MANH Options History — December 2024

In December 2024, MANH traded between $269.78 and $311.69. ATM implied volatility averaged 28.9%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 7.0% (HV 20d: 35.9%). Max pain ranged from $280.00 to $280.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-12-09: Highest Volume — 283 contracts
  • 2024-12-11: Largest IV drop — 11.2% change
  • 2024-12-19: Highest IV Rank — 38.2%
  • 2024-12-19: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$289.69$269.78$311.69$283.94$269.78
Max Pain$280.00$280.00$280.00$280.00$280.00
ATM IV28.9%27.3%32.2%27.4%28.9%
Expected Move8.2%7.7%9.2%7.9%8.3%
HV 20d35.9%31.3%40.9%34.1%37.1%
HV 60d33.5%31.2%35.0%31.2%34.9%
IV Rank27.9%22.8%38.2%23.2%27.7%
IV Percentile62.7%47.6%77.4%54.0%63.1%
Term Structure5.1%-0.3%9.2%-0.2%8.0%
VWIV28.5%25.4%31.9%25.8%28.4%
Skew 25d0.9%-1.3%2.9%-1.2%2.5%
Skew 10d3.0%-1.8%12.3%12.3%5.0%
Call IV 25d28.4%25.6%31.6%25.6%27.7%
Put IV 25d29.3%24.4%33.2%24.4%30.2%
Bid-Ask Spread %86.6781.0093.1293.1288.72
Gamma HHI0.320.220.440.290.31
Net GEX716.6K276.0K1.5M495.1K298.8K
Net DEX-9.3M-22.5M-378.1K-7.3M-424.4K
Net VEX-45.1K-50.7K-37.2K-37.5K-37.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.009.000.000.09
Total Volume102.23852831748
Total OI1,658.0951,3142,0701,3151,565

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$283.94$280.0027.4%7.9%34.1%23.2%25.8%-1.2%-0.2%495.1K-7.3M-37.5K0.0093.12170961354
2024-12-03$297.55$280.0027.4%7.8%37.4%23.1%25.4%-1.3%-0.1%710.8K-12.8M-38.7K0.2587.648020960354
2024-12-04$303.02$280.0027.8%8.0%37.4%24.3%27.8%-0.9%-0.3%731.0K-14.5M-39.9K1.0384.157678981367
2024-12-05$301.11$280.0027.6%7.7%31.4%23.9%26.7%0.8%5.3%722.9K-14.4M-45.9K9.0085.073271,014432
2024-12-06$302.04$280.0028.0%7.7%31.3%25.1%28.9%0.7%5.6%728.4K-14.1M-46.0K0.0185.9418311,016437
2024-12-09$297.88$280.0031.0%7.9%31.7%34.5%27.5%0.6%4.8%722.8K-12.8M-47.8K0.0187.4328031,066437
2024-12-10$295.48$280.0031.5%7.8%31.9%36.2%0.0%-0.8%4.9%1.1M-13.1M-49.7K0.0090.67801,294439
2024-12-11$301.02$280.0028.0%8.0%32.5%25.1%29.8%1.5%4.9%1.2M-15.7M-49.9K0.3783.6935131,292440
2024-12-12$311.69$280.0028.2%8.1%34.2%25.8%28.8%1.2%5.0%1.5M-22.5M-48.9K0.3485.45164551,315450
2024-12-13$297.13$280.0028.6%8.2%37.2%26.9%27.8%1.0%4.0%1.1M-13.1M-50.7K0.0985.179481,386497
2024-12-16$300.01$280.0029.4%8.4%35.1%29.4%29.8%1.0%3.7%1.3M-14.6M-49.2K1.1481.0029331,397499
2024-12-17$294.72$280.0028.4%8.1%35.9%26.2%29.0%1.1%4.5%863.4K-11.3M-48.1K0.2286.293271,410514
2024-12-18$281.01$280.0030.9%8.9%40.4%34.1%31.6%-0.3%4.3%412.4K-4.7M-43.7K0.0986.46245211,412516
2024-12-19$283.52$280.0032.2%9.2%40.5%38.2%31.9%1.7%4.9%488.8K-6.1M-45.4K1.3282.8359781,465520
2024-12-20$279.39$280.0029.1%8.3%40.9%28.4%27.4%2.9%7.5%276.0K-4.3M-46.5K1.2184.861121361,517553
2024-12-23$278.90$280.0029.3%8.4%39.5%29.0%29.6%2.6%7.6%480.4K-4.0M-47.2K1.5886.1952821,044523
2024-12-24$280.29$280.0027.3%7.8%36.2%22.8%30.0%2.1%9.0%559.8K-4.4M-48.0K4.0089.63141,064532
2024-12-26$280.40$280.0027.5%7.9%35.9%23.4%27.0%0.2%9.2%574.2K-4.5M-46.3K1.0090.0712121,063532
2024-12-27$272.80$280.0029.0%8.3%37.1%28.3%27.8%1.6%8.0%407.5K-1.2M-41.8K0.5487.621371,067536
2024-12-30$271.85$280.0029.7%8.5%37.1%30.5%29.3%1.9%7.0%353.7K-378.1K-38.9K0.9088.141091,061538
2024-12-31$269.78$280.0028.9%8.3%37.1%27.7%28.4%2.5%8.0%298.8K-424.4K-37.2K0.0988.724441,060505