MANH Options History — November 2022

In November 2022, MANH traded between $108.54 and $128.42. ATM implied volatility averaged 38.6%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 22.5% (HV 20d: 61.1%). Max pain ranged from $105.00 to $125.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.69.

Notable Days

  • 2022-11-10: Highest Volume — 1,026 contracts
  • 2022-11-21: Largest IV spike — 20.8% change
  • 2022-11-02: Highest IV Rank — 14.9%
  • 2022-11-02: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$119.06$108.54$128.42$117.97$125.00
Max Pain$116.43$105.00$125.00$125.00$125.00
ATM IV38.6%33.0%46.3%41.8%39.2%
Expected Move10.9%9.5%13.3%12.0%11.2%
HV 20d61.1%51.8%70.1%57.8%53.3%
HV 60d85.0%82.7%86.6%82.7%86.6%
IV Rank8.9%3.6%14.9%11.7%8.1%
IV Percentile32.7%5.6%71.8%51.2%33.3%
Term Structure-1.9%-6.1%2.3%-4.1%-2.5%
VWIV41.6%38.2%44.7%38.7%38.2%
Skew 25d5.5%1.8%9.6%2.8%9.4%
Skew 10d4.8%-9.7%14.5%5.5%-1.2%
Call IV 25d37.4%31.6%44.0%37.9%34.4%
Put IV 25d42.9%36.6%48.4%40.7%43.8%
Bid-Ask Spread %93.6787.43103.0091.20100.71
Gamma HHI0.300.210.360.270.29
Net GEX-301.3K-430.0K-165.0K-360.5K-180.0K
Net DEX4.7M671.9K10.3M7.9M1.4M
Net VEX-32.0K-41.6K-25.1K-41.6K-25.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.690.072.742.740.07
Total Volume759.09501,02684516
Total OI2,761.6672,4763,1223,1222,498

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$117.97$125.0041.8%12.0%57.8%11.7%38.7%2.8%-4.1%-360.5K7.9M-41.6K2.7491.202266195872,535
2022-11-02$113.28$125.0046.3%13.3%58.6%14.9%43.5%5.6%-6.1%-390.0K8.7M-41.1K2.5896.102325995882,468
2022-11-03$110.71$105.0036.8%10.6%58.1%8.2%42.6%4.0%-1.3%-421.2K9.5M-41.5K1.3689.473895315952,455
2022-11-04$108.97$105.0039.0%10.7%57.1%9.8%43.1%5.4%-2.4%-430.0K10.0M-38.7K1.5689.663976195312,417
2022-11-07$111.13$105.0043.0%11.0%58.1%12.6%43.2%4.9%-2.8%-411.2K9.2M-38.1K1.5587.433996205382,370
2022-11-08$111.19$105.0041.6%10.8%57.8%11.6%43.9%5.7%-2.7%-426.0K9.2M-35.5K1.5688.443986205412,380
2022-11-09$108.54$105.0039.1%11.2%58.1%9.8%40.6%9.6%0.1%-409.7K10.3M-36.0K1.5695.583986205472,380
2022-11-10$120.19$105.0037.2%10.7%70.1%8.5%41.5%5.1%-2.6%-315.3K4.1M-33.1K1.6192.473936335482,222
2022-11-11$124.29$105.0037.5%10.7%69.4%8.7%44.2%4.5%-2.5%-256.9K2.5M-32.0K1.8589.003436335482,219
2022-11-14$124.21$105.0040.8%11.7%67.8%11.1%41.7%9.6%-4.1%-266.0K2.6M-30.0K1.8289.563366135512,220
2022-11-15$128.42$105.0036.6%10.5%68.1%8.1%40.0%6.4%0.1%-165.0K671.9K-25.9K1.8090.403456205612,220
2022-11-16$124.08$125.0037.8%10.8%68.0%8.9%41.2%4.4%-1.9%-266.2K2.4M-29.1K1.9691.183166205602,227
2022-11-17$120.23$125.0036.4%10.4%68.7%7.9%42.5%5.3%0.9%-301.1K3.5M-32.4K1.9789.773236366452,228
2022-11-18$121.14$125.0033.8%9.7%68.3%6.1%40.8%6.6%0.7%-349.1K3.1M-29.6K1.9790.733236366282,245
2022-11-21$120.22$125.0040.8%11.7%68.2%9.8%42.0%1.8%-4.7%-254.1K2.7M-28.3K1.9094.942865434871,989
2022-11-22$122.77$125.0033.4%9.6%67.4%3.9%38.4%5.2%1.1%-205.9K1.6M-25.9K1.9197.282865454991,991
2022-11-23$123.58$125.0033.0%9.5%51.8%3.6%40.3%5.0%2.3%-199.0K1.7M-27.4K1.9599.422795455001,993
2022-11-25$123.72$125.0036.8%10.6%51.8%6.4%0.0%4.4%-2.4%-204.8K1.9M-27.6K0.00103.00005011,993
2022-11-28$121.21$125.0041.9%12.0%52.4%10.0%0.0%4.4%-4.6%-244.8K2.2M-25.7K0.0099.93005021,993
2022-11-29$119.35$125.0037.8%10.8%52.2%7.1%44.7%5.6%0.4%-269.8K2.9M-26.9K0.33100.75315021,993
2022-11-30$125.00$125.0039.2%11.2%53.3%8.1%38.2%9.4%-2.5%-180.0K1.4M-25.1K0.07100.711515051,993