MANH Options History — October 2024

In October 2024, MANH traded between $263.98 and $304.81. ATM implied volatility averaged 35.9%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 9.8% (HV 20d: 26.1%). Max pain ranged from $240.00 to $280.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 10.72.

Notable Days

  • 2024-10-23: Highest Volume — 725 contracts
  • 2024-10-23: Largest IV drop — 33.0% change
  • 2024-10-21: Highest IV Rank — 84.9%
  • 2024-10-21: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$285.66$263.98$304.81$275.20$263.98
Max Pain$252.17$240.00$280.00$250.00$250.00
ATM IV35.9%27.8%47.1%28.4%34.9%
Expected Move10.8%8.1%13.5%8.1%10.0%
HV 20d26.1%20.6%34.8%25.0%34.8%
HV 60d30.7%23.1%36.4%36.3%27.6%
IV Rank49.9%24.4%84.9%26.2%46.7%
IV Percentile81.7%61.1%98.8%64.7%80.2%
Term Structure-5.1%-11.1%11.0%8.9%-4.3%
VWIV38.2%26.4%46.4%31.8%35.3%
Skew 25d4.7%2.9%6.1%5.0%4.8%
Skew 10d8.9%3.2%15.2%10.7%9.6%
Call IV 25d35.4%26.3%43.8%26.3%31.8%
Put IV 25d40.1%31.2%48.5%31.2%36.7%
Bid-Ask Spread %76.8269.4087.8586.5185.67
Gamma HHI0.230.110.370.180.29
Net GEX337.0K-419.6K682.7K346.0K414.8K
Net DEX-19.7M-34.1M-2.9M-18.0M-5.7M
Net VEX-47.0K-61.9K-35.4K-57.8K-35.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.720.0653.0011.040.11
Total Volume238.43524725301124
Total OI4,391.4782,2636,5823,7452,681

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$275.20$250.0028.4%8.1%25.0%26.2%31.8%5.0%8.9%346.0K-18.0M-57.8K11.0486.51252762,0901,655
2024-10-02$278.08$260.0028.7%8.2%25.1%27.1%36.0%3.9%11.0%178.7K-18.7M-61.3K25.0084.2692252,0991,923
2024-10-03$277.25$240.0029.9%11.1%24.0%31.1%41.6%5.5%-6.4%-21.2K-17.7M-61.9K20.5069.58102052,1052,156
2024-10-04$281.52$240.0027.8%10.9%24.0%24.4%39.0%4.4%-6.2%54.2K-20.5M-58.6K36.0070.9362162,1082,358
2024-10-07$279.89$240.0031.2%11.9%24.2%35.0%40.3%4.4%-8.7%-314.2K-17.9M-61.0K53.0072.35115832,1112,620
2024-10-08$285.26$240.0030.1%11.4%24.4%31.6%42.5%4.2%-7.1%-419.6K-20.0M-61.1K51.6771.6094652,1113,178
2024-10-09$291.13$240.0039.9%11.4%22.9%62.3%40.4%4.4%-7.5%229.5K-27.2M-47.5K5.8569.96201172,1123,669
2024-10-10$294.27$240.0041.9%12.0%22.2%68.5%44.0%4.2%-8.2%508.3K-29.4M-43.8K18.3570.83315692,1213,725
2024-10-11$299.34$250.0040.6%11.6%22.3%64.7%41.9%4.6%-8.1%-27.5K-29.9M-46.2K0.8873.1534302,1344,282
2024-10-14$304.63$250.0044.0%12.6%21.6%75.1%45.6%4.6%-8.9%466.7K-34.1M-38.7K1.4669.4050732,1354,283
2024-10-15$302.91$250.0043.9%12.6%21.8%75.0%45.6%5.7%-9.9%443.8K-33.4M-39.3K3.8073.7610382,1464,334
2024-10-16$303.26$250.0043.0%12.3%21.1%72.0%44.1%5.4%-8.9%517.8K-33.6M-38.0K1.0072.5212122,1474,333
2024-10-17$304.81$250.0042.9%12.3%20.6%71.7%42.1%6.1%-8.5%521.2K-34.1M-37.6K0.1372.40241312,1404,340
2024-10-18$298.53$250.0041.6%11.9%22.6%67.6%42.8%5.5%-8.5%630.5K-31.6M-42.2K0.2376.1797222,2144,368
2024-10-21$293.97$250.0047.1%13.5%22.4%84.9%45.0%5.2%-10.4%528.2K-19.0M-43.2K13.3969.83182411,500763
2024-10-22$293.43$270.0047.0%13.5%21.6%84.6%46.4%4.7%-11.1%353.6K-16.4M-48.8K1.0469.982472581,508944
2024-10-23$273.28$280.0031.4%9.0%33.2%35.9%26.4%4.4%-2.7%356.8K-2.9M-44.6K1.4278.732994261,7001,132
2024-10-24$272.38$260.0031.0%8.9%33.1%34.4%29.2%2.9%-2.2%560.7K-8.1M-44.7K0.1584.63112171,779960
2024-10-25$276.15$260.0028.7%8.2%33.3%27.3%27.8%4.6%-2.1%604.4K-9.7M-44.8K0.0683.5514791,750962
2024-10-28$275.68$260.0030.1%8.6%33.3%31.8%30.8%3.4%-2.6%633.5K-9.8M-43.2K0.4387.0330131,793964
2024-10-29$277.44$260.0030.0%8.6%32.4%31.3%29.1%5.1%-1.3%682.7K-10.6M-42.9K0.4086.2743171,806974
2024-10-30$267.87$260.0032.1%9.2%34.5%38.0%31.0%4.7%-2.9%501.5K-5.0M-38.6K0.6087.8535211,814977
2024-10-31$263.98$250.0034.9%10.0%34.8%46.7%35.3%4.8%-4.3%414.8K-5.7M-35.4K0.1185.67112121,809872