KNOP Options History — February 2024 In February 2024, KNOP traded between $5.50 and $5.98. ATM implied volatility averaged 50.0%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 23.1% (HV 20d: 26.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.09.
Notable Days 2024-02-09 : Highest Volume — 55 contracts2024-02-16 : Largest IV spike — 164.4% change2024-02-16 : Highest IV Rank — 35.7%2024-02-16 : Largest Expected Move — 26.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.67 $5.50 $5.98 $5.69 $5.50 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 50.0% 35.4% 93.7% 57.0% 43.7% Expected Move 13.8% 10.2% 26.9% 12.2% 12.5% HV 20d 26.9% 23.9% 35.0% 29.5% 35.0% HV 60d 37.2% 36.4% 39.4% 36.9% 39.4% IV Rank 12.3% 4.5% 35.7% 16.0% 8.9% IV Percentile 50.0% 9.1% 97.2% 75.8% 33.3% Term Structure -1.1% -67.4% 19.9% 19.9% -4.9% VWIV 48.9% 33.9% 75.8% 33.9% 41.1% Skew 25d 6.0% -18.9% 32.6% -0.9% -18.9% Skew 10d 57.6% 39.2% 94.7% 47.5% 49.9% Call IV 25d 47.3% 29.8% 57.3% 54.7% 57.3% Put IV 25d 53.3% 38.4% 71.1% 53.9% 38.4% Bid-Ask Spread % 84.27 60.06 117.66 85.98 69.68 Gamma HHI 0.56 0.48 0.69 0.48 0.50 Net GEX 1.0K 310 2.0K 435 313 Net DEX -118.2K -158.5K -81.7K -113.8K -99.3K Net VEX -805 -888 -620 -888 -620 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.09 0.00 20.00 0.67 2.00 Total Volume 13.2 0 55 5 12 Total OI 1,281.25 1,178 1,397 1,310 1,186
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-02-01 $5.69 $5.00 57.0% 12.2% 29.5% 16.0% 33.9% -0.9% 19.9% 435 -113.8K -888 0.67 85.98 3 2 798 512 2024-02-02 $5.69 $5.00 52.2% 12.4% 27.7% 13.5% 49.7% 0.4% 11.8% 591 -123.6K -853 0.33 92.80 3 1 801 514 2024-02-05 $5.79 $5.00 58.6% 16.3% 26.5% 16.9% 57.6% 5.3% -1.8% 891 -127.7K -869 0.00 96.29 0 1 801 515 2024-02-06 $5.68 $5.00 58.2% 12.5% 26.0% 16.7% 37.1% -2.4% 18.3% 574 -115.9K -830 0.00 85.19 3 0 801 516 2024-02-07 $5.75 $5.00 45.7% 13.1% 26.5% 10.0% 0.0% 2.8% -2.1% 689 -123.1K -881 0.07 87.54 15 1 801 516 2024-02-08 $5.75 $5.00 52.6% 15.1% 26.4% 13.7% 0.0% -3.9% 4.7% 1.0K -134.1K -847 0.00 74.69 0 0 812 507 2024-02-09 $5.73 $5.00 45.0% 12.9% 25.6% 9.6% 0.0% 3.0% 11.9% 681 -132.9K -825 0.22 77.73 45 10 812 517 2024-02-12 $5.70 $5.00 47.5% 13.6% 25.4% 10.9% 40.3% 0.1% 12.4% 1.0K -134.6K -867 0.00 74.66 6 0 852 517 2024-02-13 $5.58 $5.00 45.1% 12.9% 25.1% 9.6% 38.8% 0.0% 17.5% 310 -115.3K -869 0.00 60.06 1 0 858 517 2024-02-14 $5.62 $5.00 42.4% 12.1% 25.3% 8.2% 0.0% 3.3% 13.4% 1.6K -128.4K -823 20.00 62.42 1 20 859 517 2024-02-15 $5.63 $5.00 35.4% 10.2% 24.9% 4.5% 0.0% -1.5% 16.2% 1.5K -127.7K -830 0.00 67.44 0 0 860 537 2024-02-16 $5.62 $5.00 93.7% 26.9% 23.9% 35.7% 0.0% 17.5% -67.4% 1.4K -120.1K -811 0.00 117.66 19 0 860 537 2024-02-20 $5.54 $5.00 51.9% 14.9% 24.1% 13.3% 75.8% 0.0% -19.3% 1.5K -95.0K -823 0.00 62.13 9 0 801 377 2024-02-21 $5.56 $5.00 46.0% 13.2% 24.2% 10.2% 63.1% 32.2% -5.1% 1.3K -87.6K -827 0.40 89.62 5 2 806 377 2024-02-22 $5.53 $5.00 52.6% 15.1% 24.2% 13.7% 0.0% 32.6% -15.0% 1.3K -81.7K -795 2.00 96.42 2 4 811 379 2024-02-23 $5.71 $5.00 41.9% 12.0% 26.7% 8.0% 34.2% 18.3% -2.3% 1.4K -114.4K -751 0.87 100.50 23 20 813 379 2024-02-26 $5.98 $5.00 51.5% 14.8% 27.9% 13.1% 66.1% 16.7% -21.8% 2.0K -158.5K -768 1.89 115.56 9 17 806 374 2024-02-27 $5.88 $5.00 38.8% 11.1% 28.3% 6.3% 41.1% 15.1% -3.0% 1.7K -140.7K -705 5.00 81.09 2 10 810 379 2024-02-28 $5.55 $5.00 40.4% 11.6% 34.9% 7.2% 0.0% -12.2% -5.5% 592 -89.5K -625 2.00 88.03 6 12 808 382 2024-02-29 $5.50 $5.00 43.7% 12.5% 35.0% 8.9% 0.0% -18.9% -4.9% 313 -99.3K -620 0.00 69.68 0 12 812 374
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