MANH Options History — June 2023

In June 2023, MANH traded between $182.91 and $200.39. ATM implied volatility averaged 26.3%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 8.6% (HV 20d: 17.7%). Max pain ranged from $155.00 to $175.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.95.

Notable Days

  • 2023-06-05: Highest Volume — 289 contracts
  • 2023-06-14: Largest IV drop — 29.5% change
  • 2023-06-13: Highest IV Rank — 11.0%
  • 2023-06-26: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$189.26$182.91$200.39$183.71$200.39
Max Pain$156.90$155.00$175.00$175.00$155.00
ATM IV26.3%21.8%36.8%25.7%23.5%
Expected Move6.8%5.0%7.6%7.4%6.7%
HV 20d17.7%13.8%19.5%18.4%18.2%
HV 60d25.9%25.2%27.4%27.3%26.0%
IV Rank3.8%0.7%11.0%3.4%1.9%
IV Percentile7.8%0.4%42.5%2.4%3.2%
Term Structure6.7%-0.7%10.7%-0.7%9.7%
VWIV24.2%19.5%28.7%26.3%24.3%
Skew 25d3.2%-2.9%9.4%-2.9%-1.3%
Skew 10d1.7%-9.2%13.4%12.4%-0.9%
Call IV 25d23.7%19.7%29.0%26.4%24.7%
Put IV 25d26.9%22.5%30.7%23.5%23.5%
Bid-Ask Spread %95.5191.69101.27101.2797.95
Gamma HHI0.220.190.280.280.20
Net GEX342.4K197.6K424.7K293.3K378.5K
Net DEX-10.2M-14.4M-7.2M-7.2M-14.4M
Net VEX-27.1K-34.6K-16.2K-16.9K-34.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.004.001.133.22
Total Volume53.38102894938
Total OI1,223.7149811,3829811,382

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$183.71$175.0025.7%7.4%18.4%3.4%26.3%-2.9%-0.7%293.3K-7.2M-16.9K1.13101.272326678303
2023-06-02$185.23$175.0026.0%7.5%18.4%3.6%27.2%-0.7%1.9%297.9K-7.8M-16.7K1.0099.7733687305
2023-06-05$184.45$155.0028.3%7.5%18.7%5.2%28.7%5.1%3.2%295.8K-7.6M-16.2K0.0291.692827688307
2023-06-06$184.79$155.0027.3%6.2%18.5%4.5%20.9%9.4%7.2%342.6K-8.3M-21.5K1.3393.6034778312
2023-06-07$182.91$155.0029.8%5.0%19.0%6.2%19.5%8.0%10.7%388.3K-8.0M-21.9K3.2595.68413807312
2023-06-08$185.63$155.0028.5%6.9%18.8%5.3%24.0%7.3%3.3%359.1K-8.7M-22.1K0.0093.1902812338
2023-06-09$185.76$155.0028.7%6.2%18.6%5.5%20.2%5.6%4.7%364.0K-9.0M-21.7K0.0095.6004814339
2023-06-12$189.91$155.0036.3%7.1%19.5%10.6%27.5%8.3%4.9%297.8K-10.2M-21.6K0.3392.296321826342
2023-06-13$190.50$155.0036.8%7.4%19.4%11.0%26.3%4.6%3.7%269.5K-10.8M-25.2K4.0092.6528893371
2023-06-14$191.97$155.0025.9%7.4%18.8%3.5%26.4%5.8%3.2%197.6K-11.3M-24.7K0.1492.17213893375
2023-06-15$193.47$155.0024.1%6.9%18.8%2.3%22.5%3.8%8.4%212.3K-12.0M-24.4K0.0096.002631911374
2023-06-16$191.88$155.0025.0%7.2%18.4%2.9%25.2%4.7%9.2%277.9K-11.4M-30.8K0.1394.298311990375
2023-06-20$191.25$155.0025.6%7.3%18.5%3.3%25.6%6.6%7.1%345.7K-10.4M-32.6K0.0893.42595963244
2023-06-21$190.35$155.0021.8%6.3%18.8%0.7%21.7%3.4%9.7%376.3K-10.5M-33.6K0.0896.727661,015245
2023-06-22$190.69$155.0022.2%6.4%13.8%1.0%24.8%-2.2%9.9%408.6K-11.1M-34.6K0.0098.99201,071251
2023-06-23$187.94$155.0022.1%6.3%14.9%0.9%20.7%1.8%8.1%417.1K-10.3M-34.5K0.0097.47101,072251
2023-06-26$186.94$155.0026.5%7.6%15.1%4.0%0.0%0.6%7.0%408.7K-9.7M-34.0K2.1394.658171,072251
2023-06-27$190.53$155.0023.0%6.6%15.6%1.5%0.0%0.9%10.0%417.1K-10.8M-34.4K0.0095.96001,080268
2023-06-28$191.30$155.0023.6%6.8%15.6%1.9%23.9%-1.5%9.3%424.7K-11.2M-33.5K0.0095.771901,080268
2023-06-29$194.81$155.0022.1%6.3%16.5%1.0%23.3%-0.5%9.8%417.2K-12.4M-34.1K0.2196.503371,087268
2023-06-30$200.39$155.0023.5%6.7%18.2%1.9%24.3%-1.3%9.7%378.5K-14.4M-34.3K3.2297.959291,108274