VSAT Options History — April 2019

In April 2019, VSAT traded between $77.88 and $90.72. ATM implied volatility averaged 25.0%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 8.4% (HV 20d: 16.5%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-04-05: Highest Volume — 4,023 contracts
  • 2019-04-10: Largest IV spike — 46.7% change
  • 2019-04-22: Highest IV Rank — 33.0%
  • 2019-04-22: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.34$77.88$90.72$77.88$90.72
Max Pain$79.52$75.00$85.00$75.00$85.00
ATM IV25.0%17.3%31.1%21.4%26.1%
Expected Move7.4%6.1%8.9%6.4%7.5%
HV 20d16.5%14.2%19.0%15.8%15.7%
HV 60d28.4%27.8%28.7%28.6%28.4%
IV Rank16.5%0.0%33.0%1.9%21.1%
IV Percentile30.5%0.0%57.5%1.6%42.1%
Term Structure3.9%-0.2%7.7%0.9%7.7%
VWIV26.1%17.6%34.6%22.0%26.9%
Skew 25d1.4%-10.3%8.1%3.0%3.5%
Skew 10d4.1%-24.1%17.5%5.1%10.0%
Call IV 25d26.9%17.1%48.2%20.3%25.0%
Put IV 25d28.4%23.3%37.9%23.3%28.5%
Bid-Ask Spread %89.2981.6599.0483.7689.23
Gamma HHI0.170.140.190.170.16
Net GEX577.1K309.3K720.0K643.2K644.4K
Net DEX-29.0M-38.6M-17.1M-17.1M-35.7M
Net VEX-176.6K-199.5K-142.6K-151.7K-189.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.005.740.000.45
Total Volume827.143744,023199338
Total OI17,381.90512,83119,48412,85618,966

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$77.88$75.0021.4%6.4%15.8%1.9%0.0%3.0%0.9%643.2K-17.1M-151.7K0.0083.76N/AN/A19905,7157,141
2019-04-02$78.96$75.0020.8%6.3%16.2%0.3%22.0%5.7%1.3%696.4K-19.6M-147.8K0.0483.99N/AN/A19385,7467,141
2019-04-03$79.67$75.0020.6%6.1%16.2%0.0%21.9%2.7%5.0%720.0K-20.8M-142.8K0.4184.44N/AN/A5352195,6867,145
2019-04-04$78.83$75.0020.9%6.2%16.5%0.8%23.8%3.2%5.2%658.4K-18.5M-142.6K3.0790.64N/AN/A3961,2165,6727,335
2019-04-05$80.10$75.0019.6%6.6%17.0%0.0%21.5%2.6%4.0%457.4K-19.1M-154.0K5.7491.90N/AN/A5973,4265,6698,343
2019-04-08$82.51$75.0018.7%6.2%18.9%0.0%17.6%8.1%6.7%309.3K-22.1M-171.9K0.0581.65N/AN/A831395,56611,728
2019-04-09$82.74$75.0017.3%7.2%17.9%0.0%25.6%3.5%4.5%485.6K-23.5M-188.6K0.3288.48N/AN/A1,1053586,19911,789
2019-04-10$84.12$75.0025.3%7.3%18.3%19.2%26.8%-0.9%3.8%566.4K-26.9M-199.5K0.5987.70N/AN/A8404946,53112,062
2019-04-11$85.60$75.0026.8%7.7%18.6%22.8%26.7%2.5%2.8%635.2K-31.2M-194.0K0.6485.25N/AN/A6914436,83812,208
2019-04-12$86.83$80.0026.3%7.5%18.8%21.5%24.8%2.8%3.7%642.8K-35.1M-188.5K1.0185.27N/AN/A4064127,02812,257
2019-04-15$86.39$80.0026.9%7.7%19.0%23.0%26.4%1.5%3.5%687.6K-34.5M-184.8K0.1888.09N/AN/A141267,04012,263
2019-04-16$86.99$80.0028.3%8.1%18.5%26.4%27.7%-8.2%3.1%646.4K-35.6M-183.5K0.5793.08N/AN/A120697,03812,274
2019-04-17$88.23$80.0029.8%8.5%15.7%29.9%32.7%-10.3%1.4%530.7K-38.6M-179.0K0.3899.04N/AN/A3431327,06912,281
2019-04-18$88.28$80.0028.5%8.2%15.8%26.8%29.4%2.1%2.2%471.8K-38.6M-176.8K0.5191.37N/AN/A4272177,16512,319
2019-04-22$88.75$85.0031.1%8.9%14.2%33.0%34.6%4.8%-0.2%493.3K-30.4M-177.6K0.0987.68N/AN/A6866,26711,851
2019-04-23$88.50$85.0027.9%8.0%14.6%25.4%29.2%-0.8%4.1%498.7K-30.3M-181.0K0.4396.65N/AN/A2331006,29011,852
2019-04-24$89.13$85.0028.0%8.0%14.6%25.8%27.8%0.8%4.4%509.6K-31.3M-181.0K0.1491.57N/AN/A664906,37611,868
2019-04-25$89.30$85.0027.9%8.0%14.7%25.3%23.1%5.9%4.3%583.5K-33.2M-190.1K0.1493.65N/AN/A653896,80711,883
2019-04-26$89.56$85.0025.7%7.4%14.8%20.1%26.0%4.4%6.6%618.6K-33.5M-190.8K0.3387.41N/AN/A7262386,80311,908
2019-04-29$89.12$85.0026.8%7.7%15.4%22.7%27.1%-6.8%7.2%619.3K-32.8M-192.4K0.2594.28N/AN/A226566,85712,044
2019-04-30$90.72$85.0026.1%7.5%15.7%21.1%26.9%3.5%7.7%644.4K-35.7M-189.4K0.4589.23N/AN/A2331056,89112,075