KNOP Options History — June 2022

In June 2022, KNOP traded between $15.62 and $17.98. ATM implied volatility averaged 37.2%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 5.1% (HV 20d: 42.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-06-16: Highest Volume — 611 contracts
  • 2022-06-09: Largest IV spike — 38.6% change
  • 2022-06-16: Highest IV Rank — 50.8%
  • 2022-06-16: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.81$15.62$17.98$17.30$16.42
Max Pain$15.95$15.00$17.50$17.50$15.00
ATM IV37.2%22.8%50.3%29.0%37.0%
Expected Move10.4%6.5%14.4%8.3%10.6%
HV 20d42.3%33.6%48.9%41.9%48.9%
HV 60d39.9%37.3%42.5%38.3%42.0%
IV Rank33.3%14.1%50.8%22.4%33.2%
IV Percentile66.3%25.8%96.4%48.4%63.1%
Term Structure-3.4%-18.6%18.2%-0.3%-4.0%
VWIV39.5%23.3%59.7%36.2%59.7%
Skew 25d9.9%-0.1%50.7%8.6%17.8%
Skew 10d29.7%-12.5%225.2%14.3%26.3%
Call IV 25d34.6%26.5%45.4%26.5%39.4%
Put IV 25d44.5%31.4%92.6%35.1%57.2%
Bid-Ask Spread %82.9019.27101.51101.5187.84
Gamma HHI0.460.300.580.530.51
Net GEX62.3K13.3K118.6K82.8K71.6K
Net DEX-1.1M-1.9M-121.4K-1.3M-1.3M
Net VEX-6.9K-8.1K-5.7K-7.4K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.170.630.390.47
Total Volume495.714355611490469
Total OI4,217.3333,8724,7623,9624,762

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$17.30$17.5029.0%8.3%41.9%22.4%36.2%8.6%-0.3%82.8K-1.3M-7.4K0.39101.513521382,7171,245
2022-06-02$17.37$15.0039.3%8.8%40.9%36.1%31.0%3.4%0.4%79.5K-1.3M-7.3K0.4083.143301322,7391,244
2022-06-03$17.62$15.0037.2%8.4%40.4%33.3%28.9%5.3%-0.5%88.1K-1.6M-7.7K0.4976.543611772,7671,240
2022-06-06$17.76$15.0034.9%9.1%40.5%30.3%32.7%4.7%4.8%91.2K-1.8M-8.1K0.3819.273411282,8461,291
2022-06-07$17.98$15.0024.1%7.9%35.6%15.9%27.4%5.4%1.8%118.6K-1.9M-7.3K0.6380.723051912,8481,291
2022-06-08$17.14$17.5022.8%6.5%40.2%14.1%23.3%2.5%10.8%95.9K-1.3M-7.5K0.4180.573991652,8511,333
2022-06-09$17.00$17.5031.6%9.1%40.1%25.9%33.6%1.3%8.7%67.1K-950.9K-7.4K0.3778.493561322,8611,347
2022-06-10$16.85$17.5034.7%9.9%33.6%30.0%36.1%1.3%5.0%75.8K-818.2K-7.2K0.4480.203271432,8461,349
2022-06-13$15.62$17.5046.7%13.4%36.3%46.0%46.0%7.0%-17.7%13.3K-121.4K-5.7K0.3789.013301212,8421,366
2022-06-14$16.09$17.5044.7%12.8%38.1%43.4%44.4%12.4%-18.6%29.8K-622.8K-7.2K0.5094.313201592,8381,368
2022-06-15$16.62$17.5036.8%10.5%39.7%32.8%38.5%8.5%-7.7%46.3K-1.1M-7.5K0.4082.353081232,8291,336
2022-06-16$15.88$17.5050.3%14.4%42.3%50.8%47.4%8.8%-6.8%23.4K-378.2K-6.3K0.3486.034561552,8521,324
2022-06-17$15.94$15.0043.5%12.5%42.2%41.8%44.0%50.7%18.2%20.1K-469.5K-6.5K0.4893.213801842,9671,310
2022-06-21$16.76$15.0037.7%10.8%46.0%34.0%40.1%4.5%-13.2%36.3K-759.8K-6.1K0.2490.52351862,6031,269
2022-06-22$16.66$15.0036.2%10.4%45.8%32.0%37.1%11.2%-7.8%44.6K-862.8K-6.5K0.2394.34369842,8201,262
2022-06-23$16.35$15.0043.8%12.6%46.1%42.2%50.2%-0.1%-16.7%40.9K-844.6K-6.9K0.31101.09271842,9451,268
2022-06-24$16.72$15.0037.7%10.8%46.2%34.0%37.2%10.9%-8.7%54.3K-924.6K-6.3K0.1789.19496842,9631,268
2022-06-27$17.17$15.0034.6%9.9%47.2%29.9%37.3%16.8%-1.0%84.0K-1.4M-6.6K0.2582.764451133,1791,268
2022-06-28$17.19$15.0041.9%12.0%47.2%39.6%49.7%17.7%-12.0%84.4K-1.7M-6.8K0.3168.743741153,2871,242
2022-06-29$16.58$15.0036.6%10.5%48.9%32.6%48.4%10.2%-5.9%60.3K-1.1M-6.0K0.3481.004141423,3381,243
2022-06-30$16.42$15.0037.0%10.6%48.9%33.2%59.7%17.8%-4.0%71.6K-1.3M-6.7K0.4787.843201493,4831,279