KNOP Options History — October 2024

In October 2024, KNOP traded between $5.93 and $6.76. ATM implied volatility averaged 46.4%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 23.2% (HV 20d: 23.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.84.

Notable Days

2024-10-16: Highest Volume — 86 contracts
2024-10-29: Largest IV spike — 48.7% change
2024-10-29: Highest IV Rank — 89.9%
2024-10-29: Largest Expected Move — 28.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.42	$5.93	$6.76	$6.71	$6.06
Max Pain	$5.22	$5.00	$7.50	$7.50	$5.00
ATM IV	46.4%	30.1%	99.2%	31.1%	61.9%
Expected Move	13.1%	8.2%	28.4%	8.9%	17.8%
HV 20d	23.2%	18.8%	34.3%	34.3%	22.8%
HV 60d	34.8%	33.0%	36.7%	36.7%	33.3%
IV Rank	24.2%	3.9%	89.9%	5.1%	43.5%
IV Percentile	43.5%	2.4%	99.2%	4.4%	87.7%
Term Structure	-6.4%	-46.7%	13.7%	-4.8%	-46.7%
VWIV	38.5%	26.8%	58.6%	29.7%	58.6%
Skew 25d	41.9%	-2.3%	90.2%	7.2%	-2.3%
Skew 10d	42.5%	-12.6%	116.3%	17.4%	-12.6%
Call IV 25d	38.2%	28.2%	63.2%	38.3%	63.2%
Put IV 25d	80.2%	42.5%	122.2%	45.6%	60.9%
Bid-Ask Spread %	104.34	74.78	131.05	75.97	91.95
Gamma HHI	0.45	0.35	0.61	0.61	0.50
Net GEX	2.1K	326	5.2K	5.1K	326
Net DEX	15.3K	-32.8K	65.8K	11.7K	-471
Net VEX	-626	-936	-454	-769	-454
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.00	13.33	0.00	0.00
Total Volume	18	0	86	13	5
Total OI	1,490.13	909	1,844	1,805	1,006

Daily Data (23 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
2024-10-01	$6.71	$7.50	31.1%	8.9%	34.3%	5.1%	29.7%	7.2%	-4.8%	5.1K	11.7K	-769	0.00	75.97	13	0	1,196	609
2024-10-02	$6.76	$7.50	30.1%	8.6%	25.3%	3.9%	0.0%	90.2%	1.5%	5.2K	13.5K	-773	0.00	90.30	5	0	1,183	609
2024-10-03	$6.64	$5.00	33.2%	8.2%	25.7%	7.7%	26.8%	43.7%	1.1%	4.8K	-11.5K	-936	0.79	131.05	14	11	1,180	609
2024-10-04	$6.67	$5.00	32.3%	9.6%	25.4%	6.6%	0.0%	49.4%	13.7%	4.5K	27.3K	-699	0.00	117.91	0	0	1,194	620
2024-10-07	$6.54	$5.00	41.7%	10.5%	26.1%	18.4%	0.0%	14.8%	-4.0%	4.3K	-5.5K	-893	0.00	119.90	1	0	1,194	620
2024-10-08	$6.47	$5.00	44.4%	10.4%	25.0%	21.7%	0.0%	8.5%	8.2%	1.7K	60.4K	-554	0.00	104.78	10	0	1,195	620
2024-10-09	$6.49	$5.00	31.9%	9.2%	25.0%	6.2%	0.0%	44.1%	9.4%	1.7K	59.2K	-562	0.00	129.61	0	5	1,185	620
2024-10-10	$6.54	$5.00	34.8%	10.0%	23.9%	9.8%	0.0%	47.8%	-8.8%	2.3K	31.8K	-720	0.00	113.75	0	0	1,185	625
2024-10-11	$6.61	$5.00	37.7%	10.8%	24.2%	13.4%	0.0%	52.5%	10.5%	1.7K	61.0K	-534	0.00	116.17	0	0	1,185	625
2024-10-14	$6.58	$5.00	35.6%	10.2%	24.0%	10.8%	0.0%	24.1%	4.8%	1.7K	59.3K	-513	0.00	122.32	12	0	1,185	625
2024-10-15	$6.56	$5.00	34.0%	9.8%	23.0%	8.8%	0.0%	22.3%	5.4%	1.7K	56.6K	-502	0.00	117.37	0	4	1,196	625
2024-10-16	$6.52	$5.00	35.9%	10.3%	22.9%	11.1%	0.0%	50.0%	5.7%	1.8K	54.5K	-534	13.33	127.64	6	80	1,196	625
2024-10-17	$6.51	$5.00	38.0%	10.9%	21.7%	13.8%	0.0%	24.7%	-5.2%	1.3K	65.8K	-548	0.00	105.42	4	0	1,199	645
2024-10-18	$6.38	$5.00	40.8%	11.7%	21.8%	17.2%	0.0%	48.6%	-16.5%	1.3K	63.2K	-567	0.00	92.61	0	72	1,199	645
2024-10-21	$6.38	$5.00	44.4%	12.7%	21.7%	21.7%	31.8%	64.6%	-8.2%	1.0K	-25.3K	-588	0.00	108.95	57	0	652	257
2024-10-22	$6.26	$5.00	50.6%	14.5%	20.8%	29.4%	45.6%	52.6%	-23.6%	1.0K	-24.8K	-616	0.00	105.53	42	0	704	257
2024-10-23	$6.23	$5.00	48.9%	14.0%	20.0%	27.2%	0.0%	16.0%	-6.9%	1.2K	-19.4K	-601	0.11	75.40	47	5	746	257
2024-10-24	$6.26	$5.00	66.6%	19.1%	20.1%	49.2%	0.0%	75.2%	-14.2%	1.1K	-22.8K	-602	0.00	98.67	1	0	733	261
2024-10-25	$6.38	$5.00	59.8%	17.1%	18.8%	40.9%	0.0%	86.0%	-0.3%	1.3K	-32.8K	-615	0.00	93.51	5	0	734	261
2024-10-28	$6.19	$5.00	66.7%	19.1%	20.6%	49.4%	0.0%	41.9%	-23.6%	1.0K	-24.1K	-597	0.00	74.78	11	0	739	261
2024-10-29	$6.10	$5.00	99.2%	28.4%	19.9%	89.9%	0.0%	74.4%	-30.4%	1.2K	-29.9K	-625	0.00	99.15	1	0	744	261
2024-10-30	$5.93	$5.00	67.1%	19.2%	21.0%	49.9%	58.6%	28.3%	-13.4%	825	-16.2K	-589	0.00	87.00	3	0	745	261
2024-10-31	$6.06	$5.00	61.9%	17.8%	22.8%	43.5%	0.0%	-2.3%	-46.7%	326	-471	-454	0.00	91.95	5	0	745	261