VSAT Options History — April 2018

In April 2018, VSAT traded between $62.69 and $67.24. ATM implied volatility averaged 33.6%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 4.7% (HV 20d: 28.9%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 3.01.

Notable Days

  • 2018-04-05: Highest Volume — 1,999 contracts
  • 2018-04-09: Largest IV drop — 34.3% change
  • 2018-04-06: Highest IV Rank — 57.9%
  • 2018-04-03: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.40$62.69$67.24$64.94$64.26
Max Pain$65.71$65.00$70.00$70.00$65.00
ATM IV33.6%27.1%47.9%34.2%32.9%
Expected Move9.4%7.8%10.7%9.8%9.4%
HV 20d28.9%25.3%31.2%27.3%25.3%
HV 60d30.0%28.4%30.6%28.4%30.1%
IV Rank30.1%17.3%57.9%31.2%28.7%
IV Percentile77.7%48.0%98.0%84.5%79.0%
Term Structure0.5%-3.3%4.1%-2.4%1.3%
VWIV35.5%29.1%41.0%38.3%33.4%
Skew 25d7.3%-7.8%15.4%4.5%8.3%
Skew 10d22.8%-5.4%49.7%20.1%35.7%
Call IV 25d31.4%25.8%45.4%33.5%30.4%
Put IV 25d38.7%31.8%48.5%38.1%38.7%
Bid-Ask Spread %87.6459.16101.1193.97101.11
Gamma HHI0.530.330.660.410.65
Net GEX-599.3K-920.2K28.0K28.0K-770.1K
Net DEX5.4M546.6K8.2M546.6K5.5M
Net VEX-23.6K-29.8K-10.3K-10.3K-26.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.010.888.663.660.88
Total Volume1,071.3815911,9991,049739
Total OI4,762.811,7426,3931,7425,395

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$64.94$70.0034.2%9.8%27.3%31.2%38.3%4.5%-2.4%28.0K546.6K-10.3K3.6693.97N/AN/A225824944798
2018-04-03$66.30$70.0037.4%10.7%27.6%37.5%41.0%4.5%-3.3%-8.0K561.4K-12.9K6.7493.94N/AN/A2131,4369441,120
2018-04-04$67.24$70.0035.7%10.2%26.8%34.2%37.4%6.9%-1.1%-110.7K1.0M-16.5K5.9093.45N/AN/A2181,2879452,051
2018-04-05$64.07$65.0037.7%9.4%31.0%37.9%36.9%6.6%0.9%-359.8K3.9M-19.5K8.66100.07N/AN/A2071,7929502,829
2018-04-06$63.10$65.0047.9%9.3%30.8%57.9%34.8%-7.8%1.3%-542.6K6.4M-26.8K3.8499.54N/AN/A2449369603,645
2018-04-09$64.11$65.0031.4%8.7%31.1%25.8%32.0%6.4%1.7%-566.8K5.5M-23.7K4.4491.96N/AN/A2089231,0043,517
2018-04-10$64.69$65.0030.7%9.3%29.7%24.4%34.3%8.7%0.2%-690.5K5.7M-24.6K2.6481.99N/AN/A2185751,0063,935
2018-04-11$63.69$65.0032.8%9.4%29.8%28.4%34.9%9.6%1.5%-724.6K6.9M-25.0K1.7383.36N/AN/A2173751,0083,922
2018-04-12$63.49$65.0033.9%9.7%29.0%30.6%35.0%8.8%0.1%-748.3K7.2M-23.9K1.7486.37N/AN/A2163751,0083,934
2018-04-13$62.69$65.0031.8%9.1%28.9%26.5%33.1%6.0%1.9%-878.4K8.1M-23.4K1.7759.16N/AN/A2153811,0163,902
2018-04-16$63.90$65.0027.1%7.8%29.8%17.3%29.1%6.1%4.1%-800.0K5.5M-19.0K3.0263.10N/AN/A2778361,0173,836
2018-04-17$65.13$65.0032.4%9.3%31.2%27.7%36.1%8.6%0.4%-814.6K4.5M-22.9K3.1186.57N/AN/A3691,1461,1164,309
2018-04-18$64.88$65.0030.1%8.6%31.2%23.1%32.1%5.2%1.6%-860.7K5.5M-25.3K1.7188.67N/AN/A3696301,2494,879
2018-04-19$65.03$65.0030.1%8.6%31.1%23.2%35.0%10.7%2.4%-920.2K5.9M-26.5K1.7289.93N/AN/A3676301,2495,144
2018-04-20$64.56$65.0030.3%8.7%30.9%23.5%34.7%9.6%2.1%-524.9K8.2M-26.5K1.8873.00N/AN/A3586721,2495,144
2018-04-23$64.17$65.0031.4%9.0%29.5%25.8%34.8%10.3%1.1%-643.1K5.5M-27.1K1.7692.11N/AN/A2965208873,951
2018-04-24$64.04$65.0034.0%9.8%28.5%30.9%40.0%15.4%-0.8%-595.2K6.3M-28.7K2.0380.90N/AN/A3457008864,106
2018-04-25$63.91$65.0036.8%10.6%27.0%36.3%39.2%9.7%-2.0%-651.0K7.3M-29.8K2.0387.75N/AN/A3457009354,444
2018-04-26$64.20$65.0035.4%10.2%26.1%33.6%37.9%8.2%-1.6%-655.8K6.6M-29.6K1.9794.62N/AN/A3557009464,444
2018-04-27$64.10$65.0032.3%9.3%25.5%27.5%36.2%7.7%1.4%-747.1K5.8M-26.9K1.9498.78N/AN/A3607009514,444
2018-04-30$64.26$65.0032.9%9.4%25.3%28.7%33.4%8.3%1.3%-770.1K5.5M-26.2K0.88101.11N/AN/A3943459514,444