KNOP Options History — November 2024 In November 2024, KNOP traded between $5.83 and $6.21. ATM implied volatility averaged 65.9%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 39.1% (HV 20d: 26.7%). 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 2 of 20 days. Put/call ratio averaged 0.09.
Notable Days 2024-11-18 : Highest Volume — 124 contracts2024-11-13 : Largest IV drop — 66.3% change2024-11-01 : Highest IV Rank — 100.0%2024-11-01 : Largest Expected Move — 32.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.06 $5.83 $6.21 $6.03 $5.83 Max Pain $7.38 $5.00 $7.50 $5.00 $7.50 ATM IV 65.9% 41.8% 128.5% 114.6% 46.7% Expected Move 14.9% 10.1% 32.9% 32.9% 13.4% HV 20d 26.7% 22.6% 29.6% 22.6% 24.5% HV 60d 30.2% 23.7% 32.4% 31.9% 24.0% IV Rank 41.1% 14.6% 100.0% 100.0% 19.4% IV Percentile 76.3% 35.3% 100.0% 100.0% 59.5% Term Structure -12.8% -54.0% 49.4% -29.3% -28.4% VWIV 130.1% 73.1% 187.2% 73.1% 187.2% Skew 25d 13.7% -7.0% 97.6% 97.6% 21.4% Skew 10d 22.1% -5.6% 153.8% 153.8% 4.5% Call IV 25d 36.7% 29.8% 60.6% 60.6% 43.1% Put IV 25d 50.3% 32.7% 158.2% 158.2% 64.5% Bid-Ask Spread % 79.88 26.29 120.78 102.50 61.12 Gamma HHI 0.65 0.42 0.97 0.51 0.59 Net GEX 1.2K 427 2.2K 427 559 Net DEX -59.0K -122.6K -3.7K -3.7K -53.7K Net VEX -539 -729 -397 -471 -397 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 0.68 0.16 0.00 Total Volume 24.3 0 124 0 0 Total OI 1,142.15 1,002 1,228 1,002 1,158
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 2024-11-01 $6.03 $5.00 114.6% 32.9% 22.6% 100.0% 0.0% 97.6% -29.3% 427 -3.7K -471 0.00 102.50 0 0 741 261 2024-11-04 $5.91 $7.50 55.6% 10.3% 22.6% 32.6% 0.0% -3.4% -6.0% 485 -6.0K -526 0.16 86.08 63 10 741 261 2024-11-05 $5.96 $7.50 55.3% 10.1% 23.0% 32.3% 0.0% 0.9% -2.5% 869 -19.3K -603 0.00 86.42 0 0 802 271 2024-11-06 $6.12 $7.50 62.5% 13.3% 25.3% 40.5% 0.0% 14.7% -13.9% 736 -14.8K -518 0.00 88.22 0 1 802 271 2024-11-07 $5.98 $7.50 89.2% 11.9% 26.0% 71.0% 0.0% -6.4% 49.4% 876 -17.3K -597 0.00 109.49 0 10 802 270 2024-11-08 $5.92 $7.50 69.1% 13.5% 25.4% 48.1% 0.0% -7.0% -14.5% 615 -12.1K -528 0.00 99.13 0 10 802 280 2024-11-11 $6.07 $7.50 99.2% 10.5% 27.6% 82.4% 0.0% 0.2% -4.0% 748 -18.4K -523 0.00 48.23 0 5 802 290 2024-11-12 $6.17 $7.50 128.5% 11.1% 28.6% 100.0% 0.0% 7.3% -8.0% 921 -21.5K -534 0.00 72.96 101 0 802 295 2024-11-13 $6.21 $7.50 43.3% 12.4% 28.7% 16.1% 0.0% 9.6% -8.8% 1.3K -77.4K -563 0.00 71.21 0 5 897 295 2024-11-14 $6.07 $7.50 45.5% 13.0% 29.6% 18.3% 0.0% 4.8% -14.0% 1.4K -74.1K -556 0.00 71.56 2 0 897 300 2024-11-15 $6.12 $7.50 42.4% 12.2% 29.2% 15.2% 73.1% 8.7% -12.5% 1.4K -74.1K -563 0.00 96.13 28 0 899 300 2024-11-18 $6.19 $7.50 41.8% 12.0% 29.6% 14.6% 0.0% 5.6% 14.6% 2.2K -93.4K -729 0.68 69.23 74 50 893 260 2024-11-19 $6.18 $7.50 48.5% 13.9% 28.9% 21.2% 0.0% 16.0% -10.5% 1.6K -121.2K -550 0.00 86.30 0 0 967 260 2024-11-20 $6.21 $7.50 53.5% 15.3% 28.9% 26.1% 0.0% 16.6% -16.9% 1.7K -122.6K -558 0.00 73.89 0 0 967 260 2024-11-21 $6.18 $7.50 70.1% 20.1% 28.9% 42.5% 0.0% 25.7% -36.3% 1.5K -117.9K -520 0.00 79.79 8 0 967 260 2024-11-22 $6.11 $7.50 50.5% 14.5% 28.1% 23.2% 0.0% 6.9% -21.3% 1.4K -97.7K -453 0.00 51.06 1 0 967 260 2024-11-25 $6.06 $7.50 78.1% 22.4% 26.3% 50.4% 0.0% 11.2% -18.5% 2.0K -109.9K -626 0.00 97.33 74 0 968 260 2024-11-26 $5.97 $7.50 74.8% 21.4% 26.3% 47.1% 187.2% 37.3% -54.0% 1.2K -64.2K -479 0.07 120.78 27 2 897 260 2024-11-27 $5.98 $7.50 48.3% 13.9% 24.2% 21.0% 0.0% 5.6% -19.9% 980 -61.4K -478 0.00 26.29 15 0 898 260 2024-11-29 $5.83 $7.50 46.7% 13.4% 24.5% 19.4% 0.0% 21.4% -28.4% 559 -53.7K -397 0.00 61.12 0 0 898 260
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