VSAT Options History — June 2018

In June 2018, VSAT traded between $62.53 and $65.94. ATM implied volatility averaged 24.2%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.4% (HV 20d: 18.8%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2018-06-12: Highest Volume — 1,824 contracts
  • 2018-06-13: Largest IV drop — 17.3% change
  • 2018-06-12: Highest IV Rank — 20.3%
  • 2018-06-01: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.99$62.53$65.94$63.36$65.94
Max Pain$64.76$60.00$65.00$65.00$65.00
ATM IV24.2%22.0%28.6%25.0%23.9%
Expected Move6.7%6.3%7.2%7.2%6.9%
HV 20d18.8%16.6%21.0%18.3%19.0%
HV 60d21.4%17.8%22.9%22.9%17.8%
IV Rank11.8%7.4%20.3%13.2%11.1%
IV Percentile31.3%18.7%56.7%33.3%31.7%
Term Structure5.5%-0.5%7.9%-0.5%7.0%
VWIV24.4%22.0%26.9%26.9%25.6%
Skew 25d4.0%2.5%7.9%7.1%3.9%
Skew 10d10.5%4.5%27.8%19.1%4.5%
Call IV 25d22.5%19.4%24.1%23.2%21.8%
Put IV 25d26.4%25.0%30.3%30.3%25.7%
Bid-Ask Spread %49.5019.0191.5330.6091.53
Gamma HHI0.440.270.750.660.36
Net GEX-198.2K-705.5K96.9K-562.1K96.9K
Net DEX-402.6K-5.2M4.3M4.0M-5.2M
Net VEX-40.8K-59.9K-18.6K-23.9K-59.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.130.940.550.88
Total Volume929.5715021,824581633
Total OI4,684.2383,7956,7614,5574,550

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$63.36$65.0025.0%7.2%18.3%13.2%26.9%7.1%-0.5%-562.1K4.0M-23.9K0.5530.60N/AN/A3752061,2323,325
2018-06-04$63.15$60.0026.5%6.8%16.6%16.1%25.2%3.5%3.7%-579.9K4.0M-22.7K0.8065.07N/AN/A3382701,2573,340
2018-06-05$63.05$65.0027.5%6.7%16.6%18.2%24.9%4.4%4.0%-610.1K4.2M-22.7K0.8143.00N/AN/A3362711,2733,375
2018-06-06$63.85$65.0024.8%6.7%17.3%12.9%24.8%3.7%4.2%-506.7K3.0M-21.6K0.7036.37N/AN/A3872711,2743,376
2018-06-07$64.02$65.0024.6%6.7%17.0%12.4%25.5%3.6%3.9%-458.5K2.6M-20.6K0.5622.76N/AN/A3281831,3253,376
2018-06-08$63.60$65.0023.8%6.5%17.1%10.8%25.3%3.0%4.3%-496.0K2.9M-20.5K0.5728.53N/AN/A3191831,3083,381
2018-06-11$62.53$65.0026.2%6.8%18.0%15.6%26.2%3.2%3.8%-705.5K4.3M-19.4K0.6348.64N/AN/A3282081,3153,381
2018-06-12$62.79$65.0028.6%6.9%17.8%20.3%25.6%2.5%4.9%-610.9K3.6M-18.6K0.3753.97N/AN/A1,3364881,3213,389
2018-06-13$63.99$65.0023.6%6.8%18.9%10.6%25.1%2.5%5.5%-22.3K-845.8K-37.8K0.6582.44N/AN/A7594902,2593,540
2018-06-14$64.88$65.0023.0%6.6%19.4%9.3%22.8%3.7%5.5%-40.7K-2.7M-45.2K0.4031.80N/AN/A8553392,5623,654
2018-06-15$65.08$65.0022.7%6.5%19.4%8.7%23.1%3.5%5.8%-66.8K-3.9M-52.2K0.2652.57N/AN/A7261863,0713,690
2018-06-18$64.56$65.0022.9%6.6%19.3%9.2%24.2%3.0%5.9%84.5K-3.4M-52.2K0.1369.33N/AN/A648842,3651,430
2018-06-19$64.30$65.0023.7%6.8%19.3%10.6%23.9%3.6%6.7%89.9K-3.2M-51.6K0.7068.60N/AN/A6834792,4001,431
2018-06-20$64.90$65.0022.1%6.3%19.5%7.6%22.0%4.1%7.7%49.5K-3.4M-54.3K0.9419.01N/AN/A6636222,4571,611
2018-06-21$63.94$65.0023.0%6.6%20.4%9.3%23.0%3.2%6.9%30.7K-2.2M-54.9K0.9271.77N/AN/A6736222,5201,738
2018-06-22$64.24$65.0022.0%6.3%19.8%7.4%22.0%3.1%7.9%30.4K-2.6M-55.6K0.8862.06N/AN/A6565772,5281,738
2018-06-25$62.90$65.0024.1%6.9%21.0%11.5%24.3%5.7%6.6%18.8K-1.3M-54.0K0.6836.48N/AN/A7224902,5481,750
2018-06-26$63.36$65.0023.2%6.6%21.0%9.7%23.8%3.0%7.8%3.5K-1.9M-55.4K0.7549.41N/AN/A6494882,5961,803
2018-06-27$63.77$65.0024.1%6.9%19.8%11.5%24.1%7.9%6.6%26.6K-2.3M-56.4K0.4447.07N/AN/A6702922,6251,805
2018-06-28$65.51$65.0023.9%6.9%19.3%11.1%24.7%5.8%7.3%66.7K-4.2M-57.3K0.8428.56N/AN/A3733152,6471,803
2018-06-29$65.94$65.0023.9%6.9%19.0%11.1%25.6%3.9%7.0%96.9K-5.2M-59.9K0.8891.53N/AN/A3372962,7251,825