KNOP Options History — October 2022

In October 2022, KNOP traded between $14.38 and $15.69. ATM implied volatility averaged 38.7%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 2.8% (HV 20d: 35.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-10-25: Highest Volume — 1,730 contracts
  • 2022-10-07: Largest IV spike — 74.6% change
  • 2022-10-07: Highest IV Rank — 55.8%
  • 2022-10-06: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.02$14.38$15.69$14.38$14.59
Max Pain$12.14$10.00$15.00$15.00$15.00
ATM IV38.7%28.1%54.0%46.1%40.3%
Expected Move11.3%8.1%14.1%13.2%11.5%
HV 20d35.8%26.2%41.1%39.4%29.0%
HV 60d33.0%31.8%33.8%31.8%33.6%
IV Rank32.3%16.3%55.8%45.2%32.4%
IV Percentile59.0%18.7%96.4%89.3%67.1%
Term Structure-0.3%-12.5%11.9%-0.6%-3.8%
VWIV43.4%27.4%71.6%45.3%71.6%
Skew 25d44.4%-1.1%176.2%23.7%4.0%
Skew 10d92.5%-4.8%276.4%33.0%7.9%
Call IV 25d32.4%18.7%43.7%37.8%33.1%
Put IV 25d76.8%33.1%203.5%61.5%37.1%
Bid-Ask Spread %97.8156.17126.6983.5192.93
Gamma HHI0.580.260.740.480.61
Net GEX-17.9K-39.6K24.2K-12.3K-12.9K
Net DEX201.3K-544.7K917.3K624.3K917.3K
Net VEX-3.8K-5.6K-2.6K-3.7K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.411.380.610.45
Total Volume795.4765301,7305821,001
Total OI3,895.9522,0004,4824,3112,959

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$14.38$15.0046.1%13.2%39.4%45.2%45.3%23.7%-0.6%-12.3K624.3K-3.7K0.6183.513612212,7501,561
2022-10-04$14.79$15.0036.7%10.5%41.1%32.7%37.2%3.2%5.4%-25.3K404.3K-3.8K0.6283.403332072,7781,562
2022-10-05$14.88$15.0039.3%11.3%40.4%36.2%39.8%9.8%1.0%-20.8K307.0K-3.6K0.7592.423142342,8091,560
2022-10-06$15.00$10.0030.9%14.1%40.1%25.0%49.6%27.2%-12.5%-28.3K221.9K-3.7K0.75106.753032272,8471,557
2022-10-07$14.91$10.0054.0%12.1%36.7%55.8%40.6%13.0%-0.0%-27.7K348.5K-3.5K0.62126.693522182,8471,548
2022-10-10$14.66$10.0042.9%13.5%36.9%41.0%56.1%25.1%-8.6%-17.3K354.3K-3.6K0.59113.673522082,8781,540
2022-10-11$14.39$10.0040.8%13.4%37.0%34.3%51.8%2.7%-11.9%-25.8K368.4K-3.5K0.5956.173532082,8781,536
2022-10-12$14.59$10.0042.1%12.1%36.7%36.1%57.5%6.1%-6.0%-12.8K396.9K-3.4K0.60105.303452082,8781,530
2022-10-13$14.81$10.0041.4%11.9%36.8%35.1%44.9%5.9%-2.5%-21.0K257.4K-3.2K0.49110.803941952,8801,530
2022-10-14$15.36$10.0037.6%10.8%39.4%29.8%37.6%112.7%-4.5%-27.8K-94.3K-3.2K0.54107.783601942,9171,526
2022-10-17$15.49$10.0030.9%8.9%39.4%20.3%37.7%54.2%11.9%-26.0K-154.0K-3.3K0.5599.994252352,8891,521
2022-10-18$15.69$10.0028.1%8.1%39.4%16.3%36.6%-1.1%6.9%-27.5K-317.1K-2.6K0.50100.184322142,8681,512
2022-10-19$15.46$10.0038.5%11.0%39.7%31.0%36.4%126.3%7.4%-34.3K-232.6K-3.2K0.6497.495143292,7831,512
2022-10-20$15.29$12.5030.5%8.7%39.5%19.7%27.4%140.2%3.5%-39.6K-222.5K-3.7K0.49105.055472672,8921,586
2022-10-21$15.63$12.5048.7%14.0%38.7%45.4%28.2%123.2%-9.9%7.9K-544.7K-3.4K0.67109.374633102,9001,582
2022-10-24$15.66$12.5043.4%12.4%26.3%38.0%51.4%42.4%11.6%9.0K-346.3K-3.7K0.4197.815582281,251749
2022-10-25$15.51$12.5028.4%8.1%26.2%16.7%31.2%11.8%10.5%24.2K-283.2K-3.3K0.8696.249327981,363800
2022-10-26$15.00$15.0033.8%9.7%28.9%24.3%33.3%176.2%-1.5%-27.0K662.8K-5.0K0.5290.558614461,2871,458
2022-10-27$14.61$15.0042.7%12.2%30.5%36.9%45.0%21.8%-1.7%-22.4K881.4K-5.3K1.3890.766609111,3751,712
2022-10-28$14.68$15.0035.0%10.0%30.1%26.1%52.0%3.1%-0.4%-8.4K677.1K-5.6K0.4787.146733141,3841,520
2022-10-31$14.59$15.0040.3%11.5%29.0%32.4%71.6%4.0%-3.8%-12.9K917.3K-4.5K0.4592.936923091,3971,562