VSAT Options History — May 2008 In May 2008, VSAT traded between $20.16 and $22.51. ATM implied volatility averaged 75.6%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 39.6% (HV 20d: 36.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 7 of 12 trading days.
Notable Days 2008-05-16 : Highest Volume — 2 contracts2008-05-15 : Largest IV spike — 56.8% change2008-05-16 : Highest IV Rank — 87.3%2008-05-16 : Largest Expected Move — 39.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.44 $20.16 $22.51 $22.40 $20.16 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 75.6% 42.0% 138.6% 42.0% 138.6% Expected Move 21.7% 12.1% 39.7% 12.1% 39.7% HV 20d 36.0% 29.8% 39.7% 38.6% 30.7% HV 60d 42.7% 41.4% 45.3% 45.3% 42.3% IV Rank 40.0% 14.8% 87.3% 14.8% 87.3% IV Percentile 94.9% 87.7% 99.6% 87.7% 99.6% Bid-Ask Spread % 106.23 82.73 116.53 114.44 82.82 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.0K 0 4.8K 4.6K 0 Net DEX 5.4K -11.1K 17.4K -10.0K 16.1K Net VEX -37 -99 0 -99 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.167 0 2 0 2 Total OI 113 113 113 113 113
Daily Data (12 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 2008-05-01 $22.40 $25.00 42.0% 12.1% 38.6% 14.8% 0.0% 0.0% 0.0% 4.6K -10.0K -99 0.00 114.44 N/A N/A 0 0 105 8 2008-05-02 $22.50 $25.00 42.5% 12.2% 38.6% 15.1% 0.0% 0.0% 0.0% 4.8K -11.1K -96 0.00 114.75 N/A N/A 0 0 105 8 2008-05-05 $22.02 $25.00 49.1% 14.1% 39.3% 20.1% 0.0% 0.0% 0.0% 3.5K -2.4K -65 0.00 115.12 N/A N/A 0 0 105 8 2008-05-06 $22.51 $25.00 48.7% 14.0% 39.7% 19.7% 0.0% 0.0% 0.0% 4.8K -10.2K -82 0.00 116.53 N/A N/A 0 0 105 8 2008-05-07 $22.04 $25.00 54.0% 15.5% 37.0% 23.7% 0.0% 0.0% 0.0% 3.6K -2.9K -59 0.00 115.36 N/A N/A 0 0 105 8 2008-05-08 $21.80 $25.00 55.4% 15.9% 36.8% 24.8% 0.0% 0.0% 0.0% 2.9K 2.6K -48 0.00 114.73 N/A N/A 0 0 105 8 2008-05-09 $21.73 $25.00 60.3% 17.3% 29.8% 28.5% 0.0% 0.0% 0.0% 1 17.4K 0 0.00 114.78 N/A N/A 0 0 105 8 2008-05-12 $20.61 $25.00 85.1% 24.4% 35.8% 47.1% 0.0% 0.0% 0.0% 0 16.5K 0 0.00 112.65 N/A N/A 0 0 105 8 2008-05-13 $20.79 $25.00 126.2% 36.2% 35.6% 78.0% 0.0% 0.0% 0.0% 0 16.6K 0 0.00 107.39 N/A N/A 0 0 105 8 2008-05-14 $20.18 $25.00 79.9% 22.9% 35.2% 43.2% 0.0% 0.0% 0.0% 0 16.1K 0 0.00 82.73 N/A N/A 0 0 105 8 2008-05-15 $20.48 $25.00 125.3% 35.9% 34.8% 77.3% 0.0% 0.0% 0.0% 0 16.4K 0 0.00 83.41 N/A N/A 0 0 105 8 2008-05-16 $20.16 $25.00 138.6% 39.7% 30.7% 87.3% 0.0% 0.0% 0.0% 0 16.1K 0 0.00 82.82 N/A N/A 0 2 105 8
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