VSAT Options History — February 2019

In February 2019, VSAT traded between $63.02 and $75.53. ATM implied volatility averaged 31.2%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 5.0% (HV 20d: 36.2%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2019-02-04: Highest Volume — 3,380 contracts
  • 2019-02-08: Largest IV drop — 33.9% change
  • 2019-02-05: Highest IV Rank — 78.6%
  • 2019-02-07: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.90$63.02$75.53$63.02$75.50
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV31.2%23.3%59.1%51.0%23.3%
Expected Move8.1%6.7%11.7%10.8%6.7%
HV 20d36.2%12.7%44.1%17.3%43.5%
HV 60d33.3%26.0%36.3%26.2%35.3%
IV Rank22.3%4.8%78.6%61.6%4.8%
IV Percentile40.1%11.5%99.2%96.8%11.5%
Term Structure0.3%-5.9%5.2%-3.7%0.0%
VWIV29.0%23.5%42.8%39.4%23.5%
Skew 25d2.7%1.6%4.0%3.7%1.6%
Skew 10d5.0%2.1%10.3%7.6%3.0%
Call IV 25d27.7%22.8%38.0%37.1%23.6%
Put IV 25d30.4%25.2%42.0%40.7%25.2%
Bid-Ask Spread %81.2769.6988.2269.6988.00
Gamma HHI0.260.170.610.230.18
Net GEX633.9K-306.0K1.8M-306.0K492.4K
Net DEX-31.3M-63.2M-623.5K-623.5K-25.1M
Net VEX-109.9K-125.0K-100.7K-109.9K-105.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.003.242.900.97
Total Volume898.105613,38071861
Total OI13,966.2639,29119,39512,5919,611

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$63.02$60.0051.0%10.8%17.3%61.6%39.4%3.7%-3.7%-306.0K-623.5K-109.9K2.9069.69N/AN/A1845344,3628,229
2019-02-04$64.10$60.0059.0%11.2%12.8%78.2%38.3%3.2%-4.8%-252.2K-2.7M-107.3K0.0072.19N/AN/A3,38004,3808,531
2019-02-05$64.33$60.0059.1%11.3%12.7%78.6%38.5%3.3%-4.8%461.3K-10.2M-121.7K0.0372.96N/AN/A2,380837,7268,531
2019-02-06$65.96$60.0039.9%11.4%14.9%46.7%39.5%3.1%-5.9%753.3K-16.5M-125.0K1.7671.32N/AN/A4157318,0488,570
2019-02-07$65.21$60.0040.8%11.7%15.9%49.1%42.8%4.0%-5.3%676.4K-13.8M-124.7K0.1978.26N/AN/A2,2444308,1128,368
2019-02-08$73.35$60.0027.0%7.7%43.5%14.2%32.2%3.1%3.3%1.6M-55.4M-108.9K0.5579.54N/AN/A1,14963210,1458,530
2019-02-11$72.99$60.0025.8%7.4%43.7%11.2%31.0%2.5%4.1%1.8M-55.5M-110.9K1.0279.71N/AN/A26026410,3228,710
2019-02-12$72.90$60.0024.9%7.2%43.6%9.1%25.3%2.4%4.7%1.7M-56.5M-109.0K1.2379.81N/AN/A27133410,4678,651
2019-02-13$74.83$60.0024.9%7.1%44.0%8.9%24.4%3.0%4.6%538.5K-62.1M-103.5K0.4984.28N/AN/A33016110,5128,656
2019-02-14$75.06$60.0024.5%7.0%44.0%8.0%24.0%2.2%4.5%532.2K-63.2M-100.7K0.4382.58N/AN/A85436510,5918,627
2019-02-15$74.27$60.0023.9%6.8%44.1%6.3%24.4%2.3%5.2%530.0K-62.0M-109.6K0.5180.62N/AN/A70435610,7858,610
2019-02-19$74.71$60.0024.8%7.1%44.1%8.6%24.7%2.5%0.7%547.8K-23.9M-109.3K0.2282.93N/AN/A55125,6013,690
2019-02-20$74.61$60.0024.1%6.9%43.8%6.9%24.1%2.5%0.5%521.2K-24.3M-106.1K0.2384.00N/AN/A101235,6353,702
2019-02-21$74.16$60.0023.5%6.7%43.9%5.5%23.7%2.1%0.9%512.9K-23.5M-107.0K2.9488.21N/AN/A541595,6313,713
2019-02-22$75.17$60.0023.7%6.8%43.9%6.0%23.6%2.8%0.4%508.3K-24.7M-107.2K3.2488.22N/AN/A752435,6563,805
2019-02-25$75.22$60.0024.5%7.0%43.9%8.0%24.7%2.3%-0.3%489.3K-24.6M-108.8K0.1387.80N/AN/A5575,6623,955
2019-02-26$75.53$60.0024.0%6.9%43.9%6.6%24.1%2.1%0.5%489.6K-25.1M-107.7K0.1186.87N/AN/A6375,6693,955
2019-02-27$75.25$60.0023.4%6.7%43.7%5.1%23.5%1.8%0.8%498.7K-24.7M-105.4K0.4087.13N/AN/A63255,6563,955
2019-02-28$75.50$60.0023.3%6.7%43.5%4.8%23.5%1.6%0.0%492.4K-25.1M-105.2K0.9788.00N/AN/A31305,6563,955