0%	1.4%	-8.4%	0	-14.5K	0	0.00	184.00	0	0	16	67
2013-05-21	$24.55	$22.50	27.2%	7.8%	14.0%	0.0%	0.0%	4.8%	-11.1%	-1	-14.7K	0	0.00	183.63	0	0	16	67
2013-05-22	$24.50	$22.50	18.9%	5.4%	13.9%	0.0%	0.0%	3.3%	-3.1%	-3.4K	11.1K	-280	0.00	123.07	0	0	16	67
2013-05-23	$24.05	$22.50	25.2%	7.2%	16.2%	0.0%	0.0%	-2.6%	-1.6%	-4.2K	16.6K	-296	0.00	173.57	0	0	16	67
2013-05-24	$24.11	$22.50	25.0%	7.2%	16.2%	0.0%	0.0%	2.5%	-9.4%	-3.7K	22.0K	-332	0.00	184.43	0	0	16	67
2013-05-28	$24.15	$22.50	18.8%	5.4%	16.2%	0.0%	0.0%	-6.7%	0.6%	-4.3K	5.4K	-210	0.00	139.06	0	0	16	67
2013-05-29	$24.02	$22.50	29.8%	8.6%	16.4%	0.0%	0.0%	25.6%	-9.0%	-3.6K	23.6K	-324	0.00	175.56	0	0	16	67
2013-05-30	$24.00	$22.50	21.8%	6.2%	16.5%	0.0%	0.0%	-0.8%	-2.7%	-4.4K	6.7K	-205	0.00	148.59	0	0	16	67
2013-05-31	$23.34	$22.50	26.8%	7.7%	19.6%	0.0%	0.0%	7.9%	-3.6%	-4.3K	34.9K	-327	0.00	147.87	0	0	16	67