VSAT Options History — October 2018

In October 2018, VSAT traded between $59.49 and $63.93. ATM implied volatility averaged 36.3%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 16.8% (HV 20d: 19.5%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 3.23.

Notable Days

  • 2018-10-31: Highest Volume — 2,522 contracts
  • 2018-10-10: Largest IV spike — 38.3% change
  • 2018-10-31: Highest IV Rank — 64.4%
  • 2018-10-31: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.26$59.49$63.93$62.80$63.93
Max Pain$64.13$60.00$65.00$65.00$65.00
ATM IV36.3%22.7%51.2%23.8%51.2%
Expected Move10.8%6.5%14.7%6.8%14.7%
HV 20d19.5%12.3%32.4%20.8%32.4%
HV 60d44.1%43.4%46.4%43.8%46.4%
IV Rank35.2%8.7%64.4%11.0%64.4%
IV Percentile73.0%21.8%98.0%34.9%98.0%
Term Structure-5.0%-13.9%8.6%7.2%-13.9%
VWIV38.7%22.5%59.0%22.9%59.0%
Skew 25d1.5%-0.4%4.4%-0.4%2.8%
Skew 10d3.8%-0.3%9.7%1.4%9.0%
Call IV 25d37.8%21.1%55.0%23.3%54.2%
Put IV 25d39.2%22.6%57.0%23.0%57.0%
Bid-Ask Spread %51.5128.3081.7535.5871.46
Gamma HHI0.220.200.270.210.20
Net GEX64.9K-112.7K144.8K138.7K135.9K
Net DEX2.0M-1.5M6.8M-28.5K-1.5M
Net VEX-88.0K-97.8K-75.9K-86.4K-97.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.231.0411.921.042.75
Total Volume993.2174402,5228042,522
Total OI9,928.0879,15710,4789,15710,464

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$62.80$65.0023.8%6.8%20.8%11.0%22.9%-0.4%7.2%138.7K-28.5K-86.4K1.0435.58N/AN/A3954095,4553,702
2018-10-02$63.06$65.0023.3%6.7%20.5%9.8%23.6%1.1%7.7%133.3K125.2K-83.3K2.6448.30N/AN/A1493945,4713,767
2018-10-03$63.43$65.0022.7%6.5%17.4%8.8%22.5%1.4%8.6%144.8K-666.5K-86.1K3.0328.30N/AN/A1354095,4563,788
2018-10-04$62.69$60.0022.7%9.1%18.0%8.7%31.8%0.4%-2.9%96.7K563.0K-82.2K2.0830.10N/AN/A1432975,4623,803
2018-10-05$62.88$60.0024.6%9.2%17.8%12.5%32.5%0.9%-4.0%100.2K415.4K-82.8K1.7230.14N/AN/A2754735,4713,853
2018-10-08$63.35$60.0026.9%9.5%12.7%16.9%33.1%0.1%-3.8%118.0K-588.4K-89.9K2.0545.88N/AN/A1863825,6304,056
2018-10-09$62.79$60.0025.5%9.7%12.3%14.2%33.9%-0.1%-5.0%78.7K625.4K-87.2K2.0634.56N/AN/A2024165,6554,091
2018-10-10$62.08$65.0035.3%10.1%12.8%33.3%34.6%1.5%-4.6%34.1K2.1M-84.7K1.8756.04N/AN/A2374445,6554,126
2018-10-11$62.40$65.0035.7%10.2%12.9%34.0%35.4%1.8%-5.3%33.9K1.7M-86.7K1.5462.27N/AN/A2594005,6754,219
2018-10-12$60.53$65.0037.2%10.7%16.3%37.1%37.3%1.0%-5.0%-112.7K6.8M-75.9K2.3066.48N/AN/A2636065,6844,221
2018-10-15$61.65$65.0038.5%11.0%17.8%39.7%38.5%1.1%-5.6%-76.0K3.8M-84.5K3.1242.36N/AN/A2337275,6934,425
2018-10-16$63.10$65.0036.8%10.5%19.2%36.3%37.8%1.7%-5.2%45.7K1.2M-93.7K2.3943.10N/AN/A2415765,6944,713
2018-10-17$63.20$65.0038.2%11.0%19.2%39.0%39.0%1.4%-5.2%103.1K926.9K-94.5K2.3866.38N/AN/A2495935,6844,770
2018-10-18$62.12$65.0038.3%11.0%19.9%39.2%38.7%1.1%-6.2%42.9K3.2M-91.8K2.8543.16N/AN/A1985645,6844,794
2018-10-19$61.21$65.0038.0%10.9%20.4%38.6%39.5%1.2%-6.1%78.9K5.1M-85.3K3.5535.36N/AN/A1987035,6834,795
2018-10-22$61.23$65.0040.2%11.5%20.4%42.9%40.6%1.2%-7.3%57.9K4.0M-86.3K4.2029.80N/AN/A2038525,4764,397
2018-10-23$61.75$65.0041.1%11.8%20.5%44.6%41.9%2.3%-8.0%89.0K2.9M-89.9K3.1457.88N/AN/A2036385,4894,462
2018-10-24$61.88$65.0042.1%12.1%20.5%46.6%43.9%2.4%-8.3%96.2K2.5M-89.8K3.6852.86N/AN/A1896955,4894,459
2018-10-25$62.33$65.0045.2%13.0%20.7%52.6%48.4%3.8%-10.4%90.1K3.4M-85.5K11.9278.89N/AN/A1621,9315,4904,466
2018-10-26$62.49$65.0046.1%13.2%20.5%54.4%48.1%2.1%-8.8%65.4K1.5M-97.8K6.9081.75N/AN/A1811,2495,4954,820
2018-10-29$59.49$65.0050.4%14.5%26.3%62.9%53.4%0.8%-9.7%-29.3K5.3M-89.0K2.3280.24N/AN/A5391,2495,5144,818
2018-10-30$61.56$65.0050.2%14.4%29.3%62.5%53.8%4.4%-13.6%27.4K2.8M-92.8K4.7463.82N/AN/A2571,2185,5144,818
2018-10-31$63.93$65.0051.2%14.7%32.4%64.4%59.0%2.8%-13.9%135.9K-1.5M-97.7K2.7571.46N/AN/A6731,8495,5764,888