KNOP Options History — April 2014 In April 2014, KNOP traded between $27.26 and $29.00. ATM implied volatility averaged 72.9%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 55.2% (HV 20d: 17.7%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-04-22 : Highest Volume — 2 contracts2014-04-23 : Largest IV spike — 223.0% change2014-04-08 : Highest IV Rank — 99.7%2014-04-03 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.97 $27.26 $29.00 $28.50 $28.07 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 72.9% 25.8% 137.2% 96.5% 63.2% Expected Move 17.8% 6.0% 29.4% 27.7% 18.1% HV 20d 17.7% 11.8% 26.2% 11.8% 26.2% HV 60d 19.0% 17.8% 21.6% 18.7% 21.6% IV Rank 45.6% 5.9% 99.7% 65.5% 37.4% IV Percentile 82.1% 18.8% 99.6% 97.5% 82.1% Term Structure -19.8% -67.8% 21.9% -39.5% 11.4% Skew 25d 5.4% -73.5% 56.8% -10.5% 56.8% Skew 10d 3.0% -78.0% 86.0% -69.2% 22.2% Call IV 25d 75.4% 21.0% 139.4% 111.5% 89.2% Put IV 25d 80.9% 25.0% 162.4% 100.9% 146.0% Bid-Ask Spread % 133.81 115.16 143.56 132.29 133.19 Gamma HHI 0.58 0.42 0.83 0.51 0.55 Net GEX 373 31 629 295 284 Net DEX -10.7K -19.6K -2.9K -19.6K -12.8K Net VEX -136 -161 -86 -161 -148 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 0.095 0 2 0 0 Total OI 29.143 23 32 32 25
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 2014-04-01 $28.50 $22.50 96.5% 27.7% 11.8% 65.5% 0.0% -10.5% -39.5% 295 -19.6K -161 0.00 132.29 0 0 17 15 2014-04-02 $28.50 $22.50 59.8% 17.2% 11.8% 34.6% 0.0% 17.4% -9.8% 485 -16.3K -155 0.00 121.85 0 0 17 15 2014-04-03 $28.20 $22.50 102.5% 29.4% 12.2% 70.6% 0.0% 40.7% -47.3% 486 -7.2K -131 0.00 139.30 0 0 17 15 2014-04-04 $28.20 $0.00 105.9% 6.0% 12.2% 73.4% 0.0% 10.0% 7.9% 578 -10.5K -139 0.00 118.26 0 0 17 15 2014-04-07 $27.53 $0.00 118.6% 18.6% 14.7% 84.1% 0.0% 8.2% -24.4% 199 -13.4K -158 0.00 141.22 0 0 17 15 2014-04-08 $27.26 $0.00 137.2% 21.0% 14.8% 99.7% 0.0% 7.5% -20.9% 31 -10.4K -152 0.00 143.56 0 0 17 15 2014-04-09 $27.39 $0.00 63.6% 12.4% 14.9% 37.7% 0.0% 2.0% -15.7% 548 -7.8K -132 0.00 137.09 0 0 17 15 2014-04-10 $27.65 $0.00 69.1% 19.8% 14.6% 42.4% 0.0% 33.3% -28.9% 173 -12.0K -155 0.00 141.44 0 0 17 15 2014-04-11 $27.32 $0.00 47.1% 13.5% 15.0% 23.9% 0.0% -25.9% -16.6% 343 -10.2K -141 0.00 139.77 0 0 17 15 2014-04-14 $27.50 $0.00 77.4% 22.2% 15.3% 49.4% 0.0% 9.1% -27.3% 210 -18.7K -141 0.00 137.35 0 0 17 15 2014-04-15 $27.31 $0.00 46.7% 13.4% 15.4% 23.5% 0.0% -6.1% -14.4% 456 -9.6K -131 0.00 136.70 0 0 17 15 2014-04-16 $28.36 $0.00 49.1% 14.1% 20.6% 25.5% 0.0% 27.1% 21.9% 90 -13.8K -86 0.00 131.26 0 0 17 15 2014-04-17 $27.94 $0.00 74.5% 21.4% 21.3% 46.9% 0.0% -73.5% -67.8% 391 -13.0K -110 0.00 132.34 0 0 17 15 2014-04-21 $28.24 $0.00 80.1% 23.0% 21.4% 51.6% 0.0% -7.0% -34.0% 629 -2.9K -112 0.00 136.39 0 0 13 10 2014-04-22 $28.23 $0.00 25.8% 7.4% 21.4% 5.9% 0.0% 2.1% -4.7% 559 -4.2K -119 0.00 115.16 2 0 13 10 2014-04-23 $28.09 $0.00 83.4% 23.9% 21.3% 54.5% 0.0% 9.8% -37.5% 284 -12.8K -152 0.00 141.49 0 0 15 10 2014-04-24 $27.81 $0.00 36.0% 10.3% 21.5% 14.5% 0.0% -2.4% -3.7% 565 -3.1K -124 0.00 126.42 0 0 15 10 2014-04-25 $28.10 $0.00 34.8% 10.0% 20.8% 13.5% 0.0% 2.8% -4.2% 597 -3.6K -120 0.00 124.02 0 0 15 10 2014-04-28 $28.10 $0.00 62.8% 18.0% 20.7% 37.0% 0.0% 1.7% -13.8% 349 -8.6K -147 0.00 139.63 0 0 15 10 2014-04-29 $29.00 $0.00 96.3% 27.6% 23.4% 65.3% 0.0% 10.9% -46.1% 272 -14.1K -151 0.00 141.34 0 0 15 10 2014-04-30 $28.07 $0.00 63.2% 18.1% 26.2% 37.4% 0.0% 56.8% 11.4% 284 -12.8K -148 0.00 133.19 0 0 15 10
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