VSAT Options History — May 2018

In May 2018, VSAT traded between $61.85 and $64.83. ATM implied volatility averaged 34.7%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 19.7% (HV 20d: 14.9%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.42.

Notable Days

  • 2018-05-29: Highest Volume — 1,605 contracts
  • 2018-05-25: Largest IV drop — 40.3% change
  • 2018-05-22: Highest IV Rank — 46.7%
  • 2018-05-22: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.25$61.85$64.83$63.32$62.56
Max Pain$68.86$65.00$70.00$65.00$65.00
ATM IV34.7%23.3%42.1%34.5%25.4%
Expected Move9.8%6.7%12.1%9.9%7.3%
HV 20d14.9%11.6%24.4%24.4%17.7%
HV 60d25.1%22.6%30.1%30.1%22.8%
IV Rank32.1%9.9%46.7%31.8%14.1%
IV Percentile76.0%24.6%94.8%82.1%34.9%
Term Structure-5.7%-10.5%-0.8%-1.4%-1.0%
VWIV37.2%27.2%51.8%33.8%27.2%
Skew 25d9.2%3.5%21.3%11.1%3.5%
Skew 10d23.8%6.7%55.8%54.3%6.7%
Call IV 25d32.6%23.9%38.0%34.0%25.5%
Put IV 25d41.8%28.3%56.9%45.1%29.1%
Bid-Ask Spread %73.4355.36100.1895.3361.30
Gamma HHI0.650.360.810.700.74
Net GEX-702.1K-1.4M-171.5K-860.3K-630.2K
Net DEX4.7M2.4M7.1M7.1M5.0M
Net VEX-18.9K-27.5K-12.4K-27.5K-25.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.553.500.961.19
Total Volume918.4096321,605704789
Total OI4,822.3182,5725,9605,4644,631

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$63.32$65.0034.5%9.9%24.4%31.8%33.8%11.1%-1.4%-860.3K7.1M-27.5K0.9695.33N/AN/A3593459904,474
2018-05-02$63.61$65.0033.9%9.7%23.8%30.6%33.1%8.4%-2.9%-844.1K6.2M-26.2K0.96100.18N/AN/A3623479964,474
2018-05-03$63.53$70.0036.2%9.6%16.7%35.1%33.8%7.0%-4.8%-819.4K6.7M-25.0K0.9570.18N/AN/A3643471,0004,477
2018-05-04$64.83$70.0037.1%9.6%17.2%36.8%35.1%10.1%-4.8%-718.2K4.9M-23.8K0.9470.78N/AN/A3693461,0054,477
2018-05-07$64.65$70.0038.8%10.0%16.4%40.2%36.6%7.5%-7.1%-731.4K4.7M-20.3K1.0768.35N/AN/A3643881,0154,478
2018-05-08$64.40$70.0039.6%10.2%16.1%41.7%37.5%14.6%-7.6%-806.6K5.2M-21.6K1.1972.60N/AN/A3654361,0204,530
2018-05-09$63.76$70.0035.3%10.1%15.5%33.4%37.9%16.7%-6.8%-886.6K6.0M-22.4K1.1672.31N/AN/A3754361,0344,574
2018-05-10$64.01$70.0035.8%10.2%15.5%34.2%38.3%15.1%-7.0%-835.6K5.5M-21.3K1.1669.25N/AN/A3754351,0424,574
2018-05-11$63.75$70.0032.8%9.4%14.9%28.4%34.3%7.0%-4.3%-989.7K5.7M-19.2K1.4661.36N/AN/A3875661,0424,575
2018-05-14$63.15$70.0034.7%9.9%13.6%32.1%38.1%5.9%-5.5%-1.1M5.6M-16.0K1.9773.41N/AN/A3877631,0484,580
2018-05-15$62.74$70.0035.6%10.2%11.6%33.9%39.6%6.1%-6.3%-1.4M6.5M-16.3K2.0265.89N/AN/A3877831,0594,761
2018-05-16$62.86$70.0034.2%9.8%11.6%31.2%51.8%21.3%-6.0%-1.3M6.6M-16.6K1.9379.64N/AN/A3977681,0594,651
2018-05-17$62.88$70.0036.0%10.3%11.6%34.8%41.5%10.2%-8.0%-1.0M4.9M-13.8K2.0578.69N/AN/A3978141,0594,720
2018-05-18$62.22$70.0039.0%11.2%11.8%40.6%45.4%13.1%-9.4%-171.5K3.1M-14.5K1.3178.15N/AN/A3975191,0594,901
2018-05-21$62.45$70.0040.6%11.6%11.9%43.6%43.7%9.4%-9.4%-192.3K2.5M-12.9K0.7880.60N/AN/A3552778881,684
2018-05-22$62.45$70.0042.1%12.1%11.9%46.7%42.9%9.2%-10.5%-197.2K2.5M-12.4K0.9280.74N/AN/A3803489291,684
2018-05-23$62.66$70.0037.3%10.7%12.0%37.3%40.3%5.3%-8.1%-212.5K2.4M-13.3K1.3676.59N/AN/A3674999591,781
2018-05-24$61.85$70.0040.8%11.7%12.5%44.1%39.9%7.5%-9.9%-286.9K3.6M-15.5K0.5558.66N/AN/A4732629782,125
2018-05-25$62.60$70.0024.4%7.0%13.5%12.0%27.7%4.0%-1.3%-369.8K2.7M-15.4K2.6577.12N/AN/A4181,1091,0792,232
2018-05-29$63.00$65.0023.3%6.7%13.7%9.9%29.1%4.9%-0.8%-556.7K2.9M-16.6K3.5055.36N/AN/A3571,2481,1592,909
2018-05-30$64.30$65.0025.7%7.4%14.7%14.5%30.1%3.6%-1.5%-439.8K2.4M-20.4K1.1869.03N/AN/A3424031,2533,126
2018-05-31$62.56$65.0025.4%7.3%17.7%14.1%27.2%3.5%-1.0%-630.2K5.0M-25.1K1.1961.30N/AN/A3614281,2673,364