VSAT Options History — March 2019

In March 2019, VSAT traded between $74.32 and $78.00. ATM implied volatility averaged 23.4%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 0.2% (HV 20d: 23.2%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 11.31.

Notable Days

  • 2019-03-15: Highest Volume — 4,153 contracts
  • 2019-03-12: Largest IV drop — 19.0% change
  • 2019-03-11: Highest IV Rank — 17.2%
  • 2019-03-15: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.13$74.32$78.00$76.01$77.81
Max Pain$66.75$60.00$80.00$60.00$75.00
ATM IV23.4%20.7%28.2%23.4%21.0%
Expected Move7.1%6.3%8.5%6.7%6.3%
HV 20d23.2%12.9%44.1%43.4%16.0%
HV 60d32.2%28.6%35.2%35.2%28.6%
IV Rank5.5%0.0%17.2%5.0%0.9%
IV Percentile14.7%0.0%40.5%13.1%0.4%
Term Structure2.9%0.1%6.1%0.1%1.3%
VWIV24.7%22.8%28.7%23.4%23.2%
Skew 25d2.8%1.7%4.2%2.6%2.6%
Skew 10d6.8%0.2%12.6%3.5%3.0%
Call IV 25d22.0%19.4%25.2%22.2%19.4%
Put IV 25d24.9%22.0%27.7%24.7%22.0%
Bid-Ask Spread %81.0758.60103.4090.7887.38
Gamma HHI0.190.140.310.180.16
Net GEX582.9K183.0K1.1M510.5K616.9K
Net DEX-20.6M-26.5M-14.3M-26.0M-16.8M
Net VEX-142.6K-166.5K-100.7K-100.7K-155.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.310.06114.340.450.36
Total Volume875.476254,15396156
Total OI12,360.5249,58313,7119,60612,900

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$76.01$60.0023.4%6.7%43.4%5.0%23.4%2.6%0.1%510.5K-26.0M-100.7K0.4590.78N/AN/A66305,6513,955
2019-03-04$75.58$60.0025.4%7.3%43.8%10.3%25.4%3.2%4.2%502.2K-25.0M-102.7K0.1194.50N/AN/A5665,6283,955
2019-03-05$75.25$60.0024.1%6.9%43.9%6.9%24.1%3.2%4.2%499.5K-24.6M-102.3K0.1194.15N/AN/A6275,6533,957
2019-03-06$74.98$60.0024.4%7.0%44.1%7.6%24.4%3.2%4.7%518.7K-24.2M-100.7K4.88100.21N/AN/A8395,6673,956
2019-03-07$74.36$60.0023.7%6.8%43.9%5.9%23.7%1.8%5.0%495.6K-23.5M-102.9K114.34103.40N/AN/A293,3165,6693,988
2019-03-08$74.32$60.0023.9%6.8%43.5%6.4%23.7%2.7%5.0%183.0K-18.5M-145.2K107.2398.41N/AN/A313,3245,6827,272
2019-03-11$75.53$65.0028.2%8.2%14.2%17.2%27.6%4.2%5.6%234.3K-20.1M-145.7K1.1758.60N/AN/A2943435,6787,280
2019-03-12$74.61$65.0022.8%8.3%14.9%3.7%27.9%3.7%6.1%282.1K-19.2M-149.1K2.5763.89N/AN/A7185,9457,522
2019-03-13$75.38$65.0022.8%8.2%15.2%3.6%27.4%3.6%5.9%349.8K-20.6M-148.2K0.3862.57N/AN/A37145,9447,533
2019-03-14$76.31$65.0022.8%8.2%12.9%3.9%27.5%4.0%5.9%261.0K-22.6M-145.6K0.9361.26N/AN/A1381285,9527,539
2019-03-15$77.16$65.0026.6%8.5%13.3%13.8%28.7%2.5%3.2%197.9K-24.6M-145.5K0.0664.27N/AN/A3,9172366,0517,660
2019-03-18$78.00$0.0022.6%6.5%12.9%3.2%22.8%2.6%0.1%1.1M-26.5M-164.6K0.0683.62N/AN/A704406,7686,783
2019-03-19$77.48$80.0023.8%7.1%13.3%6.4%24.3%1.7%0.9%1.1M-24.1M-160.9K0.0773.31N/AN/A542376,5846,797
2019-03-20$75.84$65.0023.3%6.8%15.6%5.2%24.6%2.3%0.2%1.0M-17.8M-166.5K0.2193.80N/AN/A5911236,5236,825
2019-03-21$76.76$65.0021.2%6.7%15.9%0.0%22.8%2.1%2.3%1.1M-20.4M-160.4K0.3577.49N/AN/A1,4705086,4226,867
2019-03-22$75.85$65.0021.9%6.6%15.9%1.8%22.9%2.7%1.2%691.4K-14.3M-163.1K0.8681.40N/AN/A6575645,9537,039
2019-03-25$76.22$75.0022.8%6.8%16.0%4.3%23.1%3.3%0.8%671.0K-14.6M-162.7K0.4676.93N/AN/A169775,9767,039
2019-03-26$76.69$75.0022.7%6.9%16.1%4.0%23.2%2.0%1.3%664.4K-15.8M-158.5K0.9477.06N/AN/A83785,9157,108
2019-03-27$77.09$75.0023.1%6.9%16.1%5.1%24.1%2.5%1.3%656.8K-16.1M-157.1K0.7677.56N/AN/A1511145,8867,123
2019-03-28$77.55$75.0020.7%6.3%16.1%0.0%23.4%3.0%1.4%632.0K-16.7M-156.3K1.3481.80N/AN/A921235,7787,148
2019-03-29$77.81$75.0021.0%6.3%16.0%0.9%23.2%2.6%1.3%616.9K-16.8M-155.6K0.3687.38N/AN/A115415,7367,164