MANH Options History — September 2009 In September 2009, MANH traded between $4.42 and $5.11. ATM implied volatility averaged 29.3%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 6.6% (HV 20d: 22.7%). Max pain ranged from $4.38 to $4.38. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2009-09-17 : Highest Volume — 800 contracts2009-09-10 : Largest IV spike — 18.5% change2009-09-15 : Highest IV Rank — 23.6%2009-09-08 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.80 $4.42 $5.11 $4.43 $5.05 Max Pain $4.38 $4.38 $4.38 $4.38 $4.38 ATM IV 29.3% 26.3% 34.5% 28.9% 27.0% Expected Move 8.7% 7.5% 10.1% 8.3% 7.7% HV 20d 22.7% 20.1% 25.4% 21.3% 22.1% HV 60d 31.9% 24.7% 33.6% 32.7% 24.7% IV Rank 14.5% 9.3% 23.6% 13.9% 10.6% IV Percentile 13.8% 4.8% 31.7% 9.5% 7.5% Term Structure 6.2% 0.9% 12.0% 7.6% 10.9% VWIV 30.0% 27.6% 33.7% 28.9% 27.6% Skew 25d 5.1% -4.2% 15.1% 3.9% 6.0% Skew 10d 6.9% -5.7% 28.0% 6.3% 9.6% Call IV 25d 25.6% 19.2% 29.9% 26.6% 23.0% Put IV 25d 30.6% 24.0% 37.6% 30.5% 29.0% Bid-Ask Spread % 87.90 38.93 109.55 40.99 109.55 Gamma HHI 0.46 0.38 0.54 0.45 0.50 Net GEX 5.7K -548 10.9K 9.4K 10.9K Net DEX -606.3K -1.5M -215.8K -217.7K -634.3K Net VEX -1.3K -2.4K -617 -2.4K -872 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 89.524 0 800 360 0 Total OI 4,146.857 2,888 5,532 4,720 3,368
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 2009-09-01 $4.43 $4.38 28.9% 8.3% 21.3% 13.9% 28.9% 3.9% 7.6% 9.4K -217.7K -2.4K 0.00 40.99 360 0 2,688 2,032 2009-09-02 $4.42 $4.38 29.8% 8.5% 20.1% 15.4% 0.0% 4.0% 5.6% 8.9K -215.8K -2.4K 0.00 78.08 0 0 2,688 2,032 2009-09-03 $4.50 $4.38 26.3% 7.5% 21.0% 9.3% 0.0% 13.2% 12.0% 9.9K -321.4K -2.3K 0.00 38.93 0 0 2,688 2,032 2009-09-04 $4.57 $4.38 26.5% 9.6% 21.3% 9.6% 33.7% 2.4% 3.9% 9.9K -487.2K -2.1K 0.00 99.89 0 40 2,688 2,032 2009-09-08 $4.53 $4.38 28.1% 10.1% 21.6% 12.5% 0.0% 10.0% 0.9% 9.4K -410.0K -2.0K 0.00 95.63 76 0 2,688 2,064 2009-09-09 $4.66 $4.38 28.3% 9.7% 23.3% 12.8% 0.0% 6.5% 2.0% 2.4K -687.1K -1.6K 0.00 88.34 20 0 2,688 2,064 2009-09-10 $4.63 $4.38 33.5% 9.6% 21.8% 21.9% 0.0% 5.1% 2.9% 3.9K -650.7K -1.7K 0.00 78.33 0 0 2,668 2,064 2009-09-11 $4.63 $4.38 33.3% 9.5% 21.6% 21.5% 0.0% 4.5% 3.0% 4.0K -642.2K -1.7K 0.00 91.57 0 0 2,668 2,064 2009-09-14 $4.59 $4.38 32.8% 9.4% 21.8% 20.7% 0.0% 11.5% 3.4% 3.9K -626.7K -1.6K 0.00 96.23 0 0 2,668 2,064 2009-09-15 $4.64 $4.38 34.5% 9.9% 21.5% 23.6% 0.0% 15.1% 1.6% 562 -699.3K -1.5K 0.00 83.48 0 0 2,668 2,064 2009-09-16 $4.75 $4.38 28.4% 8.1% 22.3% 12.9% 0.0% 3.1% 5.1% -548 -849.2K -1.2K 0.00 81.88 20 0 2,668 2,064 2009-09-17 $4.84 $4.38 28.2% 8.1% 22.8% 12.6% 0.0% -4.2% 5.5% 813 -943.5K -968 0.00 95.68 800 0 2,668 2,064 2009-09-18 $5.01 $4.38 28.7% 8.2% 25.4% 13.6% 0.0% -1.9% 5.3% 1.4K -1.5M -628 0.00 75.56 0 0 3,468 2,064 2009-09-21 $4.97 $4.38 29.9% 8.6% 25.2% 15.6% 0.0% -2.9% 7.2% 2.7K -462.7K -787 0.00 107.16 0 44 1,468 1,420 2009-09-22 $5.09 $4.38 27.8% 8.0% 25.2% 11.9% 0.0% -0.1% 8.5% 5.0K -516.1K -653 0.00 105.37 0 0 1,468 1,464 2009-09-23 $5.11 $4.38 27.6% 7.9% 24.3% 11.5% 27.6% 5.9% 9.5% 5.5K -524.6K -617 0.00 108.12 60 0 1,468 1,464 2009-09-24 $5.11 $4.38 28.6% 8.2% 24.3% 13.3% 0.0% 7.8% 9.1% 5.2K -523.5K -637 0.00 99.95 200 0 1,468 1,464 2009-09-25 $5.08 $4.38 28.6% 8.2% 24.4% 13.4% 0.0% 6.8% 8.0% 7.0K -545.2K -818 0.00 58.51 200 0 1,644 1,464 2009-09-28 $5.10 $4.38 29.3% 8.4% 23.0% 14.6% 0.0% 5.2% 8.4% 10.1K -650.4K -785 0.00 106.56 0 0 1,844 1,464 2009-09-29 $5.05 $4.38 28.5% 8.2% 22.5% 13.2% 0.0% 4.2% 8.9% 9.6K -629.2K -822 0.00 106.06 60 0 1,844 1,464 2009-09-30 $5.05 $4.38 27.0% 7.7% 22.1% 10.6% 0.0% 6.0% 10.9% 10.9K -634.3K -872 0.00 109.55 0 0 1,904 1,464
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