MANH Options History — June 2019

In June 2019, MANH traded between $63.67 and $69.58. ATM implied volatility averaged 29.7%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.1% (HV 20d: 27.5%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.41.

Notable Days

2019-06-04: Highest Volume — 783 contracts
2019-06-12: Largest IV drop — 11.4% change
2019-06-03: Highest IV Rank — 31.4%
2019-06-03: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.52	$63.67	$69.58	$63.67	$69.50
Max Pain	$60.75	$60.00	$65.00	$65.00	$60.00
ATM IV	29.7%	26.4%	33.7%	33.7%	26.4%
Expected Move	8.5%	7.6%	9.7%	9.7%	7.6%
HV 20d	27.5%	21.9%	34.5%	33.2%	22.9%
HV 60d	31.9%	31.2%	32.5%	31.8%	32.0%
IV Rank	21.3%	13.3%	31.4%	31.4%	13.3%
IV Percentile	40.2%	19.8%	65.5%	65.5%	19.8%
Term Structure	3.5%	-1.7%	8.8%	-1.7%	8.8%
VWIV	30.5%	26.9%	33.8%	33.8%	28.0%
Skew 25d	3.7%	-1.5%	5.1%	4.3%	3.8%
Skew 10d	9.1%	3.9%	12.8%	10.0%	9.3%
Call IV 25d	28.7%	25.1%	32.9%	32.9%	25.7%
Put IV 25d	32.5%	29.5%	37.2%	37.2%	29.5%
Bid-Ask Spread %	72.89	47.07	84.54	54.02	84.54
Gamma HHI	0.58	0.35	0.81	0.35	0.44
Net GEX	306.9K	94.0K	823.9K	150.7K	155.5K
Net DEX	-4.9M	-7.4M	-2.3M	-2.3M	-4.9M
Net VEX	-14.7K	-19.3K	-10.5K	-13.5K	-10.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	3.78	3.78	0.00
Total Volume	231.4	7	783	411	65
Total OI	2,323.05	1,543	2,788	2,012	1,543

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
2019-06-03	$63.67	$65.00	33.7%	9.7%	33.2%	31.4%	33.8%	4.3%	-1.7%	150.7K	-2.3M	-13.5K	3.78	54.02	86	325	1,472	540
2019-06-04	$65.26	$65.00	31.9%	9.1%	34.5%	26.9%	32.1%	5.1%	1.4%	94.0K	-2.3M	-17.1K	0.71	47.07	457	326	1,528	848
2019-06-05	$65.65	$65.00	33.5%	9.6%	32.4%	30.8%	33.5%	5.0%	-0.1%	140.1K	-3.1M	-18.3K	1.13	50.48	291	330	1,683	849
2019-06-06	$65.36	$60.00	31.4%	9.5%	32.1%	25.6%	33.3%	4.2%	1.7%	125.3K	-2.9M	-17.8K	0.79	68.86	422	333	1,692	853
2019-06-07	$65.97	$60.00	30.3%	9.2%	32.2%	22.8%	31.8%	3.5%	0.9%	201.1K	-4.2M	-19.3K	0.81	71.09	359	290	1,896	852
2019-06-10	$66.70	$60.00	33.5%	9.3%	32.3%	30.8%	32.9%	4.1%	-0.5%	257.1K	-5.2M	-19.1K	0.01	68.52	265	2	1,964	821
2019-06-11	$66.93	$60.00	33.1%	9.0%	26.8%	29.8%	31.8%	4.2%	1.5%	278.2K	-5.4M	-18.5K	0.01	67.56	240	2	1,969	819
2019-06-12	$69.04	$60.00	29.3%	8.4%	28.7%	20.4%	32.3%	3.0%	2.6%	373.3K	-7.4M	-18.1K	0.03	70.04	266	9	1,950	819
2019-06-13	$68.13	$60.00	28.7%	8.2%	29.2%	18.8%	31.1%	4.5%	3.0%	338.9K	-6.2M	-16.9K	0.07	77.15	162	11	1,877	825
2019-06-14	$68.33	$60.00	28.3%	8.1%	27.7%	18.0%	30.0%	4.2%	3.7%	352.0K	-6.2M	-15.9K	0.12	79.99	93	11	1,824	820
2019-06-17	$68.61	$60.00	29.2%	8.4%	27.3%	20.2%	31.7%	4.3%	2.6%	390.3K	-6.2M	-14.6K	0.00	81.21	23	0	1,788	819
2019-06-18	$68.76	$60.00	27.9%	8.0%	26.7%	17.0%	29.3%	3.2%	3.8%	437.7K	-6.3M	-13.9K	0.06	81.73	32	2	1,763	820
2019-06-19	$69.51	$60.00	27.2%	7.8%	26.4%	15.1%	28.1%	-1.5%	4.5%	628.7K	-7.0M	-13.0K	0.07	83.14	29	2	1,743	821
2019-06-20	$69.58	$60.00	27.0%	7.7%	25.1%	14.6%	29.8%	4.7%	4.5%	823.9K	-6.9M	-12.5K	0.22	82.04	65	14	1,733	821
2019-06-21	$69.31	$60.00	26.9%	7.7%	22.2%	14.4%	27.9%	3.6%	4.5%	765.8K	-6.0M	-11.7K	0.41	82.12	34	14	1,710	821
2019-06-24	$68.51	$60.00	28.0%	8.0%	22.7%	17.1%	28.6%	3.4%	7.0%	149.8K	-4.5M	-11.3K	0.00	69.23	7	0	1,132	413
2019-06-25	$66.96	$60.00	30.0%	8.6%	24.2%	22.1%	28.5%	3.6%	7.2%	156.0K	-3.8M	-11.1K	0.00	71.02	14	0	1,132	413
2019-06-26	$66.85	$60.00	30.2%	8.7%	22.0%	22.7%	28.2%	4.0%	7.0%	158.0K	-3.7M	-11.0K	0.00	83.98	22	0	1,132	413
2019-06-27	$67.76	$60.00	27.0%	7.7%	21.9%	14.6%	26.9%	3.6%	7.5%	161.0K	-4.1M	-10.8K	0.00	83.93	25	0	1,130	413
2019-06-28	$69.50	$60.00	26.4%	7.6%	22.9%	13.3%	28.0%	3.8%	8.8%	155.5K	-4.9M	-10.5K	0.00	84.54	65	0	1,130	413