KNOP Options History — July 2024 In July 2024, KNOP traded between $7.17 and $8.52. ATM implied volatility averaged 43.9%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 11.3% (HV 20d: 55.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2024-07-01 : Highest Volume — 419 contracts2024-07-09 : Largest IV spike — 42.5% change2024-07-09 : Highest IV Rank — 13.6%2024-07-30 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.71 $7.17 $8.52 $8.52 $7.23 Max Pain $7.16 $5.00 $7.50 $5.00 $7.50 ATM IV 43.9% 27.0% 52.4% 40.6% 43.1% Expected Move 12.8% 9.7% 14.9% 11.6% 12.4% HV 20d 55.2% 30.4% 77.8% 77.8% 31.0% HV 60d 55.1% 54.2% 56.6% 54.2% 55.0% IV Rank 9.0% 0.0% 13.6% 7.2% 8.7% IV Percentile 41.6% 0.0% 71.8% 25.4% 33.3% Term Structure 17.8% -21.2% 170.5% 2.5% 6.9% VWIV 46.0% 30.0% 52.6% 52.6% 37.8% Skew 25d 47.0% -5.8% 168.8% 19.9% 75.0% Skew 10d 76.9% -11.3% 239.5% 7.0% 98.5% Call IV 25d 42.1% 27.8% 60.8% 32.8% 42.4% Put IV 25d 89.1% 34.4% 216.1% 52.7% 117.3% Bid-Ask Spread % 101.50 86.95 119.42 96.96 108.34 Gamma HHI 0.49 0.37 0.77 0.46 0.40 Net GEX 8.2K 3.4K 21.3K 8.9K 4.3K Net DEX -327.6K -631.2K -101.7K -631.2K -115.4K Net VEX -2.3K -2.5K -2.0K -2.0K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.00 6.50 2.77 0.00 Total Volume 48.955 1 419 419 1 Total OI 2,173.591 1,919 2,366 1,919 2,044
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 2024-07-01 $8.52 $5.00 40.6% 11.6% 77.8% 7.2% 52.6% 19.9% 2.5% 8.9K -631.2K -2.0K 2.77 96.96 111 308 1,284 635 2024-07-02 $8.45 $5.00 39.1% 11.2% 71.8% 6.5% 47.8% 16.6% 1.0% 6.7K -559.0K -2.5K 1.25 96.83 40 50 1,335 836 2024-07-03 $8.25 $5.00 33.8% 9.7% 70.5% 3.6% 40.2% -5.8% -3.1% 7.7K -564.5K -2.5K 0.00 87.96 23 0 1,364 846 2024-07-05 $8.04 $7.50 27.0% 14.4% 71.4% 0.0% 51.1% 24.5% -5.7% 8.1K -484.2K -2.4K 0.61 109.79 56 34 1,362 846 2024-07-08 $8.00 $7.50 36.8% 12.0% 71.4% 5.3% 46.0% 30.6% 8.5% 8.2K -464.8K -2.4K 0.11 116.96 62 7 1,359 858 2024-07-09 $7.78 $7.50 52.4% 12.1% 68.1% 13.6% 0.0% 17.4% 11.9% 8.8K -410.9K -2.5K 0.48 114.58 21 10 1,419 861 2024-07-10 $7.88 $7.50 48.4% 13.9% 68.1% 11.5% 48.4% 28.0% -1.0% 10.3K -426.4K -2.4K 6.50 101.17 2 13 1,419 871 2024-07-11 $7.96 $7.50 42.4% 12.2% 68.2% 8.3% 37.0% 22.2% 11.2% 10.0K -429.2K -2.4K 0.33 110.28 6 2 1,417 883 2024-07-12 $7.95 $7.50 47.7% 13.7% 68.0% 11.1% 47.5% 8.7% 1.1% 9.3K -446.1K -2.4K 0.00 102.24 61 0 1,417 884 2024-07-15 $7.86 $7.50 48.1% 13.8% 67.1% 11.3% 0.0% 5.7% -0.8% 10.8K -454.6K -2.4K 0.00 96.63 8 0 1,461 884 2024-07-16 $7.70 $7.50 40.6% 11.6% 67.3% 7.3% 0.0% 32.3% 12.1% 11.0K -380.1K -2.3K 2.14 119.42 7 15 1,461 894 2024-07-17 $7.60 $7.50 37.7% 10.8% 65.5% 5.7% 41.4% 94.3% 14.4% 11.8K -319.1K -2.3K 1.43 112.64 14 20 1,454 894 2024-07-18 $7.60 $7.50 46.0% 13.2% 65.0% 10.2% 49.5% 16.3% 167.9% 12.7K -335.5K -2.4K 0.42 99.66 12 5 1,452 914 2024-07-19 $7.42 $7.50 50.1% 14.4% 40.0% 12.4% 52.5% -3.5% 170.5% 21.3K -209.4K -2.3K 0.84 88.07 32 27 1,438 926 2024-07-22 $7.71 $7.50 47.9% 13.7% 37.1% 11.2% 48.4% 99.2% -6.0% 5.3K -209.6K -2.2K 0.55 91.56 58 32 1,175 744 2024-07-23 $7.44 $7.50 45.7% 13.1% 35.1% 10.0% 45.7% 7.9% -0.8% 4.4K -159.8K -2.2K 0.00 88.38 3 0 1,256 774 2024-07-24 $7.17 $7.50 48.7% 14.0% 37.0% 11.6% 48.7% 4.2% -21.2% 3.6K -106.6K -2.2K 0.17 86.95 12 2 1,256 774 2024-07-25 $7.30 $7.50 50.4% 14.4% 37.5% 12.5% 50.3% 144.3% -2.6% 4.5K -119.8K -2.1K 0.00 95.51 4 0 1,253 777 2024-07-26 $7.23 $7.50 39.6% 11.3% 35.1% 6.7% 30.0% 165.8% 20.5% 4.4K -101.7K -2.0K 0.00 110.49 2 0 1,253 777 2024-07-29 $7.27 $7.50 46.7% 13.4% 30.4% 10.6% 47.0% 168.8% 6.8% 3.4K -131.3K -2.2K 0.00 98.35 6 0 1,252 777 2024-07-30 $7.34 $7.50 51.9% 14.9% 30.9% 13.4% 51.9% 61.6% -2.8% 4.6K -147.2K -2.1K 0.00 100.13 11 0 1,256 777 2024-07-31 $7.23 $7.50 43.1% 12.4% 31.0% 8.7% 37.8% 75.0% 6.9% 4.3K -115.4K -2.1K 0.00 108.34 1 0 1,267 777
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