KNOP Options History — October 2021

In October 2021, KNOP traded between $18.29 and $20.17. ATM implied volatility averaged 21.3%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 2.8% (HV 20d: 18.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2021-10-26: Highest Volume — 788 contracts
  • 2021-10-05: Largest IV spike — 101.4% change
  • 2021-10-05: Highest IV Rank — 32.8%
  • 2021-10-27: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.60$18.29$20.17$19.19$18.29
Max Pain$19.05$17.50$20.00$20.00$20.00
ATM IV21.3%12.2%33.4%14.2%27.6%
Expected Move6.0%4.1%8.9%4.1%7.9%
HV 20d18.5%15.3%28.6%16.7%27.5%
HV 60d22.5%18.0%25.0%24.4%22.5%
IV Rank14.9%1.6%32.8%4.5%24.2%
IV Percentile22.4%0.4%58.7%2.4%48.4%
Term Structure-1.0%-9.4%9.7%7.5%-9.4%
VWIV22.7%14.0%41.4%14.7%37.6%
Skew 25d58.7%-7.1%96.5%16.7%-0.7%
Skew 10d86.9%-4.9%144.2%16.6%-2.8%
Call IV 25d22.2%15.8%41.7%15.8%29.2%
Put IV 25d80.8%17.6%115.0%32.5%28.5%
Bid-Ask Spread %92.9136.70110.60102.9294.89
Gamma HHI0.700.490.940.590.49
Net GEX193.4K46.0K659.1K71.2K46.0K
Net DEX-1.1M-2.2M145.0K-821.1K145.0K
Net VEX-6.6K-8.0K-5.4K-6.6K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.031.430.330.21
Total Volume297.09559788256391
Total OI3,211.7142,5293,6713,2113,344

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$19.19$20.0014.2%4.1%16.7%4.5%14.7%16.7%7.5%71.2K-821.1K-6.6K0.33102.92193632,0811,130
2021-10-04$19.41$17.5016.6%4.3%16.8%8.0%14.0%61.6%9.7%124.4K-886.7K-6.5K0.17110.60126212,0971,128
2021-10-05$19.53$17.5033.4%6.1%16.8%32.8%21.8%78.3%0.0%120.0K-1.0M-6.7K0.0695.096642,1961,172
2021-10-06$19.34$17.5019.7%6.4%17.4%12.6%41.4%80.4%-1.9%120.5K-861.8K-6.5K0.07101.2810172,2871,167
2021-10-07$19.29$17.5032.4%6.0%17.5%31.2%24.3%-1.5%-3.0%105.7K-847.5K-6.2K0.0895.08208162,3451,165
2021-10-08$19.67$17.5012.2%6.7%18.5%1.6%25.6%77.2%-3.6%248.1K-1.1M-6.9K0.3997.073131232,3641,166
2021-10-11$20.03$17.5018.9%6.6%19.0%11.4%24.0%74.2%-4.2%363.7K-2.1M-6.2K0.0399.83290102,4111,181
2021-10-12$19.97$17.5018.1%5.9%18.2%10.2%20.6%79.5%0.7%467.8K-1.9M-6.1K1.4387.68741062,4551,081
2021-10-13$19.94$17.5021.3%6.1%17.8%14.9%21.3%81.3%-1.7%439.0K-1.9M-5.4K0.7992.5233262,4721,090
2021-10-14$20.08$20.0022.0%6.3%17.5%15.9%22.0%77.4%-2.4%504.1K-2.2M-6.1K0.1595.16368562,4821,189
2021-10-15$19.94$20.0018.2%5.2%16.9%10.3%20.7%82.8%-2.2%659.1K-1.5M-5.8K0.0396.1027882,4581,187
2021-10-18$19.78$20.0021.7%6.2%15.3%15.6%22.3%90.5%-3.0%63.4K-996.2K-6.2K0.28101.7458161,684845
2021-10-19$20.06$20.0020.9%6.0%15.4%14.4%20.9%84.8%2.0%87.8K-1.3M-6.4K0.0390.5810131,771853
2021-10-20$20.17$20.0020.9%6.0%15.3%14.3%20.9%78.7%-4.7%107.3K-1.4M-6.7K0.2396.29280651,904868
2021-10-21$20.03$20.0022.3%6.4%15.7%16.5%22.3%88.4%-2.5%99.3K-1.1M-7.3K0.3193.173251021,880872
2021-10-22$20.09$20.0020.0%5.7%15.6%13.1%20.2%87.3%1.8%123.6K-1.2M-6.7K0.5988.601791061,893921
2021-10-25$20.06$20.0019.1%5.5%15.6%11.7%19.2%96.5%1.0%114.0K-948.8K-7.0K0.2636.70226581,859992
2021-10-26$19.68$20.0020.4%5.8%17.6%13.5%20.2%-2.0%1.1%82.2K-377.1K-6.9K0.20100.996581301,8591,001
2021-10-27$18.50$20.0031.0%8.9%28.6%29.1%23.1%7.7%-8.0%57.7K16.0K-8.0K0.2095.755031032,2301,052
2021-10-28$18.53$20.0016.6%4.8%28.6%8.0%20.2%-7.1%1.6%56.9K36.4K-7.5K0.2679.17353922,357957
2021-10-29$18.29$20.0027.6%7.9%27.5%24.2%37.6%-0.7%-9.4%46.0K145.0K-7.4K0.2194.89324672,3231,021