MANH Options History — August 2009 In August 2009, MANH traded between $4.42 and $4.76. ATM implied volatility averaged 28.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 3.2% (HV 20d: 25.6%). Max pain ranged from $3.75 to $4.38. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days.
Notable Days 2009-08-13 : Highest Volume — 448 contracts2009-08-13 : Largest IV spike — 48.6% change2009-08-13 : Highest IV Rank — 20.8%2009-08-13 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.56 $4.42 $4.76 $4.55 $4.46 Max Pain $4.26 $3.75 $4.38 $3.75 $4.38 ATM IV 28.8% 22.1% 32.9% 32.1% 31.5% Expected Move 8.5% 6.5% 9.4% 9.2% 9.0% HV 20d 25.6% 21.2% 30.0% 30.0% 21.2% HV 60d 35.5% 32.5% 38.1% 38.0% 32.8% IV Rank 13.7% 2.1% 20.8% 19.4% 18.4% IV Percentile 10.6% 1.2% 24.6% 19.4% 19.0% Term Structure 5.7% 1.8% 12.0% 2.6% 2.0% VWIV 33.4% 33.1% 33.7% 33.1% 33.7% Skew 25d 9.3% -5.0% 17.1% 7.4% 17.1% Skew 10d 12.6% -5.2% 32.0% 13.3% 32.0% Call IV 25d 22.3% 16.0% 29.0% 25.3% 26.5% Put IV 25d 31.5% 20.9% 43.6% 32.7% 43.6% Bid-Ask Spread % 99.98 56.23 122.12 107.14 74.54 Gamma HHI 0.49 0.37 0.67 0.59 0.37 Net GEX 13.8K 6.6K 22.7K 21.0K 7.0K Net DEX -517.6K -835.5K -246.3K -564.7K -246.3K Net VEX -2.7K -3.0K -2.2K -2.9K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 68.952 0 448 0 0 Total OI 4,757.333 4,360 5,228 4,360 4,720
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 2009-08-03 $4.55 $3.75 32.1% 9.2% 30.0% 19.4% 0.0% 7.4% 2.6% 21.0K -564.7K -2.9K 0.00 107.14 0 0 3,068 1,292 2009-08-04 $4.53 $3.75 31.5% 9.0% 29.2% 18.4% 0.0% 8.2% 2.3% 21.3K -548.3K -2.9K 0.00 88.03 0 0 3,068 1,292 2009-08-05 $4.44 $3.75 29.7% 8.5% 29.7% 15.2% 0.0% 8.8% 3.5% 22.7K -436.5K -2.8K 0.00 65.00 0 100 3,068 1,292 2009-08-06 $4.42 $3.75 28.5% 8.2% 29.1% 13.3% 0.0% 8.7% 4.2% 22.1K -392.5K -2.9K 0.00 56.23 0 200 3,068 1,392 2009-08-07 $4.48 $4.38 30.6% 9.1% 29.1% 16.9% 0.0% -0.3% 3.4% 20.6K -469.9K -3.0K 0.00 79.06 0 0 3,068 1,536 2009-08-10 $4.49 $4.38 29.6% 9.3% 28.6% 15.1% 0.0% 8.5% 2.5% 21.2K -464.3K -2.9K 0.00 106.22 0 100 3,068 1,536 2009-08-11 $4.44 $4.38 29.4% 9.3% 29.2% 14.7% 0.0% 6.1% 4.0% 19.2K -380.0K -2.9K 0.00 110.59 0 200 3,068 1,636 2009-08-12 $4.55 $4.38 22.1% 8.6% 27.4% 2.1% 0.0% 10.5% 5.3% 17.9K -566.6K -2.8K 0.00 112.91 0 0 3,068 1,716 2009-08-13 $4.59 $4.38 32.9% 9.4% 27.4% 20.8% 33.1% 13.3% 1.8% 16.1K -586.7K -2.8K 0.00 104.54 0 448 3,068 1,716 2009-08-14 $4.58 $4.38 30.5% 8.8% 25.3% 16.7% 0.0% 15.4% 4.6% 9.6K -516.0K -3.0K 0.00 121.81 0 0 3,068 2,160 2009-08-17 $4.52 $4.38 31.4% 9.0% 25.6% 18.3% 0.0% 8.4% 3.4% 11.2K -436.7K -2.9K 0.00 116.28 0 0 3,068 2,160 2009-08-18 $4.59 $4.38 31.8% 9.1% 25.9% 18.9% 33.7% 13.4% 5.6% 9.6K -541.4K -2.8K 0.00 101.62 0 300 3,068 2,160 2009-08-19 $4.66 $4.38 27.6% 7.9% 24.0% 11.7% 0.0% 13.4% 11.8% 10.6K -649.8K -2.6K 0.00 115.83 0 0 3,068 2,076 2009-08-20 $4.69 $4.38 27.7% 7.9% 21.6% 11.7% 0.0% 11.4% 10.0% 11.0K -691.8K -2.4K 0.00 110.99 0 0 3,032 2,076 2009-08-21 $4.76 $4.38 22.6% 6.5% 21.9% 2.8% 0.0% -5.0% 5.3% 9.2K -835.5K -2.2K 0.00 122.12 0 0 3,032 2,076 2009-08-24 $4.67 $4.38 26.7% 7.6% 23.1% 10.0% 0.0% 10.5% 12.0% 6.6K -612.3K -2.3K 0.00 103.16 0 0 2,688 1,936 2009-08-25 $4.61 $4.38 26.4% 7.6% 23.3% 9.5% 0.0% 10.7% 10.5% 7.3K -509.2K -2.4K 0.00 109.74 0 0 2,688 1,936 2009-08-26 $4.62 $4.38 25.8% 7.4% 23.1% 8.4% 0.0% 12.5% 11.7% 7.5K -524.7K -2.3K 0.00 87.78 0 0 2,688 1,936 2009-08-27 $4.60 $4.38 27.0% 7.7% 21.2% 10.5% 0.0% 9.5% 10.6% 9.2K -492.2K -2.4K 0.00 103.37 0 0 2,688 1,936 2009-08-28 $4.53 $4.38 29.7% 8.5% 21.4% 15.2% 0.0% 6.3% 3.6% 8.2K -403.1K -2.4K 0.00 102.55 0 100 2,688 1,936 2009-08-31 $4.46 $4.38 31.5% 9.0% 21.2% 18.4% 0.0% 17.1% 2.0% 7.0K -246.3K -2.4K 0.00 74.54 0 0 2,688 2,032
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