MANH Options History — June 2021

In June 2021, MANH traded between $133.77 and $146.44. ATM implied volatility averaged 30.2%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 5.7% (HV 20d: 24.5%). Max pain ranged from $110.00 to $135.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 1.40.

Notable Days

  • 2021-06-29: Highest Volume — 976 contracts
  • 2021-06-07: Largest IV spike — 30.0% change
  • 2021-06-07: Highest IV Rank — 33.4%
  • 2021-06-02: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$141.43$133.77$146.44$136.66$145.06
Max Pain$119.09$110.00$135.00$135.00$120.00
ATM IV30.2%26.6%38.3%31.1%28.5%
Expected Move8.6%7.6%9.3%8.9%8.2%
HV 20d24.5%22.1%27.0%26.5%23.6%
HV 60d35.5%34.1%37.9%37.9%34.2%
IV Rank11.9%2.4%33.4%14.2%7.3%
IV Percentile3.3%0.8%27.0%1.6%2.4%
Term Structure7.7%-0.2%12.1%2.5%12.1%
VWIV31.4%28.9%36.5%31.8%28.9%
Skew 25d1.8%-1.2%7.4%-1.2%1.4%
Skew 10d7.6%-3.5%16.9%4.3%4.7%
Call IV 25d31.3%28.2%35.1%35.1%32.2%
Put IV 25d33.1%30.9%37.3%33.9%33.6%
Bid-Ask Spread %86.2774.4593.1582.8593.15
Gamma HHI0.150.120.230.150.15
Net GEX259.3K140.0K341.4K173.1K278.8K
Net DEX-5.0M-6.9M-2.4M-3.3M-5.6M
Net VEX-24.3K-27.2K-16.7K-16.7K-23.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.009.005.220.00
Total Volume121.364097611212
Total OI1,462.3641,1031,5891,1031,453

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$136.66$135.0031.1%8.9%26.5%14.2%31.8%-1.2%2.5%173.1K-3.3M-16.7K5.2282.851894835268
2021-06-02$136.06$135.0032.4%9.3%25.2%17.6%0.0%2.7%-0.2%166.0K-3.1M-18.7K0.0087.89025849387
2021-06-03$133.77$110.0029.8%8.9%26.0%10.8%31.6%1.1%7.5%140.0K-2.4M-18.4K0.0181.132072849412
2021-06-04$137.81$110.0029.5%9.0%26.7%9.9%28.9%7.4%6.8%224.9K-4.3M-25.3K1.7983.9939701,062413
2021-06-07$135.89$110.0038.3%9.2%27.0%33.4%0.0%0.9%8.9%198.8K-3.8M-26.6K0.2074.451531,065476
2021-06-08$138.85$110.0031.1%8.5%25.5%14.2%0.0%1.7%6.9%237.0K-4.3M-26.1K1.5081.60231,075479
2021-06-09$138.54$110.0031.3%9.0%25.2%14.9%36.5%1.8%6.7%264.7K-4.4M-26.9K1.1382.2623261,077479
2021-06-10$142.63$120.0030.8%8.8%26.0%13.4%33.0%-1.1%6.1%303.6K-5.9M-26.4K9.0084.99191,090484
2021-06-11$144.14$120.0029.9%8.6%26.0%11.0%32.3%2.4%6.6%319.8K-6.3M-26.6K0.8584.0227231,090481
2021-06-14$145.83$120.0030.7%8.8%25.2%13.3%31.3%-0.1%6.5%327.1K-6.9M-27.2K1.6783.57351,096483
2021-06-15$143.46$120.0030.9%8.9%25.7%13.7%0.0%1.3%6.3%310.2K-6.1M-25.9K0.0084.76021,098488
2021-06-16$143.68$120.0029.9%8.6%25.7%11.2%0.0%3.7%7.4%309.5K-6.2M-26.2K0.0088.34001,098489
2021-06-17$142.87$120.0030.2%8.7%22.7%12.0%30.0%-0.5%6.4%334.9K-6.0M-25.2K1.0086.74111,098489
2021-06-18$140.39$120.0031.2%9.0%22.3%14.6%32.9%1.4%8.2%341.4K-5.2M-24.5K0.0082.675101,099490
2021-06-21$140.96$120.0030.4%8.7%22.1%12.3%30.3%3.3%7.3%222.7K-4.4M-24.7K1.2091.1756962438
2021-06-22$143.72$120.0029.5%8.5%22.6%10.1%31.9%0.8%9.1%240.6K-5.1M-24.8K0.0092.2250964443
2021-06-23$142.18$120.0028.5%8.2%23.2%7.4%30.1%2.1%11.1%239.1K-4.8M-23.5K0.4788.47658310967442
2021-06-24$142.98$120.0027.9%8.0%23.1%5.7%0.0%3.0%11.3%242.2K-4.9M-23.4K0.0090.92010968443
2021-06-25$144.61$120.0026.6%7.6%23.2%2.4%0.0%4.1%10.5%266.5K-5.3M-23.9K0.6790.4532968453
2021-06-28$145.01$120.0028.0%8.0%23.2%6.0%30.6%2.1%9.6%267.8K-5.4M-24.4K0.0691.11312969453
2021-06-29$146.44$120.0028.2%8.1%23.3%6.6%30.9%0.3%11.7%295.4K-6.1M-24.1K0.4491.17676300995455
2021-06-30$145.06$120.0028.5%8.2%23.6%7.3%28.9%1.4%12.1%278.8K-5.6M-23.9K0.0093.15120998455