KNOP Options History — November 2022

In November 2022, KNOP traded between $11.41 and $14.85. ATM implied volatility averaged 34.0%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 1.2% (HV 20d: 32.8%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-11-30: Highest Volume — 1,681 contracts
  • 2022-11-08: Largest IV spike — 126.3% change
  • 2022-11-08: Highest IV Rank — 63.7%
  • 2022-11-04: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.13$11.41$14.85$14.85$11.41
Max Pain$16.55$15.00$17.50$15.00$15.00
ATM IV34.0%26.2%62.0%35.6%36.1%
Expected Move9.7%7.5%11.9%10.2%10.3%
HV 20d32.8%27.3%76.4%27.9%76.4%
HV 60d35.0%32.0%52.5%33.8%52.5%
IV Rank23.5%12.2%63.7%25.8%26.4%
IV Percentile36.3%7.9%98.4%44.8%44.4%
Term Structure-1.0%-10.8%8.2%4.3%-6.4%
VWIV38.0%26.1%57.4%44.3%39.7%
Skew 25d8.3%-11.5%18.9%5.9%-11.5%
Skew 10d32.5%-11.2%148.6%9.7%-11.2%
Call IV 25d30.6%25.3%41.7%30.4%41.7%
Put IV 25d38.9%28.8%45.2%36.3%30.2%
Bid-Ask Spread %89.6442.29101.6197.6764.16
Gamma HHI0.460.320.680.670.66
Net GEX-13.2K-18.6K-9.6K-16.4K-10.5K
Net DEX979.0K675.4K1.3M824.3K1.3M
Net VEX-3.7K-5.0K-1.4K-5.0K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.232.000.450.41
Total Volume863.286301,6811,0281,681
Total OI2,980.3812,5303,3232,9562,753

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$14.85$15.0035.6%10.2%27.9%25.8%44.3%5.9%4.3%-16.4K824.3K-5.0K0.4597.677073211,3771,579
2022-11-02$14.23$15.0033.8%9.7%31.6%23.2%57.4%-5.9%3.6%-14.4K1.2M-4.1K0.5193.436593381,4071,587
2022-11-03$14.26$17.5028.6%11.0%31.4%15.7%26.7%13.2%-3.2%-16.4K1.3M-4.1K0.5085.586403201,3951,628
2022-11-04$14.43$17.5029.9%11.9%31.8%17.5%32.2%12.5%-4.2%-18.6K1.2M-4.3K0.2986.587302131,3981,631
2022-11-07$14.46$17.5027.4%9.1%31.3%13.9%33.6%9.7%-0.5%-16.9K1.2M-4.3K0.3999.647042731,5191,657
2022-11-08$14.41$17.5062.0%8.4%30.6%63.7%35.3%9.4%4.7%-9.9K1.0M-4.4K0.55101.616763701,5731,637
2022-11-09$13.95$17.5028.6%8.2%32.2%15.6%30.9%15.2%8.2%-9.9K1.1M-3.8K0.4697.536062761,5731,504
2022-11-10$14.51$17.5040.3%11.6%35.0%32.5%49.7%18.9%-6.1%-13.9K932.7K-4.1K0.5895.186183601,5801,604
2022-11-11$14.51$17.5028.4%8.1%32.1%15.4%34.1%10.7%2.2%-15.2K963.4K-3.8K0.62101.146143781,5841,568
2022-11-14$14.62$17.5031.2%8.9%32.0%19.4%39.6%17.0%1.3%-10.3K783.8K-3.9K0.8199.246094931,6051,533
2022-11-15$14.38$17.5031.2%8.9%31.8%19.4%41.0%9.0%-4.1%-14.9K983.7K-3.9K0.8196.026124931,6071,657
2022-11-16$14.18$17.5040.2%11.5%31.8%32.3%43.2%12.2%-9.1%-14.4K978.7K-3.9K0.8099.736114911,6051,657
2022-11-17$14.17$17.5037.6%10.8%31.7%28.6%42.2%6.6%-5.3%-10.8K1.3M-3.4K0.7795.156364891,6231,668
2022-11-18$14.25$17.5039.5%11.3%30.5%31.4%39.9%0.0%-10.8%-13.5K1.3M-3.5K0.7593.766144621,6341,689
2022-11-21$14.21$17.5027.9%8.0%30.4%14.6%37.7%8.8%-0.1%-11.5K675.4K-3.4K0.9842.294013921,2831,247
2022-11-22$14.00$15.0026.2%7.5%30.5%12.2%37.7%12.2%4.2%-9.6K704.4K-3.2K0.8488.183963321,2961,248
2022-11-23$13.99$15.0032.7%9.4%28.7%21.5%41.2%10.3%0.0%-11.4K709.8K-3.6K1.6686.721823031,3221,309
2022-11-25$13.97$15.0039.5%11.3%27.4%31.3%0.0%1.5%-7.5%-14.6K733.1K-3.4K2.0084.1210201,3391,315
2022-11-28$14.01$15.0026.4%7.6%27.3%12.5%26.1%17.7%2.2%-12.2K765.4K-3.4K0.4492.9232141,3471,353
2022-11-29$14.01$15.0031.7%9.1%27.3%20.1%27.2%1.6%6.3%-11.0K755.9K-3.4K0.2381.7243101,3421,355
2022-11-30$11.41$15.0036.1%10.3%76.4%26.4%39.7%-11.5%-6.4%-10.5K1.3M-1.4K0.4164.161,1884931,3651,388