MANH Options History — October 2022

In October 2022, MANH traded between $118.03 and $140.28. ATM implied volatility averaged 46.8%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 31.7% (HV 20d: 78.5%). 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 3 of 21 days. Put/call ratio averaged 5.52.

Notable Days

  • 2022-10-21: Highest Volume — 2,235 contracts
  • 2022-10-26: Largest IV drop — 17.6% change
  • 2022-10-24: Highest IV Rank — 21.4%
  • 2022-10-24: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$128.80$118.03$140.28$135.53$121.97
Max Pain$134.29$120.00$140.00$120.00$125.00
ATM IV46.8%37.4%55.4%43.2%41.1%
Expected Move13.7%10.7%15.9%12.4%11.8%
HV 20d78.5%29.7%130.2%130.1%57.3%
HV 60d83.6%78.8%86.1%86.0%82.5%
IV Rank15.3%8.7%21.4%12.7%11.2%
IV Percentile73.0%30.2%95.6%62.3%47.2%
Term Structure-5.5%-11.8%5.2%5.2%-2.9%
VWIV47.6%36.6%54.2%43.3%43.3%
Skew 25d8.7%2.4%16.1%6.2%4.4%
Skew 10d17.6%6.1%39.0%11.2%6.1%
Call IV 25d43.8%38.0%48.7%43.3%40.7%
Put IV 25d52.5%41.1%58.6%49.5%45.1%
Bid-Ask Spread %82.6365.6698.0185.5391.64
Gamma HHI0.190.150.270.200.23
Net GEX-299.0K-442.9K-155.1K-168.6K-314.5K
Net DEX5.4M1.4M8.3M3.0M6.4M
Net VEX-44.5K-50.0K-39.8K-50.0K-43.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.522.6511.145.362.65
Total Volume1,924.1438432,2352,092843
Total OI3,073.3332,7133,2432,9423,120

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$135.53$120.0043.2%12.4%130.1%12.7%43.3%6.2%5.2%-168.6K3.0M-50.0K5.3685.533291,7635352,407
2022-10-04$137.20$120.0043.9%12.6%130.2%13.2%43.4%5.9%-0.7%-163.9K2.2M-44.5K5.4593.313311,8055362,434
2022-10-05$138.48$120.0040.9%11.7%130.1%11.1%36.6%5.1%4.7%-173.5K2.5M-48.2K5.3892.663311,7825392,493
2022-10-06$140.28$140.0040.6%13.3%130.1%10.9%50.8%8.1%-4.9%-155.1K1.4M-43.1K5.3365.663341,7795392,493
2022-10-07$134.74$140.0042.9%13.9%130.1%12.5%49.1%9.5%-7.7%-196.1K3.1M-45.7K5.3773.103351,7995422,493
2022-10-10$132.63$140.0043.5%13.9%130.2%13.0%52.5%9.1%-7.3%-286.0K4.3M-45.9K5.2670.893421,8005422,613
2022-10-11$129.31$140.0048.0%14.9%129.8%16.1%52.1%16.1%-11.8%-318.9K5.5M-46.6K5.2672.373421,8005502,615
2022-10-12$128.30$140.0051.9%14.9%129.8%18.9%51.3%12.3%-11.2%-336.9K5.9M-47.5K5.1675.173471,7925512,616
2022-10-13$128.11$140.0050.0%14.3%95.4%17.5%50.6%12.3%-9.3%-346.9K6.0M-45.2K5.2773.653471,8275532,619
2022-10-14$122.42$140.0050.9%14.6%29.7%18.2%46.4%14.7%-7.6%-396.4K8.3M-46.0K4.9879.873631,8095532,674
2022-10-17$127.42$140.0051.8%14.8%33.3%18.8%48.9%13.6%-9.0%-408.6K6.6M-47.3K4.9275.173621,7825812,661
2022-10-18$131.24$140.0051.5%14.8%35.0%18.6%51.2%6.3%-9.4%-393.8K4.9M-44.6K4.9182.873631,7835802,662
2022-10-19$126.58$140.0052.0%14.9%36.9%19.0%49.0%10.5%-10.6%-442.9K6.7M-43.8K5.1289.533481,7825812,662
2022-10-20$124.89$140.0051.6%14.8%36.9%18.7%49.0%12.0%-5.9%-440.4K7.3M-42.9K5.1192.313491,7825822,649
2022-10-21$127.35$140.0051.9%14.9%37.2%18.9%51.3%7.6%-7.1%-264.5K6.4M-43.6K5.3588.193521,8835832,648
2022-10-24$128.54$130.0055.4%15.9%37.1%21.4%54.2%11.0%-9.4%-247.5K5.5M-41.7K11.1488.201521,6943672,346
2022-10-25$133.00$135.0051.3%14.7%39.1%18.5%53.6%6.7%-7.8%-219.5K4.3M-40.0K10.2476.601651,6893892,359
2022-10-26$118.03$135.0042.3%12.1%56.7%12.1%42.8%5.6%-2.0%-328.7K7.9M-39.8K8.3282.642121,7634142,384
2022-10-27$118.99$130.0037.4%10.7%56.9%8.7%38.8%2.4%2.7%-341.0K7.6M-42.7K2.6587.842416385172,453
2022-10-28$119.73$125.0041.5%11.9%57.1%11.5%41.8%3.2%-3.1%-335.1K7.1M-42.7K2.7998.012296385712,534
2022-10-31$121.97$125.0041.1%11.8%57.3%11.2%43.3%4.4%-2.9%-314.5K6.4M-43.5K2.6591.642316125862,534