MANH Options History — June 2017

In June 2017, MANH traded between $45.90 and $48.37. ATM implied volatility averaged 30.7%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 12.4% (HV 20d: 18.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.74.

Notable Days

  • 2017-06-30: Highest Volume — 1,236 contracts
  • 2017-06-05: Largest IV spike — 54.4% change
  • 2017-06-13: Highest IV Rank — 60.8%
  • 2017-06-27: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.26$45.90$48.37$47.68$48.03
Max Pain$48.18$45.00$50.00$50.00$50.00
ATM IV30.7%18.6%41.1%19.6%35.3%
Expected Move9.0%5.3%10.3%5.6%10.1%
HV 20d18.3%15.4%21.0%19.2%20.1%
HV 60d28.3%27.5%29.1%29.0%27.5%
IV Rank32.7%0.0%60.8%0.0%45.1%
IV Percentile52.1%0.0%92.1%0.0%74.2%
Term Structure-0.3%-3.1%6.7%4.7%-1.4%
VWIV31.1%20.0%37.7%21.7%37.7%
Skew 25d3.8%0.2%7.4%0.2%7.4%
Skew 10d9.9%1.4%48.9%48.9%16.5%
Call IV 25d30.8%22.3%36.0%24.4%32.8%
Put IV 25d34.7%24.6%40.2%24.6%40.2%
Bid-Ask Spread %65.2123.9590.5188.8078.11
Gamma HHI0.480.350.690.470.40
Net GEX-29.4K-110.4K78.3K30.9K78.3K
Net DEX449.4K-334.2K987.5K293.2K-334.2K
Net VEX-5.5K-9.7K-4.5K-5.4K-9.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.143.311.060.14
Total Volume3942341,2363311,236
Total OI1,524.5911,1042,2881,5852,288

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$47.68$50.0019.6%5.6%19.2%0.0%21.7%0.2%4.7%30.9K293.2K-5.4K1.0688.80161170891694
2017-06-02$47.73$50.0018.6%5.3%19.1%0.0%20.0%3.8%6.7%66.6K-105.3K-5.7K1.7682.69183322892688
2017-06-05$47.16$45.0028.7%9.1%18.8%27.4%31.7%3.3%-0.2%-35.5K605.9K-5.6K0.9037.42181162914784
2017-06-06$46.84$45.0027.0%9.3%19.1%22.6%31.3%3.6%-1.5%-69.3K675.2K-5.5K0.9273.41177162923787
2017-06-07$45.90$45.0025.9%9.2%20.6%19.7%31.2%4.2%-1.4%-110.4K987.5K-5.4K2.0278.2881164929787
2017-06-08$46.00$45.0025.7%9.0%20.6%19.2%31.0%2.7%-0.5%-108.6K901.5K-5.4K2.0049.3682164933783
2017-06-09$46.20$45.0027.4%9.0%20.6%23.7%29.8%4.4%-0.0%-102.3K834.2K-5.1K2.0088.8482164934783
2017-06-12$46.88$45.0031.4%9.1%21.0%34.5%31.0%3.7%-0.4%-65.7K596.3K-4.9K2.2589.0773164934783
2017-06-13$47.01$45.0041.1%9.2%18.8%60.8%30.7%4.2%-0.6%-64.3K508.6K-4.7K2.2390.5174165934783
2017-06-14$46.82$45.0032.0%9.2%16.5%36.2%31.2%3.9%-0.5%-59.5K502.5K-4.5K3.3183.0778258934783
2017-06-15$46.87$50.0032.7%9.4%16.4%38.1%30.7%5.2%-1.5%-40.0K697.5K-5.2K2.8662.88100286956911
2017-06-16$47.02$50.0032.2%9.2%16.4%36.7%30.6%4.8%-0.3%-23.2K580.5K-5.1K2.9865.1198292958891
2017-06-19$47.37$50.0033.8%9.7%16.3%41.0%31.4%2.9%-1.1%-20.7K433.6K-5.1K2.2453.3087195512592
2017-06-20$46.94$50.0034.2%9.8%16.4%42.3%32.1%4.7%-1.5%-24.3K555.5K-5.1K2.2523.9588198515592
2017-06-21$47.69$50.0030.8%8.8%16.8%33.1%31.0%4.5%0.8%-22.0K412.1K-5.1K1.7054.07121206517599
2017-06-22$47.83$50.0030.4%8.7%15.4%32.1%30.5%3.1%1.3%-12.1K286.6K-5.2K1.4080.14147206548611
2017-06-23$48.34$50.0031.5%9.0%15.8%34.8%31.8%3.7%-0.5%-13.1K249.0K-5.2K1.2649.84163206534611
2017-06-26$48.37$50.0033.0%9.5%15.6%39.0%33.0%2.5%-3.0%-5.9K142.0K-5.5K1.7341.32121209620611
2017-06-27$46.96$50.0035.9%10.3%18.9%47.0%34.4%3.1%-1.7%-22.3K518.2K-5.6K1.2573.14121151625629
2017-06-28$48.21$50.0033.3%9.5%20.9%39.6%34.5%5.1%-0.7%-9.5K218.1K-5.6K1.7937.4084150625635
2017-06-29$47.81$50.0035.6%10.2%20.0%46.0%36.9%3.8%-3.1%-13.6K327.7K-5.8K0.1553.98986150644644
2017-06-30$48.03$50.0035.3%10.1%20.1%45.1%37.7%7.4%-1.4%78.3K-334.2K-9.7K0.1478.111,0811551,644644