KNOP Options History — September 2013

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

In September 2013, KNOP traded between $24.00 and $25.25. ATM implied volatility averaged 29.0%. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.0% (HV 20d: 21.0%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.67.

Notable Days

2013-09-16: Highest Volume — 10 contracts
2013-09-13: Largest IV spike — 46.3% change
2013-09-27: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.39	$24.00	$25.25	$24.11	$24.05
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	29.0%	20.4%	35.3%	29.1%	30.6%
Expected Move	7.8%	5.8%	9.6%	8.4%	8.8%
HV 20d	21.0%	17.1%	26.2%	26.2%	23.5%
HV 60d	28.1%	27.2%	28.7%	28.3%	28.4%
Term Structure	0.9%	-12.1%	13.2%	9.9%	4.2%
Skew 25d	1.4%	-8.0%	33.8%	9.5%	10.0%
Skew 10d	0.3%	-10.8%	56.2%	-0.8%	-6.6%
Call IV 25d	28.7%	20.2%	35.3%	30.1%	23.3%
Put IV 25d	30.2%	19.4%	66.6%	39.6%	33.2%
Bid-Ask Spread %	124.32	101.08	138.23	122.64	138.23
Gamma HHI	0.51	0.40	0.72	0.45	0.67
Net GEX	-4.2K	-6.9K	-1.5K	-3.6K	-5.9K
Net DEX	3.3K	-38.2K	33.0K	19.8K	9.8K
Net VEX	-553	-668	-395	-668	-501
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	1.33	1.33	0.00
Total Volume	0.95	0	10	0	0
Total OI	200.5	168	219	207	169

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
2013-09-03	$24.11	$22.50	29.1%	8.4%	26.2%	0.0%	0.0%	9.5%	9.9%	-3.6K	19.8K	-668	0.00	122.64	0	0	46	161
2013-09-04	$24.01	$22.50	29.6%	8.5%	25.8%	0.0%	0.0%	5.7%	9.5%	-4.4K	31.7K	-663	1.33	125.15	3	4	46	161
2013-09-05	$24.24	$22.50	26.1%	7.5%	25.3%	0.0%	0.0%	6.9%	5.8%	-4.8K	466	-612	0.00	132.60	0	0	49	164
2013-09-06	$24.15	$22.50	34.1%	6.9%	24.3%	0.0%	0.0%	0.4%	1.4%	-6.9K	18.3K	-644	0.00	125.38	0	0	49	164
2013-09-09	$24.31	$22.50	31.4%	7.1%	21.3%	0.0%	0.0%	-6.4%	-5.1%	-2.9K	11.4K	-622	0.00	123.71	0	0	49	164
2013-09-10	$24.00	$22.50	35.3%	7.8%	18.4%	0.0%	0.0%	-2.6%	-2.5%	-5.9K	33.0K	-668	0.00	132.84	0	1	49	164
2013-09-11	$24.25	$22.50	34.9%	6.7%	18.0%	0.0%	0.0%	0.2%	2.5%	-4.8K	2.5K	-600	0.00	115.66	0	0	49	165
2013-09-12	$24.25	$22.50	20.4%	5.8%	17.6%	0.0%	0.0%	-2.2%	6.8%	-3.7K	-1.6K	-565	0.00	115.55	0	0	49	165
2013-09-13	$24.05	$22.50	29.8%	8.5%	17.1%	0.0%	0.0%	-1.5%	-12.1%	-4.2K	12.7K	-594	0.00	118.71	0	0	49	165
2013-09-16	$24.60	$22.50	32.9%	9.4%	18.6%	0.0%	0.0%	2.2%	-4.5%	-3.0K	-8.5K	-555	0.00	121.88	0	10	49	165
2013-09-17	$24.14	$22.50	23.9%	6.9%	19.2%	0.0%	0.0%	-6.4%	4.2%	-4.3K	3.3K	-558	0.00	121.02	0	0	49	170
2013-09-18	$24.15	$22.50	24.7%	7.1%	19.0%	0.0%	0.0%	-3.4%	-2.7%	-4.6K	113	-510	0.00	125.96	0	0	49	170
2013-09-19	$24.60	$22.50	31.6%	9.1%	19.9%	0.0%	0.0%	-4.6%	-4.1%	-1.6K	-8.9K	-551	0.00	116.75	0	0	49	170
2013-09-20	$25.00	$22.50	24.5%	7.0%	19.6%	0.0%	0.0%	-1.6%	-0.2%	-1.5K	-38.2K	-428	0.00	129.23	0	0	49	170
2013-09-23	$24.99	$22.50	21.1%	6.1%	19.6%	0.0%	0.0%	3.7%	13.2%	-4.7K	-15.8K	-395	0.00	131.95	0	0	29	139
2013-09-24	$25.25	$22.50	27.6%	7.9%	19.8%	0.0%	0.0%	33.8%	6.6%	-2.5K	-14.4K	-447	0.00	101.08	1	0	29	139
2013-09-25	$25.23	$22.50	32.1%	9.2%	19.8%	0.0%	0.0%	-1.6%	-3.9%	-4.2K	-4.9K	-477	0.00	124.34	0	0	30	139
2013-09-26	$24.13	$22.50	27.0%	7.7%	24.2%	0.0%	0.0%	-8.0%	-4.3%	-5.6K	4.4K	-491	0.00	135.46	0	0	30	139
2013-09-27	$24.25	$22.50	33.6%	9.6%	23.4%	0.0%	0.0%	-5.0%	-6.4%	-5.7K	11.3K	-512	0.00	128.33	0	0	30	139
2013-09-30	$24.05	$22.50	30.6%	8.8%	23.5%	0.0%	0.0%	10.0%	4.2%	-5.9K	9.8K	-501	0.00	138.23	0	0	30	139