MANH Options History — June 2010

In June 2010, MANH traded between $6.88 and $7.52. ATM implied volatility averaged 30.5%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 6.2% (HV 20d: 36.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 5.11.

Notable Days

  • 2010-06-28: Highest Volume — 1,440 contracts
  • 2010-06-07: Largest IV drop — 20.7% change
  • 2010-06-11: Highest IV Rank — 29.9%
  • 2010-06-11: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.20$6.88$7.52$7.23$6.89
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV30.5%25.7%36.4%36.0%28.4%
Expected Move9.0%7.7%10.4%10.3%8.1%
HV 20d36.7%26.8%44.6%42.8%31.1%
HV 60d39.3%37.9%40.2%37.9%40.2%
IV Rank20.1%12.0%29.9%29.2%16.5%
IV Percentile52.2%18.7%86.5%85.7%36.9%
Term Structure3.9%-6.0%10.4%-1.0%2.9%
VWIV29.5%20.1%35.8%35.8%20.1%
Skew 25d3.5%-11.6%53.0%-6.5%-11.6%
Skew 10d5.7%-14.3%70.4%-8.2%-14.3%
Call IV 25d31.2%23.7%44.2%35.8%32.0%
Put IV 25d34.7%20.4%80.9%29.2%20.4%
Bid-Ask Spread %75.7826.41115.8297.6626.41
Gamma HHI0.350.300.480.340.44
Net GEX-3.7K-16.2K9.1K-4.8K-15.2K
Net DEX-12.1K-235.7K212.1K11.3K158.1K
Net VEX-3.6K-5.2K-3.1K-3.7K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.110.0035.003.7311.00
Total Volume131.09101,44010848
Total OI3,724.5453,2085,5763,3685,576

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-06-01$7.23$7.5036.0%10.3%42.8%29.2%35.8%-6.5%-1.0%-4.8K11.3K-3.7K0.0097.6601081,4681,900
2010-06-02$7.21$7.5030.9%8.9%42.1%20.7%0.0%11.6%0.9%-5.0K44.9K-3.6K0.0091.140161,4681,900
2010-06-03$7.38$7.5034.8%10.0%42.7%27.1%0.0%8.8%-2.9%-3.4K-45.5K-3.6K0.0090.19001,4681,900
2010-06-04$7.13$7.5034.0%9.7%44.3%25.8%0.0%-7.1%6.0%-5.3K46.8K-3.6K0.00100.32001,4681,900
2010-06-07$6.93$7.5026.9%9.5%44.6%14.1%0.0%3.9%1.2%-5.9K115.4K-3.4K0.00107.30001,4681,900
2010-06-08$6.88$7.5025.7%9.3%41.5%12.0%35.0%4.1%6.0%-8.2K212.1K-3.2K3.7384.80441641,4681,900
2010-06-09$6.94$7.5029.7%9.7%41.2%18.6%0.0%3.3%5.2%-8.6K193.2K-3.1K0.0082.717601,4681,996
2010-06-10$7.13$7.5032.2%9.2%40.7%22.8%0.0%3.7%6.6%-6.3K100.5K-3.4K0.0082.78001,5321,996
2010-06-11$7.27$7.5036.4%10.4%41.0%29.9%0.0%-5.2%1.7%-7.2K19.5K-3.4K0.00101.92001,5321,996
2010-06-14$7.24$7.5034.2%9.8%39.9%26.3%0.0%-4.9%2.4%-5.6K27.3K-3.3K0.00115.82401,5321,996
2010-06-15$7.35$7.5031.8%9.1%39.2%22.2%0.0%-4.8%5.4%-8.6K-25.6K-3.2K0.00103.08001,5321,996
2010-06-16$7.31$7.5033.7%9.7%39.2%25.4%0.0%-5.6%5.4%-7.9K6.6K-3.3K0.00100.932801,5321,996
2010-06-17$7.31$7.5031.1%8.9%39.2%21.0%0.0%-6.2%6.3%-6.7K19.0K-3.3K0.0051.97001,5441,996
2010-06-18$7.38$7.5027.8%8.0%29.7%15.6%0.0%-1.6%10.4%-10.1K-21.3K-3.1K0.0032.30001,5441,996
2010-06-21$7.52$7.5026.9%7.7%30.3%14.1%26.9%1.4%1.7%4.5K-206.5K-3.3K0.1637.96376601,4921,716
2010-06-22$7.30$7.5029.5%8.5%32.3%18.3%0.0%-3.4%6.9%5.5K-221.8K-4.0K0.0042.2927201,8681,756
2010-06-23$7.30$7.5027.7%7.9%31.1%15.3%0.0%-2.5%5.5%8.4K-235.7K-4.0K0.0034.24002,1321,756
2010-06-24$7.23$7.5028.5%8.2%30.5%16.7%0.0%3.7%5.8%7.6K-198.2K-3.9K1.1087.2540442,1321,756
2010-06-25$7.30$7.5027.0%7.7%26.8%14.2%0.0%41.3%6.5%8.8K-210.6K-3.8K0.0042.55042,1721,800
2010-06-28$7.29$7.5026.9%7.7%26.8%14.0%0.0%53.0%8.6%9.1K-209.4K-3.9K35.00102.92401,4002,1721,804
2010-06-29$6.99$7.5031.6%9.1%30.7%21.9%0.0%2.2%-6.0%-16.2K153.3K-4.9K0.1450.65140202,2123,204
2010-06-30$6.89$7.5028.4%8.1%31.1%16.5%20.1%-11.6%2.9%-15.2K158.1K-5.2K11.0026.414442,3523,224