MANH Options History — October 2019

In October 2019, MANH traded between $74.33 and $86.83. ATM implied volatility averaged 37.8%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 8.2% (HV 20d: 29.7%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 3.95.

Notable Days

  • 2019-10-22: Highest Volume — 2,603 contracts
  • 2019-10-23: Largest IV drop — 45.1% change
  • 2019-10-22: Highest IV Rank — 90.3%
  • 2019-10-22: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.50$74.33$86.83$80.46$74.99
Max Pain$79.13$70.00$80.00$70.00$80.00
ATM IV37.8%28.6%57.8%34.8%30.0%
Expected Move11.4%8.2%16.6%10.0%8.6%
HV 20d29.7%26.6%33.0%26.6%32.2%
HV 60d35.8%25.7%44.1%42.9%27.1%
IV Rank35.6%10.4%90.3%27.3%14.1%
IV Percentile67.8%21.4%99.2%67.9%35.7%
Term Structure-5.2%-15.6%5.9%5.9%0.3%
VWIV39.5%29.5%57.5%33.6%30.0%
Skew 25d4.7%1.7%8.4%5.9%1.7%
Skew 10d9.0%-7.3%17.9%9.8%2.3%
Call IV 25d37.6%28.6%55.3%32.0%30.0%
Put IV 25d42.3%30.8%58.7%37.9%31.7%
Bid-Ask Spread %60.3838.7483.0382.7661.65
Gamma HHI0.330.180.460.340.30
Net GEX94.6K-463.4K547.1K260.9K-267.5K
Net DEX-2.2M-8.4M5.6M-3.6M3.3M
Net VEX-29.1K-35.1K-20.8K-31.5K-27.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.950.0068.770.500.29
Total Volume306.522142,6032167
Total OI4,536.4783,0306,2873,8815,422

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$80.46$70.0034.8%10.0%26.6%27.3%33.6%5.9%5.9%260.9K-3.6M-31.5K0.5082.761472,4361,445
2019-10-02$80.35$70.0037.5%10.8%26.6%34.8%35.8%6.0%4.5%260.3K-3.6M-31.8K0.1783.031222,4391,450
2019-10-03$82.38$80.0035.6%12.3%27.9%29.6%43.0%6.5%-6.7%351.5K-5.1M-32.3K0.5657.08952,4391,448
2019-10-04$84.25$80.0029.5%12.0%29.0%13.0%41.9%6.2%-6.8%430.8K-6.7M-33.3K0.0758.137152,4311,444
2019-10-07$85.12$80.0031.5%12.1%28.4%18.4%43.3%5.8%-7.2%435.7K-7.3M-31.3K0.0254.485712,3851,444
2019-10-08$84.02$80.0033.1%12.6%28.9%22.7%40.4%6.2%-9.4%412.8K-6.2M-29.6K3.9056.26632462,3331,444
2019-10-09$85.26$80.0043.4%12.4%29.3%51.0%40.7%8.4%-9.1%440.8K-7.1M-29.0K0.3263.1169222,3171,680
2019-10-10$85.19$80.0043.6%12.5%28.7%51.4%43.6%5.7%-8.5%454.5K-7.1M-28.4K0.1561.342642,2811,680
2019-10-11$86.83$80.0041.8%12.0%27.4%46.4%40.7%5.1%-6.6%468.5K-8.4M-27.5K0.1765.42119202,2581,676
2019-10-14$84.67$80.0043.4%12.4%29.0%50.8%44.2%6.1%-8.8%494.2K-6.2M-25.5K0.4356.0546202,2241,670
2019-10-15$83.97$80.0042.6%12.2%29.2%48.7%42.8%4.4%-8.3%547.1K-5.4M-24.9K0.0057.058502,2371,669
2019-10-16$82.31$80.0044.3%12.7%30.1%53.3%44.2%4.7%-9.8%268.5K-3.8M-24.0K0.1655.4964102,2681,669
2019-10-17$81.42$80.0044.0%12.6%30.3%52.5%46.6%5.0%-10.4%45.6K-3.1M-22.4K0.3854.4050192,2381,675
2019-10-18$78.26$80.0044.1%12.6%32.9%52.7%44.8%4.3%-9.8%-4.8K-1.0M-21.7K0.2161.2061132,2141,684
2019-10-21$76.64$80.0049.7%14.2%33.0%68.1%51.0%4.3%-10.0%-24.1K604.5K-20.8K11.0438.741101,2141,5521,478
2019-10-22$74.74$80.0057.8%16.6%31.1%90.3%57.5%3.4%-15.6%-195.7K3.9M-30.1K1.8953.549021,7011,6222,672
2019-10-23$74.33$80.0031.7%9.1%30.7%18.9%31.6%3.5%-0.9%-463.4K5.6M-32.5K0.5962.423732212,2733,575
2019-10-24$76.26$80.0031.2%9.0%32.1%17.6%30.3%4.7%-1.0%-397.2K3.5M-35.1K0.1565.77182272,4703,679
2019-10-25$76.80$80.0031.1%8.9%29.9%17.3%30.7%3.5%-0.9%-368.4K2.9M-34.1K0.4056.251042,5523,686
2019-10-28$76.93$80.0031.5%9.0%29.3%18.3%29.5%2.7%-0.7%-378.0K2.7M-33.0K0.2058.87110222,5533,684
2019-10-29$77.85$80.0029.3%8.4%29.7%12.3%31.3%2.3%0.3%-323.9K1.5M-32.1K0.4856.9454262,5573,699
2019-10-30$78.52$80.0028.6%8.2%30.0%10.4%31.0%2.2%1.2%-272.4K558.4K-31.0K68.7768.78138942,5913,696
2019-10-31$74.99$80.0030.0%8.6%32.2%14.1%30.0%1.7%0.3%-267.5K3.3M-27.1K0.2961.6552152,5942,828