MANH Options History — July 2024

In July 2024, MANH traded between $217.84 and $258.92. ATM implied volatility averaged 33.6%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 0.2% (HV 20d: 33.8%). Max pain ranged from $230.00 to $250.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 6.73.

Notable Days

  • 2024-07-17: Highest Volume — 3,754 contracts
  • 2024-07-10: Largest IV spike — 49.1% change
  • 2024-07-19: Highest IV Rank — 100.0%
  • 2024-07-23: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$242.01$217.84$258.92$245.69$255.52
Max Pain$240.45$230.00$250.00$230.00$240.00
ATM IV33.6%22.1%51.9%23.2%27.3%
Expected Move10.0%6.4%14.9%6.7%7.8%
HV 20d33.8%23.2%53.0%25.3%52.7%
HV 60d33.6%26.4%35.9%33.6%35.9%
IV Rank52.0%15.5%100.0%19.1%28.2%
IV Percentile68.3%10.3%100.0%19.0%64.7%
Term Structure-4.2%-14.0%10.8%10.8%-1.3%
VWIV37.6%23.0%53.9%23.6%27.9%
Skew 25d2.9%-0.3%6.5%1.7%3.1%
Skew 10d5.7%-0.2%10.1%0.0%9.8%
Call IV 25d34.8%22.5%52.3%22.6%27.8%
Put IV 25d37.7%22.8%55.4%24.4%30.9%
Bid-Ask Spread %76.8555.2895.6795.1382.42
Gamma HHI0.320.210.780.270.22
Net GEX-282.8K-3.3M2.3M44.6K2.3M
Net DEX-6.6M-47.5M32.6M-7.6M-43.6M
Net VEX-77.6K-129.8K-55.4K-57.7K-85.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.730.0379.4224.401.75
Total Volume736.503,75438122
Total OI5,025.3182,7607,1492,7607,020

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$245.69$230.0023.2%6.7%25.3%19.1%23.6%1.7%10.8%44.6K-7.6M-57.7K24.4095.13153661,6711,089
2024-07-02$246.12$250.0023.8%6.8%24.6%21.2%23.0%-0.3%8.1%-583.7K-2.4M-63.7K0.5792.12741,6831,434
2024-07-03$246.70$250.0022.3%6.4%24.4%16.0%0.0%0.7%9.0%-689.7K-3.5M-63.0K0.0095.67001,6851,437
2024-07-05$247.97$240.0022.1%9.3%23.2%15.5%40.8%1.4%-4.1%-729.9K-4.4M-61.4K0.5077.001261,6851,439
2024-07-08$245.62$240.0024.1%9.7%23.7%22.2%45.7%2.4%-5.2%-683.7K-2.4M-59.7K0.0374.687521,6951,441
2024-07-09$242.28$240.0024.2%10.0%24.6%22.4%35.9%2.5%-4.9%-582.2K407.5K-58.3K0.2572.732051,7691,443
2024-07-10$245.28$240.0036.0%10.3%24.7%62.7%38.1%1.6%-5.4%-720.5K-2.0M-58.5K79.4267.61129531,7821,443
2024-07-11$241.09$240.0036.7%10.5%25.0%64.8%36.7%2.6%-7.1%-1.9M5.3M-67.3K5.9475.65352081,7922,554
2024-07-12$241.14$240.0036.2%10.4%23.7%63.3%36.4%2.8%-6.0%-2.1M5.2M-63.7K4.5976.22221011,8092,716
2024-07-15$241.14$240.0039.7%11.4%23.6%75.2%40.4%2.6%-7.5%-2.0M4.5M-59.8K2.6076.3635911,8302,771
2024-07-16$239.60$240.0040.0%11.5%23.6%76.0%38.9%6.5%-9.9%-2.1M6.2M-55.4K6.0078.7613781,8512,826
2024-07-17$226.05$240.0046.3%13.3%30.9%97.6%46.2%4.2%-14.0%-3.3M32.6M-56.5K3.3373.818672,8871,8602,864
2024-07-18$219.86$240.0044.5%12.8%31.7%91.4%46.1%6.0%-8.4%-1.0M32.5M-92.5K6.2477.213001,8732,6583,424
2024-07-19$217.84$240.0047.1%13.5%31.6%100.0%46.9%4.0%-12.7%-792.2K31.7M-101.0K1.6662.433225352,9193,644
2024-07-22$225.13$240.0048.3%13.9%33.4%100.0%50.3%3.1%-10.1%-415.9K5.9M-105.9K0.2467.041,7484132,5632,828
2024-07-23$225.33$240.0051.9%14.9%32.5%100.0%53.9%3.1%-13.6%-115.2K2.3M-129.8K0.5155.281,0295283,2403,149
2024-07-24$252.43$240.0029.2%8.4%52.6%33.9%31.4%2.3%-1.7%1.8M-44.1M-100.7K1.0079.059399403,5873,562
2024-07-25$248.73$240.0029.8%8.6%53.0%35.7%30.8%2.3%-2.6%1.3M-28.9M-99.1K0.2179.995941233,1963,334
2024-07-26$258.92$240.0028.4%8.1%52.9%31.4%29.2%1.3%-1.9%2.0M-47.5M-88.7K1.7777.3140713,5713,344
2024-07-29$256.13$240.0028.6%8.2%52.8%32.2%32.9%4.0%-1.5%2.0M-44.1M-88.3K0.2475.13332803,6013,384
2024-07-30$255.59$240.0029.5%8.5%52.7%34.7%34.4%6.5%-3.1%2.0M-41.2M-90.6K0.1379.13444563,5853,379
2024-07-31$255.52$240.0027.3%7.8%52.7%28.2%27.9%3.1%-1.3%2.3M-43.6M-85.4K1.7582.428143,6263,394