Telesat Corporation (TSAT) Options History
Historical options analytics archive for TSAT with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
TSAT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSAT. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 72.0% | 46.6% | $50.00 | -$13.7K | -$2.7M | 6.98 |
| 2026-08 | 21 | 80.0% | 53.9% | $45.00 | -$63.2K | $626.1K | 1.65 |
| 2026-07 | 21 | 84.8% | 57.3% | $40.00 | -$471 | $592.5K | 0.68 |
| 2026-06 | 21 | 89.7% | 59.9% | $35.00 | $31.7K | -$6.3M | 0.99 |
| 2026-05 | 20 | 89.2% | 55.9% | $35.00 | $38.2K | -$6.6M | 1.42 |
| 2026-04 | 21 | 89.2% | 48.7% | $40.00 | $42.9K | -$4.8M | 0.96 |
This archive aggregates TSAT's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TSAT option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 72.0%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.98.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked TSAT history questions
- How much options history is available for TSAT?
- This archive holds 59 months of TSAT options analytics, spanning 2021-11 through 2026-09. Each entry is a monthly rollup of TSAT's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TSAT archive.
- What data does each monthly TSAT aggregate contain?
- Every monthly row summarizes that month of TSAT option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 72.0%, an average IV rank of 46.6%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.98.
- How is the TSAT options-history archive built and how often does it update?
- The archive is derived from TSAT's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TSAT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.