MANH Options History — April 2024

In April 2024, MANH traded between $205.88 and $247.07. ATM implied volatility averaged 32.3%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 8.8% (HV 20d: 23.5%). Max pain ranged from $210.00 to $250.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.62.

Notable Days

  • 2024-04-22: Highest Volume — 1,213 contracts
  • 2024-04-10: Largest IV spike — 54.1% change
  • 2024-04-23: Highest IV Rank — 87.4%
  • 2024-04-23: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$230.28$205.88$247.07$247.07$207.03
Max Pain$242.27$210.00$250.00$250.00$210.00
ATM IV32.3%23.9%43.3%24.9%26.0%
Expected Move9.9%6.8%12.4%7.1%7.5%
HV 20d23.5%13.4%45.0%22.2%44.9%
HV 60d27.4%25.1%35.3%25.7%31.1%
IV Rank50.1%21.4%87.4%24.7%28.7%
IV Percentile63.1%17.1%97.2%29.0%46.4%
Term Structure-3.4%-12.2%10.8%10.8%-1.6%
VWIV34.0%20.0%45.0%26.0%26.3%
Skew 25d1.8%-0.1%5.5%2.3%1.0%
Skew 10d3.6%-0.9%10.2%-0.9%6.7%
Call IV 25d34.0%23.7%42.0%25.1%26.3%
Put IV 25d35.8%25.5%46.5%27.4%27.3%
Bid-Ask Spread %72.4262.1590.4189.8482.30
Gamma HHI0.280.140.590.220.55
Net GEX-169.6K-1.2M368.3K368.3K-1.2M
Net DEX-697.5K-7.2M12.3M-7.2M8.8M
Net VEX-44.0K-55.3K-35.6K-44.6K-50.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.014.950.600.07
Total Volume285.636161,21316213
Total OI3,204.7731,8334,1371,8334,137

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$247.07$250.0024.9%7.1%22.2%24.7%26.0%2.3%10.8%368.3K-7.2M-44.6K0.6089.841061,085748
2024-04-02$242.88$250.0026.6%7.6%22.9%30.6%20.0%1.1%8.6%258.7K-5.4M-43.6K0.0988.63711661,088745
2024-04-03$243.03$250.0026.3%7.6%22.6%29.7%25.9%2.2%10.7%218.0K-4.8M-43.5K0.0390.41319111,766776
2024-04-04$241.96$250.0027.7%11.0%21.9%34.5%38.1%2.1%-6.4%204.7K-4.6M-44.5K0.1262.98366432,071784
2024-04-05$243.54$250.0026.5%10.8%16.0%30.2%24.5%1.6%-5.0%222.3K-4.9M-44.7K0.0263.8715832,321814
2024-04-08$242.50$250.0026.7%10.9%13.7%30.9%38.2%1.8%-6.9%172.8K-4.3M-43.7K0.7362.151182,405814
2024-04-09$242.39$250.0024.8%10.9%13.5%24.4%37.1%-0.1%-6.6%140.8K-4.0M-41.9K0.3067.5596292,415814
2024-04-10$238.53$250.0038.2%10.9%14.3%69.9%37.8%2.1%-6.8%59.1K-3.2M-40.8K1.6066.0815242,494793
2024-04-11$240.62$250.0036.6%10.5%13.4%64.8%37.7%1.9%-5.0%112.2K-4.3M-40.6K0.0165.6219122,500771
2024-04-12$237.83$250.0039.1%11.2%13.8%73.1%39.3%2.7%-7.5%42.3K-3.3M-39.4K0.0465.99239102,336773
2024-04-15$230.52$250.0040.8%11.7%16.8%78.9%40.1%2.3%-8.0%9.2K-879.5K-37.3K0.1666.31116182,325770
2024-04-16$231.38$250.0041.0%11.7%16.9%79.4%41.5%1.1%-8.0%28.8K-2.2M-37.8K0.0568.2614472,361734
2024-04-17$229.26$250.0041.0%11.7%17.0%79.4%41.0%1.7%-8.2%62.3K-1.6M-36.9K1.1767.1518212,491738
2024-04-18$229.89$250.0040.5%11.6%16.3%77.9%41.1%1.5%-6.0%105.3K-2.6M-36.0K0.1764.04162272,489706
2024-04-19$225.22$250.0042.3%12.1%16.2%84.0%42.5%0.6%-7.8%89.9K-1.2M-35.6K0.1665.00265432,465722
2024-04-22$228.42$250.0040.4%11.6%17.6%77.5%44.3%1.2%-7.3%156.1K-3.4M-40.3K4.9567.892041,0092,043444
2024-04-23$231.45$250.0043.3%12.4%18.6%87.4%45.0%5.5%-12.2%-148.4K-1.3M-55.3K1.2971.372923762,2091,440
2024-04-24$205.88$240.0023.9%6.8%44.2%21.4%25.5%2.8%-0.2%-1.2M12.3M-51.1K1.4779.102553752,1821,770
2024-04-25$207.62$210.0025.2%7.2%44.5%25.9%24.5%1.6%-0.8%-1.1M8.5M-55.3K0.1380.51184242,3311,717
2024-04-26$209.95$210.0024.1%6.9%44.9%22.3%24.2%1.9%-0.1%-1.1M6.9M-53.6K0.3378.1666222,3291,726
2024-04-29$209.17$210.0025.1%7.2%45.0%25.5%26.3%1.7%-0.9%-1.2M7.3M-50.8K0.1180.11113122,3301,733
2024-04-30$207.03$210.0026.0%7.5%44.9%28.7%26.3%1.0%-1.6%-1.2M8.8M-50.8K0.0782.30199142,3961,741