VSAT Options History — April 2008 In April 2008, VSAT traded between $20.52 and $22.50. ATM implied volatility averaged 40.2%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 3.8% (HV 20d: 44.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2008-04-22 : Highest Volume — 10 contracts2008-04-04 : Largest IV spike — 42.8% change2008-04-29 : Highest IV Rank — 20.1%2008-04-29 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.77 $20.52 $22.50 $22.50 $22.10 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 40.2% 30.7% 49.1% 38.0% 43.5% Expected Move 11.5% 8.8% 14.1% 10.9% 12.5% HV 20d 44.0% 38.3% 49.9% 49.3% 38.3% HV 60d 47.2% 43.6% 60.4% 60.4% 45.5% IV Rank 14.4% 8.9% 20.1% 14.3% 15.8% IV Percentile 79.1% 28.6% 93.7% 77.4% 90.9% VWIV 39.7% 38.0% 41.4% 41.4% 38.0% Bid-Ask Spread % 111.78 102.86 115.37 102.86 114.78 Gamma HHI 0.99 0.97 1.00 0.97 1.00 Net GEX 3.5K 1.7K 4.8K 4.8K 3.9K Net DEX -21.6K -58.9K 1.7K -58.5K -6.9K Net VEX -144 -286 -66 -286 -89 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 0.682 0 10 0 0 Total OI 105.318 98 113 107 113
Daily Data (22 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 2008-04-01 $22.50 $25.00 38.0% 10.9% 49.3% 14.3% 0.0% 0.0% 0.0% 4.8K -58.5K -286 0.00 102.86 N/A N/A 0 0 104 3 2008-04-02 $22.31 $25.00 38.3% 11.0% 49.2% 14.5% 0.0% 0.0% 0.0% 4.7K -54.2K -266 0.00 103.80 N/A N/A 0 0 104 3 2008-04-03 $22.19 $25.00 30.7% 8.8% 49.1% 8.9% 0.0% 0.0% 0.0% 4.6K -26.8K -176 0.00 115.37 N/A N/A 0 0 104 3 2008-04-04 $22.28 $25.00 43.8% 12.6% 46.7% 18.5% 0.0% 0.0% 0.0% 4.3K -58.9K -270 0.00 103.60 N/A N/A 0 0 104 3 2008-04-07 $22.08 $25.00 42.6% 12.2% 45.8% 16.2% 0.0% 0.0% 0.0% 4.3K -50.3K -246 0.00 107.69 N/A N/A 0 0 105 3 2008-04-08 $22.39 $25.00 42.7% 12.2% 45.3% 16.2% 0.0% 0.0% 0.0% 4.1K -49.7K -234 0.00 106.50 N/A N/A 0 0 95 3 2008-04-09 $21.41 $25.00 36.6% 10.5% 46.5% 11.6% 0.0% 0.0% 0.0% 2.9K -15.0K -114 0.00 113.68 N/A N/A 0 0 95 3 2008-04-10 $21.75 $25.00 42.8% 12.3% 46.8% 16.2% 0.0% 0.0% 0.0% 3.6K -35.2K -181 0.00 111.34 N/A N/A 0 0 95 3 2008-04-11 $20.52 $25.00 39.2% 11.2% 49.9% 13.5% 0.0% 0.0% 0.0% 1.8K -5.8K -75 0.00 112.50 N/A N/A 0 0 95 3 2008-04-14 $20.58 $25.00 39.4% 11.3% 48.7% 13.7% 0.0% 0.0% 0.0% 1.7K -4.8K -66 0.00 112.67 N/A N/A 0 0 95 3 2008-04-15 $20.82 $25.00 39.6% 11.4% 48.7% 13.8% 41.4% 0.0% 0.0% 2.0K -6.9K -77 0.00 112.78 N/A N/A 0 5 95 3 2008-04-16 $21.47 $25.00 38.4% 11.0% 40.7% 12.9% 0.0% 0.0% 0.0% 2.7K -3.3K -108 0.00 113.78 N/A N/A 0 0 95 8 2008-04-17 $20.96 $25.00 40.5% 11.6% 39.3% 14.5% 0.0% 0.0% 0.0% 2.1K 1.7K -79 0.00 113.18 N/A N/A 0 0 95 8 2008-04-18 $21.91 $25.00 37.7% 10.8% 41.9% 12.4% 0.0% 0.0% 0.0% 3.4K -8.0K -120 0.00 114.66 N/A N/A 0 0 95 8 2008-04-21 $22.02 $25.00 33.6% 9.6% 41.4% 9.0% 0.0% 0.0% 0.0% 3.2K -919 -87 0.00 115.08 N/A N/A 0 0 95 8 2008-04-22 $21.50 $25.00 40.8% 11.7% 42.2% 14.5% 38.0% 0.0% 0.0% 2.6K -1.2K -84 0.00 113.89 N/A N/A 10 0 95 8 2008-04-23 $21.46 $25.00 41.5% 11.9% 39.9% 14.9% 0.0% 0.0% 0.0% 2.9K -2.2K -91 0.00 113.89 N/A N/A 0 0 105 8 2008-04-24 $21.98 $25.00 39.3% 11.3% 40.1% 12.7% 0.0% 0.0% 0.0% 3.7K -7.3K -103 0.00 114.72 N/A N/A 0 0 105 8 2008-04-25 $22.00 $25.00 39.0% 11.2% 40.0% 12.4% 0.0% 0.0% 0.0% 3.7K -6.0K -101 0.00 114.97 N/A N/A 0 0 105 8 2008-04-28 $22.31 $25.00 48.3% 13.9% 40.3% 19.5% 0.0% 0.0% 0.0% 4.5K -37.3K -164 0.00 113.59 N/A N/A 0 0 105 8 2008-04-29 $22.34 $25.00 49.1% 14.1% 38.3% 20.1% 0.0% 0.0% 0.0% 4.6K -37.2K -159 0.00 113.85 N/A N/A 0 0 105 8 2008-04-30 $22.10 $25.00 43.5% 12.5% 38.3% 15.8% 0.0% 0.0% 0.0% 3.9K -6.9K -89 0.00 114.78 N/A N/A 0 0 105 8
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