VSAT Options History — July 2007 In July 2007, VSAT traded between $28.59 and $32.60. ATM implied volatility averaged 30.1%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 0.6% (HV 20d: 29.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.32.
Notable Days 2007-07-25 : Highest Volume — 135 contracts2007-07-05 : Largest IV spike — 30.0% change2007-07-25 : Highest IV Rank — 39.4%2007-07-25 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.25 $28.59 $32.60 $32.43 $28.63 Max Pain $34.29 $30.00 $35.00 $30.00 $35.00 ATM IV 30.1% 25.5% 34.9% 29.2% 25.5% Expected Move 8.7% 7.3% 10.0% 8.4% 7.3% HV 20d 29.5% 26.0% 35.7% 27.1% 33.8% HV 60d 33.0% 31.5% 35.1% 33.9% 35.1% IV Rank 28.6% 16.8% 39.4% 35.3% 16.8% IV Percentile 54.7% 14.6% 92.1% 80.2% 14.6% Term Structure 4.3% -17.9% 16.0% -8.9% 9.0% VWIV 39.8% 27.9% 70.4% 36.1% 70.4% Bid-Ask Spread % 98.18 70.71 118.65 118.65 100.19 Gamma HHI 0.75 0.50 0.90 0.67 0.50 Net GEX 23.6K 2.0K 37.5K 31.6K 2.0K Net DEX 7.0K -310.2K 581.9K -310.2K 425.0K Net VEX -2.0K -3.4K -378 -3.4K -378 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.00 1.55 0.00 0.00 Total Volume 14.952 0 135 0 10 Total OI 779.762 742 847 809 802
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2007-07-02 $32.43 $30.00 29.2% 8.4% 27.1% 0.0% 0.0% 0.0% -8.9% 31.6K -310.2K -3.4K 0.00 118.65 N/A N/A 0 0 630 179 2007-07-03 $32.05 $30.00 25.5% 7.3% 27.1% 0.0% 0.0% 0.0% -3.2% 29.6K -245.4K -3.3K 0.00 115.70 N/A N/A 0 0 630 179 2007-07-05 $32.16 $30.00 33.2% 9.5% 27.1% 35.3% 0.0% 0.0% -17.9% 31.5K -297.6K -3.3K 0.00 118.13 N/A N/A 11 0 630 179 2007-07-06 $32.01 $35.00 27.1% 8.3% 26.2% 20.6% 0.0% 0.0% 15.0% 31.5K -255.7K -3.2K 0.00 92.41 N/A N/A 0 0 640 179 2007-07-09 $32.10 $35.00 29.0% 8.4% 26.0% 25.3% 36.1% 0.0% 12.4% 31.1K -236.1K -3.0K 0.38 93.70 N/A N/A 53 20 640 179 2007-07-10 $31.31 $35.00 27.7% 9.2% 27.6% 22.2% 0.0% 0.0% 5.4% 25.2K 49.9K -2.0K 0.00 92.81 N/A N/A 0 0 603 159 2007-07-11 $31.65 $35.00 29.9% 9.0% 26.5% 27.4% 0.0% 0.0% 10.0% 29.5K -136.3K -2.4K 0.00 93.62 N/A N/A 0 0 603 159 2007-07-12 $32.25 $35.00 28.6% 8.2% 26.2% 24.2% 0.0% 0.0% 13.0% 32.8K -188.9K -2.5K 0.00 97.54 N/A N/A 0 0 603 159 2007-07-13 $32.31 $35.00 28.3% 8.1% 26.2% 23.5% 0.0% 0.0% 16.0% 34.1K -217.8K -2.5K 0.00 97.41 N/A N/A 4 0 603 159 2007-07-16 $31.46 $35.00 28.1% 8.1% 28.0% 23.1% 0.0% 0.0% 12.9% 25.8K 10.4K -2.0K 0.00 95.45 N/A N/A 0 0 599 159 2007-07-17 $31.78 $35.00 31.3% 9.0% 27.9% 30.7% 0.0% 0.0% 8.6% 29.7K -81.1K -2.1K 0.00 100.60 N/A N/A 0 0 599 159 2007-07-18 $31.75 $35.00 31.8% 9.1% 27.7% 31.9% 35.6% 0.0% 6.7% 29.8K -83.9K -2.1K 0.00 100.56 N/A N/A 1 0 599 159 2007-07-19 $32.60 $35.00 29.2% 8.4% 28.8% 25.6% 0.0% 0.0% -2.5% 37.5K -215.1K -2.3K 0.00 104.04 N/A N/A 10 0 598 159 2007-07-20 $31.99 $35.00 30.1% 8.6% 29.8% 27.8% 0.0% 0.0% 9.9% 30.4K -54.2K -2.0K 0.00 105.02 N/A N/A 0 1 593 159 2007-07-23 $32.10 $35.00 27.5% 7.9% 28.1% 21.6% 0.0% 0.0% 3.1% 27.0K 15.4K -1.8K 0.00 93.09 N/A N/A 0 0 583 159 2007-07-24 $30.27 $35.00 34.1% 9.8% 35.7% 37.5% 34.1% 0.0% 2.2% 11.7K 292.8K -959 1.00 70.71 N/A N/A 1 1 583 159 2007-07-25 $30.58 $35.00 34.9% 10.0% 35.5% 39.4% 27.9% 0.0% -1.1% 13.2K 275.1K -995 1.55 87.48 N/A N/A 53 82 582 160 2007-07-26 $29.32 $35.00 34.2% 9.8% 34.3% 37.8% 34.7% 0.0% -0.2% 4.1K 581.9K -628 0.00 105.44 N/A N/A 67 0 608 239 2007-07-27 $28.59 $35.00 33.6% 9.6% 34.9% 36.2% 0.0% 0.0% -0.4% 3.6K 409.1K -479 0.00 98.59 N/A N/A 0 0 628 174 2007-07-30 $28.96 $35.00 33.3% 9.5% 34.3% 35.5% 0.0% 0.0% 0.4% 3.9K 409.9K -469 0.00 80.59 N/A N/A 0 0 628 174 2007-07-31 $28.63 $35.00 25.5% 7.3% 33.8% 16.8% 70.4% 0.0% 9.0% 2.0K 425.0K -378 0.00 100.19 N/A N/A 10 0 628 174
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