MANH Options History — January 2011 In January 2011, MANH traded between $7.34 and $7.74. ATM implied volatility averaged 50.4%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 33.4% (HV 20d: 17.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2011-01-18 : Highest Volume — 40 contracts2011-01-12 : Largest IV spike — 251.5% change2011-01-12 : Highest IV Rank — 100.0%2011-01-06 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.55 $7.34 $7.74 $7.74 $7.38 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 50.4% 31.8% 111.9% 55.3% 46.5% Expected Move 13.2% 9.2% 20.8% 15.9% 13.3% HV 20d 17.0% 14.2% 21.2% 15.9% 20.6% HV 60d 17.6% 16.1% 18.9% 18.4% 17.9% IV Rank 36.0% 16.0% 100.0% 42.6% 31.2% IV Percentile 83.3% 52.4% 100.0% 94.4% 84.1% Term Structure -6.3% -52.8% 22.0% -46.9% 22.0% Skew 25d -0.5% -49.3% 41.7% -25.2% 41.7% Skew 10d 5.7% -49.8% 60.7% -20.0% 60.7% Call IV 25d 55.6% 24.8% 90.3% 61.9% 44.6% Put IV 25d 55.2% 31.4% 86.3% 36.8% 86.3% Bid-Ask Spread % 142.95 132.38 149.04 139.47 147.95 Gamma HHI 0.45 0.25 0.64 0.47 0.28 Net GEX -7.1K -14.9K -196 -7.0K -1.1K Net DEX -84.7K -151.7K -24.9K -151.7K -25.9K Net VEX -903 -1.2K -594 -1.1K -754 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 2.8 0 40 0 0 Total OI 1,417.2 700 1,756 1,716 700
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 2011-01-03 $7.74 $7.50 55.3% 15.9% 15.9% 42.6% 0.0% -25.2% -46.9% -7.0K -151.7K -1.1K 0.00 139.47 0 0 708 1,008 2011-01-04 $7.61 $7.50 57.7% 16.5% 16.9% 45.2% 0.0% -34.5% -52.8% -9.8K -112.6K -1.1K 0.00 135.44 0 0 708 1,008 2011-01-05 $7.71 $7.50 59.3% 17.0% 17.7% 47.0% 0.0% -49.3% -52.5% -8.1K -141.4K -1.0K 0.00 136.71 0 0 708 1,008 2011-01-06 $7.66 $7.50 72.5% 20.8% 17.7% 61.7% 0.0% -22.1% -30.8% -3.7K -91.2K -1.2K 0.00 136.23 0 0 708 1,008 2011-01-07 $7.59 $0.00 52.6% 10.8% 17.9% 39.6% 0.0% 6.5% 1.2% -6.7K -146.3K -1.1K 0.00 133.76 0 0 708 1,008 2011-01-10 $7.57 $0.00 36.8% 9.3% 17.0% 22.0% 0.0% 6.6% 14.1% -11.2K -91.6K -1.0K 0.00 139.91 0 0 708 1,008 2011-01-11 $7.51 $0.00 31.8% 9.8% 16.9% 16.6% 0.0% 6.9% 5.7% -13.1K -75.0K -972 0.00 141.93 0 0 708 1,008 2011-01-12 $7.61 $0.00 111.9% 10.7% 17.3% 100.0% 0.0% 2.0% 6.4% -2.2K -94.2K -1.1K 0.00 147.53 0 0 708 1,008 2011-01-13 $7.59 $0.00 36.2% 10.4% 17.2% 20.3% 0.0% 4.8% 5.7% -10.4K -102.1K -950 0.00 148.24 0 0 708 1,008 2011-01-14 $7.58 $0.00 32.1% 9.2% 16.6% 16.0% 0.0% 27.4% 4.9% -13.0K -105.6K -932 0.00 147.91 8 0 708 1,008 2011-01-18 $7.56 $0.00 40.8% 11.7% 16.6% 25.2% 0.0% -7.4% 3.4% -12.2K -125.5K -880 0.00 148.19 0 40 708 1,008 2011-01-19 $7.54 $0.00 50.4% 14.4% 15.9% 35.3% 0.0% 3.0% -10.7% -14.9K -81.2K -861 0.00 132.38 0 0 708 1,048 2011-01-20 $7.53 $0.00 42.3% 12.1% 14.3% 26.7% 0.0% 2.3% -1.4% -13.4K -79.1K -853 0.00 147.16 0 0 708 1,048 2011-01-21 $7.49 $0.00 43.9% 12.6% 14.3% 28.4% 0.0% 18.5% -1.1% -11.3K -60.4K -825 0.00 148.26 0 0 708 1,048 2011-01-24 $7.52 $0.00 51.6% 14.8% 14.2% 36.6% 0.0% 9.8% -16.1% -326 -55.8K -642 0.00 136.72 0 0 208 492 2011-01-25 $7.34 $0.00 46.7% 13.4% 16.0% 31.4% 0.0% -0.5% 0.4% -775 -34.3K -716 0.00 148.76 0 8 208 492 2011-01-26 $7.34 $0.00 47.7% 13.7% 16.0% 32.4% 0.0% 0.5% 5.0% -1.0K -24.9K -737 0.00 149.04 0 0 208 492 2011-01-27 $7.59 $0.00 49.4% 14.2% 20.7% 34.2% 0.0% -11.4% 5.5% -1.4K -44.8K -636 0.00 145.53 0 0 208 492 2011-01-28 $7.49 $0.00 43.5% 12.5% 21.2% 28.0% 0.0% 11.0% 12.4% -196 -49.7K -594 0.00 147.83 0 0 208 492 2011-01-31 $7.38 $0.00 46.5% 13.3% 20.6% 31.2% 0.0% 41.7% 22.0% -1.1K -25.9K -754 0.00 147.95 0 0 208 492
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