EchoStar Corporation (SATS) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
EchoStar Corporation (SATS) operates in the Technology sector, specifically the Communication Equipment industry, with a market capitalization near $38.40B, listed on NASDAQ, employing roughly 13,700 people, carrying a beta of 0.96 to the broader market. EchoStar Corporation, together with its subsidiaries, provides networking technologies and services worldwide. Led by Hamid Akhavan-Malayeri, public since 2008-01-02.
Snapshot as of May 15, 2026.
- Spot Price
- $137.21
- ATM IV
- 71.8%
- IV Skew 25Δ
- -0.062
- IV Rank
- 17.1%
- IV Percentile
- 74.6%
- Term Structure Slope
- 0.015
As of May 15, 2026, EchoStar Corporation (SATS) at-the-money implied volatility is 71.8%. IV rank is 17.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 74.6%. The 25-delta skew is -0.062: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SATS Strategy Selection at Current Volatility Levels
For EchoStar Corporation options at 71.8% ATM IV, low IV rank (17.1%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
SATS highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $135.00 | Aug 21, 2026 | 2.6K | 105 | 68.2% | $16.00 | $18.20 |
| PUT | $105.00 | Aug 21, 2026 | 2.5K | 144 | 68.5% | $4.90 | $5.70 |
| PUT | $135.00 | Jun 18, 2026 | 5.2K | 365 | 72.7% | $10.30 | $11.60 |
| CALL | $150.00 | Jun 18, 2026 | 1.3K | 56.0K | 73.3% | $7.60 | $7.90 |
| CALL | $135.00 | Jun 12, 2026 | 10.8K | 1.0K | 71.7% | $11.90 | $12.50 |
Top 5 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked SATS volatility skew questions
- What is the current SATS ATM implied volatility?
- As of May 15, 2026, EchoStar Corporation (SATS) at-the-money implied volatility is 71.8%. IV rank is 17.1% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is SATS IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does SATS volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. EchoStar Corporation carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.