MANH Options History — June 2008 In June 2008, MANH traded between $5.93 and $6.63. ATM implied volatility averaged 33.5%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 5.6% (HV 20d: 27.9%). Max pain ranged from $6.25 to $6.25. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-06-26 : Highest Volume — 520 contracts2008-06-23 : Largest IV drop — 8.8% change2008-06-05 : Highest IV Rank — 38.2%2008-06-05 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $6.40 $5.93 $6.63 $6.22 $5.93 Max Pain $6.25 $6.25 $6.25 $6.25 $6.25 ATM IV 33.5% 31.1% 36.4% 34.6% 33.0% Expected Move 9.7% 8.9% 10.4% 9.9% 9.4% HV 20d 27.9% 25.0% 30.6% 25.5% 29.9% HV 60d 40.5% 39.8% 41.5% 41.2% 41.1% IV Rank 32.6% 27.8% 38.2% 34.6% 31.4% IV Percentile 24.5% 10.3% 46.4% 31.7% 19.0% Term Structure 3.3% -0.2% 8.1% 1.7% 6.9% VWIV 33.3% 32.3% 34.4% 32.3% 33.5% Skew 25d 5.3% -4.7% 12.7% -4.7% -2.5% Skew 10d 5.9% -6.6% 24.8% -6.6% -2.1% Call IV 25d 26.9% 21.8% 35.3% 32.4% 35.3% Put IV 25d 32.2% 27.4% 38.2% 27.7% 32.8% Bid-Ask Spread % 41.91 12.15 94.11 41.90 23.44 Gamma HHI 0.44 0.38 0.51 0.49 0.50 Net GEX -6.8K -12.3K -2.9K -10.8K -9.2K Net DEX -350.9K -644.4K 133.0K -2.4K 133.0K Net VEX -4.5K -5.1K -3.7K -4.9K -3.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 89.714 0 520 260 20 Total OI 5,177.333 4,436 5,696 5,328 4,436
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 2008-06-02 $6.22 $6.25 34.6% 9.9% 25.5% 34.6% 0.0% -4.7% 1.7% -10.8K -2.4K -4.9K 0.00 41.90 260 0 2,980 2,348 2008-06-03 $6.38 $6.25 36.0% 10.3% 27.2% 37.3% 0.0% -0.8% 1.6% -5.5K -238.7K -5.1K 0.00 13.50 0 40 3,228 2,308 2008-06-04 $6.40 $6.25 36.1% 10.4% 26.9% 37.6% 0.0% 0.9% 0.7% -5.6K -298.9K -5.1K 0.00 17.74 0 0 3,228 2,348 2008-06-05 $6.54 $6.25 36.4% 10.4% 27.4% 38.2% 0.0% 8.5% -0.2% -4.2K -424.9K -5.1K 0.00 49.48 0 200 3,228 2,348 2008-06-06 $6.37 $6.25 33.5% 9.3% 28.9% 32.5% 32.3% 7.2% 4.7% -12.3K -275.3K -5.1K 0.00 94.11 0 120 3,228 2,468 2008-06-09 $6.43 $6.25 32.0% 9.9% 29.2% 29.5% 34.4% 12.7% 1.6% -5.8K -351.0K -4.8K 0.00 34.49 0 244 3,228 2,228 2008-06-10 $6.46 $6.25 32.6% 9.8% 28.2% 30.6% 0.0% 12.2% 1.5% -2.9K -436.2K -4.7K 0.00 33.74 0 40 3,228 2,112 2008-06-11 $6.38 $6.25 33.3% 9.8% 28.4% 32.0% 0.0% 11.5% 1.7% -3.6K -361.5K -4.6K 0.00 20.55 0 0 3,228 2,152 2008-06-12 $6.39 $6.25 33.2% 9.5% 28.0% 31.9% 0.0% 9.3% 2.1% -3.9K -387.2K -4.6K 0.00 52.48 0 0 3,228 2,152 2008-06-13 $6.50 $6.25 33.9% 9.7% 28.6% 33.3% 0.0% 12.0% 2.2% -3.3K -476.0K -4.5K 0.00 22.30 40 0 3,228 2,152 2008-06-16 $6.63 $6.25 34.3% 9.8% 29.4% 34.1% 0.0% 11.6% 2.1% -4.8K -644.4K -4.4K 0.00 44.33 0 0 3,268 2,152 2008-06-17 $6.47 $6.25 32.5% 9.3% 30.6% 30.5% 0.0% 4.3% 3.3% -5.2K -523.5K -4.4K 0.00 43.40 0 0 3,268 2,152 2008-06-18 $6.46 $6.25 31.1% 8.9% 30.3% 27.8% 0.0% 8.0% 5.3% -7.2K -495.2K -4.3K 0.00 81.59 0 0 3,268 2,152 2008-06-19 $6.57 $6.25 32.9% 9.4% 28.0% 31.3% 32.9% 7.7% 3.2% -6.7K -597.1K -4.2K 0.00 43.68 200 0 3,268 2,152 2008-06-20 $6.47 $6.25 34.3% 9.8% 27.7% 34.0% 0.0% 3.8% 1.8% -3.9K -543.5K -4.4K 0.00 78.83 40 0 3,388 2,152 2008-06-23 $6.49 $6.25 31.3% 9.0% 25.0% 28.1% 0.0% 4.8% 8.1% -8.0K -427.6K -4.2K 0.00 12.15 0 0 2,532 1,928 2008-06-24 $6.40 $6.25 32.3% 9.2% 25.0% 30.0% 0.0% 1.3% 5.4% -8.8K -370.8K -4.2K 0.00 77.98 0 40 2,532 1,928 2008-06-25 $6.49 $6.25 33.2% 9.5% 25.2% 31.9% 0.0% 4.4% 5.1% -9.1K -398.9K -4.2K 0.00 12.89 0 0 2,532 1,968 2008-06-26 $6.30 $6.25 33.5% 9.6% 27.2% 32.5% 33.5% -0.2% 5.5% -10.6K -234.4K -4.2K 0.00 29.18 0 520 2,532 1,968 2008-06-27 $6.07 $6.25 34.5% 9.9% 29.8% 34.3% 0.0% -0.4% 4.1% -10.2K -14.1K -4.1K 0.00 52.29 120 0 2,532 1,968 2008-06-30 $5.93 $6.25 33.0% 9.4% 29.9% 31.4% 0.0% -2.5% 6.9% -9.2K 133.0K -3.7K 0.00 23.44 0 20 2,468 1,968
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