MANH Options History — June 2024

In June 2024, MANH traded between $214.67 and $251.16. ATM implied volatility averaged 22.6%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 1.3% (HV 20d: 23.9%). Max pain ranged from $210.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 2.28.

Notable Days

2024-06-25: Highest Volume — 573 contracts
2024-06-28: Largest IV drop — 8.4% change
2024-06-04: Highest IV Rank — 22.5%
2024-06-04: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$231.06	$214.67	$251.16	$215.18	$248.01
Max Pain	$219.47	$210.00	$230.00	$210.00	$230.00
ATM IV	22.6%	20.4%	24.2%	22.9%	20.4%
Expected Move	6.4%	5.9%	6.9%	6.6%	5.9%
HV 20d	23.9%	22.9%	26.0%	23.8%	24.7%
HV 60d	31.9%	30.7%	33.6%	31.0%	33.6%
IV Rank	17.1%	9.7%	22.5%	18.0%	9.7%
IV Percentile	14.7%	2.0%	28.6%	14.7%	2.0%
Term Structure	5.9%	-1.4%	10.7%	-0.9%	10.1%
VWIV	22.8%	21.1%	23.7%	23.7%	21.1%
Skew 25d	1.0%	-1.0%	3.4%	2.3%	-0.0%
Skew 10d	2.3%	-3.2%	12.0%	5.6%	-1.3%
Call IV 25d	22.6%	21.2%	24.0%	23.9%	22.4%
Put IV 25d	23.6%	22.0%	27.2%	26.3%	22.4%
Bid-Ask Spread %	85.46	57.54	96.60	91.71	92.37
Gamma HHI	0.25	0.17	0.44	0.18	0.27
Net GEX	464.0K	34.0K	919.6K	353.6K	34.0K
Net DEX	-8.6M	-13.2M	-3.3M	-3.6M	-8.9M
Net VEX	-47.0K	-58.6K	-40.9K	-44.4K	-57.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.28	0.00	29.16	1.50	0.15
Total Volume	68.421	5	573	45	77
Total OI	2,514.842	2,183	2,745	2,433	2,745

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$215.18	$210.00	22.9%	6.6%	23.8%	18.0%	23.7%	2.3%	-0.9%	353.6K	-3.6M	-44.4K	1.50	91.71	18	27	1,887	546
2024-06-04	$214.67	$210.00	24.2%	6.9%	23.8%	22.5%	0.0%	3.3%	0.2%	327.5K	-3.3M	-44.7K	3.50	96.60	2	7	1,894	568
2024-06-05	$220.61	$210.00	23.2%	6.7%	24.5%	19.1%	23.3%	1.0%	-1.4%	440.1K	-5.9M	-46.7K	0.71	84.87	24	17	1,896	568
2024-06-06	$220.24	$220.00	23.8%	6.4%	23.9%	21.0%	22.2%	0.6%	5.7%	428.5K	-5.6M	-45.8K	0.28	82.95	18	5	1,890	581
2024-06-07	$220.81	$220.00	23.0%	6.3%	23.3%	18.3%	22.5%	1.3%	5.8%	440.3K	-5.8M	-46.2K	0.20	61.12	25	5	1,896	588
2024-06-10	$220.56	$220.00	23.5%	6.5%	23.3%	20.2%	21.7%	1.2%	6.3%	441.7K	-5.6M	-45.3K	0.00	57.54	105	0	1,909	591
2024-06-11	$225.53	$220.00	24.1%	6.1%	23.7%	22.0%	23.3%	1.1%	4.4%	552.5K	-8.3M	-44.9K	1.17	85.57	30	35	1,912	591
2024-06-12	$231.19	$220.00	22.1%	6.3%	24.9%	15.2%	23.7%	3.4%	5.3%	638.9K	-10.8M	-48.4K	0.30	88.53	27	8	1,921	616
2024-06-13	$230.03	$220.00	21.8%	6.2%	23.1%	14.2%	22.9%	2.4%	6.2%	606.4K	-10.0M	-46.9K	2.08	87.86	12	25	1,925	620
2024-06-14	$228.47	$220.00	20.8%	5.9%	22.9%	10.7%	22.8%	0.7%	6.9%	566.4K	-9.3M	-47.6K	1.50	88.48	2	3	1,931	636
2024-06-17	$233.25	$220.00	21.8%	6.3%	23.3%	14.3%	23.4%	-0.6%	5.8%	666.9K	-11.7M	-46.8K	0.11	87.28	19	2	1,931	637
2024-06-18	$236.47	$220.00	22.4%	6.4%	23.8%	16.3%	23.3%	-1.0%	5.9%	795.0K	-13.2M	-43.4K	0.27	84.89	41	11	1,928	638
2024-06-20	$233.50	$220.00	23.4%	6.7%	23.4%	19.7%	23.4%	1.0%	7.0%	548.3K	-11.3M	-42.7K	0.16	87.73	45	7	1,927	632
2024-06-21	$237.74	$220.00	23.5%	6.7%	23.6%	20.2%	22.8%	0.9%	6.8%	919.6K	-12.9M	-43.8K	0.23	90.19	31	7	1,920	631
2024-06-24	$242.04	$220.00	22.4%	6.4%	24.2%	16.3%	22.1%	0.9%	9.1%	478.0K	-11.6M	-40.9K	0.06	90.90	18	1	1,645	538
2024-06-25	$239.59	$220.00	22.5%	6.4%	24.3%	16.6%	22.9%	1.0%	9.1%	475.8K	-10.5M	-41.8K	29.16	91.50	19	554	1,647	540
2024-06-26	$241.03	$220.00	22.2%	6.4%	23.8%	15.6%	22.6%	0.6%	9.3%	56.0K	-5.6M	-58.6K	1.92	83.85	13	25	1,646	1,071
2024-06-27	$251.16	$230.00	22.3%	6.4%	26.0%	16.0%	22.3%	-0.1%	10.7%	46.7K	-10.4M	-56.0K	0.13	89.79	31	4	1,657	1,083
2024-06-28	$248.01	$230.00	20.4%	5.9%	24.7%	9.7%	21.1%	-0.0%	10.1%	34.0K	-8.9M	-57.3K	0.15	92.37	67	10	1,660	1,085