VSAT Options History — January 2019

In January 2019, VSAT traded between $57.61 and $62.55. ATM implied volatility averaged 43.0%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 14.0% (HV 20d: 29.0%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 4.29.

Notable Days

  • 2019-01-11: Highest Volume — 4,541 contracts
  • 2019-01-09: Largest IV spike — 16.6% change
  • 2019-01-28: Highest IV Rank — 63.4%
  • 2019-01-28: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.01$57.61$62.55$57.61$62.55
Max Pain$61.19$55.00$65.00$60.00$60.00
ATM IV43.0%35.9%51.8%36.5%50.7%
Expected Move12.5%10.5%14.9%10.5%11.0%
HV 20d29.0%17.3%37.1%33.2%17.3%
HV 60d36.3%26.1%38.5%37.7%26.4%
IV Rank46.0%34.0%63.4%35.2%61.0%
IV Percentile90.6%76.2%98.0%79.8%96.8%
Term Structure-5.4%-12.6%6.8%6.8%-4.5%
VWIV44.8%38.7%50.1%43.0%38.7%
Skew 25d3.3%1.5%4.8%1.5%2.3%
Skew 10d4.8%-12.9%13.0%-0.7%6.8%
Call IV 25d42.3%34.8%49.5%34.8%37.3%
Put IV 25d45.6%36.3%53.3%36.3%39.6%
Bid-Ask Spread %75.2469.9295.5395.5372.17
Gamma HHI0.240.190.280.210.23
Net GEX-336.8K-566.6K-19.6K-87.0K-338.4K
Net DEX2.2M-1.1M4.8M2.0M265.9K
Net VEX-94.9K-116.9K-67.7K-67.7K-111.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.290.0057.220.441.28
Total Volume690.1964,541573425
Total OI10,117.3815,69012,5625,69012,562

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$57.61$60.0036.5%10.5%33.2%35.2%0.0%1.5%6.8%-87.0K2.0M-67.7K0.4495.53N/AN/A3991742,7792,911
2019-01-03$57.72$55.0038.2%12.4%32.7%38.6%43.0%2.5%-4.4%-56.0K1.4M-72.9K0.6772.85N/AN/A2611743,1412,969
2019-01-04$59.99$55.0036.5%11.9%36.7%35.3%40.8%3.9%-4.2%-23.1K-762.2K-71.7K0.6470.82N/AN/A2731742,9832,798
2019-01-07$60.36$55.0036.4%12.5%37.0%35.1%0.0%2.5%-5.8%-25.0K-901.3K-70.2K0.0071.46N/AN/A602,9672,798
2019-01-08$60.61$55.0035.9%12.1%37.1%34.0%0.0%2.6%-4.7%-19.6K-1.1M-69.9K0.0076.33N/AN/A802,9732,800
2019-01-09$60.68$55.0041.8%12.0%36.5%45.7%45.6%2.2%-4.2%-348.1K1.9M-85.0K9.1472.43N/AN/A504572,9756,294
2019-01-10$61.39$55.0041.3%11.8%36.5%41.4%47.1%4.8%-3.8%-362.7K1.8M-88.8K0.7069.92N/AN/A2051432,9506,917
2019-01-11$61.41$55.0041.1%11.8%34.8%41.1%42.8%4.3%-4.0%-390.2K2.0M-88.3K57.2271.90N/AN/A784,4632,9557,223
2019-01-14$61.22$65.0041.4%11.9%32.6%41.8%45.5%3.6%-4.9%-532.6K4.5M-89.0K0.0271.97N/AN/A17442,9697,225
2019-01-15$61.36$65.0042.1%12.1%32.1%43.1%44.2%3.6%-4.4%-566.6K4.8M-91.1K0.6373.65N/AN/A5303323,0657,451
2019-01-16$61.97$65.0042.3%12.1%30.2%43.6%43.4%3.9%-4.4%-474.7K2.7M-96.9K1.0272.23N/AN/A3923983,4507,753
2019-01-17$61.39$65.0041.9%12.0%30.3%42.8%43.0%4.0%-4.7%-480.9K3.0M-100.4K6.5372.33N/AN/A1217903,7607,819
2019-01-18$61.99$65.0043.0%12.3%30.5%45.1%43.7%3.8%-5.1%-419.0K3.0M-110.7K5.7473.57N/AN/A1418103,8318,225
2019-01-22$61.49$65.0043.8%12.6%30.6%46.7%43.6%3.6%-5.5%-449.9K3.8M-105.9K0.3077.78N/AN/A115343,6688,070
2019-01-23$61.24$65.0044.7%12.8%26.5%48.6%44.6%3.2%-6.9%-473.8K4.3M-106.3K0.3076.18N/AN/A5581703,7638,104
2019-01-24$61.53$65.0045.0%12.9%20.7%49.3%45.0%3.4%-6.3%-414.7K3.1M-116.9K0.3075.78N/AN/A5691714,2138,239
2019-01-25$61.53$65.0046.4%13.3%18.7%52.1%46.9%3.2%-7.5%-418.4K3.1M-115.8K0.3174.78N/AN/A5701754,2248,239
2019-01-28$62.16$65.0051.8%14.9%17.8%63.4%50.1%3.7%-10.8%-379.9K1.6M-113.1K2.7275.65N/AN/A742014,2258,239
2019-01-29$61.62$65.0051.2%14.7%18.3%62.1%49.7%3.9%-11.8%-401.6K2.3M-110.4K0.8979.46N/AN/A2332084,2338,183
2019-01-30$61.44$65.0050.1%14.4%18.1%59.9%49.0%3.0%-12.6%-410.3K2.6M-111.1K1.1783.34N/AN/A2002344,3348,188
2019-01-31$62.55$60.0050.7%11.0%17.3%61.0%38.7%2.3%-4.5%-338.4K265.9K-111.0K1.2872.17N/AN/A1862394,3378,225