KNOP Options History — June 2024

In June 2024, KNOP traded between $6.76 and $8.65. ATM implied volatility averaged 48.3%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 15.7% (HV 20d: 64.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.87.

Notable Days

2024-06-20: Highest Volume — 781 contracts
2024-06-10: Largest IV spike — 95.5% change
2024-06-03: Highest IV Rank — 25.2%
2024-06-03: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.45	$6.76	$8.65	$6.91	$8.65
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	48.3%	33.2%	74.2%	74.2%	38.5%
Expected Move	13.3%	9.8%	21.3%	21.3%	11.1%
HV 20d	64.0%	49.6%	79.6%	51.4%	77.3%
HV 60d	45.4%	37.7%	54.0%	37.7%	54.0%
IV Rank	11.3%	3.3%	25.2%	25.2%	6.1%
IV Percentile	50.7%	6.0%	91.7%	91.7%	20.2%
Term Structure	3.6%	-12.6%	43.9%	-4.3%	11.5%
VWIV	43.5%	32.9%	56.7%	42.1%	33.2%
Skew 25d	35.0%	-2.7%	103.9%	-2.7%	14.3%
Skew 10d	87.6%	-96.0%	180.2%	-96.0%	5.1%
Call IV 25d	41.2%	32.4%	55.5%	55.5%	32.4%
Put IV 25d	76.2%	46.7%	145.3%	52.8%	46.7%
Bid-Ask Spread %	92.45	66.03	114.09	108.15	81.84
Gamma HHI	0.73	0.46	0.90	0.86	0.46
Net GEX	8.1K	5.1K	15.3K	5.1K	8.3K
Net DEX	-356.5K	-647.5K	-200.8K	-200.8K	-647.5K
Net VEX	-1.4K	-2.0K	-716	-716	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.87	0.00	27.00	0.54	0.28
Total Volume	115.053	4	781	194	164
Total OI	1,391.526	893	1,811	893	1,811

Daily Data (19 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
2024-06-03	$6.91	$5.00	74.2%	21.3%	51.4%	25.2%	42.1%	0.0%	-4.3%	5.1K	-200.8K	-716	0.54	108.15	126	68	578	315
2024-06-04	$7.32	$5.00	63.1%	18.1%	50.0%	19.3%	56.7%	0.0%	4.6%	6.6K	-293.5K	-910	0.10	114.09	107	11	673	373
2024-06-05	$7.36	$5.00	37.1%	10.6%	49.8%	5.4%	32.9%	0.0%	20.8%	6.4K	-299.1K	-1.0K	0.00	86.51	87	0	725	383
2024-06-06	$7.46	$5.00	43.2%	9.8%	49.6%	8.6%	47.5%	0.0%	1.0%	8.7K	-347.2K	-1.1K	2.27	99.85	51	116	782	383
2024-06-07	$7.01	$5.00	33.2%	11.5%	57.1%	3.3%	0.0%	0.0%	-2.5%	6.1K	-244.1K	-1.2K	27.00	99.93	1	27	799	484
2024-06-10	$7.10	$5.00	64.8%	10.2%	57.1%	20.2%	39.8%	0.0%	6.4%	7.3K	-268.9K	-1.2K	0.56	96.74	39	22	799	465
2024-06-11	$7.14	$5.00	53.0%	13.8%	57.0%	13.9%	48.3%	0.0%	0.8%	7.1K	-290.3K	-1.3K	1.00	87.34	2	2	828	465
2024-06-12	$7.08	$5.00	43.5%	12.5%	57.0%	8.8%	49.7%	0.0%	-3.0%	7.0K	-278.4K	-1.2K	0.00	113.89	6	0	830	466
2024-06-13	$6.88	$5.00	46.4%	13.3%	58.6%	10.4%	41.0%	0.0%	2.4%	7.1K	-239.7K	-1.2K	0.02	88.39	58	1	833	466
2024-06-14	$6.76	$5.00	34.8%	10.0%	59.6%	4.1%	34.1%	0.0%	10.0%	7.3K	-212.5K	-1.2K	0.65	110.14	46	30	879	467
2024-06-17	$7.11	$5.00	55.7%	16.0%	61.1%	15.3%	43.5%	0.0%	-4.3%	9.5K	-287.5K	-1.2K	0.00	90.39	23	0	878	497
2024-06-18	$6.97	$5.00	47.3%	13.6%	62.1%	10.9%	48.1%	0.0%	-6.5%	7.6K	-258.2K	-1.2K	0.06	66.03	17	1	872	497
2024-06-20	$8.04	$5.00	44.8%	12.9%	77.5%	9.5%	46.1%	-2.7%	43.9%	7.9K	-509.5K	-1.1K	0.05	77.82	747	34	882	498
2024-06-21	$7.58	$5.00	42.0%	12.0%	79.6%	8.0%	42.1%	103.9%	-12.6%	15.3K	-442.2K	-1.8K	0.51	81.10	49	25	1,220	530
2024-06-24	$7.94	$5.00	48.3%	13.8%	78.1%	11.4%	48.3%	13.5%	0.9%	9.4K	-474.4K	-1.8K	1.33	95.92	27	36	1,093	517
2024-06-25	$7.96	$5.00	44.2%	12.7%	78.0%	9.2%	39.1%	56.6%	9.6%	9.6K	-462.3K	-1.9K	0.36	89.64	77	28	1,120	554
2024-06-26	$8.04	$5.00	52.8%	15.1%	77.9%	13.8%	53.0%	39.4%	-3.0%	9.3K	-470.3K	-1.9K	0.68	93.06	28	19	1,141	582
2024-06-27	$8.29	$5.00	49.9%	14.3%	76.7%	12.2%	38.3%	19.8%	-7.1%	8.8K	-547.8K	-2.0K	0.10	75.65	101	10	1,158	596
2024-06-28	$8.65	$5.00	38.5%	11.1%	77.3%	6.1%	33.2%	14.3%	11.5%	8.3K	-647.5K	-1.9K	0.28	81.84	128	36	1,205	606