KNOP Options History — November 2013 In November 2013, KNOP traded between $25.41 and $28.05. ATM implied volatility averaged 51.1%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 31.9% (HV 20d: 19.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-11-19 : Highest Volume — 20 contracts2013-11-07 : Largest IV spike — 183.7% change2013-11-07 : Highest IV Rank — 71.5%2013-11-25 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.29 $25.41 $28.05 $25.41 $28.05 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 51.1% 19.6% 103.6% 19.6% 33.2% Expected Move 11.7% 5.6% 25.8% 5.6% 9.5% HV 20d 19.2% 14.6% 21.6% 21.1% 21.6% HV 60d 20.7% 19.8% 22.7% 22.7% 22.0% IV Rank 27.2% 0.7% 71.5% 0.7% 12.1% IV Percentile 78.5% 2.2% 99.3% 2.2% 61.4% Term Structure -7.7% -21.8% 18.7% 18.7% -4.8% VWIV 8.7% 8.7% 8.7% 8.7% 8.7% Skew 25d 0.0% -36.0% 26.1% 1.0% 8.2% Skew 10d 9.1% -3.0% 56.9% -2.8% -3.0% Call IV 25d 43.7% 26.6% 114.1% 32.4% 26.6% Put IV 25d 43.8% 24.3% 117.5% 33.4% 34.8% Bid-Ask Spread % 136.22 120.87 146.12 134.02 128.84 Gamma HHI 0.55 0.40 0.68 0.57 0.53 Net GEX 502 -2.2K 3.6K 3.6K -471 Net DEX -21.2K -67.8K 31.6K -26.7K -7.6K Net VEX -235 -310 -105 -263 -119 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 1.65 0 20 10 0 Total OI 113.25 92 130 120 96
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 2013-11-01 $25.41 $25.00 19.6% 5.6% 21.1% 0.7% 8.7% 1.0% 18.7% 3.6K -26.7K -263 0.00 134.02 10 0 32 88 2013-11-04 $25.50 $0.00 50.3% 9.1% 21.0% 26.6% 0.0% -4.0% -3.5% 1.1K -34.3K -310 0.00 143.60 0 0 42 88 2013-11-05 $25.59 $0.00 35.8% 8.4% 21.0% 14.3% 0.0% -2.0% -1.8% 3.2K -45.0K -267 0.00 138.52 0 0 42 88 2013-11-06 $25.66 $0.00 36.5% 7.5% 20.8% 14.9% 0.0% -1.6% -0.7% 3.3K -48.2K -255 0.00 129.84 0 0 42 88 2013-11-07 $25.84 $0.00 103.6% 15.4% 20.7% 71.5% 0.0% 17.2% -3.7% -155 -37.0K -309 0.00 141.61 0 0 42 88 2013-11-08 $25.96 $0.00 47.3% 8.8% 20.7% 24.0% 0.0% 1.4% -4.1% 2.4K -48.9K -294 0.00 141.17 0 0 42 88 2013-11-11 $25.77 $0.00 55.3% 7.5% 20.2% 30.7% 0.0% -3.0% -1.4% 2.9K -52.3K -222 0.00 129.34 0 0 42 88 2013-11-12 $25.86 $0.00 52.7% 6.6% 20.1% 28.6% 0.0% -2.3% -2.7% 3.5K -53.7K -251 0.00 120.87 0 0 42 88 2013-11-13 $25.99 $0.00 69.7% 7.4% 15.5% 42.9% 0.0% -1.7% -2.9% 3.0K -55.8K -245 0.00 128.13 0 0 42 88 2013-11-14 $26.05 $0.00 36.9% 10.6% 15.1% 15.2% 0.0% 1.2% -6.5% 3.1K -57.5K -247 0.00 145.03 0 0 42 88 2013-11-15 $26.55 $0.00 77.6% 22.2% 15.9% 49.5% 0.0% 3.5% -16.3% -2.2K -67.8K -295 0.00 144.61 0 0 42 88 2013-11-18 $26.30 $0.00 43.9% 12.6% 14.6% 21.1% 0.0% -7.9% -16.5% -2.2K 16.8K -208 0.00 144.55 0 0 4 88 2013-11-19 $27.00 $0.00 29.8% 8.5% 15.6% 9.2% 0.0% -0.1% -7.7% -1.1K 664 -105 0.00 123.08 0 20 4 88 2013-11-20 $26.24 $0.00 39.9% 11.4% 19.3% 17.7% 0.0% 26.1% -12.4% -2.2K 18.4K -229 0.00 145.25 1 0 4 89 2013-11-21 $26.53 $0.00 85.0% 24.4% 19.5% 55.8% 0.0% 3.5% -20.1% -2.1K 31.6K -305 0.00 146.12 0 0 5 89 2013-11-22 $26.32 $0.00 45.0% 12.9% 19.8% 22.1% 0.0% -36.0% -14.9% -2.1K 17.7K -230 0.00 145.64 0 0 5 89 2013-11-25 $27.00 $0.00 90.0% 25.8% 20.6% 60.0% 0.0% -2.3% -21.8% -2.0K 24.3K -262 0.00 138.75 0 0 5 89 2013-11-26 $26.84 $0.00 33.2% 9.5% 19.9% 12.1% 0.0% -3.1% -9.8% -1.1K 4.5K -145 0.00 129.60 2 0 5 89 2013-11-27 $27.43 $0.00 36.0% 10.3% 20.9% 14.5% 0.0% 2.8% -20.9% -531 -3.5K -139 0.00 125.77 0 0 7 89 2013-11-29 $28.05 $0.00 33.2% 9.5% 21.6% 12.1% 0.0% 8.2% -4.8% -471 -7.6K -119 0.00 128.84 0 0 7 89
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