KNOP Options History — July 2013

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

In July 2013, KNOP traded between $22.16 and $25.38. ATM implied volatility averaged 36.0%. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 8.5% (HV 20d: 27.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.88.

Notable Days

2013-07-03: Highest Volume — 48 contracts
2013-07-18: Largest IV spike — 111.5% change
2013-07-18: Largest Expected Move — 25.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.50	$22.16	$25.38	$22.35	$24.24
Max Pain	$22.84	$22.50	$25.00	$25.00	$22.50
ATM IV	36.0%	21.9%	90.0%	30.6%	39.5%
Expected Move	10.0%	6.3%	25.8%	8.8%	11.3%
HV 20d	27.5%	22.1%	34.8%	23.4%	34.6%
HV 60d	22.3%	19.9%	26.6%	20.1%	26.6%
Term Structure	-1.0%	-43.1%	31.4%	-4.3%	-5.2%
VWIV	50.3%	50.3%	50.3%	50.3%	50.3%
Skew 25d	-0.3%	-11.8%	9.4%	1.5%	-1.6%
Skew 10d	0.7%	-5.4%	45.4%	3.6%	4.5%
Call IV 25d	32.5%	23.4%	120.3%	25.4%	32.8%
Put IV 25d	32.2%	20.2%	129.7%	26.9%	31.2%
Bid-Ask Spread %	149.83	125.29	191.63	170.29	125.29
Gamma HHI	0.56	0.34	1.00	0.51	0.57
Net GEX	-823	-3.5K	929	-958	-3.5K
Net DEX	-4.7K	-86.4K	42.5K	22.1K	-24.5K
Net VEX	-517	-653	-231	-277	-607
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.88	0.00	3.75	0.00	3.75
Total Volume	5.545	0	48	20	5
Total OI	140.318	78	173	78	173

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
2013-07-01	$22.35	$25.00	30.6%	8.8%	23.4%	0.0%	0.0%	1.5%	-4.3%	-958	22.1K	-277	0.00	170.29	20	0	28	50
2013-07-02	$22.75	$25.00	29.1%	8.3%	24.3%	0.0%	0.0%	2.3%	-5.5%	650	-9.0K	-339	0.00	186.88	0	0	48	50
2013-07-03	$22.50	$25.00	21.9%	6.3%	22.1%	0.0%	0.0%	-4.9%	2.2%	900	-3.3K	-330	0.00	191.63	0	48	48	50
2013-07-05	$22.16	$22.50	35.1%	7.0%	22.7%	0.0%	0.0%	-6.7%	31.4%	-567	42.5K	-606	0.00	152.45	0	0	48	98
2013-07-08	$22.40	$22.50	26.1%	6.8%	22.9%	0.0%	0.0%	-3.1%	14.0%	-698	15.4K	-531	0.00	139.22	0	0	48	98
2013-07-09	$22.50	$22.50	28.9%	7.1%	23.0%	0.0%	0.0%	0.4%	8.3%	-1.3K	30.3K	-565	0.00	153.47	0	0	48	98
2013-07-10	$22.56	$22.50	40.3%	9.1%	22.3%	0.0%	0.0%	6.6%	30.6%	-1.4K	40.9K	-564	0.00	151.92	0	0	48	98
2013-07-11	$22.93	$22.50	23.1%	6.6%	23.0%	0.0%	0.0%	-2.4%	17.8%	-1.3K	555	-513	0.00	140.67	0	0	48	98
2013-07-12	$23.58	$22.50	37.7%	10.8%	24.9%	0.0%	0.0%	-2.8%	-9.2%	-766	1.3K	-583	0.00	140.46	0	0	48	98
2013-07-15	$23.61	$22.50	43.6%	12.5%	24.8%	0.0%	0.0%	-0.3%	-12.9%	-1.3K	2.5K	-565	0.00	149.41	0	0	48	98
2013-07-16	$23.72	$22.50	36.4%	10.4%	24.8%	0.0%	0.0%	1.1%	-1.0%	-1.4K	-5.4K	-536	0.00	155.09	0	0	48	98
2013-07-17	$23.22	$22.50	42.5%	12.2%	26.1%	0.0%	0.0%	4.6%	-2.0%	-808	14.6K	-560	0.00	156.89	0	0	48	98
2013-07-18	$23.94	$22.50	90.0%	25.8%	27.8%	0.0%	0.0%	9.4%	-43.1%	-927	5.9K	-539	0.00	155.39	0	0	48	98
2013-07-19	$23.60	$22.50	37.6%	10.8%	27.2%	0.0%	0.0%	1.3%	-2.1%	688	-5.7K	-520	0.00	153.93	0	0	48	98
2013-07-22	$23.97	$22.50	38.4%	11.0%	26.9%	0.0%	0.0%	-0.6%	-3.1%	929	-24.5K	-521	0.00	150.66	0	0	48	78
2013-07-23	$25.38	$22.50	25.7%	7.4%	31.7%	0.0%	0.0%	1.1%	2.3%	198	-86.4K	-231	0.00	133.09	0	0	48	78
2013-07-24	$24.38	$22.50	31.4%	9.0%	34.8%	0.0%	0.0%	-2.7%	-5.3%	327	-46.3K	-458	0.00	140.34	0	30	48	78
2013-07-25	$24.30	$22.50	25.6%	7.3%	33.9%	0.0%	0.0%	-1.1%	-4.8%	-909	-23.5K	-612	0.00	127.36	0	0	48	108
2013-07-26	$23.99	$22.50	29.2%	8.4%	34.1%	0.0%	0.0%	2.8%	-11.6%	-867	-5.7K	-628	3.75	134.28	4	15	46	108
2013-07-29	$24.60	$22.50	45.7%	13.1%	34.6%	0.0%	0.0%	-11.8%	-11.9%	-2.5K	-19.7K	-653	0.00	150.26	0	0	50	123
2013-07-30	$24.35	$22.50	32.7%	9.4%	34.8%	0.0%	0.0%	0.9%	-6.0%	-2.6K	-24.5K	-634	0.00	137.36	0	0	50	123
2013-07-31	$24.24	$22.50	39.5%	11.3%	34.6%	0.0%	50.3%	-1.6%	-5.2%	-3.5K	-24.5K	-607	0.00	125.29	0	5	50	123