VSAT Options History — August 2018

In August 2018, VSAT traded between $59.65 and $71.94. ATM implied volatility averaged 30.9%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 24.5% (HV 20d: 55.4%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.23.

Notable Days

  • 2018-08-10: Highest Volume — 5,436 contracts
  • 2018-08-10: Largest IV drop — 26.3% change
  • 2018-08-09: Highest IV Rank — 70.2%
  • 2018-08-03: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.22$59.65$71.94$69.53$62.68
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV30.9%21.3%54.2%39.1%21.3%
Expected Move7.7%6.1%11.3%11.2%6.1%
HV 20d55.4%15.5%72.1%22.1%71.8%
HV 60d37.4%20.0%45.3%20.2%44.7%
IV Rank24.7%6.1%70.2%40.8%6.1%
IV Percentile52.3%15.5%98.4%90.1%15.5%
Term Structure-0.5%-11.7%6.0%-10.4%-0.8%
VWIV27.6%21.4%43.0%39.6%21.4%
Skew 25d1.4%-1.1%5.8%5.3%1.5%
Skew 10d1.9%-10.3%20.4%-10.3%-6.0%
Call IV 25d27.1%21.5%38.0%37.5%21.5%
Put IV 25d28.5%23.1%43.2%42.8%23.1%
Bid-Ask Spread %53.7716.2288.0679.6432.20
Gamma HHI0.310.260.370.280.29
Net GEX-132.6K-374.6K187.9K173.6K-374.6K
Net DEX730.2K-9.7M7.8M-6.8M6.0M
Net VEX-78.1K-91.7K-56.3K-61.6K-83.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.413.541.001.37
Total Volume1,190.3046155,4366151,131
Total OI9,069.9575,45611,0565,45611,056

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$69.53$65.0039.1%11.2%22.1%40.8%39.6%5.3%-10.4%173.6K-6.8M-61.6K1.0079.64N/AN/A3073083,3132,143
2018-08-02$69.72$65.0038.9%11.1%20.9%40.3%43.0%5.8%-10.0%183.7K-7.3M-61.5K1.0277.85N/AN/A3093163,3312,143
2018-08-03$69.93$65.0039.6%11.3%17.5%41.6%41.3%5.2%-11.7%187.9K-7.0M-60.4K3.5473.27N/AN/A3281,1613,3152,152
2018-08-06$70.41$65.0045.9%8.5%16.6%54.0%29.4%2.5%-0.9%130.3K-7.3M-68.1K0.5770.40N/AN/A6303573,3453,004
2018-08-07$70.15$65.0047.1%8.4%15.6%56.5%29.0%1.5%-0.7%161.8K-7.3M-72.4K0.6268.15N/AN/A6283873,6293,095
2018-08-08$70.01$65.0048.1%8.5%15.5%58.4%30.2%2.2%-1.3%150.0K-6.7M-73.5K0.7088.06N/AN/A6134313,6633,130
2018-08-09$71.94$65.0054.2%9.0%17.7%70.2%33.4%0.6%-2.2%187.9K-9.7M-71.9K0.4182.73N/AN/A1,2575143,6633,177
2018-08-10$59.65$65.0039.9%8.8%69.3%42.4%29.6%0.3%-0.3%-161.1K7.8M-56.3K1.1579.11N/AN/A2,5232,9134,4493,313
2018-08-13$62.46$65.0030.2%7.8%71.8%23.4%28.0%1.6%3.4%-236.9K5.6M-82.9K0.5666.29N/AN/A9355236,3294,148
2018-08-14$63.66$65.0029.0%7.0%72.1%21.1%25.9%1.4%4.6%-187.9K2.7M-91.7K0.8550.92N/AN/A5654796,5854,292
2018-08-15$62.97$65.0023.6%6.8%72.1%10.5%24.4%0.8%5.5%-253.3K4.9M-86.2K1.0732.11N/AN/A5015366,6004,306
2018-08-16$64.04$65.0023.6%6.8%72.1%10.4%24.6%1.7%6.0%-227.3K1.9M-90.8K1.2769.66N/AN/A3494446,5924,281
2018-08-17$63.90$65.0023.3%6.7%72.1%9.8%24.7%0.8%4.6%-146.6K2.8M-88.8K1.0621.39N/AN/A3743976,6064,279
2018-08-20$63.55$65.0022.8%6.5%72.1%8.9%23.6%1.0%0.1%-215.4K3.0M-83.6K1.6630.40N/AN/A3025026,1283,890
2018-08-21$63.35$65.0022.3%6.4%72.0%7.9%24.3%0.9%0.7%-226.4K3.5M-84.2K1.8128.01N/AN/A3155716,1053,910
2018-08-22$63.47$65.0022.1%6.3%71.8%7.6%22.5%0.6%1.6%-259.3K3.3M-84.2K1.5763.60N/AN/A3195006,1064,027
2018-08-23$62.41$65.0023.4%6.7%71.7%10.1%23.1%0.8%0.4%-282.3K6.0M-79.0K1.3358.29N/AN/A4005346,0954,054
2018-08-24$63.29$65.0023.3%6.7%72.0%10.0%22.9%-0.8%0.7%-288.8K3.9M-83.9K1.6328.04N/AN/A3275346,1784,094
2018-08-27$63.28$65.0023.6%6.8%72.0%10.5%23.7%-0.3%-0.8%-298.3K4.1M-81.6K1.6419.84N/AN/A3305406,1984,094
2018-08-28$63.26$65.0023.8%6.8%71.8%10.9%23.8%-1.1%-0.7%-324.8K4.3M-79.8K1.7864.31N/AN/A3345956,2014,102
2018-08-29$63.53$65.0022.5%6.5%71.9%8.4%22.7%-0.3%0.6%-368.6K3.9M-83.5K1.0516.22N/AN/A5255506,2264,327
2018-08-30$62.96$65.0022.5%6.5%71.8%8.4%23.4%0.1%-0.3%-374.2K5.0M-86.4K0.5436.13N/AN/A6383456,4134,522
2018-08-31$62.68$65.0021.3%6.1%71.8%6.1%21.4%1.5%-0.8%-374.6K6.0M-83.3K1.3732.20N/AN/A4786536,5284,528