MANH Options History — December 2022

In December 2022, MANH traded between $117.47 and $127.44. ATM implied volatility averaged 39.1%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 1.0% (HV 20d: 40.1%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2022-12-30: Highest Volume — 133 contracts
  • 2022-12-14: Largest IV drop — 43.4% change
  • 2022-12-13: Highest IV Rank — 22.5%
  • 2022-12-01: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$120.78$117.47$127.44$127.44$120.88
Max Pain$128.33$125.00$130.00$125.00$125.00
ATM IV39.1%33.1%59.2%42.3%34.5%
Expected Move10.3%9.5%12.1%12.1%9.9%
HV 20d40.1%31.7%53.7%51.0%31.7%
HV 60d60.4%47.8%86.8%86.6%48.7%
IV Rank7.8%3.2%22.5%10.3%3.2%
IV Percentile31.9%5.2%96.4%52.0%10.3%
Term Structure5.6%-9.1%12.3%-9.1%11.7%
VWIV35.4%32.2%40.4%34.6%38.8%
Skew 25d5.3%-0.2%12.8%4.4%2.9%
Skew 10d11.3%1.2%21.8%3.6%14.7%
Call IV 25d33.8%29.8%39.0%39.0%32.2%
Put IV 25d39.1%33.5%43.5%43.4%35.1%
Bid-Ask Spread %94.7087.78105.3499.11101.85
Gamma HHI0.350.260.380.260.33
Net GEX-240.4K-308.5K-123.6K-123.6K-217.2K
Net DEX1.8M241.7K3.5M241.7K842.2K
Net VEX-21.6K-26.4K-16.1K-22.1K-16.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.0016.500.500.00
Total Volume22.09501339133
Total OI2,589.4762,5132,6732,5132,672

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$127.44$125.0042.3%12.1%51.0%10.3%0.0%4.4%-9.1%-123.6K241.7K-22.1K0.5099.11635191,994
2022-12-02$126.25$125.0034.4%9.9%50.2%4.6%0.0%6.3%1.2%-152.9K726.4K-22.2K0.00105.34055191,997
2022-12-05$121.00$130.0040.2%10.7%52.6%8.8%34.6%4.0%4.2%-235.8K2.2M-24.5K0.5092.06215192,002
2022-12-06$117.47$130.0047.1%10.5%53.7%13.8%38.3%4.8%4.2%-308.5K3.5M-26.4K0.0094.83015182,003
2022-12-07$117.84$130.0039.6%10.1%53.7%8.4%0.0%6.7%6.1%-303.2K3.4M-26.1K0.0093.853005182,004
2022-12-08$120.05$130.0044.3%10.8%53.0%11.7%33.9%2.3%2.4%-253.1K2.1M-24.0K0.0095.80205482,004
2022-12-09$119.50$130.0038.4%9.9%38.8%7.5%0.0%2.3%5.0%-267.0K2.5M-25.4K0.0090.18005492,004
2022-12-12$119.50$130.0054.1%10.6%36.6%18.8%0.0%5.6%4.0%-262.9K2.2M-22.5K16.5087.782335492,004
2022-12-13$123.49$130.0059.2%10.4%38.7%22.5%36.3%6.0%0.8%-201.3K1.4M-23.2K0.1689.611935512,037
2022-12-14$123.16$130.0033.5%9.6%36.6%4.0%34.0%4.2%5.4%-195.2K1.1M-21.2K0.5091.70215572,038
2022-12-15$120.08$130.0033.7%9.7%35.7%4.1%36.4%3.6%8.8%-274.7K2.3M-23.6K0.5093.61425592,038
2022-12-16$119.04$130.0034.7%10.0%34.0%4.9%0.0%2.4%8.5%-278.5K2.3M-22.3K3.8093.0710385592,040
2022-12-19$118.31$130.0033.1%9.5%33.9%3.7%32.3%7.0%8.3%-295.6K2.3M-21.2K0.4691.681365262,042
2022-12-20$120.74$130.0035.3%10.1%34.7%5.3%0.0%8.2%3.7%-245.7K1.5M-19.3K0.0092.74305402,042
2022-12-21$122.52$130.0035.9%10.3%34.2%5.7%40.4%12.8%8.5%-214.3K1.3M-19.7K1.0092.4664645422,042
2022-12-22$119.20$130.0035.2%10.1%35.5%5.2%0.0%4.7%6.7%-244.1K1.4M-18.6K0.0093.53005972,076
2022-12-23$119.41$125.0038.5%11.0%35.5%7.6%0.0%9.6%8.3%-258.4K1.9M-20.9K0.0094.721005972,063
2022-12-27$120.18$125.0034.6%9.9%34.9%4.7%32.4%11.1%10.0%-252.1K1.7M-19.5K0.0097.26306072,063
2022-12-28$118.30$125.0035.3%10.1%34.9%3.8%32.2%-0.2%12.3%-276.7K1.5M-17.7K0.0099.59206072,063
2022-12-29$122.00$125.0038.2%10.9%32.5%5.9%38.8%2.9%7.7%-187.2K568.4K-16.8K0.0097.92206072,063
2022-12-30$120.88$125.0034.5%9.9%31.7%3.2%0.0%2.9%11.7%-217.2K842.2K-16.1K0.00101.8501336092,063