MANH Options History — January 2022

In January 2022, MANH traded between $124.35 and $151.95. ATM implied volatility averaged 47.4%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 14.9% (HV 20d: 32.5%). Max pain ranged from $140.00 to $155.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-01-18: Highest Volume — 1,131 contracts
  • 2022-01-12: Largest IV spike — 29.0% change
  • 2022-01-26: Highest IV Rank — 100.0%
  • 2022-01-27: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$135.92$124.35$151.95$151.95$132.54
Max Pain$149.75$140.00$155.00$155.00$140.00
ATM IV47.4%30.6%66.2%30.8%61.8%
Expected Move14.0%8.8%19.0%8.8%17.7%
HV 20d32.5%29.9%37.8%30.2%37.8%
HV 60d31.5%30.4%32.6%30.5%32.3%
IV Rank58.7%18.0%100.0%18.4%89.7%
IV Percentile77.9%29.4%100.0%31.0%98.4%
Term Structure-6.5%-15.6%10.2%7.7%-13.9%
VWIV50.4%34.0%66.7%34.0%64.2%
Skew 25d4.5%-1.2%8.2%6.9%6.4%
Skew 10d7.1%-15.0%19.0%8.2%8.5%
Call IV 25d48.0%31.2%63.9%31.2%61.6%
Put IV 25d52.5%35.2%71.0%38.1%68.0%
Bid-Ask Spread %69.2452.4991.4687.9973.64
Gamma HHI0.170.120.230.170.23
Net GEX46.1K-10.1K126.2K126.2K110.5K
Net DEX153.8K-1.5M1.6M-1.2M-1.5M
Net VEX-9.8K-13.4K-6.9K-12.9K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.090.510.110.41
Total Volume833.954991,131725636
Total OI1,211.26731,6001,2511,076

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$151.95$155.0030.8%8.8%30.2%18.4%34.0%6.9%7.7%126.2K-1.2M-12.9K0.1187.99652731,063188
2022-01-04$148.22$155.0030.6%8.8%31.5%18.0%36.2%3.3%8.8%91.2K-478.0K-11.2K0.1288.51659761,070190
2022-01-05$141.60$155.0034.2%9.8%33.2%26.9%37.5%8.2%10.2%44.8K359.5K-8.9K0.1091.46706721,065194
2022-01-06$141.30$150.0034.2%12.1%33.0%26.9%41.5%4.6%-3.5%54.8K256.4K-9.2K0.0960.07816741,084193
2022-01-07$139.36$150.0034.0%12.0%32.2%26.5%43.2%4.5%-5.2%51.6K252.4K-9.4K0.1162.06802851,117193
2022-01-10$140.00$150.0037.6%12.5%32.1%35.5%43.7%5.6%-5.5%54.8K223.1K-9.4K0.1159.46824871,124195
2022-01-11$143.41$150.0033.9%12.0%31.5%26.2%43.9%4.3%-5.2%89.3K-718.4K-11.7K0.1252.49805941,145196
2022-01-12$145.12$150.0043.7%12.5%29.9%50.7%42.1%2.9%-6.1%88.0K-503.8K-10.8K0.1263.82807991,145203
2022-01-13$138.73$150.0044.3%12.7%33.0%52.2%43.6%0.1%-7.3%54.7K221.7K-9.4K0.1365.857931001,149214
2022-01-14$136.69$150.0044.7%12.8%33.1%53.2%43.7%4.6%-5.2%41.8K681.3K-8.1K0.1258.58790951,157216
2022-01-18$131.75$150.0049.4%14.1%34.5%64.8%52.3%3.9%-8.1%37.9K1.1M-6.9K0.3658.158322991,161218
2022-01-19$132.80$150.0051.3%14.7%34.6%69.8%53.7%2.3%-10.5%-8891.3M-9.2K0.3370.288332731,178409
2022-01-20$130.94$150.0049.6%14.2%33.0%65.5%56.8%3.1%-9.4%-10.1K1.6M-8.4K0.3257.958472691,179407
2022-01-21$128.80$150.0053.9%15.5%31.5%76.3%54.5%6.6%-10.4%9.6K1.6M-9.3K0.3273.408442691,192408
2022-01-24$130.81$150.0059.8%17.1%32.2%91.0%59.4%-1.2%-12.0%5.4K111.5K-8.0K0.4769.97339160416257
2022-01-25$127.80$150.0059.4%17.0%31.2%90.0%62.0%7.4%-9.5%2.9K249.0K-8.3K0.5163.89341175419257
2022-01-26$124.35$150.0066.0%18.9%31.3%100.0%66.7%6.1%-15.1%-9.8K553.0K-7.2K0.4078.32452180420272
2022-01-27$124.97$150.0066.2%19.0%31.4%100.0%65.4%7.1%-14.0%9.6K-440.4K-12.6K0.3073.04609180522277
2022-01-28$127.34$140.0062.9%18.0%33.2%92.2%63.2%3.6%-15.6%69.8K-638.7K-12.0K0.4175.80448184778277
2022-01-31$132.54$140.0061.8%17.7%37.8%89.7%64.2%6.4%-13.9%110.5K-1.5M-13.4K0.4173.64452184800276