MANH Options History — June 2022

In June 2022, MANH traded between $108.16 and $128.72. ATM implied volatility averaged 43.6%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 7.7% (HV 20d: 51.3%). Max pain ranged from $120.00 to $135.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2022-06-14: Highest Volume — 1,294 contracts
  • 2022-06-13: Largest IV spike — 18.0% change
  • 2022-06-13: Highest IV Rank — 63.8%
  • 2022-06-13: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$118.00$108.16$128.72$122.11$114.80
Max Pain$133.33$120.00$135.00$120.00$130.00
ATM IV43.6%38.2%50.7%42.8%41.0%
Expected Move12.3%10.6%14.5%12.3%11.8%
HV 20d51.3%47.9%57.0%55.0%50.8%
HV 60d44.4%43.0%45.6%43.6%45.6%
IV Rank47.2%34.6%63.8%45.3%41.2%
IV Percentile73.0%57.1%92.9%73.4%63.1%
Term Structure3.3%-2.7%7.4%-1.5%3.3%
VWIV43.1%36.8%55.9%55.9%42.8%
Skew 25d7.5%4.1%14.2%5.6%9.4%
Skew 10d15.6%6.5%24.4%10.5%22.7%
Call IV 25d44.2%39.5%54.1%43.9%44.5%
Put IV 25d51.7%44.9%58.7%49.5%53.9%
Bid-Ask Spread %83.5375.2993.7884.8592.38
Gamma HHI0.150.100.200.170.17
Net GEX13.5K-107.5K189.0K64.2K-23.1K
Net DEX2.0M-2.6M6.6M336.1K2.5M
Net VEX-22.1K-30.9K-14.3K-28.6K-18.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.341.020.340.75
Total Volume964.2386051,2941,008666
Total OI2,5401,7463,0312,8092,023

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$122.11$120.0042.8%12.3%55.0%45.3%55.9%5.6%-1.5%64.2K336.1K-28.6K0.3484.857522561,854955
2022-06-02$128.22$135.0038.2%10.7%57.0%34.6%39.8%5.8%5.8%189.0K-2.6M-30.9K0.4175.897523071,861957
2022-06-03$125.08$135.0041.4%11.1%54.2%42.0%41.4%6.9%5.2%77.3K-361.7K-27.7K0.4178.247463061,8611,008
2022-06-06$125.17$135.0044.1%11.0%54.0%48.3%40.9%5.4%7.4%104.3K-727.0K-28.3K0.4979.617343621,8621,008
2022-06-07$128.72$135.0040.0%10.6%51.4%38.7%40.8%5.3%6.6%170.0K-2.4M-29.4K0.4881.477563651,8761,059
2022-06-08$127.17$135.0039.0%11.2%51.7%36.4%42.1%5.3%4.6%173.4K-2.1M-30.5K0.4980.547643741,9151,072
2022-06-09$123.75$135.0041.0%11.7%50.9%41.0%42.2%8.8%3.1%51.5K374.8K-27.1K0.4978.617623751,9251,099
2022-06-10$118.53$135.0043.0%12.3%53.5%45.7%44.2%9.5%2.2%-31.8K2.9M-25.2K0.4875.297653681,9251,099
2022-06-13$110.78$135.0050.7%14.5%52.3%63.8%49.8%4.5%-2.7%-62.7K6.0M-20.1K0.3978.739273651,9301,101
2022-06-14$110.49$135.0049.1%14.1%50.3%59.9%41.7%8.6%0.6%-71.9K5.8M-18.8K0.4076.029273671,9241,083
2022-06-15$113.15$135.0044.4%12.7%50.7%49.0%42.5%14.2%3.6%-72.1K4.6M-18.7K0.4186.449013681,9241,023
2022-06-16$108.16$135.0048.2%13.8%48.6%57.8%44.7%8.0%1.5%-107.5K6.6M-14.9K0.4078.909043651,9231,022
2022-06-17$111.87$135.0047.0%13.5%48.0%55.0%36.8%10.1%1.8%-6.8K5.9M-16.0K0.4183.989073751,9261,017
2022-06-21$111.59$135.0047.7%13.7%48.0%56.7%44.1%9.2%2.0%-21.5K2.6M-14.3K1.0085.423033021,198548
2022-06-22$110.53$135.0048.9%14.0%47.9%59.6%46.4%4.1%-0.4%-32.4K3.0M-17.9K0.9889.033093021,201648
2022-06-23$115.47$135.0043.1%12.4%49.7%46.0%42.5%9.3%4.8%-26.2K2.3M-19.2K0.9885.763093021,208648
2022-06-24$120.30$135.0040.8%11.7%51.5%40.7%40.1%4.9%5.7%-10.9K1.4M-21.0K0.9587.763142971,211648
2022-06-27$119.40$130.0040.9%11.7%50.8%40.9%42.9%5.5%6.0%-30.2K1.9M-18.9K1.0291.193093161,227649
2022-06-28$116.04$130.0041.0%11.8%50.9%41.1%40.7%10.7%4.4%-32.8K2.2M-19.1K0.8593.783813231,235669
2022-06-29$116.58$130.0043.6%12.5%50.8%47.2%43.4%6.2%4.9%-15.7K2.0M-19.4K0.7590.363812851,308710
2022-06-30$114.80$130.0041.0%11.8%50.8%41.2%42.8%9.4%3.3%-23.1K2.5M-18.2K0.7592.383812851,309714