KNOP Options History — September 2022

In September 2022, KNOP traded between $13.68 and $16.34. ATM implied volatility averaged 44.0%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 8.7% (HV 20d: 35.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2022-09-30: Highest Volume — 571 contracts
  • 2022-09-02: Largest IV spike — 99.3% change
  • 2022-09-02: Highest IV Rank — 97.1%
  • 2022-09-02: Largest Expected Move — 24.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.28$13.68$16.34$15.42$14.02
Max Pain$17.26$15.00$17.50$17.50$17.50
ATM IV44.0%27.4%85.0%42.6%34.4%
Expected Move10.9%7.0%24.4%12.2%9.9%
HV 20d35.3%30.5%40.8%30.5%40.0%
HV 60d31.2%27.9%35.6%35.6%31.3%
IV Rank42.5%20.3%97.1%40.6%29.7%
IV Percentile68.5%23.0%99.6%82.5%43.3%
Term Structure7.1%-32.8%37.3%-6.1%11.1%
VWIV39.7%25.8%52.6%37.6%51.8%
Skew 25d11.6%-4.7%44.0%23.2%24.2%
Skew 10d29.4%-11.8%131.6%45.8%36.6%
Call IV 25d32.3%17.7%43.4%30.7%32.3%
Put IV 25d43.9%29.2%84.4%53.9%56.5%
Bid-Ask Spread %91.8272.44108.1993.5384.52
Gamma HHI0.390.300.620.300.52
Net GEX-3.1K-22.8K8.8K6.5K-14.1K
Net DEX483.7K142.7K1.0M650.5K798.0K
Net VEX-5.2K-6.3K-3.5K-5.6K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.123.670.840.59
Total Volume27310571230571
Total OI4,3143,9494,7094,2494,190

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$15.42$17.5042.6%12.2%30.5%40.6%37.6%23.2%-6.1%6.5K650.5K-5.6K0.8493.531251052,7101,539
2022-09-02$15.90$17.5085.0%24.4%32.7%97.1%47.9%44.0%-32.8%8.8K320.8K-6.3K2.8397.13521472,7561,598
2022-09-06$15.84$17.5057.8%8.9%32.4%60.9%40.0%3.9%31.5%6.3K535.4K-6.0K1.2289.541992422,7861,689
2022-09-07$15.45$17.5037.0%10.1%33.0%33.0%33.3%6.4%17.6%3.6K644.4K-6.0K0.8272.442952412,8061,702
2022-09-08$15.68$17.5062.8%8.7%33.0%67.6%34.8%4.0%11.8%855511.1K-6.0K0.5774.1323132,8291,709
2022-09-09$16.34$17.5047.5%7.0%36.7%47.1%33.2%10.8%-1.7%8.1K159.5K-6.1K0.4887.9531152,8101,720
2022-09-12$16.15$17.5057.1%10.9%34.7%60.0%35.8%9.9%-8.7%7.5K328.6K-5.9K0.1286.62103122,8141,735
2022-09-13$15.90$17.5055.6%9.9%33.7%57.9%36.9%7.6%9.8%5.6K362.8K-6.0K1.21102.531882282,8671,745
2022-09-14$16.19$17.5029.0%8.3%34.6%22.4%30.5%8.6%18.8%-9.3K238.9K-5.6K0.6795.52642,8651,748
2022-09-15$15.85$17.5027.4%7.9%34.7%20.3%35.2%19.6%26.8%5.4K398.6K-5.9K1.43108.19901292,8701,750
2022-09-16$15.77$17.5038.5%11.0%34.7%35.1%45.9%9.6%6.1%6.9K353.1K-5.6K0.90100.832191982,8931,816
2022-09-19$15.59$17.5038.6%11.1%34.7%35.2%25.8%14.8%-5.5%-3.8K142.7K-4.9K0.1697.503252,5181,431
2022-09-20$15.39$17.5029.9%8.6%34.7%23.7%29.9%-2.3%8.4%-12.9K211.4K-5.1K3.1794.7529922,5271,436
2022-09-21$15.38$17.5032.7%9.4%34.6%27.3%32.7%1.8%0.6%-18.2K364.0K-4.5K3.6797.1212442,5211,527
2022-09-22$15.13$17.5050.0%14.3%34.6%50.5%50.3%-4.7%37.3%-4.8K411.5K-5.2K0.2397.0475172,5211,549
2022-09-23$14.72$17.5039.7%11.4%31.8%36.8%41.2%6.6%0.8%-14.2K502.8K-5.2K1.1286.671091222,4941,538
2022-09-26$13.68$17.5050.6%14.5%39.0%51.3%52.6%13.3%3.8%-5.0K1.0M-3.6K0.7783.922832192,5231,514
2022-09-27$14.00$15.0043.6%12.5%40.5%41.9%47.2%5.7%0.3%-6.6K654.2K-4.7K0.7596.382732062,6571,516
2022-09-28$14.28$15.0031.7%9.1%40.8%26.0%50.0%11.6%7.9%-13.2K791.0K-3.5K0.8284.502652182,6501,535
2022-09-29$14.20$17.5033.1%9.5%40.7%27.9%40.3%25.6%11.5%-22.8K754.4K-4.0K0.7897.482782182,6391,551
2022-09-30$14.02$17.5034.4%9.9%40.0%29.7%51.8%24.2%11.1%-14.1K798.0K-3.9K0.5984.523602112,6391,551