MANH Options History — September 2022

In September 2022, MANH traded between $129.68 and $177.18. ATM implied volatility averaged 47.5%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 38.3% (HV 20d: 85.8%). Max pain ranged from $120.00 to $140.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 4.08.

Notable Days

  • 2022-09-27: Highest Volume — 2,097 contracts
  • 2022-09-15: Largest IV spike — 359.8% change
  • 2022-09-15: Highest IV Rank — 100.0%
  • 2022-09-15: Largest Expected Move — 47.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$138.64$129.68$177.18$139.21$133.71
Max Pain$121.90$120.00$140.00$140.00$120.00
ATM IV47.5%33.4%166.9%39.1%43.4%
Expected Move13.3%10.4%47.8%11.2%12.4%
HV 20d85.8%28.8%130.9%29.4%130.2%
HV 60d69.8%48.3%87.0%51.8%86.0%
IV Rank27.7%8.2%100.0%36.6%12.9%
IV Percentile58.4%21.4%100.0%49.2%63.1%
Term Structure2.5%-2.0%8.2%1.1%5.2%
VWIV44.2%34.1%57.9%57.9%49.5%
Skew 25d10.9%2.5%90.0%2.5%5.1%
Skew 10d16.3%-14.0%47.6%10.5%1.5%
Call IV 25d39.5%14.8%49.2%44.1%46.0%
Put IV 25d50.4%40.0%104.8%46.6%51.1%
Bid-Ask Spread %81.9869.1190.0486.9086.12
Gamma HHI0.190.120.210.190.20
Net GEX-186.1K-266.5K-9.3K-191.0K-176.2K
Net DEX2.9M-5.5M5.1M2.9M3.6M
Net VEX-50.8K-56.6K-17.9K-56.6K-51.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.080.0010.184.365.32
Total Volume885.42902,09722,074
Total OI2,893.8572,8492,9612,8492,941

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$139.21$140.0039.1%11.2%29.4%36.6%57.9%2.5%1.1%-191.0K2.9M-56.6K0.0086.90024572,392
2022-09-02$136.26$140.0039.6%11.3%30.1%37.8%0.0%5.2%1.8%-204.7K3.6M-56.5K0.0089.020104572,394
2022-09-06$136.89$120.0045.2%11.9%29.8%48.7%47.8%7.0%-2.0%-210.9K3.7M-55.5K4.3671.213641,5864572,404
2022-09-07$139.27$120.0041.6%11.3%30.5%39.9%37.2%6.3%-0.8%-203.3K2.9M-53.7K4.7969.113311,5864572,405
2022-09-08$140.50$120.0035.7%11.6%28.8%25.6%38.2%8.1%-2.0%-195.9K2.5M-52.7K0.4576.041154612,405
2022-09-09$145.72$120.0033.4%10.9%32.0%20.0%0.0%7.1%-0.4%-147.9K788.7K-47.1K0.5075.61214722,407
2022-09-12$145.66$120.0045.1%10.4%31.8%48.6%49.4%5.6%1.2%-148.2K869.8K-48.5K0.0078.06024742,406
2022-09-13$140.25$120.0052.8%10.7%32.3%67.3%51.7%7.3%1.1%-192.7K2.2M-50.3K4.8278.183291,5854742,407
2022-09-14$140.56$120.0036.3%10.4%32.1%27.1%0.0%2.9%0.9%-179.6K1.6M-46.0K0.0084.91004772,407
2022-09-15$177.18$120.00166.9%47.8%89.0%100.0%0.0%90.0%3.9%-9.3K-5.5M-17.9K0.0087.620784772,407
2022-09-16$136.32$120.0042.3%12.1%130.8%12.1%51.8%5.9%4.0%-266.5K4.1M-54.6K5.0877.693291,6704772,484
2022-09-19$137.96$120.0040.1%11.5%130.9%10.6%39.9%8.4%2.6%-197.6K3.4M-51.9K0.0081.010204362,416
2022-09-20$135.69$120.0043.1%12.4%130.7%12.7%43.3%10.7%1.8%-207.1K3.9M-52.1K0.0080.081004362,433
2022-09-21$133.82$120.0040.0%11.5%130.8%10.5%39.3%8.7%5.8%-214.6K4.3M-55.3K0.6184.5418114432,433
2022-09-22$132.20$120.0036.8%10.6%130.7%8.2%34.1%9.3%8.2%-214.3K5.1M-56.0K10.1887.73171734972,443
2022-09-23$129.68$120.0039.6%11.4%130.6%10.2%37.8%7.6%6.7%-204.6K4.7M-52.7K0.0084.070135122,408
2022-09-26$131.11$120.0046.7%13.4%130.2%15.2%37.2%11.5%-0.5%-193.7K4.0M-49.6K5.3683.543281,7575122,408
2022-09-27$130.98$120.0046.3%13.3%130.2%14.9%54.6%9.0%2.3%-195.6K4.5M-53.4K5.1985.223391,7585162,408
2022-09-28$134.54$120.0042.4%12.2%130.4%12.2%41.1%7.5%5.5%-175.5K3.4M-52.0K5.3084.853321,7585282,407
2022-09-29$133.92$120.0041.7%11.9%130.4%11.6%41.0%3.9%7.0%-179.1K3.8M-52.1K5.2290.043371,7585292,407
2022-09-30$133.71$120.0043.4%12.4%130.2%12.9%49.5%5.1%5.2%-176.2K3.6M-51.7K5.3286.123281,7465342,407