KNOP Options History — September 2024

In September 2024, KNOP traded between $6.54 and $7.47. ATM implied volatility averaged 39.6%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 2.7% (HV 20d: 42.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.83.

Notable Days

2024-09-04: Highest Volume — 378 contracts
2024-09-10: Largest IV spike — 240.7% change
2024-09-10: Highest IV Rank — 39.8%
2024-09-04: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.85	$6.54	$7.47	$7.47	$6.86
Max Pain	$7.38	$5.00	$7.50	$5.00	$7.50
ATM IV	39.6%	28.0%	101.2%	46.4%	38.7%
Expected Move	10.0%	8.0%	14.6%	13.3%	11.1%
HV 20d	42.3%	38.3%	47.3%	40.5%	40.0%
HV 60d	43.6%	36.3%	51.5%	51.1%	36.4%
IV Rank	9.6%	1.3%	39.8%	10.4%	14.6%
IV Percentile	21.9%	0.4%	99.2%	53.2%	23.4%
Term Structure	10.0%	-23.8%	229.5%	-5.8%	-23.8%
VWIV	38.2%	23.2%	61.2%	46.4%	42.8%
Skew 25d	61.4%	24.5%	192.7%	37.0%	68.0%
Skew 10d	77.0%	30.6%	247.0%	61.2%	85.5%
Call IV 25d	39.2%	28.6%	54.2%	45.6%	44.3%
Put IV 25d	100.6%	55.3%	246.9%	82.6%	112.3%
Bid-Ask Spread %	94.17	81.77	101.81	90.43	91.67
Gamma HHI	0.62	0.55	0.66	0.57	0.66
Net GEX	7.3K	4.5K	10.5K	10.5K	7.4K
Net DEX	-24.6K	-269.3K	42.5K	-269.3K	-61.9K
Net VEX	-1.1K	-1.8K	-757	-1.6K	-934
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.83	0.00	40.00	0.54	2.75
Total Volume	56.4	0	378	291	15
Total OI	1,990.75	1,728	2,173	1,728	1,792

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
2024-09-03	$7.47	$5.00	46.4%	13.3%	40.5%	10.4%	46.4%	37.0%	-5.8%	10.5K	-269.3K	-1.6K	0.54	90.43	189	102	1,176	552
2024-09-04	$6.98	$7.50	51.0%	14.6%	47.3%	12.9%	50.1%	192.7%	-15.3%	8.6K	-179.0K	-1.8K	1.66	98.71	142	236	1,307	684
2024-09-05	$6.89	$7.50	70.1%	8.6%	47.2%	23.1%	23.2%	34.8%	5.5%	9.1K	-61.7K	-1.5K	0.20	93.33	5	1	1,356	709
2024-09-06	$6.96	$7.50	32.2%	10.2%	44.5%	2.8%	35.7%	37.8%	3.1%	9.0K	-11.2K	-1.3K	1.48	97.70	21	31	1,355	710
2024-09-09	$6.94	$7.50	29.7%	11.4%	43.3%	1.5%	0.0%	35.9%	-2.5%	8.4K	-1.6K	-1.2K	0.00	96.87	0	0	1,356	709
2024-09-10	$6.77	$7.50	101.2%	9.8%	44.0%	39.8%	29.9%	120.3%	4.7%	7.2K	-12.8K	-1.2K	0.00	91.43	0	11	1,355	709
2024-09-11	$6.79	$7.50	31.7%	9.1%	44.0%	2.5%	0.0%	38.4%	6.8%	7.4K	25.0K	-1.2K	0.00	99.22	32	0	1,355	709
2024-09-12	$6.93	$7.50	30.9%	8.8%	44.6%	4.8%	61.2%	129.3%	8.6%	9.0K	12.8K	-1.2K	0.00	101.81	6	0	1,387	709
2024-09-13	$6.97	$7.50	38.4%	11.0%	44.6%	14.2%	39.5%	125.4%	3.8%	9.2K	-58.0K	-1.3K	0.41	98.08	98	40	1,391	709
2024-09-16	$6.89	$7.50	32.8%	9.4%	43.4%	7.2%	0.0%	43.3%	0.9%	8.3K	-2.4K	-1.2K	0.00	81.77	3	0	1,424	749
2024-09-17	$6.75	$7.50	40.3%	11.6%	43.6%	16.6%	0.0%	36.9%	-8.2%	5.8K	24.3K	-1.1K	0.00	97.61	0	0	1,422	749
2024-09-18	$6.79	$7.50	35.1%	10.1%	40.7%	10.2%	0.0%	61.0%	-2.4%	6.3K	42.5K	-1.1K	0.00	100.79	44	0	1,422	749
2024-09-19	$6.91	$7.50	32.7%	9.4%	41.2%	7.1%	37.1%	50.5%	229.5%	7.0K	33.8K	-1.1K	0.00	100.62	54	0	1,398	749
2024-09-20	$6.78	$7.50	34.5%	9.9%	41.5%	9.3%	39.8%	49.4%	-0.9%	6.8K	28.7K	-1.0K	40.00	97.96	1	40	1,430	734
2024-09-23	$6.71	$7.50	28.0%	8.0%	38.3%	1.3%	24.4%	24.5%	-1.5%	5.7K	-3.5K	-837	0.00	89.02	36	0	1,192	597
2024-09-24	$6.54	$7.50	28.5%	8.2%	38.8%	1.9%	0.0%	45.1%	3.4%	4.5K	7.1K	-835	1.00	88.21	1	1	1,195	597
2024-09-25	$6.63	$7.50	29.0%	8.3%	39.1%	2.5%	0.0%	33.6%	3.3%	4.8K	10.5K	-757	0.00	89.58	14	0	1,195	598
2024-09-26	$6.63	$7.50	30.2%	8.7%	38.7%	4.1%	27.8%	28.2%	-2.9%	5.2K	-2.0K	-837	0.00	88.75	1	0	1,195	598
2024-09-27	$6.81	$7.50	30.4%	8.7%	40.1%	4.3%	0.0%	35.8%	-7.1%	6.5K	-13.0K	-862	0.00	89.76	4	0	1,194	598
2024-09-30	$6.86	$7.50	38.7%	11.1%	40.0%	14.6%	42.8%	68.0%	-23.8%	7.4K	-61.9K	-934	2.75	91.67	4	11	1,194	598