KNOP Options History — April 2024

In April 2024, KNOP traded between $4.98 and $5.33. ATM implied volatility averaged 41.9%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 20.8% (HV 20d: 21.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 2.01.

Notable Days

2024-04-19: Highest Volume — 113 contracts
2024-04-04: Largest IV spike — 66.8% change
2024-04-04: Highest IV Rank — 13.4%
2024-04-30: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.17	$4.98	$5.33	$5.13	$5.26
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	41.9%	31.3%	52.2%	36.2%	51.0%
Expected Move	11.8%	8.7%	14.6%	10.4%	14.6%
HV 20d	21.2%	17.2%	33.0%	17.2%	32.3%
HV 60d	26.4%	25.4%	28.9%	27.3%	28.9%
IV Rank	8.0%	2.3%	13.4%	4.9%	12.8%
IV Percentile	33.7%	4.0%	68.3%	12.7%	65.1%
Term Structure	5.4%	-6.1%	30.6%	9.8%	-2.7%
VWIV	42.2%	33.7%	49.6%	36.2%	46.8%
Skew 25d	-31.1%	-118.8%	60.7%	5.9%	-88.1%
Skew 10d	83.4%	-86.0%	235.8%	33.1%	110.9%
Call IV 25d	93.3%	49.6%	173.0%	49.6%	131.6%
Put IV 25d	62.2%	34.2%	140.2%	55.5%	43.6%
Bid-Ask Spread %	87.98	58.16	108.95	60.92	91.53
Gamma HHI	0.54	0.50	0.68	0.51	0.50
Net GEX	-576	-2.1K	41	-425	-149
Net DEX	-40.0K	-107.8K	16.8K	-48.7K	-19.1K
Net VEX	-666	-773	-557	-768	-610
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.01	0.00	14.00	2.75	0.00
Total Volume	20.864	0	113	5	13
Total OI	1,220.682	730	1,447	1,393	795

Daily Data (22 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
2024-04-01	$5.13	$5.00	36.2%	10.4%	17.2%	4.9%	36.2%	5.9%	9.8%	-425	-48.7K	-768	0.00	60.92	0	5	930	463
2024-04-02	$5.26	$5.00	42.7%	12.2%	19.5%	8.4%	0.0%	-5.8%	6.9%	-102	-79.3K	-763	2.75	58.16	4	11	930	463
2024-04-03	$5.31	$5.00	31.3%	9.0%	19.8%	2.3%	0.0%	-118.8%	4.2%	-61	-98.4K	-724	0.05	74.58	20	1	934	472
2024-04-04	$5.29	$5.00	52.2%	11.7%	19.3%	13.4%	0.0%	15.5%	10.7%	41	-82.2K	-773	0.00	99.01	21	0	944	472
2024-04-05	$5.25	$5.00	41.6%	11.5%	19.0%	7.8%	0.0%	0.7%	5.4%	-275	-77.6K	-735	0.00	108.95	11	0	942	472
2024-04-08	$5.27	$5.00	35.2%	8.7%	18.8%	4.3%	33.7%	-47.7%	30.6%	-186	-100.4K	-746	6.00	107.39	1	6	938	472
2024-04-09	$5.30	$5.00	35.4%	10.7%	18.8%	4.5%	35.9%	-50.3%	13.0%	-231	-107.8K	-702	0.06	101.59	18	1	938	478
2024-04-10	$5.18	$5.00	43.1%	12.4%	20.5%	8.6%	0.0%	-83.3%	2.0%	-581	-74.9K	-703	0.00	93.30	1	0	942	479
2024-04-11	$5.18	$5.00	40.0%	11.5%	20.5%	6.9%	39.6%	60.7%	4.4%	-238	-53.7K	-703	0.00	95.43	0	10	943	479
2024-04-12	$5.19	$5.00	43.2%	12.4%	19.7%	8.7%	43.3%	-88.1%	0.8%	-666	-77.8K	-668	0.00	96.32	0	20	943	480
2024-04-15	$5.06	$5.00	42.1%	12.1%	21.2%	8.0%	42.1%	0.0%	7.0%	-1.0K	-26.0K	-675	1.14	101.95	7	8	943	500
2024-04-16	$5.04	$5.00	47.2%	13.5%	19.7%	10.8%	48.5%	0.0%	0.9%	-1.3K	-17.1K	-644	0.00	94.27	0	12	938	503
2024-04-17	$4.98	$5.00	44.0%	12.6%	19.9%	9.1%	42.5%	0.0%	2.3%	-1.7K	12.8K	-616	5.33	102.18	3	16	938	509
2024-04-18	$5.02	$5.00	46.7%	13.4%	19.9%	10.5%	49.6%	0.0%	2.3%	-1.0K	-7.4K	-615	14.00	89.32	1	14	937	510
2024-04-19	$5.05	$5.00	36.0%	10.3%	19.5%	4.8%	0.0%	0.0%	9.3%	-2.1K	-26.4K	-557	0.82	89.47	62	51	937	506
2024-04-22	$5.13	$5.00	44.2%	12.7%	18.8%	9.2%	44.2%	0.0%	-2.0%	-479	7.3K	-559	0.76	83.34	41	31	436	294
2024-04-23	$5.25	$5.00	45.1%	12.9%	20.6%	9.7%	43.8%	0.0%	2.3%	-435	-2.6K	-635	0.10	80.90	10	1	469	325
2024-04-24	$5.13	$5.00	45.3%	13.0%	22.1%	9.8%	42.8%	0.0%	-6.1%	-445	2.3K	-619	1.00	74.02	1	1	473	326
2024-04-25	$5.06	$5.00	45.1%	12.9%	22.4%	9.7%	0.0%	0.0%	-3.6%	-494	6.6K	-610	1.00	81.65	4	4	474	327
2024-04-26	$4.99	$5.00	33.6%	9.6%	22.8%	3.5%	0.0%	0.0%	11.1%	-700	16.8K	-595	0.00	83.13	0	0	478	331
2024-04-29	$5.33	$5.00	41.4%	11.9%	33.0%	7.7%	46.8%	0.0%	9.2%	-153	-26.0K	-630	1.23	68.05	22	27	478	314
2024-04-30	$5.26	$5.00	51.0%	14.6%	32.3%	12.8%	0.0%	0.0%	-2.7%	-149	-19.1K	-610	0.00	91.53	13	0	486	309