MANH Options History — August 2024

In August 2024, MANH traded between $239.78 and $264.55. ATM implied volatility averaged 30.5%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 11.2% (HV 20d: 41.7%). Max pain ranged from $240.00 to $260.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 21.32.

Notable Days

  • 2024-08-05: Highest Volume — 925 contracts
  • 2024-08-12: Largest IV spike — 24.3% change
  • 2024-08-05: Highest IV Rank — 75.8%
  • 2024-08-02: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$253.67$239.78$264.55$249.88$264.55
Max Pain$258.18$240.00$260.00$240.00$260.00
ATM IV30.5%25.0%43.6%32.1%25.1%
Expected Move8.4%7.2%10.7%9.2%7.2%
HV 20d41.7%18.8%54.6%53.4%18.8%
HV 60d36.2%35.3%36.6%36.2%35.3%
IV Rank37.6%21.6%75.8%42.2%21.8%
IV Percentile66.5%36.1%95.2%79.8%36.1%
Term Structure-0.5%-4.6%1.1%-4.6%1.1%
VWIV33.0%23.9%43.9%33.0%23.9%
Skew 25d3.7%-0.8%7.9%5.9%-0.8%
Skew 10d7.6%3.9%11.3%6.3%7.9%
Call IV 25d28.4%24.4%35.7%29.9%25.0%
Put IV 25d32.1%24.2%43.6%35.8%24.2%
Bid-Ask Spread %77.7670.8887.7383.7387.73
Gamma HHI0.270.160.340.230.31
Net GEX781.0K-539.4K2.9M2.1M76.6K
Net DEX-18.0M-47.3M-5.0M-33.0M-12.1M
Net VEX-85.2K-115.3K-64.9K-89.2K-72.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.320.08230.2510.260.74
Total Volume282.3181292577773
Total OI6,638.8184,2998,9267,0275,150

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$249.88$240.0032.1%9.2%53.4%42.2%33.0%5.9%-4.6%2.1M-33.0M-89.2K10.2683.73697083,6303,397
2024-08-02$243.94$240.0037.5%10.7%54.0%58.0%43.9%7.9%-3.5%1.2M-17.3M-114.9K34.0081.28175783,6823,840
2024-08-05$239.78$260.0043.6%10.7%54.3%75.8%38.4%6.0%-1.8%413.0K-5.7M-115.3K230.2572.3349213,6804,188
2024-08-06$242.93$260.0036.4%10.1%54.3%54.7%38.2%5.9%-1.7%1.0M-14.2M-108.2K5.0874.10251273,7104,370
2024-08-07$241.12$260.0036.5%9.5%54.1%55.2%35.0%3.6%-1.0%1.2M-11.0M-103.4K27.3370.8861643,7194,182
2024-08-08$246.93$260.0034.1%9.1%54.5%48.0%33.8%2.4%-0.1%2.0M-24.8M-92.6K20.0074.72142803,7164,195
2024-08-09$247.34$260.0030.1%8.8%54.5%36.5%31.6%3.9%-0.2%2.2M-25.2M-94.5K0.0874.001313,7204,446
2024-08-12$247.07$260.0037.4%8.6%54.5%57.8%33.5%3.9%-0.6%2.3M-25.2M-82.7K3.6374.58301093,7294,446
2024-08-13$251.20$260.0035.8%8.3%54.6%53.0%35.8%3.4%-0.0%2.7M-34.5M-75.4K26.2373.07133413,7314,542
2024-08-14$248.97$260.0028.1%8.0%50.0%30.5%33.4%4.3%0.3%2.9M-30.2M-78.7K0.2375.4264153,7374,875
2024-08-15$255.68$260.0025.4%7.3%49.0%22.8%32.9%2.7%0.5%2.2M-47.3M-64.9K0.5176.755502833,7834,885
2024-08-16$255.02$260.0025.2%7.2%48.8%22.1%29.2%4.1%0.0%-539.4K-42.0M-76.0K0.5876.285293083,7225,204
2024-08-19$259.20$260.0025.0%7.2%48.0%21.6%32.4%3.4%0.5%-197.4K-7.9M-75.8K34.2577.18124111,7762,523
2024-08-20$257.06$260.0026.2%7.5%48.3%25.1%28.1%4.6%0.3%-525.6K-5.0M-85.4K0.6974.6845311,7782,931
2024-08-21$260.56$260.0026.9%7.7%27.4%27.2%33.9%2.0%-0.2%-216.6K-9.3M-76.9K16.0077.643481,8072,960
2024-08-22$260.04$260.0028.6%8.2%26.7%32.1%38.1%4.3%-0.2%-336.5K-7.6M-81.3K41.2079.4052061,8103,008
2024-08-23$262.08$260.0027.5%7.9%22.8%28.7%0.0%1.6%0.8%-251.3K-9.0M-81.9K0.7181.15751,8083,169
2024-08-26$262.06$260.0027.7%8.0%22.4%29.6%37.8%2.2%-0.1%-127.2K-10.3M-71.2K16.2579.664651,8053,172
2024-08-27$261.80$260.0027.8%8.0%22.4%29.8%27.2%3.5%-0.1%-390.5K-6.9M-81.7K0.2083.421021,8083,236
2024-08-28$259.94$260.0027.6%7.9%22.6%29.2%27.5%3.4%-1.1%-447.1K-6.6M-78.6K0.1880.5785151,8103,237
2024-08-29$263.57$260.0026.6%7.6%21.3%26.2%26.4%2.6%0.2%-21.1K-11.2M-74.1K0.6782.20961,8863,251
2024-08-30$264.55$260.0025.1%7.2%18.8%21.8%23.9%-0.8%1.1%76.6K-12.1M-72.1K0.7487.7342311,8943,256