MANH Options History — April 2011 In April 2011, MANH traded between $8.30 and $9.29. ATM implied volatility averaged 62.6%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 36.1% (HV 20d: 26.5%). Max pain ranged from $6.25 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2011-04-15 : Highest Volume — 104 contracts2011-04-08 : Largest IV spike — 44.8% change2011-04-13 : Highest IV Rank — 78.6%2011-04-29 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.69 $8.30 $9.29 $8.31 $9.04 Max Pain $7.44 $6.25 $7.50 $6.25 $7.50 ATM IV 62.6% 41.3% 93.6% 51.8% 67.4% Expected Move 15.6% 10.2% 19.3% 14.8% 19.3% HV 20d 26.5% 14.7% 33.4% 26.2% 33.2% HV 60d 25.7% 23.0% 28.8% 23.3% 27.6% IV Rank 46.8% 25.0% 78.6% 35.7% 51.7% IV Percentile 84.6% 63.5% 98.0% 79.4% 89.3% Term Structure -9.8% -23.3% 14.1% 0.3% -18.9% VWIV 60.3% 60.3% 60.3% 60.3% 60.3% Skew 25d 17.8% 0.7% 54.7% 22.1% 19.7% Skew 10d 25.7% 1.9% 37.4% 29.9% 33.1% Call IV 25d 53.0% 18.9% 87.8% 33.5% 65.8% Put IV 25d 70.8% 41.8% 93.2% 55.5% 85.5% Bid-Ask Spread % 126.30 91.95 140.66 140.66 131.87 Gamma HHI 0.42 0.25 0.80 0.48 0.36 Net GEX 8.0K 1.4K 39.4K 8.6K 4.4K Net DEX -220.8K -555.3K -130.4K -242.7K -193.3K Net VEX -1.5K -1.8K -1.1K -1.8K -1.1K 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 7.4 0 104 4 0 Total OI 1,589 1,216 1,880 1,876 1,256
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 2011-04-01 $8.31 $6.25 51.8% 14.8% 26.2% 35.7% 0.0% 22.1% 0.3% 8.6K -242.7K -1.8K 0.00 140.66 0 4 812 1,064 2011-04-04 $8.36 $7.50 63.0% 14.2% 25.8% 47.2% 0.0% 7.5% -8.5% 9.7K -245.9K -1.7K 0.00 91.95 0 0 812 1,068 2011-04-05 $8.36 $7.50 59.6% 14.3% 25.6% 43.7% 0.0% 15.5% -18.6% 9.7K -251.5K -1.7K 0.00 128.93 0 0 812 1,068 2011-04-06 $8.30 $7.50 62.3% 12.7% 25.7% 46.4% 0.0% 21.6% 2.9% 10.0K -222.7K -1.8K 0.00 113.53 0 0 812 1,068 2011-04-07 $8.31 $7.50 41.3% 17.0% 22.5% 25.0% 0.0% 38.0% -23.3% 11.9K -223.4K -1.7K 0.00 125.18 0 0 812 1,068 2011-04-08 $8.32 $7.50 59.8% 10.9% 18.4% 43.9% 0.0% 20.1% 13.2% 10.1K -223.4K -1.8K 0.00 126.71 0 0 812 1,068 2011-04-11 $8.41 $7.50 73.8% 12.1% 18.3% 58.3% 0.0% 21.6% 8.9% 10.9K -245.1K -1.8K 0.00 119.48 0 0 812 1,068 2011-04-12 $8.42 $7.50 84.8% 16.0% 16.9% 69.5% 0.0% 40.2% -18.8% 11.3K -258.0K -1.7K 0.00 126.71 0 0 812 1,068 2011-04-13 $8.44 $7.50 93.6% 10.2% 14.7% 78.6% 0.0% 14.1% 14.1% 11.8K -257.8K -1.6K 0.00 125.19 0 0 812 1,068 2011-04-14 $8.61 $7.50 52.8% 15.2% 14.7% 36.8% 0.0% 37.0% -8.0% 39.4K -237.2K -1.6K 0.00 125.22 0 0 812 1,068 2011-04-15 $9.29 $7.50 58.5% 16.8% 28.4% 42.6% 0.0% 54.7% -14.5% 2.0K -555.3K -1.1K 0.00 120.02 104 0 812 1,068 2011-04-18 $8.99 $7.50 50.5% 14.5% 31.6% 34.4% 0.0% 0.7% -12.8% 2.2K -151.9K -1.3K 0.00 127.90 0 0 392 824 2011-04-19 $8.99 $7.50 59.0% 16.9% 31.6% 43.1% 0.0% 6.8% -17.1% 1.4K -130.4K -1.5K 0.00 126.74 0 0 392 824 2011-04-20 $8.99 $7.50 57.0% 16.3% 31.7% 41.1% 0.0% 7.2% -12.4% 2.5K -154.9K -1.3K 0.00 132.11 0 0 392 824 2011-04-21 $9.09 $7.50 57.5% 16.5% 31.5% 41.5% 0.0% 8.8% -9.9% 2.7K -167.9K -1.2K 0.00 132.98 0 0 392 824 2011-04-25 $8.85 $7.50 62.9% 18.0% 33.4% 47.1% 60.3% 5.1% -17.5% 2.0K -139.1K -1.3K 0.00 133.21 40 0 392 824 2011-04-26 $8.86 $7.50 64.8% 18.6% 33.3% 49.0% 0.0% 5.7% -15.2% 2.8K -162.4K -1.3K 0.00 132.94 0 0 432 824 2011-04-27 $8.91 $7.50 65.1% 18.7% 33.3% 49.4% 0.0% 6.6% -19.4% 3.2K -170.1K -1.3K 0.00 132.35 0 0 432 824 2011-04-28 $8.94 $7.50 66.4% 19.0% 33.1% 50.7% 0.0% 2.2% -20.1% 4.4K -182.3K -1.1K 0.00 132.40 0 0 432 824 2011-04-29 $9.04 $7.50 67.4% 19.3% 33.2% 51.7% 0.0% 19.7% -18.9% 4.4K -193.3K -1.1K 0.00 131.87 0 0 432 824
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