MANH Options History — August 2022

In August 2022, MANH traded between $139.59 and $154.48. ATM implied volatility averaged 36.7%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 20.0% (HV 20d: 56.7%). Max pain ranged from $125.00 to $140.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 6.00.

Notable Days

  • 2022-08-04: Highest Volume — 2,254 contracts
  • 2022-08-22: Largest IV spike — 17.1% change
  • 2022-08-08: Highest IV Rank — 40.8%
  • 2022-08-31: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$146.19$139.59$154.48$140.26$141.77
Max Pain$137.61$125.00$140.00$125.00$140.00
ATM IV36.7%32.3%40.9%37.0%40.1%
Expected Move10.5%9.2%11.5%10.6%11.5%
HV 20d56.7%27.3%70.7%70.2%28.8%
HV 60d54.1%51.8%58.8%58.8%52.0%
IV Rank31.1%20.7%40.8%31.7%38.9%
IV Percentile41.1%24.2%56.3%44.4%52.8%
Term Structure0.5%-2.9%2.4%0.5%1.4%
VWIV41.9%33.1%61.7%40.2%42.4%
Skew 25d5.4%2.2%10.6%2.2%7.2%
Skew 10d16.7%2.4%26.5%10.2%9.8%
Call IV 25d38.8%32.6%47.0%44.2%40.1%
Put IV 25d44.1%36.1%51.3%46.4%47.3%
Bid-Ask Spread %80.7166.5290.2579.7483.45
Gamma HHI0.150.090.190.090.19
Net GEX-88.1K-240.3K48.2K23.1K-179.7K
Net DEX-775.5K-3.2M2.5M-2.3M2.4M
Net VEX-47.1K-55.4K-28.8K-29.5K-55.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.000.0039.000.724.35
Total Volume518.39102,2541,0371,948
Total OI2,690.1741,6293,0431,6292,849

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$140.26$125.0037.0%10.6%70.2%31.7%40.2%2.2%0.5%23.1K-2.3M-29.5K0.7279.746044335571,072
2022-08-02$139.59$125.0037.5%10.8%69.8%33.0%43.2%3.8%0.9%17.4K-2.1M-29.7K0.7079.866124275571,080
2022-08-03$144.87$125.0037.3%10.7%70.6%32.5%44.6%6.5%-0.2%48.2K-3.1M-28.8K0.6783.786124085661,080
2022-08-04$144.05$135.0037.3%10.4%70.7%32.4%41.0%4.8%-0.7%32.5K-2.9M-28.8K2.6669.456161,6385661,102
2022-08-05$144.74$135.0035.9%11.0%70.5%29.3%42.9%8.4%2.4%-81.0K-299.7K-55.1K3.4371.524831,6555802,317
2022-08-08$146.25$140.0040.9%10.7%70.1%40.8%41.8%2.6%0.3%-67.9K-1.4M-51.0K3.3366.524831,6065992,365
2022-08-09$144.55$140.0036.0%10.6%66.9%29.3%0.0%3.9%0.3%-77.8K-712.8K-54.1K0.0077.780166092,370
2022-08-10$148.49$140.0035.3%10.1%64.5%27.7%38.6%2.7%2.4%-49.2K-1.8M-50.9K4.5078.13296092,364
2022-08-11$147.68$140.0035.5%10.2%63.2%28.2%0.0%5.5%1.2%-56.4K-1.9M-47.3K0.0079.910106092,373
2022-08-12$149.08$140.0033.6%9.6%63.1%23.9%47.6%8.5%1.0%-44.9K-2.0M-49.7K0.0080.91046092,383
2022-08-15$153.42$140.0033.3%9.6%63.2%23.2%47.6%3.6%1.4%-9.5K-3.2M-45.9K15.0082.813456092,386
2022-08-16$154.48$140.0033.9%9.7%63.2%24.5%61.7%2.9%0.2%-34.8K-3.0M-46.4K1.3081.6423306112,426
2022-08-17$150.33$140.0034.6%9.9%64.0%26.1%35.1%3.4%-1.1%-65.1K-3.0M-42.2K0.0090.25405952,445
2022-08-18$152.07$140.0038.3%11.0%64.0%34.7%0.0%4.9%-2.9%-89.0K-2.2M-47.0K0.0086.95015982,445
2022-08-19$149.14$140.0032.3%9.2%64.1%20.7%0.0%6.3%1.4%-240.3K-1.2M-48.6K0.7081.281075982,445
2022-08-22$145.53$140.0037.8%10.8%65.2%33.6%40.3%5.6%-0.0%-116.5K187.6K-49.4K18.3383.5261104322,207
2022-08-23$144.52$140.0036.9%10.6%64.8%31.5%39.5%7.6%1.1%-150.7K1.3M-54.4K0.0081.350314382,317
2022-08-24$145.90$140.0039.7%11.4%27.3%38.0%35.5%4.7%1.6%-155.6K1.3M-52.2K39.0083.081394382,348
2022-08-25$148.06$140.0034.5%9.9%27.6%26.0%33.1%7.2%2.1%-159.4K1.4M-54.0K0.0080.92204392,387
2022-08-26$142.43$140.0038.8%11.1%30.9%35.9%38.8%5.2%-0.3%-177.5K2.0M-55.2K6.0081.92164412,387
2022-08-29$141.32$140.0039.8%11.4%30.9%38.2%0.0%10.6%-1.5%-189.6K2.5M-55.1K0.0082.73004402,393
2022-08-30$143.74$140.0038.8%11.1%31.3%36.0%39.6%5.7%-0.2%-203.3K2.3M-52.1K1.2488.8417214402,393
2022-08-31$141.77$140.0040.1%11.5%28.8%38.9%42.4%7.2%1.4%-179.7K2.4M-55.4K4.3583.453641,5844572,392