VSAT Options History — March 2008 In March 2008, VSAT traded between $19.94 and $22.35. ATM implied volatility averaged 35.4%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 13.3% (HV 20d: 48.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Put/call ratio averaged 0.00.
Notable Days 2008-03-12 : Highest Volume — 20 contracts2008-03-06 : Largest IV drop — 14.6% change2008-03-26 : Highest IV Rank — 16.7%2008-03-26 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.31 $19.94 $22.35 $21.00 $21.72 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 35.4% 29.1% 41.3% 35.2% 40.5% Expected Move 10.1% 8.3% 11.8% 10.1% 11.6% HV 20d 48.6% 43.2% 54.2% 50.6% 47.8% HV 60d 59.3% 57.7% 60.7% 58.3% 60.1% IV Rank 12.3% 7.8% 16.7% 12.2% 16.1% IV Percentile 60.2% 23.4% 90.1% 61.5% 88.1% VWIV 27.8% 27.8% 27.8% 27.8% 27.8% Bid-Ask Spread % 106.60 98.65 115.94 107.45 101.30 Gamma HHI 0.98 0.97 1.00 1.00 0.98 Net GEX 3.0K 1.1K 4.5K 2.2K 4.0K Net DEX -29.6K -57.7K 8.4K -15.1K -46.6K Net VEX -216 -309 -63 -208 -251 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1 0 20 0 0 Total OI 95.9 78 108 83 107
Daily Data (20 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 2008-03-03 $21.00 $25.00 35.2% 10.1% 50.6% 12.2% 0.0% 0.0% 0.0% 2.2K -15.1K -208 0.00 107.45 N/A N/A 0 0 75 8 2008-03-04 $21.35 $25.00 34.0% 9.8% 50.2% 11.4% 0.0% 0.0% 0.0% 2.4K -17.3K -206 0.00 108.19 N/A N/A 0 0 75 8 2008-03-05 $21.57 $25.00 34.1% 9.8% 49.5% 11.4% 0.0% 0.0% 0.0% 2.6K -21.1K -226 0.00 106.76 N/A N/A 0 0 75 8 2008-03-06 $20.73 $25.00 29.1% 8.3% 44.7% 7.8% 0.0% 0.0% 0.0% 1.7K 3.3K -107 0.00 112.69 N/A N/A 0 0 75 8 2008-03-07 $20.24 $25.00 29.9% 8.6% 45.7% 8.4% 0.0% 0.0% 0.0% 1.3K 6.4K -91 0.00 112.07 N/A N/A 0 0 75 8 2008-03-10 $19.94 $25.00 30.5% 8.8% 46.0% 8.8% 0.0% 0.0% 0.0% 1.1K 8.4K -63 0.00 115.94 N/A N/A 0 0 75 8 2008-03-11 $20.81 $25.00 30.0% 8.6% 44.6% 8.4% 0.0% 0.0% 0.0% 1.8K 2.8K -103 0.00 112.62 N/A N/A 0 0 75 8 2008-03-12 $20.85 $25.00 29.6% 8.5% 44.5% 8.1% 27.8% 0.0% 0.0% 1.8K -7.2K -102 0.00 112.90 N/A N/A 20 0 75 3 2008-03-13 $21.55 $25.00 33.6% 9.6% 43.6% 11.0% 0.0% 0.0% 0.0% 3.4K -33.9K -239 0.00 110.86 N/A N/A 0 0 95 3 2008-03-14 $20.87 $25.00 38.1% 10.9% 43.2% 14.3% 0.0% 0.0% 0.0% 2.9K -33.7K -224 0.00 104.16 N/A N/A 0 0 95 3 2008-03-17 $20.65 $25.00 39.0% 11.2% 43.3% 15.0% 0.0% 0.0% 0.0% 2.7K -29.0K -217 0.00 106.02 N/A N/A 0 0 95 3 2008-03-18 $22.35 $25.00 34.4% 9.9% 51.9% 11.6% 0.0% 0.0% 0.0% 4.5K -55.8K -302 0.00 106.61 N/A N/A 0 0 105 3 2008-03-19 $21.50 $25.00 37.8% 10.8% 53.8% 14.1% 0.0% 0.0% 0.0% 3.8K -46.3K -283 0.00 103.88 N/A N/A 0 0 105 3 2008-03-20 $21.92 $25.00 37.5% 10.8% 53.0% 13.9% 0.0% 0.0% 0.0% 4.1K -53.5K -301 0.00 101.62 N/A N/A 0 0 104 3 2008-03-24 $22.32 $25.00 37.0% 10.6% 53.1% 13.5% 0.0% 0.0% 0.0% 4.5K -57.7K -309 0.00 102.93 N/A N/A 0 0 104 3 2008-03-25 $22.18 $25.00 36.6% 10.5% 52.4% 13.2% 0.0% 0.0% 0.0% 4.4K -51.7K -283 0.00 105.58 N/A N/A 0 0 104 3 2008-03-26 $21.34 $25.00 41.3% 11.8% 54.2% 16.7% 0.0% 0.0% 0.0% 3.6K -45.9K -267 0.00 98.65 N/A N/A 0 0 104 3 2008-03-27 $21.78 $25.00 39.1% 11.2% 51.7% 15.1% 0.0% 0.0% 0.0% 4.1K -50.6K -265 0.00 100.11 N/A N/A 0 0 104 3 2008-03-28 $21.63 $25.00 39.7% 11.4% 48.6% 15.5% 0.0% 0.0% 0.0% 4.0K -48.0K -265 0.00 101.65 N/A N/A 0 0 104 3 2008-03-31 $21.72 $25.00 40.5% 11.6% 47.8% 16.1% 0.0% 0.0% 0.0% 4.0K -46.6K -251 0.00 101.30 N/A N/A 0 0 104 3
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