MANH Options History — May 2009 In May 2009, MANH traded between $4.04 and $4.59. ATM implied volatility averaged 35.4%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 1.3% (HV 20d: 34.0%). Max pain ranged from $3.75 to $3.75. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.02.
Notable Days 2009-05-12 : Highest Volume — 1,640 contracts2009-05-12 : Largest IV spike — 55.5% change2009-05-13 : Highest IV Rank — 65.6%2009-05-13 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.28 $4.04 $4.59 $4.17 $4.40 Max Pain $3.75 $3.75 $3.75 $3.75 $3.75 ATM IV 35.4% 26.3% 59.1% 35.2% 34.1% Expected Move 9.9% 9.2% 11.2% 10.1% 9.8% HV 20d 34.0% 26.3% 39.2% 39.2% 37.1% HV 60d 49.3% 48.5% 50.3% 49.4% 50.1% IV Rank 19.1% 3.6% 65.6% 20.4% 15.3% IV Percentile 23.2% 0.8% 84.9% 25.0% 21.8% Term Structure 0.3% -1.5% 2.0% 1.3% -0.8% VWIV 26.1% 24.8% 27.4% 27.4% 24.8% Skew 25d 6.2% -7.0% 17.9% -7.0% 3.4% Skew 10d 11.5% -7.9% 42.4% -7.9% 5.0% Call IV 25d 29.2% 22.1% 35.3% 35.3% 29.4% Put IV 25d 35.4% 26.9% 41.6% 28.4% 32.8% Bid-Ask Spread % 69.77 26.73 90.11 26.73 78.91 Gamma HHI 0.33 0.29 0.50 0.32 0.33 Net GEX 2.4K -2.5K 6.1K 2.2K 1.5K Net DEX 1.3K -119.5K 80.4K 44.3K -22.0K Net VEX -1.9K -2.0K -1.8K -1.9K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.08 0.00 0.00 Total Volume 113 0 1,640 72 304 Total OI 3,252.6 2,884 4,084 2,884 3,332
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 2009-05-01 $4.17 $3.75 35.2% 10.1% 39.2% 20.4% 27.4% -7.0% 1.3% 2.2K 44.3K -1.9K 0.00 26.73 72 0 1,464 1,420 2009-05-04 $4.24 $3.75 38.5% 10.6% 38.1% 26.6% 0.0% 12.8% -1.0% 3.8K -553 -1.9K 0.00 80.02 0 0 1,500 1,420 2009-05-05 $4.26 $3.75 37.1% 10.2% 34.9% 24.1% 0.0% 13.2% 0.1% 4.4K -9.7K -1.9K 0.00 69.97 0 0 1,500 1,420 2009-05-06 $4.25 $3.75 35.3% 10.3% 33.2% 20.7% 0.0% 10.6% 0.8% 4.6K -3.0K -1.9K 0.00 53.29 0 0 1,500 1,420 2009-05-07 $4.21 $3.75 37.4% 10.0% 34.0% 24.5% 0.0% 13.3% 1.3% 4.0K 7.8K -1.9K 0.00 30.77 28 0 1,500 1,420 2009-05-08 $4.16 $3.75 29.6% 10.1% 34.0% 9.8% 0.0% 7.2% -1.1% 2.4K 52.5K -1.8K 0.00 54.15 0 80 1,520 1,420 2009-05-11 $4.21 $3.75 26.3% 10.1% 33.4% 3.6% 0.0% 8.9% 0.1% 4.7K 17.7K -1.9K 0.00 70.58 0 0 1,520 1,500 2009-05-12 $4.17 $3.75 40.9% 10.1% 33.7% 31.2% 24.8% 6.8% 0.0% 2.7K 43.6K -1.8K 0.08 75.57 1,520 120 1,520 1,500 2009-05-13 $4.04 $3.75 59.1% 11.2% 36.1% 65.6% 0.0% 4.3% -1.5% -2.5K 80.4K -1.9K 0.00 90.11 0 0 2,464 1,620 2009-05-14 $4.20 $3.75 34.7% 10.0% 35.3% 19.5% 0.0% 8.4% 0.3% 3.7K -647 -2.0K 0.00 70.63 0 0 2,212 1,620 2009-05-15 $4.21 $3.75 34.8% 10.0% 34.8% 16.6% 0.0% -3.3% -0.2% 4.6K 9.0K -2.0K 0.00 83.69 0 0 2,184 1,620 2009-05-18 $4.35 $3.75 33.1% 9.5% 34.2% 13.4% 0.0% 11.0% 2.0% -186 -6.7K -1.9K 0.00 77.59 96 0 1,776 1,516 2009-05-19 $4.37 $3.75 32.6% 9.3% 34.2% 12.3% 0.0% 6.3% 1.5% 1.5K -28.2K -1.9K 0.00 85.31 0 0 1,776 1,516 2009-05-20 $4.29 $3.75 33.0% 9.4% 27.4% 13.0% 0.0% 0.4% 0.0% -57 8.6K -1.9K 0.00 73.90 0 0 1,776 1,516 2009-05-21 $4.32 $3.75 32.8% 9.4% 26.7% 12.7% 0.0% 1.5% 0.6% -110 9.9K -1.9K 0.00 76.32 0 0 1,776 1,516 2009-05-22 $4.31 $3.75 32.9% 9.4% 26.3% 13.0% 0.0% 1.8% 1.1% 492 -5.3K -1.9K 0.00 75.20 0 40 1,776 1,516 2009-05-26 $4.59 $3.75 34.2% 9.8% 33.3% 15.5% 0.0% 17.9% -0.4% 6.1K -119.5K -1.9K 0.00 73.64 0 0 1,776 1,556 2009-05-27 $4.38 $3.75 33.3% 9.5% 37.4% 13.7% 0.0% 3.6% 1.0% 1.7K -31.1K -1.9K 0.00 75.18 0 0 1,776 1,556 2009-05-28 $4.39 $3.75 31.9% 9.2% 37.1% 11.0% 0.0% 3.1% 1.4% 1.6K -20.6K -1.8K 0.00 73.79 0 0 1,776 1,556 2009-05-29 $4.40 $3.75 34.1% 9.8% 37.1% 15.3% 0.0% 3.4% -0.8% 1.5K -22.0K -1.8K 0.00 78.91 0 304 1,776 1,556
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