KNOP Options History — March 2014 In March 2014, KNOP traded between $27.87 and $28.92. ATM implied volatility averaged 73.4%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 55.1% (HV 20d: 18.4%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-07 : Highest Volume — 1 contracts2014-03-06 : Largest IV spike — 232.5% change2014-03-12 : Highest IV Rank — 92.1%2014-03-06 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.55 $27.87 $28.92 $28.64 $28.60 Max Pain $22.98 $22.50 $25.00 $25.00 $22.50 ATM IV 73.4% 26.9% 128.1% 30.1% 41.3% Expected Move 18.9% 7.7% 29.3% 8.6% 11.8% HV 20d 18.4% 11.5% 24.6% 24.3% 12.3% HV 60d 23.5% 19.1% 26.6% 26.5% 19.1% IV Rank 46.0% 6.8% 92.1% 9.6% 19.0% IV Percentile 84.9% 25.5% 99.5% 40.0% 71.1% Term Structure -33.4% -66.2% 3.5% -9.8% -18.8% Skew 25d 2.9% -111.3% 29.4% 5.3% 16.0% Skew 10d -2.0% -111.5% 75.8% -1.7% 7.7% Call IV 25d 74.3% 23.0% 139.8% 30.5% 33.0% Put IV 25d 77.2% 22.3% 128.6% 35.9% 49.1% Bid-Ask Spread % 134.13 119.23 189.23 122.74 119.23 Gamma HHI 0.45 0.33 0.67 0.42 0.58 Net GEX -153 -836 580 -296 580 Net DEX -51.9K -106.7K -5.1K -84.5K -16.2K Net VEX -222 -362 -119 -253 -138 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 0.048 0 1 0 0 Total OI 104.619 32 134 133 32
Daily Data (21 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 2014-03-03 $28.64 $25.00 30.1% 8.6% 24.3% 9.6% 0.0% 5.3% -9.8% -296 -84.5K -253 0.00 122.74 0 0 48 85 2014-03-04 $28.92 $25.00 26.9% 7.7% 24.4% 6.8% 0.0% 15.3% 3.5% -106 -96.7K -210 0.00 120.81 0 0 48 85 2014-03-05 $28.85 $25.00 30.7% 8.8% 24.2% 10.0% 0.0% 2.3% -5.0% -283 -88.9K -229 0.00 123.09 0 0 48 85 2014-03-06 $28.70 $25.00 102.2% 29.3% 24.4% 70.3% 0.0% -111.3% -46.0% -484 -33.0K -362 0.00 127.92 0 0 48 85 2014-03-07 $28.60 $22.50 105.6% 17.9% 24.6% 73.2% 0.0% 22.8% -39.1% -817 -29.4K -348 0.00 137.52 1 0 48 85 2014-03-10 $28.65 $22.50 45.4% 14.7% 23.4% 22.4% 0.0% -51.4% -52.7% -459 -72.0K -266 0.00 131.30 0 0 49 85 2014-03-11 $28.75 $22.50 123.2% 18.8% 23.1% 87.9% 0.0% 24.8% -44.1% -630 -28.5K -327 0.00 135.29 0 0 49 85 2014-03-12 $28.54 $22.50 128.1% 19.0% 22.7% 92.1% 0.0% 16.1% -23.7% -753 -30.5K -238 0.00 127.92 0 0 49 85 2014-03-13 $28.88 $22.50 67.1% 19.2% 19.9% 40.7% 0.0% 25.1% -46.1% -365 -28.6K -317 0.00 133.64 0 0 49 85 2014-03-14 $28.90 $22.50 68.0% 19.5% 19.6% 41.5% 0.0% 26.1% -41.7% -836 -51.4K -286 0.00 139.32 0 0 49 85 2014-03-17 $28.75 $22.50 71.1% 20.4% 19.8% 44.1% 0.0% 21.7% -27.0% -490 -93.0K -215 0.00 125.09 0 0 49 85 2014-03-18 $28.78 $22.50 61.2% 17.5% 19.4% 35.7% 0.0% 23.9% -27.9% -446 -85.7K -186 0.00 139.82 0 0 49 85 2014-03-19 $28.46 $22.50 73.6% 21.1% 20.1% 46.1% 0.0% 3.0% -38.1% -321 -95.8K -197 0.00 131.78 0 0 49 85 2014-03-20 $28.49 $22.50 74.8% 21.4% 12.2% 47.2% 0.0% 28.4% -43.8% 244 -106.7K -176 0.00 142.27 0 0 49 85 2014-03-21 $28.19 $22.50 76.2% 21.8% 12.1% 48.4% 0.0% -11.9% -55.9% 302 -97.2K -162 0.00 134.94 0 0 49 85 2014-03-24 $28.18 $22.50 78.0% 22.4% 11.8% 49.9% 0.0% -12.7% -27.3% 464 -5.1K -119 0.00 132.75 0 0 17 15 2014-03-25 $28.00 $22.50 82.1% 23.5% 12.0% 53.4% 0.0% 29.4% -29.0% 269 -8.6K -143 0.00 144.05 0 0 17 15 2014-03-26 $27.87 $22.50 83.9% 24.0% 11.5% 54.8% 0.0% 9.6% -66.2% 399 -14.2K -164 0.00 189.23 0 0 17 15 2014-03-27 $28.40 $22.50 85.4% 24.5% 11.8% 56.1% 0.0% -7.2% -30.6% 482 -11.0K -152 0.00 127.23 0 0 17 15 2014-03-28 $28.31 $22.50 87.4% 25.1% 11.8% 57.8% 0.0% -13.7% -32.5% 325 -12.8K -167 0.00 130.77 0 0 17 15 2014-03-31 $28.60 $22.50 41.3% 11.8% 12.3% 19.0% 0.0% 16.0% -18.8% 580 -16.2K -138 0.00 119.23 0 0 17 15
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