MANH Options History — July 2019

In July 2019, MANH traded between $69.48 and $88.49. ATM implied volatility averaged 32.6%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 3.0% (HV 20d: 29.6%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.16.

Notable Days

  • 2019-07-26: Highest Volume — 2,254 contracts
  • 2019-07-10: Largest IV spike — 48.8% change
  • 2019-07-23: Highest IV Rank — 53.8%
  • 2019-07-23: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.14$69.48$88.49$69.48$85.55
Max Pain$70.91$60.00$80.00$60.00$80.00
ATM IV32.6%24.8%42.8%25.7%28.5%
Expected Move9.8%7.1%12.3%7.4%8.2%
HV 20d29.6%16.1%61.6%20.9%61.6%
HV 60d33.6%23.9%42.4%31.8%42.4%
IV Rank28.6%9.3%53.8%11.4%18.5%
IV Percentile48.5%9.5%88.9%13.5%30.2%
Term Structure-2.7%-9.1%10.9%10.2%-0.7%
VWIV33.4%22.7%42.4%29.2%28.7%
Skew 25d4.7%-2.8%10.2%2.6%4.7%
Skew 10d9.2%-6.2%17.3%1.5%8.2%
Call IV 25d32.2%18.5%39.8%29.7%27.6%
Put IV 25d36.9%20.5%45.6%32.3%32.3%
Bid-Ask Spread %70.0153.7098.3898.3873.59
Gamma HHI0.390.280.700.450.28
Net GEX103.9K-172.0K276.3K153.6K177.5K
Net DEX-5.3M-8.4M323.6K-4.9M-5.9M
Net VEX-13.6K-34.7K-7.8K-9.9K-34.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.009.543.250.42
Total Volume455.273102,25434151
Total OI2,305.6826915,1811,5215,174

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$69.48$60.0025.7%7.4%20.9%11.4%29.2%2.6%10.2%153.6K-4.9M-9.9K3.2598.388261,108413
2019-07-02$69.65$60.0025.3%7.2%19.5%10.3%26.5%10.2%10.1%162.5K-4.9M-9.8K2.1294.3217361,109410
2019-07-03$70.51$60.0024.8%7.1%19.7%9.3%23.9%-2.8%10.9%149.9K-5.3M-9.4K1.7595.6116281,104410
2019-07-05$70.21$70.0025.0%10.4%19.7%9.7%38.9%5.5%-4.1%155.9K-5.1M-9.1K0.9662.7878751,096412
2019-07-08$70.03$70.0026.2%10.6%19.7%12.8%0.0%5.3%-4.7%134.2K-5.0M-8.9K0.0063.200101,081423
2019-07-09$69.95$70.0025.4%10.8%19.5%10.7%36.6%5.2%-5.1%130.6K-4.9M-8.8K0.0662.63172101,081433
2019-07-10$70.47$70.0037.8%10.8%19.6%41.6%36.6%5.3%-5.2%78.4K-5.0M-8.8K0.1363.3479101,064433
2019-07-11$70.43$70.0038.1%10.9%16.5%42.3%36.1%6.0%-4.9%73.5K-5.0M-8.6K0.1262.5785101,062433
2019-07-12$71.35$70.0038.1%10.9%16.1%42.4%36.9%5.7%-6.0%55.4K-5.4M-8.3K0.8364.4512101,061433
2019-07-15$71.81$70.0039.2%11.2%16.1%45.0%36.7%5.7%-6.5%49.4K-5.6M-8.0K0.0067.722701,060433
2019-07-16$70.93$70.0038.8%11.1%17.0%44.1%37.4%5.0%-6.0%44.3K-5.3M-8.0K0.0468.332411,060433
2019-07-17$70.98$70.0039.4%11.3%17.0%45.5%38.5%5.7%-7.2%39.2K-5.4M-7.8K0.3769.4430111,061434
2019-07-18$70.97$70.0039.5%11.3%16.6%45.8%38.0%6.3%-6.8%30.9K-5.4M-7.8K0.0770.00152111,064439
2019-07-19$71.22$70.0040.1%11.5%16.6%47.1%39.3%6.1%-7.3%59.4K-5.8M-8.4K0.0769.11177121,100439
2019-07-22$71.76$70.0042.7%12.2%16.7%53.7%42.4%5.9%-8.9%63.1K-2.0M-8.4K9.5453.701141,087543148
2019-07-23$72.43$70.0042.8%12.3%16.1%53.8%40.4%4.6%-9.1%-172.0K323.6K-15.8K0.3956.198223186071,235
2019-07-24$85.85$70.0030.3%8.7%60.3%22.9%30.8%2.6%-1.8%276.3K-8.4M-12.2K0.7458.451,0707901,3392,130
2019-07-25$86.29$80.0025.6%7.3%60.1%11.2%22.7%3.9%-0.4%73.4K-5.3M-12.3K1.5267.058381,2741,0122,572
2019-07-26$88.49$80.0026.5%7.6%60.3%13.4%26.6%2.4%-0.8%105.8K-6.9M-25.6K1.3771.819511,3031,4383,112
2019-07-29$87.69$80.0027.2%7.8%60.6%15.1%27.8%3.9%-1.3%226.3K-7.6M-34.5K0.3969.8661241,8753,270
2019-07-30$87.09$80.0029.9%8.6%60.8%21.9%27.7%3.7%-2.8%217.7K-7.1M-34.6K0.3277.7165211,8923,289
2019-07-31$85.55$80.0028.5%8.2%61.6%18.5%28.7%4.7%-0.7%177.5K-5.9M-34.7K0.4273.59106451,8863,288