KNOP Options History — August 2022

In August 2022, KNOP traded between $15.86 and $17.97. ATM implied volatility averaged 31.0%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.6% (HV 20d: 25.4%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 6.33.

Notable Days

  • 2022-08-31: Highest Volume — 561 contracts
  • 2022-08-30: Largest IV spike — 134.4% change
  • 2022-08-30: Highest IV Rank — 47.9%
  • 2022-08-30: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.03$15.86$17.97$17.03$15.86
Max Pain$18.80$17.50$20.00$17.50$17.50
ATM IV31.0%20.5%48.1%31.7%38.1%
Expected Move9.0%5.9%13.8%9.1%10.9%
HV 20d25.4%20.9%30.1%20.9%29.3%
HV 60d35.0%32.7%38.8%38.6%35.3%
IV Rank25.1%11.1%47.9%26.0%34.5%
IV Percentile39.7%5.2%94.4%42.5%65.9%
Term Structure1.7%-6.8%11.6%2.2%11.6%
VWIV33.6%18.8%51.3%33.1%38.7%
Skew 25d17.2%-12.6%150.4%-2.9%3.7%
Skew 10d40.2%-20.7%249.9%-0.1%7.8%
Call IV 25d29.9%22.0%45.1%29.4%37.7%
Put IV 25d47.1%23.9%174.6%26.6%41.4%
Bid-Ask Spread %100.8286.55113.31109.2686.85
Gamma HHI0.410.310.450.410.31
Net GEX45.2K17.2K69.7K31.3K17.2K
Net DEX169.5K-524.4K826.9K424.0K407.3K
Net VEX-7.5K-8.9K-6.3K-8.6K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.330.22117.500.640.49
Total Volume260.7398561455561
Total OI3,973.9573,3944,2813,9634,281

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$17.03$17.5031.7%9.1%20.9%26.0%33.1%-2.9%2.2%31.3K424.0K-8.6K0.64109.262771782,4291,534
2022-08-02$17.30$17.5035.5%10.2%21.5%31.0%36.1%-12.6%1.8%35.4K228.7K-8.9K1.02106.911921962,4581,537
2022-08-03$16.90$17.5029.3%8.4%22.7%22.9%29.7%-2.3%5.5%40.2K505.0K-8.2K0.7097.292111472,4961,558
2022-08-04$16.70$20.0025.9%9.2%22.3%18.3%40.1%4.9%-3.9%42.7K638.2K-7.6K0.77100.901821412,4951,563
2022-08-05$16.78$20.0033.8%7.8%22.1%28.8%33.6%7.9%7.3%38.3K826.9K-7.3K0.52109.98181952,5051,549
2022-08-08$16.94$20.0030.4%9.9%22.3%24.3%45.8%-7.4%-5.6%41.1K593.0K-7.8K0.47109.412301092,5351,569
2022-08-09$17.06$20.0030.6%10.4%22.2%24.5%28.9%-6.5%-1.6%43.6K482.2K-8.0K3.00101.76262,5391,577
2022-08-10$17.32$20.0034.0%9.7%22.9%29.0%44.6%-3.5%-5.6%52.2K404.3K-7.8K4.2398.8622932,5291,576
2022-08-11$17.46$20.0031.3%9.0%23.0%25.4%18.8%15.7%-2.0%54.4K73.4K-7.9K1.58101.67641012,5511,498
2022-08-12$17.97$20.0032.2%9.2%24.6%26.7%33.4%2.5%-4.1%64.2K-524.4K-8.1K0.66104.111791192,6111,490
2022-08-15$17.43$20.0029.0%8.3%26.9%22.4%28.7%7.8%-0.2%61.0K64.6K-7.4K0.29100.25136402,6261,467
2022-08-16$17.42$20.0028.9%8.3%26.6%22.3%31.3%1.3%0.7%64.1K149.3K-7.4K117.5097.8322352,7391,491
2022-08-17$17.61$20.0026.9%7.7%26.8%19.6%51.3%149.6%10.3%47.0K-207.6K-8.2K1.79113.3143772,7401,483
2022-08-18$17.57$20.0025.9%7.4%26.4%18.4%25.9%150.4%5.3%69.7K-189.6K-7.6K1.87104.3130562,7821,443
2022-08-19$17.39$20.0031.0%8.9%26.6%25.1%34.2%4.3%3.7%59.7K-209.3K-7.7K0.46101.572461132,8031,413
2022-08-22$17.16$17.5023.8%6.8%26.8%15.4%23.2%0.4%4.0%50.9K-219.4K-7.0K0.4891.30143682,4081,026
2022-08-23$17.22$17.5031.5%9.0%26.9%25.8%34.4%15.4%0.1%51.7K-255.8K-7.2K1.80100.1944792,3991,025
2022-08-24$17.30$17.5037.0%10.6%23.8%33.1%38.4%20.3%-6.8%54.1K-364.8K-7.0K1.0998.001511652,421973
2022-08-25$16.47$17.5027.9%8.0%29.3%21.0%32.0%5.3%1.7%34.1K241.4K-6.3K3.8696.43873362,5151,074
2022-08-26$16.68$17.5029.4%8.4%29.8%23.0%29.9%-1.5%1.7%32.0K271.0K-6.6K0.2286.553782,5331,255
2022-08-29$16.35$17.5020.5%5.9%29.3%11.1%22.2%14.5%9.9%28.8K356.0K-6.3K0.96102.281331282,5571,254
2022-08-30$15.87$17.5048.1%13.8%30.1%47.9%38.6%28.3%3.4%25.5K203.4K-7.0K1.1599.861651892,7221,372
2022-08-31$15.86$17.5038.1%10.9%29.3%34.5%38.7%3.7%11.6%17.2K407.3K-6.3K0.4986.853771842,7831,498