MANH Options History — January 2009 In January 2009, MANH traded between $3.73 and $4.10. ATM implied volatility averaged 52.3%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 13.4% (HV 20d: 38.9%). Max pain ranged from $3.75 to $5.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2009-01-21 : Highest Volume — 140 contracts2009-01-08 : Largest IV spike — 26.9% change2009-01-08 : Highest IV Rank — 79.0%2009-01-09 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.92 $3.73 $4.10 $4.00 $3.83 Max Pain $3.97 $3.75 $5.00 $5.00 $3.75 ATM IV 52.3% 41.6% 66.2% 41.6% 53.8% Expected Move 14.8% 11.9% 17.5% 11.9% 15.4% HV 20d 38.9% 35.1% 45.7% 45.7% 36.2% HV 60d 61.1% 53.5% 67.3% 67.3% 53.6% IV Rank 52.7% 32.5% 79.0% 32.5% 55.6% IV Percentile 76.9% 61.1% 94.4% 61.1% 77.8% Term Structure 2.0% -12.8% 16.1% 16.1% -2.3% VWIV 51.8% 45.0% 59.7% 50.8% 45.0% Skew 25d 5.4% -11.3% 20.3% 20.3% -4.5% Skew 10d 10.9% -14.1% 29.8% 14.0% -2.6% Call IV 25d 45.6% 29.2% 54.3% 29.2% 50.4% Put IV 25d 50.9% 40.3% 59.4% 49.5% 45.9% Bid-Ask Spread % 79.11 32.06 123.71 104.77 83.24 Gamma HHI 0.38 0.26 0.58 0.41 0.28 Net GEX 1.4K -4.0K 12.5K 4.3K 656 Net DEX -57.9K -170.0K 74.9K 2.1K -126.8K Net VEX -2.4K -2.8K -2.1K -2.7K -2.1K 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 22 0 140 0 0 Total OI 7,464.2 3,488 10,656 10,572 3,668
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 2009-01-02 $4.00 $5.00 41.6% 11.9% 45.7% 32.5% 0.0% 20.3% 16.1% 4.3K 2.1K -2.7K 0.00 104.77 0 0 8,300 2,272 2009-01-05 $3.97 $4.38 47.0% 15.5% 44.7% 42.7% 50.8% 6.5% 1.8% 929 19.2K -2.6K 0.00 67.80 76 0 8,300 2,272 2009-01-06 $4.00 $4.38 47.8% 14.0% 41.8% 44.1% 0.0% 7.4% 5.2% -379 9.7K -2.5K 0.00 89.40 0 0 8,336 2,272 2009-01-07 $4.04 $4.38 52.1% 13.5% 41.7% 52.4% 0.0% 19.1% 2.5% 6.1K -53.6K -2.7K 0.00 123.71 0 0 8,336 2,272 2009-01-08 $4.10 $4.38 66.2% 12.4% 40.3% 79.0% 0.0% 13.8% 10.6% 12.5K -112.7K -2.7K 0.00 111.53 0 0 8,336 2,272 2009-01-09 $4.01 $4.38 61.3% 17.5% 41.5% 69.8% 59.7% -1.7% -12.8% 12.5K -113.2K -2.8K 0.00 73.15 80 0 8,336 2,272 2009-01-12 $3.98 $3.75 63.5% 17.4% 38.1% 74.0% 0.0% 6.6% -7.3% -1.5K -30.5K -2.4K 0.00 68.49 4 0 8,380 2,272 2009-01-13 $3.96 $3.75 55.9% 15.8% 35.1% 59.6% 0.0% 12.2% 0.4% -1.9K -12.0K -2.4K 0.00 72.33 0 0 8,384 2,272 2009-01-14 $3.78 $3.75 44.5% 16.0% 37.0% 37.9% 0.0% 1.8% 0.9% -4.0K 74.9K -2.3K 0.00 86.80 0 0 8,384 2,272 2009-01-15 $3.87 $3.75 55.0% 15.8% 36.1% 57.8% 0.0% 8.4% -0.2% -3.8K 50.3K -2.3K 0.00 70.38 0 0 8,384 2,272 2009-01-16 $3.88 $3.75 54.1% 15.5% 36.1% 56.1% 0.0% 3.5% -0.3% -3.3K 40.6K -2.3K 0.00 59.29 0 0 8,384 2,272 2009-01-20 $3.73 $3.75 45.0% 12.9% 38.9% 38.9% 45.0% 8.6% 15.4% 308 -79.3K -2.2K 0.00 99.09 40 0 2,068 1,440 2009-01-21 $3.88 $3.75 49.0% 14.1% 38.0% 46.5% 0.0% 4.9% 4.4% 99 -78.9K -2.2K 0.00 78.98 140 0 2,048 1,440 2009-01-22 $3.83 $3.75 53.7% 15.4% 37.1% 55.4% 0.0% -11.3% 0.2% 856 -103.0K -2.2K 0.00 72.44 0 0 2,188 1,440 2009-01-23 $3.76 $3.75 52.3% 15.0% 37.4% 52.7% 0.0% -3.6% 3.0% 820 -74.6K -2.2K 0.00 87.05 0 0 2,188 1,440 2009-01-26 $3.90 $3.75 48.0% 13.8% 39.0% 44.6% 0.0% -0.3% 4.6% 1.0K -99.8K -2.2K 0.00 67.47 20 0 2,188 1,440 2009-01-27 $3.98 $3.75 51.1% 14.6% 39.0% 50.4% 0.0% 4.4% -1.8% 1.3K -155.3K -2.2K 0.00 62.28 40 0 2,188 1,440 2009-01-28 $4.00 $3.75 52.0% 14.9% 38.5% 52.3% 0.0% 7.2% 0.9% 1.2K -170.0K -2.2K 0.00 32.06 0 0 2,188 1,440 2009-01-29 $3.92 $3.75 52.3% 15.0% 36.4% 52.7% 0.0% 4.2% -1.4% 986 -145.9K -2.1K 0.00 71.85 0 40 2,188 1,440 2009-01-30 $3.83 $3.75 53.8% 15.4% 36.2% 55.6% 0.0% -4.5% -2.3% 656 -126.8K -2.1K 0.00 83.24 0 0 2,188 1,480
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