MANH Options History — August 2021

In August 2021, MANH traded between $154.11 and $166.29. ATM implied volatility averaged 28.0%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 6.0% (HV 20d: 34.0%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-08-02: Highest Volume — 87 contracts
  • 2021-08-27: Largest IV drop — 7.4% change
  • 2021-08-19: Highest IV Rank — 15.5%
  • 2021-08-19: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$160.39$154.11$166.29$161.43$163.01
Max Pain$150.00$140.00$160.00$140.00$145.00
ATM IV28.0%26.4%31.6%28.2%26.4%
Expected Move8.1%7.6%9.0%8.1%7.6%
HV 20d34.0%22.7%37.9%36.0%23.1%
HV 60d27.6%27.0%28.3%28.0%27.0%
IV Rank6.1%1.9%15.5%6.6%1.9%
IV Percentile5.7%0.4%18.7%3.2%0.4%
Term Structure1.2%-0.9%3.9%1.4%1.7%
VWIV29.9%27.2%34.9%28.2%27.2%
Skew 25d2.0%-0.6%5.9%5.9%4.7%
Skew 10d6.2%-4.0%16.5%5.0%8.6%
Call IV 25d28.8%25.0%32.1%25.0%26.6%
Put IV 25d30.9%29.1%33.3%30.9%31.4%
Bid-Ask Spread %77.2558.0286.9786.1483.45
Gamma HHI0.250.190.390.200.22
Net GEX355.2K199.8K579.4K321.3K289.1K
Net DEX-6.7M-9.4M-4.6M-7.3M-6.1M
Net VEX-18.2K-21.0K-15.8K-18.4K-21.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.003.570.060.00
Total Volume25.091187871
Total OI1,211.4559491,3531,1981,109

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$161.43$140.0028.2%8.1%36.0%6.6%28.2%5.9%1.4%321.3K-7.3M-18.4K0.0686.14825772426
2021-08-03$163.26$145.0027.0%7.7%36.0%3.3%34.9%2.2%0.3%321.0K-7.7M-18.9K0.4386.973013789430
2021-08-04$161.41$140.0028.1%8.0%36.3%6.2%32.3%0.4%1.8%355.2K-7.8M-20.7K0.0085.2208847429
2021-08-05$163.51$145.0028.5%8.4%36.0%7.5%29.8%5.2%-0.5%347.7K-8.5M-19.9K0.0058.0230853430
2021-08-06$166.29$145.0026.6%7.7%36.2%2.4%27.4%0.9%3.1%342.8K-9.4M-18.9K0.1061.87606853430
2021-08-09$160.75$145.0027.6%8.0%37.8%4.9%32.5%1.9%1.0%386.1K-7.7M-18.6K0.5064.8384843430
2021-08-10$158.46$160.0026.8%8.0%37.5%2.8%27.8%-0.3%0.3%422.9K-7.1M-19.5K0.5068.9642896429
2021-08-11$157.36$160.0027.6%7.9%37.6%5.1%31.1%0.9%0.4%447.4K-6.7M-19.1K3.5768.82725895432
2021-08-12$155.15$160.0028.0%8.0%37.9%6.1%0.0%3.0%0.7%442.2K-6.0M-18.4K0.0077.78520899432
2021-08-13$157.11$160.0027.1%7.8%37.9%3.6%28.6%1.2%1.7%438.9K-6.8M-18.3K0.0072.6550900441
2021-08-16$157.96$160.0027.0%7.7%37.9%3.3%28.7%-0.6%3.9%438.2K-7.2M-17.6K0.0474.14271892438
2021-08-17$157.07$160.0028.9%8.3%36.8%8.4%29.4%3.5%1.4%446.0K-6.9M-17.1K1.0079.3322894438
2021-08-18$154.11$155.0029.6%8.5%37.6%10.3%29.5%2.8%-0.9%564.8K-5.7M-16.5K1.5077.3323915438
2021-08-19$154.72$155.0031.6%9.0%37.6%15.5%32.3%1.6%0.4%579.4K-5.8M-16.3K0.3376.6631913439
2021-08-20$158.01$155.0029.9%8.6%37.7%11.0%29.7%1.1%-0.6%199.8K-7.5M-16.6K0.1782.3761914439
2021-08-23$160.05$145.0028.4%8.1%37.5%7.2%34.1%4.7%0.8%221.4K-4.6M-15.8K1.2580.2645610339
2021-08-24$162.02$145.0028.5%8.2%36.5%7.3%28.5%-0.5%0.8%227.4K-5.0M-16.2K0.0083.26870612339
2021-08-25$163.19$145.0027.9%8.0%25.3%5.9%28.6%1.1%1.7%231.0K-5.3M-15.9K0.0082.6420613340
2021-08-26$163.08$145.0028.5%8.2%22.7%7.5%28.2%0.1%0.9%252.4K-5.7M-19.2K0.0082.87220692340
2021-08-27$165.82$145.0026.4%7.6%23.1%1.9%27.2%1.0%2.5%261.1K-6.1M-19.2K0.0082.96680693340
2021-08-30$164.85$145.0028.0%8.0%23.1%6.0%0.0%3.8%3.0%278.6K-6.1M-19.0K0.0082.8701709340
2021-08-31$163.01$145.0026.4%7.6%23.1%1.9%0.0%4.7%1.7%289.1K-6.1M-21.0K0.0083.4510769340