MANH Options History — May 2011 In May 2011, MANH traded between $8.75 and $9.21. ATM implied volatility averaged 59.5%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 33.1% (HV 20d: 26.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2011-05-31 : Highest Volume — 40 contracts2011-05-10 : Largest IV spike — 83.9% change2011-05-04 : Highest IV Rank — 62.2%2011-05-04 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.95 $8.75 $9.21 $9.01 $8.99 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 59.5% 33.7% 77.6% 59.3% 76.3% Expected Move 16.8% 12.4% 22.3% 17.0% 21.9% HV 20d 26.4% 17.9% 35.2% 33.0% 18.5% HV 60d 27.1% 26.2% 27.9% 27.2% 26.3% IV Rank 43.6% 17.2% 62.2% 43.4% 60.8% IV Percentile 77.3% 41.7% 94.8% 80.6% 92.9% Term Structure -13.2% -28.3% 10.7% -12.6% -26.6% VWIV 59.2% 59.2% 59.2% 59.2% 59.2% Skew 25d 3.3% -27.8% 54.1% 3.4% -27.8% Skew 10d 13.9% -34.3% 61.6% 12.6% 2.2% Call IV 25d 74.5% 27.8% 104.2% 63.3% 102.4% Put IV 25d 77.8% 50.1% 110.9% 66.6% 74.7% Bid-Ask Spread % 131.27 123.22 134.10 131.53 132.64 Gamma HHI 0.37 0.28 0.55 0.32 0.41 Net GEX 4.7K 2.0K 9.7K 3.7K 5.4K Net DEX -187.0K -232.9K -147.0K -187.5K -189.6K Net VEX -966 -1.3K -709 -1.1K -733 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.286 0 40 0 40 Total OI 1,243.429 1,212 1,256 1,256 1,212
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 2011-05-02 $9.01 $7.50 59.3% 17.0% 33.0% 43.4% 0.0% 3.4% -12.6% 3.7K -187.5K -1.1K 0.00 131.53 0 0 432 824 2011-05-03 $8.96 $7.50 75.0% 21.5% 33.2% 59.5% 59.2% 8.3% -25.6% 3.9K -186.5K -1.2K 0.00 131.79 0 8 432 824 2011-05-04 $8.87 $7.50 77.6% 22.3% 33.5% 62.2% 0.0% 6.7% -28.3% 3.0K -172.3K -1.2K 0.00 130.65 0 0 432 824 2011-05-05 $8.78 $7.50 55.6% 15.9% 33.7% 39.6% 0.0% 3.7% -4.1% 3.1K -153.6K -1.2K 0.00 129.22 0 0 432 824 2011-05-06 $8.84 $0.00 33.7% 13.7% 33.7% 17.2% 0.0% 3.6% -5.2% 3.5K -147.0K -1.3K 0.00 123.22 0 0 432 824 2011-05-09 $9.08 $0.00 36.7% 12.4% 34.8% 20.3% 0.0% 10.0% -5.8% 5.0K -206.7K -908 0.00 127.69 0 0 432 824 2011-05-10 $9.19 $0.00 67.5% 14.6% 34.8% 51.8% 0.0% 3.3% -0.7% 5.1K -216.0K -918 0.00 132.08 0 0 432 824 2011-05-11 $9.11 $0.00 70.1% 13.0% 35.1% 54.4% 0.0% 6.1% 0.6% 4.5K -194.2K -1.1K 0.00 129.52 0 0 432 824 2011-05-12 $9.21 $0.00 46.5% 13.3% 35.2% 30.3% 0.0% 3.5% 10.7% 5.5K -230.4K -841 0.00 129.78 0 0 432 824 2011-05-13 $9.12 $0.00 54.5% 15.6% 35.1% 38.5% 0.0% -21.6% -12.9% 6.0K -232.9K -875 0.00 128.06 0 0 432 824 2011-05-16 $8.94 $0.00 55.5% 15.9% 22.8% 39.5% 0.0% 3.4% -10.8% 4.6K -198.3K -949 0.00 132.35 0 0 432 824 2011-05-17 $8.90 $0.00 65.1% 18.7% 19.7% 49.4% 0.0% 3.8% -20.4% 6.7K -188.5K -907 0.00 128.98 0 0 432 824 2011-05-18 $8.99 $0.00 57.0% 16.3% 20.1% 41.0% 0.0% 3.6% -10.8% 5.3K -209.8K -912 0.00 133.78 0 0 432 824 2011-05-19 $8.97 $0.00 58.0% 16.6% 20.1% 42.1% 0.0% 3.7% -12.1% 6.8K -209.0K -927 0.00 133.41 0 0 432 824 2011-05-20 $8.89 $0.00 59.6% 17.1% 19.9% 43.7% 0.0% 54.1% -15.5% 9.7K -205.7K -848 0.00 132.77 0 0 432 824 2011-05-23 $8.77 $0.00 63.3% 18.1% 18.1% 47.5% 0.0% 4.0% -19.2% 2.9K -149.9K -904 0.00 133.92 0 0 388 824 2011-05-24 $8.75 $0.00 64.6% 18.5% 18.1% 48.8% 0.0% 4.6% -21.2% 3.0K -150.2K -953 0.00 133.78 0 0 388 824 2011-05-25 $8.84 $0.00 52.2% 15.0% 18.4% 36.1% 0.0% -5.2% -14.2% 2.0K -148.4K -870 0.00 133.95 0 0 388 824 2011-05-26 $8.85 $0.00 52.5% 15.1% 18.3% 36.5% 0.0% -4.3% -19.2% 3.4K -159.0K -922 0.00 134.10 0 0 388 824 2011-05-27 $8.88 $0.00 68.5% 19.6% 17.9% 52.8% 0.0% 2.6% -22.6% 5.5K -192.0K -709 0.00 133.42 0 0 388 824 2011-05-31 $8.99 $0.00 76.3% 21.9% 18.5% 60.8% 0.0% -27.8% -26.6% 5.4K -189.6K -733 0.00 132.64 0 40 388 824
« Apr 2011 | All History | Jun 2011 » Home MANH History May 2011