MANH Options History — October 2021

In October 2021, MANH traded between $152.06 and $181.68. ATM implied volatility averaged 35.1%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 7.0% (HV 20d: 28.1%). Max pain ranged from $135.00 to $155.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2021-10-28: Highest Volume — 739 contracts
  • 2021-10-27: Largest IV drop — 30.1% change
  • 2021-10-26: Highest IV Rank — 45.3%
  • 2021-10-26: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$163.46$152.06$181.68$155.72$181.68
Max Pain$138.57$135.00$155.00$155.00$155.00
ATM IV35.1%29.0%41.5%31.3%30.4%
Expected Move10.4%8.3%11.9%9.0%8.7%
HV 20d28.1%22.7%30.6%25.6%28.8%
HV 60d27.7%24.1%29.5%28.7%26.3%
IV Rank29.2%14.0%45.3%19.8%17.5%
IV Percentile41.8%17.5%78.2%27.4%23.0%
Term Structure-3.1%-8.2%8.8%8.8%-1.0%
VWIV37.9%27.3%52.4%31.5%30.5%
Skew 25d2.4%-2.6%5.3%1.9%0.1%
Skew 10d10.5%-1.6%26.8%1.7%6.9%
Call IV 25d37.5%27.3%43.0%32.1%30.9%
Put IV 25d39.9%31.1%47.7%34.0%31.1%
Bid-Ask Spread %75.7764.9189.7189.7178.15
Gamma HHI0.250.190.350.250.19
Net GEX293.3K213.1K391.7K285.7K391.7K
Net DEX-5.5M-10.7M-2.9M-4.0M-10.7M
Net VEX-14.9K-18.7K-12.5K-15.7K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.002.900.001.48
Total Volume242.38137395738
Total OI1,250.7629851,6231,2321,623

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$155.72$155.0031.3%9.0%25.6%19.8%31.5%1.9%8.8%285.7K-4.0M-15.7K0.0089.7150849383
2021-10-04$152.08$135.0035.8%11.0%26.6%30.9%37.1%-2.6%-4.9%213.1K-3.4M-14.8K0.6371.6485853382
2021-10-05$154.53$135.0031.7%10.7%27.0%20.7%0.0%1.2%-3.1%268.9K-3.7M-15.2K0.0067.92220854382
2021-10-06$154.11$135.0031.2%10.7%26.4%19.5%27.3%3.9%-3.7%249.8K-3.3M-14.1K0.5071.8021861385
2021-10-07$155.72$135.0032.0%11.2%26.5%21.4%38.6%2.5%-5.9%283.6K-3.9M-14.5K0.0077.5280880385
2021-10-08$153.58$135.0032.7%11.1%26.8%23.3%38.5%-1.9%-4.4%265.7K-3.5M-13.9K0.1577.73203878386
2021-10-11$152.64$135.0039.2%10.9%26.8%39.4%38.4%4.2%-4.9%245.3K-3.0M-12.5K0.0076.0470878387
2021-10-12$152.06$135.0037.0%10.9%26.7%33.9%38.5%4.9%-4.1%228.0K-2.9M-12.6K0.0080.03100887390
2021-10-13$153.43$135.0038.9%11.1%27.0%38.7%39.8%3.4%-5.8%251.9K-3.2M-12.7K0.0086.7340896390
2021-10-14$159.62$135.0036.5%10.5%30.4%32.8%37.9%2.4%-2.5%387.3K-5.0M-13.9K1.7076.671017901390
2021-10-15$162.97$135.0034.6%9.9%30.1%27.9%37.9%3.8%-2.0%263.3K-6.4M-13.7K0.1476.06142899390
2021-10-18$166.72$135.0038.6%11.1%30.6%38.1%38.7%0.7%-3.3%282.6K-5.4M-14.1K0.7579.4443641344
2021-10-19$168.78$135.0035.8%10.3%30.0%30.9%40.1%1.9%-2.7%282.2K-5.9M-14.2K0.0081.571280650346
2021-10-20$170.04$135.0036.5%10.5%29.7%32.7%40.5%4.8%-2.1%290.2K-6.4M-16.5K1.0670.91234249678349
2021-10-21$168.06$135.0036.4%10.4%30.0%32.6%41.1%4.4%-4.0%312.5K-6.0M-16.4K1.2576.21198248690346
2021-10-22$168.53$135.0038.0%10.9%30.0%36.4%52.4%2.9%-4.6%303.2K-6.2M-16.6K2.2268.53186412690346
2021-10-25$170.52$135.0040.0%11.5%30.0%41.4%43.6%5.3%-5.5%306.6K-6.7M-15.8K1.9364.91212410691636
2021-10-26$170.57$135.0041.5%11.9%22.7%45.3%42.4%-0.8%-8.2%315.5K-6.7M-15.7K2.9065.55150435700635
2021-10-27$180.44$150.0029.0%8.3%28.9%14.0%32.5%5.2%-0.6%362.7K-9.8M-15.7K2.4876.27174432764735
2021-10-28$180.80$155.0029.8%8.6%28.9%16.1%31.0%2.0%-1.1%369.9K-10.2M-15.4K1.5377.86292447784732
2021-10-29$181.68$155.0030.4%8.7%28.8%17.5%30.5%0.1%-1.0%391.7K-10.7M-18.7K1.4878.15297441863760