MANH Options History — September 2011 In September 2011, MANH traded between $8.27 and $9.18. ATM implied volatility averaged 60.7%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 15.6% (HV 20d: 45.0%). Max pain ranged from $6.25 to $8.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2011-09-08 : Highest Volume — 40 contracts2011-09-07 : Largest IV spike — 93.2% change2011-09-13 : Highest IV Rank — 65.7%2011-09-30 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.67 $8.27 $9.18 $8.85 $8.27 Max Pain $6.49 $6.25 $8.75 $8.75 $6.25 ATM IV 60.7% 33.6% 89.5% 36.0% 69.8% Expected Move 15.6% 8.6% 20.0% 10.3% 20.0% HV 20d 45.0% 36.3% 61.0% 59.6% 41.5% HV 60d 45.0% 42.9% 47.5% 42.9% 47.5% IV Rank 39.2% 15.2% 65.7% 17.3% 47.5% IV Percentile 64.3% 17.1% 94.4% 21.4% 82.1% Term Structure -13.7% -34.4% 12.8% 9.8% -28.5% Skew 25d 6.2% -37.4% 38.9% 4.8% 0.0% Skew 10d 18.1% -35.9% 63.6% 8.4% 7.2% Call IV 25d 53.1% 29.0% 94.6% 34.0% 76.5% Put IV 25d 59.3% 34.6% 97.1% 38.7% 76.5% Bid-Ask Spread % 126.44 105.26 132.84 111.73 130.83 Gamma HHI 0.62 0.53 0.76 0.59 0.56 Net GEX 7.9K 5.4K 11.4K 7.9K 6.0K Net DEX -131.6K -243.2K -55.0K -178.2K -75.3K Net VEX -1.7K -2.0K -1.5K -2.0K -1.5K 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 3.81 0 40 0 0 Total OI 1,490.095 1,452 1,572 1,492 1,452
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 2011-09-01 $8.85 $8.75 36.0% 10.3% 59.6% 17.3% 0.0% 4.8% 9.8% 7.9K -178.2K -2.0K 0.00 111.73 0 0 844 648 2011-09-02 $8.49 $8.75 33.6% 9.6% 61.0% 15.2% 0.0% -3.4% 12.8% 6.1K -146.1K -2.0K 0.00 110.77 0 0 844 648 2011-09-06 $8.44 $6.25 36.0% 11.5% 54.2% 16.4% 0.0% 4.2% 0.6% 5.4K -55.0K -1.5K 0.00 105.26 0 0 844 648 2011-09-07 $8.70 $6.25 69.5% 15.9% 51.8% 47.2% 0.0% 21.8% -16.5% 7.6K -134.2K -1.9K 0.00 126.72 0 0 844 648 2011-09-08 $8.52 $6.25 45.8% 8.6% 49.8% 25.4% 0.0% 23.4% 5.0% 6.4K -93.5K -1.7K 0.00 130.95 40 0 844 648 2011-09-09 $8.42 $6.25 70.7% 14.4% 47.5% 48.3% 0.0% 16.0% -16.6% 6.4K -83.3K -1.7K 0.00 129.10 0 0 884 648 2011-09-12 $8.58 $6.25 82.1% 16.9% 47.9% 58.8% 0.0% 24.4% -17.3% 6.8K -110.4K -1.7K 0.00 119.82 0 0 884 648 2011-09-13 $8.83 $6.25 89.5% 17.0% 48.1% 65.7% 0.0% 37.6% -15.0% 8.9K -170.3K -1.8K 0.00 125.62 0 40 884 648 2011-09-14 $8.95 $6.25 75.0% 12.6% 47.7% 52.3% 0.0% 21.7% -4.4% 10.0K -168.6K -1.9K 0.00 129.63 0 0 884 688 2011-09-15 $9.18 $6.25 53.6% 15.4% 48.4% 32.7% 0.0% 24.7% -9.8% 11.1K -207.0K -1.9K 0.00 131.09 0 0 884 688 2011-09-16 $9.03 $6.25 57.3% 16.4% 40.4% 36.0% 0.0% 31.7% -18.7% 11.4K -243.2K -1.9K 0.00 129.38 0 0 884 688 2011-09-19 $8.98 $6.25 55.6% 15.9% 39.4% 34.5% 0.0% 38.9% -17.5% 9.1K -162.9K -1.8K 0.00 132.84 0 0 804 648 2011-09-20 $8.74 $6.25 60.6% 17.4% 40.6% 39.1% 0.0% 12.2% -21.2% 8.2K -156.2K -1.8K 0.00 129.54 0 0 804 648 2011-09-21 $8.55 $6.25 58.8% 16.9% 37.2% 37.4% 0.0% -37.4% -17.3% 7.9K -123.9K -1.7K 0.00 131.27 0 0 804 648 2011-09-22 $8.31 $6.25 63.6% 18.2% 38.4% 41.8% 0.0% -31.1% -9.0% 6.2K -100.8K -1.7K 0.00 132.05 0 0 804 648 2011-09-23 $8.56 $6.25 65.5% 18.8% 38.8% 43.6% 0.0% 8.9% -25.9% 7.0K -105.1K -1.6K 0.00 123.72 0 0 804 648 2011-09-26 $8.81 $6.25 63.1% 18.1% 36.8% 41.3% 0.0% -22.7% -19.1% 8.7K -123.7K -1.6K 0.00 132.41 0 0 804 648 2011-09-27 $8.88 $6.25 64.0% 18.3% 36.3% 42.2% 0.0% -21.0% -21.3% 9.3K -142.7K -1.6K 0.00 132.71 0 0 804 648 2011-09-28 $8.43 $6.25 56.6% 16.2% 40.6% 35.4% 0.0% -26.6% -34.4% 7.5K -96.2K -1.5K 0.00 127.68 0 0 804 648 2011-09-29 $8.53 $6.25 68.0% 19.5% 40.2% 45.8% 0.0% 2.5% -24.4% 6.8K -87.2K -1.5K 0.00 132.21 0 0 804 648 2011-09-30 $8.27 $6.25 69.8% 20.0% 41.5% 47.5% 0.0% 0.0% -28.5% 6.0K -75.3K -1.5K 0.00 130.83 0 0 804 648
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