VSAT Options History — February 2009 In February 2009, VSAT traded between $17.94 and $23.00. ATM implied volatility averaged 51.9%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 33.0% (HV 20d: 84.9%). Net GEX was positive for 13 of 15 trading days. Term structure was in contango for 11 of 15 days. Put/call ratio averaged 0.00.
Notable Days 2009-02-09 : Highest Volume — 10 contracts2009-02-09 : Largest IV spike — 21.1% change2009-02-26 : Highest IV Rank — 24.7%2009-02-26 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $19.90 $17.94 $23.00 $23.00 $18.30 ATM IV 51.9% 42.2% 55.3% 42.2% 53.3% Expected Move 15.1% 14.1% 15.8% 14.1% 15.3% HV 20d 84.9% 56.5% 95.0% 57.2% 95.0% HV 60d 60.3% 50.0% 63.9% 50.3% 63.6% IV Rank 22.1% 14.9% 24.7% 14.9% 23.2% IV Percentile 89.8% 83.7% 91.7% 83.7% 89.7% Term Structure 0.5% -2.5% 2.6% 0.1% 1.0% Bid-Ask Spread % 71.95 52.91 88.72 69.68 77.20 Gamma HHI 0.83 0.50 1.00 1.00 0.50 Net GEX 999 0 4.7K 0 344 Net DEX -10.8K -22.7K 0 0 -13.9K Net VEX -44 -111 0 0 -98 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 2.667 0 10 0 0 Total OI 16 0 30 0 20
Daily Data (15 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 2009-02-06 $23.00 $0.00 42.2% 14.1% 57.2% 14.9% 0.0% 0.0% 0.1% 0 0 0 0.00 69.68 N/A N/A 0 0 0 0 2009-02-09 $22.82 $0.00 51.1% 15.2% 56.5% 21.5% 0.0% 0.0% -0.9% 0 0 0 0.00 60.77 N/A N/A 10 0 0 0 2009-02-10 $19.15 $0.00 52.2% 15.2% 84.9% 22.4% 0.0% 0.0% 1.8% 236 -1.1K -4 0.00 52.91 N/A N/A 0 0 10 0 2009-02-11 $19.05 $0.00 51.5% 15.2% 84.2% 21.9% 0.0% 0.0% 0.4% 138 -510 -2 0.00 69.04 N/A N/A 0 0 10 0 2009-02-12 $20.12 $0.00 52.0% 14.9% 87.0% 22.2% 0.0% 0.0% 0.5% 397 -1.7K -5 0.00 70.46 N/A N/A 10 0 10 0 2009-02-13 $20.72 $0.00 54.5% 15.6% 87.6% 24.1% 0.0% 0.0% -0.2% 1.7K -16.9K -16 0.00 65.24 N/A N/A 0 0 20 0 2009-02-17 $19.90 $0.00 54.1% 15.5% 88.5% 23.8% 0.0% 0.0% 0.5% 1.6K -10.3K -9 0.00 67.22 N/A N/A 10 0 20 0 2009-02-18 $19.91 $0.00 52.8% 15.1% 88.5% 22.8% 0.0% 0.0% 1.6% 2.0K -21.7K -67 0.00 73.28 N/A N/A 0 0 30 0 2009-02-19 $19.90 $0.00 52.6% 15.1% 88.3% 22.7% 0.0% 0.0% 2.0% 2.8K -21.9K -65 0.00 74.18 N/A N/A 0 0 30 0 2009-02-20 $20.07 $0.00 51.0% 14.6% 88.4% 21.5% 0.0% 0.0% 2.6% 4.7K -22.7K -64 0.00 83.36 N/A N/A 0 0 30 0 2009-02-23 $18.83 $0.00 53.3% 15.3% 90.6% 23.2% 0.0% 0.0% 0.0% 191 -9.9K -57 0.00 71.49 N/A N/A 0 0 10 0 2009-02-24 $19.40 $0.00 50.9% 14.6% 91.0% 21.4% 0.0% 0.0% 0.6% 194 -10.7K -58 0.00 67.87 N/A N/A 10 0 10 0 2009-02-25 $19.41 $0.00 51.6% 14.8% 90.9% 22.0% 0.0% 0.0% -0.1% 376 -17.1K -111 0.00 88.72 N/A N/A 0 0 20 0 2009-02-26 $17.94 $0.00 55.3% 15.8% 94.4% 24.7% 0.0% 0.0% -2.5% 334 -13.2K -98 0.00 87.85 N/A N/A 0 0 20 0 2009-02-27 $18.30 $0.00 53.3% 15.3% 95.0% 23.2% 0.0% 0.0% 1.0% 344 -13.9K -98 0.00 77.20 N/A N/A 0 0 20 0
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