KNOP Options History — May 2014 In May 2014, KNOP traded between $26.60 and $27.56. ATM implied volatility averaged 55.3%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 29.0% (HV 20d: 26.3%). Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2014-05-19 : Highest Volume — 18 contracts2014-05-05 : Largest IV spike — 245.7% change2014-05-14 : Highest IV Rank — 100.0%2014-05-01 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.07 $26.60 $27.56 $27.22 $27.49 ATM IV 55.3% 22.8% 162.3% 113.9% 29.4% Expected Move 10.9% 6.5% 32.6% 32.6% 8.4% HV 20d 26.3% 18.7% 28.7% 28.3% 18.7% HV 60d 21.3% 19.8% 22.7% 22.5% 20.4% IV Rank 28.8% 2.8% 100.0% 80.1% 6.8% IV Percentile 55.2% 6.7% 100.0% 98.0% 28.6% Term Structure -4.6% -26.1% 20.6% -26.1% -4.1% Skew 25d 3.5% -22.6% 15.2% 11.8% 6.3% Skew 10d 8.4% -31.7% 43.6% 7.2% 7.9% Call IV 25d 39.4% 19.7% 146.7% 146.7% 23.5% Put IV 25d 42.9% 21.2% 158.5% 158.5% 29.8% Bid-Ask Spread % 121.93 108.69 141.43 139.49 114.78 Gamma HHI 0.53 0.45 0.60 0.51 0.55 Net GEX 335 -45 548 159 421 Net DEX 90 -8.7K 5.2K -8.7K 2.1K Net VEX -114 -143 -91 -143 -104 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.857 0 18 0 0 Total OI 24 24 24 24 24
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 2014-05-01 $27.22 $0.00 113.9% 32.6% 28.3% 80.1% 0.0% 11.8% -26.1% 159 -8.7K -143 0.00 139.49 0 0 14 10 2014-05-02 $27.47 $0.00 38.2% 10.9% 28.4% 16.3% 0.0% 0.4% -16.0% 413 -462 -107 0.00 127.57 0 0 14 10 2014-05-05 $27.12 $0.00 131.9% 12.6% 28.7% 95.4% 0.0% -22.6% 7.0% 425 -5.5K -134 0.00 136.48 0 0 14 10 2014-05-06 $26.72 $0.00 41.2% 8.8% 27.9% 18.9% 0.0% 11.1% -8.4% 363 381 -107 0.00 113.02 0 0 14 10 2014-05-07 $26.85 $0.00 72.9% 14.1% 27.8% 45.6% 0.0% 15.2% -18.4% 355 -500 -123 0.00 131.70 0 0 14 10 2014-05-08 $26.89 $0.00 64.1% 10.9% 27.7% 38.2% 0.0% 4.5% -9.2% 296 1.3K -110 0.00 127.83 0 0 14 10 2014-05-09 $27.15 $0.00 43.3% 8.6% 27.7% 20.6% 0.0% 9.6% -4.3% 118 3.2K -93 0.00 113.46 0 0 14 10 2014-05-12 $26.65 $0.00 83.7% 11.2% 28.2% 54.7% 0.0% 6.9% -1.3% -45 5.2K -91 0.00 129.60 0 0 14 10 2014-05-13 $26.60 $0.00 80.0% 9.3% 28.0% 51.6% 0.0% 4.9% -1.8% 166 3.3K -101 0.00 128.23 0 0 14 10 2014-05-14 $27.00 $0.00 162.3% 16.0% 28.6% 100.0% 0.0% -10.4% -16.6% 220 -1.6K -119 0.00 140.85 0 0 14 10 2014-05-15 $27.56 $0.00 47.6% 13.6% 26.0% 20.0% 0.0% 0.7% 20.6% 293 -5.0K -127 0.00 141.43 0 0 14 10 2014-05-16 $27.45 $0.00 27.3% 7.8% 25.6% 5.9% 0.0% 0.8% -3.0% 486 -3.1K -117 0.00 112.32 0 0 14 10 2014-05-19 $27.30 $0.00 30.9% 8.8% 25.2% 8.4% 0.0% 11.5% -0.7% 491 -1.2K -112 0.00 110.81 0 18 14 10 2014-05-20 $26.82 $0.00 30.3% 8.7% 25.9% 8.0% 0.0% 4.1% 3.6% 410 2.3K -115 0.00 108.69 0 0 14 10 2014-05-21 $26.73 $0.00 29.6% 8.5% 25.9% 7.5% 0.0% 8.1% -2.6% 256 3.8K -108 0.00 109.52 0 0 14 10 2014-05-22 $26.75 $0.00 22.8% 6.5% 25.7% 2.8% 0.0% -1.5% -2.7% 319 3.0K -106 0.00 109.80 0 0 14 10 2014-05-23 $26.62 $0.00 26.1% 7.5% 25.3% 5.1% 0.0% -3.3% -2.9% 304 3.5K -110 0.00 112.11 0 0 14 10 2014-05-27 $27.30 $0.00 26.2% 7.5% 27.2% 5.2% 0.0% 7.1% -1.8% 533 1.2K -119 0.00 117.69 0 0 14 10 2014-05-28 $27.37 $0.00 24.4% 7.0% 24.3% 3.9% 0.0% 7.7% 0.0% 508 23 -122 0.00 116.05 0 0 14 10 2014-05-29 $27.40 $0.00 34.8% 10.0% 21.7% 10.7% 0.0% 0.3% -8.8% 548 -1.3K -122 0.00 119.19 0 0 14 10 2014-05-30 $27.49 $0.00 29.4% 8.4% 18.7% 6.8% 0.0% 6.3% -4.1% 421 2.1K -104 0.00 114.78 0 0 14 10
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