VSAT Options History — February 2018

In February 2018, VSAT traded between $66.93 and $75.87. ATM implied volatility averaged 35.7%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.2% (HV 20d: 30.5%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 3.64.

Notable Days

  • 2018-02-14: Highest Volume — 2,826 contracts
  • 2018-02-05: Largest IV spike — 55.6% change
  • 2018-02-01: Highest IV Rank — 100.0%
  • 2018-02-08: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.78$66.93$75.87$75.87$69.79
Max Pain$72.63$70.00$75.00$75.00$70.00
ATM IV35.7%26.3%69.4%58.4%27.9%
Expected Move8.9%7.5%11.2%9.1%8.0%
HV 20d30.5%17.6%36.6%17.6%36.6%
HV 60d23.2%20.4%24.9%20.4%24.9%
IV Rank36.0%15.7%100.0%100.0%18.8%
IV Percentile73.4%50.4%100.0%100.0%61.5%
Term Structure-2.1%-7.0%1.2%1.2%-2.1%
VWIV34.7%26.9%52.2%43.3%29.6%
Skew 25d3.1%-5.7%8.8%-5.7%2.3%
Skew 10d9.9%-5.1%32.6%-5.1%0.2%
Call IV 25d31.3%23.8%45.6%40.8%28.9%
Put IV 25d34.3%27.7%44.1%35.1%31.1%
Bid-Ask Spread %88.3179.11100.7391.2691.68
Gamma HHI0.510.340.790.770.34
Net GEX-290.7K-636.1K-71.8K-562.8K-71.8K
Net DEX5.9M-598.4K13.7M4.5M1.3M
Net VEX-22.9K-30.7K-16.9K-30.7K-18.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.642.075.824.073.07
Total Volume1,634.5269452,8262,1261,083
Total OI4,244.1583,5575,0274,5243,704

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$75.87$75.0058.4%9.1%17.6%100.0%43.3%-5.7%1.2%-562.8K4.5M-30.7K4.0791.26N/AN/A4191,7071,1693,355
2018-02-02$74.95$75.0044.6%9.5%18.2%65.8%35.3%3.6%-4.3%-636.1K5.2M-30.5K4.0779.41N/AN/A4191,7071,1723,355
2018-02-05$71.20$75.0069.4%11.1%25.8%100.0%40.9%4.1%-4.3%-485.3K8.4M-27.3K3.1484.75N/AN/A4191,3171,1723,355
2018-02-06$70.70$75.0058.8%11.1%25.5%79.3%43.8%-2.9%-6.4%-601.7K11.8M-30.2K3.1379.76N/AN/A4131,2921,1723,855
2018-02-07$71.56$75.0038.6%11.1%25.9%39.8%39.2%4.3%-7.0%-570.8K10.5M-29.8K4.1179.11N/AN/A4241,7411,1693,851
2018-02-08$70.95$75.0039.2%11.2%25.4%40.9%43.1%4.4%-3.8%-529.0K9.2M-27.9K2.5683.32N/AN/A4581,1741,1863,350
2018-02-09$66.93$75.0036.8%10.5%31.0%36.2%52.2%2.7%-5.5%-358.4K11.8M-22.3K2.61100.73N/AN/A5131,3391,1983,379
2018-02-12$68.33$75.0029.6%8.5%32.0%22.1%34.3%5.0%-0.4%-335.6K13.7M-18.8K2.4891.16N/AN/A5381,3341,1893,567
2018-02-13$67.82$75.0028.7%8.2%32.0%20.4%31.7%2.3%0.9%-209.3K9.8M-17.1K2.6090.87N/AN/A5131,3341,2052,928
2018-02-14$68.27$75.0027.1%7.8%31.0%17.4%27.3%4.5%0.4%-208.1K9.8M-16.9K2.0793.91N/AN/A9211,9051,2112,928
2018-02-15$69.83$70.0026.7%7.7%32.3%16.5%26.9%2.4%0.8%-147.9K8.2M-22.2K3.6587.40N/AN/A5311,9371,6253,118
2018-02-16$72.21$70.0028.1%8.1%34.8%19.3%27.9%4.4%-0.6%-136.8K6.2M-23.1K5.8294.21N/AN/A2271,3221,6253,115
2018-02-20$70.57$70.0028.0%8.0%34.7%19.0%33.0%5.1%-2.1%-143.1K1.1M-21.5K4.8088.80N/AN/A1637821,4472,192
2018-02-21$71.01$70.0028.1%8.1%34.6%19.3%28.9%3.7%-0.9%-148.7K771.1K-20.7K5.1483.73N/AN/A1909771,4512,198
2018-02-22$70.10$70.0027.4%7.9%34.7%17.9%31.6%8.8%-1.4%-90.4K1.3M-19.4K4.0493.60N/AN/A1927751,4782,079
2018-02-23$71.26$70.0026.3%7.5%35.5%15.7%29.6%3.7%-0.9%-93.9K227.8K-19.6K4.0193.53N/AN/A1927701,5102,079
2018-02-26$71.71$70.0027.3%7.8%35.7%17.7%30.0%3.0%-1.5%-102.7K-407.9K-18.7K3.6383.43N/AN/A2248131,5102,086
2018-02-27$71.77$70.0026.9%7.7%35.7%16.9%30.4%2.7%-1.2%-90.7K-598.4K-18.9K4.2287.16N/AN/A1908011,5652,091
2018-02-28$69.79$70.0027.9%8.0%36.6%18.8%29.6%2.3%-2.1%-71.8K1.3M-18.9K3.0791.68N/AN/A2668171,6082,096