KNOP Options History — June 2013 In June 2013, KNOP traded between $21.10 and $23.52. ATM implied volatility averaged 36.5%. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 16.1% (HV 20d: 20.4%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-06-27 : Highest Volume — 12 contracts2013-06-07 : Largest IV spike — 336.0% change2013-06-18 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.48 $21.10 $23.52 $23.38 $22.02 Max Pain $24.50 $22.50 $25.00 $22.50 $25.00 ATM IV 36.5% 19.6% 137.5% 28.1% 31.8% Expected Move 9.6% 5.5% 26.0% 8.0% 9.1% HV 20d 20.4% 17.4% 24.2% 19.5% 22.5% HV 60d 20.1% 20.0% 20.1% 20.1% 20.0% Term Structure -3.8% -42.9% 30.8% -8.0% -14.6% Skew 25d 0.4% -21.1% 14.2% -21.1% 3.1% Skew 10d 8.3% -12.6% 28.6% -10.5% 0.2% Call IV 25d 34.8% 15.3% 49.9% 44.3% 17.0% Put IV 25d 35.2% 15.9% 58.8% 23.3% 20.1% Bid-Ask Spread % 171.34 118.66 194.40 170.41 170.66 Gamma HHI 0.77 0.50 0.89 0.68 0.50 Net GEX -3.8K -6.1K -13 -4.2K -13 Net DEX 42.9K 24.3K 78.0K 24.3K 31.5K Net VEX -273 -321 -224 -289 -277 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.6 0 12 0 0 Total OI 79.35 66 83 83 78
Daily Data (20 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 2013-06-03 $23.38 $22.50 28.1% 8.0% 19.5% 0.0% 0.0% -21.1% -8.0% -4.2K 24.3K -289 0.00 170.41 0 0 16 67 2013-06-04 $23.52 $22.50 41.0% 11.7% 19.5% 0.0% 0.0% 2.8% -29.4% -3.6K 33.0K -317 0.00 187.23 0 0 16 67 2013-06-05 $22.82 $22.50 22.7% 6.5% 21.5% 0.0% 0.0% -3.0% 5.9% -5.1K 47.9K -319 0.00 169.90 0 0 16 67 2013-06-06 $22.81 $22.50 31.5% 9.0% 21.3% 0.0% 0.0% 1.8% -11.4% -4.2K 45.3K -318 0.00 193.73 0 0 16 67 2013-06-07 $22.98 $25.00 137.5% 25.1% 21.5% 0.0% 0.0% 10.7% -42.0% -1.6K 37.5K -321 0.00 168.58 0 0 16 67 2013-06-10 $22.86 $25.00 28.6% 6.2% 21.6% 0.0% 0.0% 14.2% 22.1% -5.0K 43.0K -302 0.00 188.08 0 0 16 67 2013-06-11 $22.50 $25.00 23.4% 5.5% 21.3% 0.0% 0.0% -17.4% 6.0% -6.1K 43.2K -271 0.00 158.78 0 0 16 67 2013-06-12 $22.60 $25.00 23.1% 7.2% 21.2% 0.0% 0.0% -11.4% -12.3% -6.0K 49.3K -300 0.00 126.34 0 0 16 67 2013-06-13 $22.74 $25.00 19.6% 5.6% 21.3% 0.0% 0.0% 0.3% -3.1% -5.9K 45.5K -267 0.00 163.48 0 0 16 67 2013-06-14 $22.88 $25.00 25.9% 7.4% 21.4% 0.0% 0.0% 1.3% 18.8% -5.0K 41.4K -286 0.00 175.93 0 0 16 67 2013-06-17 $22.85 $25.00 23.0% 6.6% 20.6% 0.0% 0.0% -3.1% -4.5% -4.7K 41.0K -246 0.00 167.75 0 0 16 67 2013-06-18 $22.75 $25.00 90.8% 26.0% 19.0% 0.0% 0.0% 0.7% -42.9% -6.1K 40.1K -291 0.00 194.40 0 0 16 67 2013-06-19 $22.54 $25.00 23.4% 6.7% 17.4% 0.0% 0.0% 8.8% 12.1% -4.8K 38.9K -228 0.00 171.77 0 0 16 67 2013-06-20 $22.09 $25.00 20.3% 5.8% 18.3% 0.0% 0.0% 7.3% 30.8% -3.9K 53.8K -252 0.00 118.66 0 0 16 67 2013-06-21 $21.82 $25.00 25.5% 7.3% 17.8% 0.0% 0.0% 1.8% 27.0% -2.2K 78.0K -250 0.00 189.87 0 0 16 67 2013-06-24 $21.50 $25.00 37.9% 10.9% 17.9% 0.0% 0.0% 10.3% -2.7% -1.4K 39.3K -243 0.00 171.63 0 0 16 50 2013-06-25 $21.10 $25.00 51.9% 14.9% 18.3% 0.0% 0.0% -2.8% -24.4% -1.7K 42.0K -224 0.00 157.11 0 0 16 50 2013-06-26 $21.75 $25.00 21.6% 6.2% 22.5% 0.0% 0.0% 1.6% -4.5% -2.1K 44.2K -229 0.00 190.03 0 0 16 50 2013-06-27 $22.19 $25.00 23.3% 6.7% 24.2% 0.0% 0.0% 1.3% 0.2% -2.2K 38.4K -236 0.00 192.46 12 0 16 50 2013-06-28 $22.02 $25.00 31.8% 9.1% 22.5% 0.0% 0.0% 3.1% -14.6% -13 31.5K -277 0.00 170.66 0 0 28 50
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