MANH Options History — September 2021

In September 2021, MANH traded between $153.53 and $165.17. ATM implied volatility averaged 28.7%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 8.7% (HV 20d: 20.0%). Max pain ranged from $105.00 to $160.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.29.

Notable Days

  • 2021-09-10: Highest Volume — 122 contracts
  • 2021-09-20: Largest IV spike — 19.2% change
  • 2021-09-29: Highest IV Rank — 27.8%
  • 2021-09-29: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$160.36$153.53$165.17$163.87$153.69
Max Pain$138.10$105.00$160.00$145.00$155.00
ATM IV28.7%23.4%34.5%26.2%31.6%
Expected Move8.4%7.5%9.9%7.5%9.0%
HV 20d20.0%17.2%25.5%22.8%25.2%
HV 60d26.8%26.0%28.7%26.7%28.7%
IV Rank13.1%0.0%27.8%1.1%20.4%
IV Percentile13.5%0.0%34.9%0.4%29.0%
Term Structure5.9%1.9%8.9%1.9%7.9%
VWIV30.1%27.6%35.6%32.5%31.2%
Skew 25d2.4%-0.9%7.5%7.5%2.0%
Skew 10d6.6%-6.7%20.8%14.0%0.4%
Call IV 25d29.8%24.3%34.3%24.3%34.3%
Put IV 25d32.1%29.3%36.3%31.8%36.3%
Bid-Ask Spread %84.8467.9596.0084.1590.68
Gamma HHI0.220.210.250.210.25
Net GEX299.5K243.4K366.6K289.9K264.0K
Net DEX-5.3M-6.6M-3.5M-6.2M-3.5M
Net VEX-18.6K-21.5K-15.5K-21.5K-15.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.008.001.300.00
Total Volume19.6670122238
Total OI1,168.7621,1101,2411,1101,231

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$163.87$145.0026.2%7.5%22.8%1.1%32.5%7.5%1.9%289.9K-6.2M-21.5K1.3084.151013769341
2021-09-02$164.94$105.0023.4%8.5%22.4%0.0%0.0%0.7%5.8%292.8K-6.5M-21.3K0.0075.4410770341
2021-09-03$165.17$105.0025.3%7.6%21.6%4.7%28.1%1.9%8.6%311.4K-6.6M-20.8K6.0067.9516773338
2021-09-07$162.21$105.0026.6%8.0%18.9%8.0%27.8%2.0%7.9%309.2K-6.0M-19.5K3.0077.8939772338
2021-09-08$164.28$105.0027.8%8.0%18.5%10.9%0.0%2.3%7.4%306.2K-6.2M-19.9K0.1184.3291771344
2021-09-09$162.18$105.0027.9%8.0%19.0%11.3%28.0%1.3%6.5%302.2K-5.8M-19.4K0.0081.0607776352
2021-09-10$162.64$105.0028.1%8.1%18.1%11.8%29.6%1.9%6.7%302.4K-6.0M-19.5K0.4080.098735776353
2021-09-13$161.83$105.0029.7%8.5%17.8%15.8%0.0%2.5%5.0%295.4K-5.7M-18.8K0.2984.31175777354
2021-09-14$162.54$160.0031.5%9.0%17.8%20.3%32.7%0.3%2.0%322.7K-6.0M-20.3K0.0078.01290829382
2021-09-15$162.85$160.0028.6%8.2%17.6%12.9%30.3%0.7%5.3%340.0K-6.1M-19.8K0.1883.67173832382
2021-09-16$160.20$160.0027.6%7.9%17.2%10.5%28.4%2.2%7.3%345.7K-5.4M-19.0K1.2584.1145847382
2021-09-17$156.71$160.0028.0%8.0%19.2%11.4%28.2%2.5%5.6%283.8K-4.3M-17.5K0.2281.7392856385
2021-09-20$155.17$155.0033.3%9.6%17.9%24.8%35.6%2.6%3.7%245.9K-3.9M-16.6K8.0087.64216800355
2021-09-21$158.60$155.0031.4%9.0%19.1%20.1%0.0%2.6%3.7%282.3K-4.6M-18.0K0.0089.5300807357
2021-09-22$161.16$150.0029.5%8.5%19.5%15.4%30.0%4.2%5.9%307.6K-5.3M-18.5K0.0090.4040806365
2021-09-23$160.22$150.0027.8%8.0%19.4%11.1%27.6%5.1%6.2%311.0K-5.0M-17.9K0.0289.37541806365
2021-09-24$160.11$150.0026.4%7.6%19.4%7.5%0.0%5.5%7.5%300.8K-4.7M-17.4K0.0091.0200802368
2021-09-27$161.75$155.0027.9%8.0%18.7%11.3%29.0%-0.9%8.9%366.6K-5.7M-18.1K0.0094.68300843370
2021-09-28$153.85$155.0030.4%8.7%25.5%17.6%30.5%1.8%6.7%267.1K-3.7M-15.5K1.1896.001113843370
2021-09-29$153.53$155.0034.5%9.9%25.3%27.8%32.5%0.7%4.1%243.4K-3.9M-16.5K0.0089.6601846370
2021-09-30$153.69$155.0031.6%9.0%25.2%20.4%31.2%2.0%7.9%264.0K-3.5M-15.5K0.0090.6880849382