KNOP Options History — December 2024

In December 2024, KNOP traded between $5.33 and $5.89. ATM implied volatility averaged 41.2%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 19.3% (HV 20d: 21.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.36.

Notable Days

2024-12-20: Highest Volume — 130 contracts
2024-12-06: Largest IV spike — 108.7% change
2024-12-06: Highest IV Rank — 63.1%
2024-12-03: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.60	$5.33	$5.89	$5.74	$5.47
Max Pain	$5.36	$5.00	$7.50	$7.50	$5.00
ATM IV	41.2%	27.1%	91.1%	44.4%	38.6%
Expected Move	10.1%	7.3%	17.1%	12.7%	11.1%
HV 20d	21.9%	18.3%	25.0%	25.0%	22.1%
HV 60d	23.6%	22.8%	24.1%	24.0%	23.0%
IV Rank	14.0%	0.1%	63.1%	17.1%	11.5%
IV Percentile	31.5%	0.4%	96.8%	48.0%	28.6%
Term Structure	21.8%	-19.4%	359.1%	-8.5%	7.4%
VWIV	79.8%	41.8%	155.2%	41.8%	155.2%
Skew 25d	-1.3%	-50.0%	22.9%	2.1%	15.0%
Skew 10d	9.4%	-104.7%	87.7%	-48.0%	24.0%
Call IV 25d	47.5%	36.2%	116.3%	95.5%	46.3%
Put IV 25d	46.2%	27.5%	97.7%	97.7%	61.3%
Bid-Ask Spread %	94.52	59.36	115.36	60.17	93.38
Gamma HHI	0.57	0.40	0.81	0.81	0.56
Net GEX	1.2K	-5	2.4K	668	2.3K
Net DEX	-84.1K	-136.5K	-37.6K	-37.6K	-136.5K
Net VEX	-486	-694	-366	-366	-569
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.00	3.00	0.00	0.00
Total Volume	16.286	0	130	3	0
Total OI	1,212.524	1,143	1,325	1,158	1,325

Daily Data (21 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
2024-12-02	$5.74	$7.50	44.4%	12.7%	25.0%	17.1%	0.0%	2.1%	-8.5%	668	-37.6K	-366	0.00	60.17	3	0	898	260
2024-12-03	$5.79	$7.50	59.6%	17.1%	24.4%	32.1%	0.0%	12.0%	-17.8%	1.5K	-55.3K	-569	0.00	85.98	2	0	899	260
2024-12-04	$5.81	$7.50	51.2%	14.7%	24.2%	23.9%	41.8%	22.9%	34.0%	1.9K	-75.1K	-694	2.00	59.36	5	10	899	260
2024-12-05	$5.77	$5.00	43.6%	8.5%	21.9%	16.4%	0.0%	-7.6%	4.7%	605	-49.8K	-390	0.00	96.90	0	25	898	270
2024-12-06	$5.70	$5.00	91.1%	7.3%	20.9%	63.1%	0.0%	-8.3%	16.7%	-5	-65.9K	-368	0.00	83.63	0	0	898	245
2024-12-09	$5.68	$5.00	59.5%	11.5%	20.7%	32.0%	0.0%	-3.3%	3.7%	689	-65.9K	-440	0.00	106.89	2	0	898	248
2024-12-10	$5.71	$5.00	57.1%	8.9%	18.3%	29.6%	0.0%	-7.1%	7.2%	401	-71.0K	-392	3.00	97.48	1	3	900	248
2024-12-11	$5.89	$5.00	35.9%	10.3%	20.9%	8.7%	42.5%	-6.5%	6.9%	593	-81.0K	-433	0.00	79.26	4	0	901	251
2024-12-12	$5.83	$5.00	33.6%	9.6%	20.8%	6.5%	0.0%	-2.6%	9.5%	403	-78.0K	-400	0.00	82.93	0	0	901	251
2024-12-13	$5.74	$5.00	29.2%	8.4%	20.1%	2.2%	0.0%	-6.2%	15.2%	187	-71.6K	-386	0.00	97.70	0	0	901	251
2024-12-16	$5.59	$5.00	32.1%	9.2%	21.3%	5.1%	0.0%	-5.3%	5.1%	428	-62.8K	-394	0.00	111.83	10	0	901	251
2024-12-17	$5.53	$5.00	31.9%	9.2%	20.5%	4.9%	0.0%	6.9%	-6.2%	593	-60.6K	-411	0.00	109.95	100	0	909	251
2024-12-18	$5.44	$5.00	34.4%	9.9%	20.8%	7.3%	0.0%	2.2%	9.1%	1.2K	-87.5K	-510	0.00	105.25	0	0	1,002	251
2024-12-19	$5.33	$5.00	29.9%	8.6%	20.9%	2.9%	0.0%	-12.1%	359.1%	1.3K	-77.0K	-506	0.05	107.36	22	1	1,002	251
2024-12-20	$5.38	$5.00	27.1%	7.8%	21.8%	0.1%	0.0%	-1.9%	40.4%	1.6K	-81.1K	-482	0.00	93.91	130	0	1,006	252
2024-12-23	$5.48	$5.00	31.6%	9.1%	23.5%	4.5%	0.0%	8.6%	-4.2%	2.2K	-125.7K	-600	0.00	115.36	1	0	1,084	217
2024-12-24	$5.44	$5.00	38.4%	11.0%	23.5%	11.3%	0.0%	2.9%	-2.5%	2.4K	-120.7K	-603	0.00	105.81	0	0	1,085	217
2024-12-26	$5.43	$5.00	29.3%	8.4%	23.2%	2.3%	0.0%	10.6%	7.2%	2.3K	-122.2K	-552	0.00	93.54	3	0	1,085	217
2024-12-27	$5.39	$5.00	36.7%	10.5%	23.1%	9.6%	155.2%	-0.1%	-19.4%	2.4K	-113.3K	-580	0.00	98.36	10	0	1,088	217
2024-12-30	$5.41	$5.00	29.8%	8.6%	22.0%	2.8%	0.0%	-50.0%	-9.2%	2.3K	-128.4K	-552	0.00	99.89	10	0	1,098	217
2024-12-31	$5.47	$5.00	38.6%	11.1%	22.1%	11.5%	0.0%	15.0%	7.4%	2.3K	-136.5K	-569	0.00	93.38	0	0	1,108	217