VSAT Options History — July 2018

In July 2018, VSAT traded between $64.22 and $70.41. ATM implied volatility averaged 30.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 5.8% (HV 20d: 24.7%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2018-07-06: Highest Volume — 1,611 contracts
  • 2018-07-11: Largest IV spike — 26.6% change
  • 2018-07-31: Highest IV Rank — 38.1%
  • 2018-07-31: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.82$64.22$70.41$64.22$70.41
Max Pain$64.76$60.00$70.00$65.00$65.00
ATM IV30.5%22.2%37.7%24.2%37.7%
Expected Move9.2%6.8%10.8%6.9%10.8%
HV 20d24.7%21.5%26.6%21.5%21.5%
HV 60d19.8%18.3%20.5%18.3%20.1%
IV Rank23.9%7.8%38.1%11.6%38.1%
IV Percentile60.9%20.2%87.7%34.9%87.7%
Term Structure-4.0%-9.3%8.3%7.9%-9.0%
VWIV33.0%23.9%40.3%28.3%40.3%
Skew 25d4.2%3.0%4.9%3.9%3.0%
Skew 10d7.7%-3.0%10.8%3.5%8.2%
Call IV 25d31.0%23.0%37.2%24.2%37.2%
Put IV 25d35.2%27.3%40.8%28.1%40.2%
Bid-Ask Spread %43.9215.7578.0335.2177.73
Gamma HHI0.270.220.370.320.29
Net GEX226.6K57.7K364.7K57.7K198.3K
Net DEX-7.5M-10.1M-3.2M-3.2M-8.1M
Net VEX-64.7K-68.0K-57.5K-57.5K-62.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.332.020.370.88
Total Volume9325821,6111,151658
Total OI5,748.0954,6396,5294,6395,482

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$64.22$65.0024.2%6.9%21.5%11.6%28.3%3.9%7.9%57.7K-3.2M-57.5K0.3735.21N/AN/A8383132,8111,828
2018-07-03$65.07$65.0023.8%6.8%21.9%11.0%23.9%4.3%8.3%132.3K-4.8M-64.1K0.8778.03N/AN/A5154503,2411,851
2018-07-05$66.55$60.0024.3%9.3%22.8%11.9%32.2%4.5%-3.7%162.3K-6.4M-66.1K0.9560.66N/AN/A5715453,2942,001
2018-07-06$68.77$60.0022.2%8.8%25.3%7.8%32.2%4.3%-3.2%208.9K-8.6M-67.8K0.3462.01N/AN/A1,2064053,2982,145
2018-07-09$69.97$65.0022.7%8.8%25.4%8.7%30.6%3.7%-3.5%332.5K-10.1M-65.9K0.3860.27N/AN/A8703303,7282,125
2018-07-10$68.91$65.0023.8%8.7%25.3%10.9%29.8%3.8%-3.2%273.0K-8.7M-65.5K0.3342.21N/AN/A1,0093353,7012,141
2018-07-11$69.46$65.0030.1%8.6%25.3%23.2%31.1%3.8%-3.1%337.0K-9.4M-68.0K0.4754.80N/AN/A6252934,0562,144
2018-07-12$70.35$65.0030.8%8.8%24.9%24.5%31.2%4.8%-3.7%364.7K-9.9M-66.8K0.7946.03N/AN/A3692933,9842,174
2018-07-13$69.74$65.0031.2%8.9%25.1%25.4%31.1%4.5%-4.3%332.5K-9.2M-66.3K1.0916.10N/AN/A4454863,9752,198
2018-07-16$69.74$70.0032.0%9.2%25.1%27.0%32.8%4.6%-4.8%321.9K-8.5M-66.5K1.1215.82N/AN/A4204714,0672,332
2018-07-17$68.30$65.0032.6%9.3%26.3%28.1%32.7%3.7%-4.6%236.3K-6.8M-66.4K1.0916.77N/AN/A4294694,0772,334
2018-07-18$68.25$65.0032.0%9.2%26.2%26.8%33.7%3.6%-4.4%237.8K-6.7M-65.0K1.5517.12N/AN/A4386784,0792,333
2018-07-19$69.40$65.0032.6%9.3%26.6%28.0%33.4%4.6%-4.6%344.8K-8.0M-65.5K1.5715.75N/AN/A3785924,0772,403
2018-07-20$69.29$65.0032.1%9.2%25.8%27.2%34.1%4.2%-5.0%162.9K-7.6M-65.2K1.5120.07N/AN/A3895864,0972,432
2018-07-23$68.48$65.0033.6%9.6%26.4%30.0%35.0%4.8%-6.3%152.2K-5.8M-63.7K2.0249.74N/AN/A2705453,2672,055
2018-07-24$68.77$65.0033.9%9.7%24.8%30.5%35.0%4.0%-6.4%158.5K-6.1M-64.3K2.0021.84N/AN/A2615223,2742,104
2018-07-25$69.69$65.0034.4%9.9%24.9%31.6%36.3%4.6%-7.6%174.5K-7.0M-63.4K1.9644.95N/AN/A2675223,2642,106
2018-07-26$70.39$65.0034.4%9.9%25.0%31.5%36.1%4.1%-7.1%196.3K-8.1M-63.1K1.0359.76N/AN/A2973073,2822,106
2018-07-27$69.80$65.0034.3%9.8%24.0%31.4%35.8%4.9%-6.9%187.4K-7.3M-62.7K1.1273.37N/AN/A2753073,3042,117
2018-07-30$69.70$65.0037.4%10.7%24.0%37.5%38.2%4.3%-9.3%186.6K-7.3M-62.1K1.1354.09N/AN/A2783153,3062,117
2018-07-31$70.41$65.0037.7%10.8%21.5%38.1%40.3%3.0%-9.0%198.3K-8.1M-62.5K0.8877.73N/AN/A3503083,3482,134