MANH Options History — June 2020

In June 2020, MANH traded between $83.40 and $94.91. ATM implied volatility averaged 52.5%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 7.7% (HV 20d: 60.2%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 2.85.

Notable Days

  • 2020-06-04: Highest Volume — 1,807 contracts
  • 2020-06-11: Largest IV spike — 18.5% change
  • 2020-06-17: Highest IV Rank — 44.1%
  • 2020-06-17: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.90$83.40$94.91$94.91$94.14
Max Pain$74.09$70.00$80.00$80.00$80.00
ATM IV52.5%47.1%59.8%47.8%47.1%
Expected Move14.9%13.5%17.1%13.7%13.5%
HV 20d60.2%44.7%67.6%58.9%44.7%
HV 60d87.6%67.2%110.5%110.0%67.2%
IV Rank35.6%29.2%44.1%30.0%29.2%
IV Percentile78.9%67.5%86.5%75.8%67.5%
Term Structure1.4%-7.9%8.7%-1.4%8.7%
VWIV55.2%43.9%73.0%46.7%50.6%
Skew 25d5.2%-1.6%18.6%5.7%4.6%
Skew 10d14.5%-14.8%47.6%15.8%14.4%
Call IV 25d53.9%46.7%62.8%49.7%49.7%
Put IV 25d59.1%54.3%70.9%55.4%54.3%
Bid-Ask Spread %84.7271.9893.9874.9290.20
Gamma HHI0.140.120.180.180.16
Net GEX31.8K-51.6K107.9K65.3K107.9K
Net DEX-3.6M-5.5M-962.8K-5.5M-5.0M
Net VEX-17.2K-21.0K-13.7K-17.2K-13.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.850.0017.000.060.40
Total Volume175.81831,807537
Total OI3,1401,8164,0313,3041,880

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$94.91$80.0047.8%13.7%58.9%30.0%46.7%5.7%-1.4%65.3K-5.5M-17.2K0.0674.925039572,347
2020-06-02$90.81$80.0051.5%14.8%62.4%34.4%68.7%-0.3%-2.0%51.8K-4.6M-18.3K0.2475.833389952,348
2020-06-03$91.45$80.0049.3%14.1%61.9%31.7%49.3%1.7%-1.6%65.9K-4.8M-18.3K4.3580.64462001,0252,357
2020-06-04$86.90$70.0049.6%13.6%66.0%32.1%62.5%8.1%5.6%-15.3K-2.8M-20.5K0.7471.981,0387691,0952,557
2020-06-05$86.73$70.0056.1%14.2%63.0%39.8%43.9%8.0%0.2%-18.9K-2.4M-21.0K1.1492.281021161,0952,574
2020-06-08$92.62$70.0059.0%15.2%66.3%43.2%0.0%8.1%-3.9%2.5K-4.7M-20.9K0.2081.70511,1592,683
2020-06-09$90.04$70.0055.7%16.0%67.6%39.3%58.8%3.8%-4.2%-12.1K-3.7M-20.4K2.0681.6816331,1552,684
2020-06-10$87.71$70.0048.6%13.9%67.3%30.9%73.0%5.1%2.7%-21.3K-2.7M-20.4K0.0086.79061,1592,681
2020-06-11$83.40$70.0057.6%16.5%63.2%41.5%60.1%4.2%-4.8%-51.6K-962.8K-19.8K2.6187.2418471,1592,681
2020-06-12$83.83$70.0050.5%14.5%62.8%33.2%52.5%3.7%2.0%-30.7K-1.5M-17.9K6.6093.9810661,1562,666
2020-06-15$85.99$70.0058.0%16.6%63.1%42.0%58.7%5.7%-4.5%-40.9K-1.9M-18.0K2.7680.95381051,1562,706
2020-06-16$88.77$70.0052.8%15.1%62.4%35.9%52.9%1.5%3.6%-10.3K-3.4M-17.1K1.3381.8439521,1902,710
2020-06-17$88.26$70.0059.8%17.1%62.1%44.1%68.4%4.9%-7.9%-10.6K-3.2M-17.2K0.0885.656251,1902,705
2020-06-18$88.19$75.0057.2%16.4%62.0%41.1%48.4%6.9%0.9%10.1K-3.6M-16.0K13.6084.12152041,2512,706
2020-06-19$88.45$75.0053.2%15.3%60.6%36.4%50.0%5.3%6.5%68.1K-2.4M-15.2K0.0087.772901,2432,788
2020-06-22$92.09$75.0047.1%13.5%61.8%29.2%53.6%-1.6%3.4%85.5K-4.5M-15.0K2.7586.471233967849
2020-06-23$93.60$75.0048.6%13.9%59.3%31.0%51.7%0.6%7.5%95.4K-4.8M-15.1K0.6482.09383247974853
2020-06-24$92.05$75.0054.0%15.5%54.4%37.3%54.6%5.9%2.2%89.5K-4.5M-14.5K0.5090.3821978853
2020-06-25$92.09$75.0050.3%14.4%54.3%33.0%54.1%7.1%6.7%92.7K-4.4M-13.9K1.7386.171119976853
2020-06-26$92.30$80.0054.1%15.5%53.9%37.5%52.4%18.6%4.6%76.7K-4.1M-14.9K17.0088.04117981871
2020-06-29$93.49$80.0047.8%13.7%47.5%30.0%48.3%7.8%6.6%99.7K-4.7M-13.9K1.1193.15910982885
2020-06-30$94.14$80.0047.1%13.5%44.7%29.2%50.6%4.6%8.7%107.9K-5.0M-13.7K0.4090.2052988892