MANH Options History — October 2020

In October 2020, MANH traded between $85.46 and $104.49. ATM implied volatility averaged 46.0%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 17.8% (HV 20d: 28.2%). Max pain ranged from $80.00 to $105.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.27.

Notable Days

  • 2020-10-22: Highest Volume — 294 contracts
  • 2020-10-12: Largest IV spike — 58.5% change
  • 2020-10-16: Highest IV Rank — 37.1%
  • 2020-10-05: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.75$85.46$104.49$96.83$85.46
Max Pain$95.45$80.00$105.00$80.00$100.00
ATM IV46.0%26.5%53.8%43.7%51.3%
Expected Move14.5%11.7%15.9%12.5%14.7%
HV 20d28.2%19.1%43.5%34.8%43.5%
HV 60d31.7%29.1%35.1%34.4%35.1%
IV Rank27.8%4.8%37.1%25.2%34.2%
IV Percentile55.0%9.1%75.4%51.2%69.8%
Term Structure-2.1%-6.9%11.3%9.1%-3.9%
VWIV50.0%38.7%54.4%38.7%50.2%
Skew 25d4.9%-2.4%13.6%12.0%3.1%
Skew 10d16.1%-9.9%33.4%14.4%18.9%
Call IV 25d50.4%33.2%60.1%35.9%53.8%
Put IV 25d55.2%44.0%63.7%47.9%56.9%
Bid-Ask Spread %81.5568.9898.6197.9288.48
Gamma HHI0.240.160.480.200.16
Net GEX41.1K-33.5K152.3K33.5K-18.4K
Net DEX-2.0M-5.1M1.8M-2.9M1.8M
Net VEX-8.2K-9.8K-7.2K-8.9K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.0012.200.000.00
Total Volume67.8181294249
Total OI1,074.4095231,3811,2231,007

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$96.83$80.0043.7%12.5%34.8%25.2%38.7%12.0%9.1%33.5K-2.9M-8.9K0.0097.9220681542
2020-10-02$96.17$80.0041.0%11.7%25.3%22.0%0.0%13.2%11.3%28.3K-2.8M-8.7K1.0098.6111682542
2020-10-05$97.26$95.0042.1%15.9%24.8%23.3%0.0%5.6%-6.4%36.7K-3.0M-8.2K0.0068.9820683543
2020-10-06$97.32$95.0041.9%15.9%23.5%23.1%51.9%6.5%-4.3%40.6K-3.1M-7.9K0.1469.5171683543
2020-10-07$99.53$95.0039.6%15.0%22.6%20.4%53.5%4.3%-4.0%59.0K-3.5M-7.9K0.0770.02584690542
2020-10-08$100.25$95.0039.2%14.8%22.5%19.9%52.5%5.5%-2.2%92.0K-3.8M-8.1K0.3572.3510637748545
2020-10-09$101.64$95.0026.5%15.1%20.8%4.8%50.8%7.0%-3.6%104.0K-4.4M-8.8K0.1484.53142778569
2020-10-12$103.72$95.0041.9%14.6%20.9%23.1%53.7%4.0%-3.4%120.8K-4.8M-8.2K0.4581.34115778570
2020-10-13$104.42$95.0038.4%14.9%20.8%18.9%53.6%3.7%-1.1%138.2K-5.1M-8.0K0.0082.66160782575
2020-10-14$103.66$95.0053.4%15.3%21.0%36.7%0.0%3.6%-6.6%152.3K-4.7M-7.8K0.0080.18310784575
2020-10-15$104.49$95.0052.7%15.1%19.1%35.8%0.0%3.3%-2.5%136.3K-5.1M-7.7K0.0079.30460775575
2020-10-16$102.31$95.0053.8%15.4%21.1%37.1%52.8%13.6%-6.9%15.6K-4.7M-8.2K0.1986.17163806575
2020-10-19$100.28$95.0053.2%15.3%22.2%36.4%51.6%-2.4%-3.0%15.0K-786.8K-8.0K0.0389.72802312211
2020-10-20$97.61$95.0053.5%15.3%23.9%36.7%53.4%2.8%-2.9%11.4K-589.6K-8.0K3.2785.662272392213
2020-10-21$98.65$95.0052.2%15.0%23.1%35.2%53.5%2.6%-3.8%18.5K-784.5K-8.3K0.0076.2906411214
2020-10-22$103.59$95.0053.7%15.4%27.2%37.0%54.4%4.2%-4.0%26.7K-1.3M-8.5K6.1772.9541253411214
2020-10-23$97.90$105.0043.0%12.3%34.7%24.3%43.9%4.5%-0.9%-33.5K298.4K-9.8K1.4381.51111159448420
2020-10-26$92.25$105.0046.5%13.3%40.7%28.5%46.5%3.0%-0.8%-12.5K796.2K-8.3K0.8478.976857497371
2020-10-27$91.79$100.0046.0%13.2%40.7%27.9%45.2%4.2%-0.9%-18.0K939.3K-8.8K0.2982.1111032536421
2020-10-28$87.72$100.0048.8%14.0%43.5%31.1%45.5%0.4%-2.6%-21.2K1.7M-7.6K12.2081.56561542451
2020-10-29$87.62$100.0048.7%14.0%42.9%31.1%48.7%2.2%-2.3%-20.7K1.6M-7.8K0.0085.2410546454
2020-10-30$85.46$100.0051.3%14.7%43.5%34.2%50.2%3.1%-3.9%-18.4K1.8M-7.2K0.0088.48490553454