VSAT Options History — May 2019

In May 2019, VSAT traded between $86.86 and $94.28. ATM implied volatility averaged 32.8%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 10.0% (HV 20d: 22.8%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.39.

Notable Days

  • 2019-05-24: Highest Volume — 1,629 contracts
  • 2019-05-24: Largest IV drop — 40.4% change
  • 2019-05-23: Highest IV Rank — 59.8%
  • 2019-05-23: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.04$86.86$94.28$90.05$86.86
Max Pain$72.05$70.00$85.00$85.00$70.00
ATM IV32.8%24.8%42.3%25.2%30.6%
Expected Move9.8%7.1%12.1%7.2%8.8%
HV 20d22.8%15.3%37.6%16.4%37.6%
HV 60d21.1%16.2%28.4%28.4%25.6%
IV Rank37.0%18.1%59.8%18.9%31.8%
IV Percentile64.1%37.3%91.3%38.9%60.3%
Term Structure-2.4%-7.0%10.1%7.8%-1.2%
VWIV34.7%25.3%45.2%25.4%28.5%
Skew 25d3.9%1.6%6.6%1.6%3.1%
Skew 10d8.8%1.4%12.2%3.6%1.4%
Call IV 25d32.9%22.6%42.8%26.5%29.1%
Put IV 25d36.8%26.0%45.7%28.1%32.2%
Bid-Ask Spread %57.7630.6794.5194.5153.36
Gamma HHI0.170.110.360.160.15
Net GEX630.3K398.5K1.3M645.3K398.5K
Net DEX-33.3M-41.1M-25.5M-34.8M-25.5M
Net VEX-176.8K-193.9K-132.6K-193.9K-173.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.390.0015.500.465.98
Total Volume352.636111,629345726
Total OI18,684.72717,25419,22618,95419,226

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$90.05$85.0025.2%7.2%16.4%18.9%25.4%1.6%7.8%645.3K-34.8M-193.9K0.4694.51N/AN/A2361096,88112,073
2019-05-02$90.16$85.0025.3%7.2%16.5%19.1%26.3%3.7%9.1%655.6K-34.7M-188.1K0.5889.76N/AN/A2381386,88212,076
2019-05-03$91.90$85.0024.8%7.1%15.8%18.1%25.6%3.4%10.1%664.8K-37.7M-188.1K1.3988.18N/AN/A1141596,88512,099
2019-05-06$92.05$70.0028.2%10.2%15.6%26.1%35.9%3.5%-3.4%653.5K-38.3M-183.7K0.3157.24N/AN/A1656,89212,129
2019-05-07$90.53$70.0031.2%10.4%15.3%33.3%37.4%4.7%-3.4%643.5K-35.4M-182.7K0.8763.37N/AN/A54476,89012,129
2019-05-08$91.80$70.0030.5%10.3%15.7%31.6%37.1%5.3%-3.0%620.6K-37.7M-182.1K1.0062.19N/AN/A50506,88712,169
2019-05-09$89.29$70.0031.4%10.4%19.0%33.9%36.6%4.3%-3.3%627.5K-33.1M-183.5K0.9854.53N/AN/A59586,89412,170
2019-05-10$90.06$70.0029.8%10.4%18.3%30.1%0.0%4.4%-3.5%671.0K-34.1M-182.4K0.0058.01N/AN/A6406,90412,170
2019-05-13$87.87$70.0041.9%11.5%20.1%58.7%45.2%4.1%-6.2%589.6K-29.9M-189.6K15.5055.41N/AN/A6936,90412,170
2019-05-14$89.22$70.0032.5%11.0%20.6%36.3%39.3%4.0%-5.7%730.8K-32.6M-179.8K0.9657.49N/AN/A4103926,88512,158
2019-05-15$89.57$70.0038.4%11.0%20.6%50.4%0.0%2.4%-5.1%793.8K-33.4M-177.4K1.2057.51N/AN/A566,87412,157
2019-05-16$90.43$70.0039.1%11.2%20.3%52.1%39.5%3.7%-5.4%986.3K-34.7M-183.6K0.2059.70N/AN/A112226,87712,156
2019-05-17$89.67$70.0039.6%11.4%20.5%53.4%39.9%4.0%-6.8%1.3M-33.2M-173.5K0.3360.86N/AN/A89296,83912,162
2019-05-20$88.37$70.0040.7%11.7%21.2%55.9%42.2%6.6%-7.0%432.0K-28.8M-173.7K2.1055.49N/AN/A10216,32510,929
2019-05-21$88.75$70.0040.4%11.6%21.2%55.3%40.5%6.1%-6.6%443.0K-29.5M-171.7K0.6851.67N/AN/A31216,34210,943
2019-05-22$89.51$70.0040.1%11.5%21.3%54.6%42.7%6.0%-6.6%447.6K-30.4M-173.1K1.6945.64N/AN/A49836,36110,944
2019-05-23$87.57$70.0042.3%12.1%22.7%59.8%44.9%3.0%-6.7%413.2K-27.7M-174.2K3.4848.34N/AN/A2438466,37711,011
2019-05-24$94.28$70.0025.2%7.2%34.9%19.0%25.6%3.4%-1.2%623.9K-41.1M-132.6K2.8745.97N/AN/A4211,2086,56311,732
2019-05-28$92.46$70.0027.2%7.8%35.7%23.8%25.3%3.1%-0.7%559.4K-36.1M-164.0K0.1735.60N/AN/A117206,72812,231
2019-05-29$91.09$70.0028.4%8.1%35.7%26.5%28.2%3.3%-1.4%524.6K-33.5M-167.8K6.0445.32N/AN/A965806,71412,233
2019-05-30$89.33$70.0028.0%8.0%36.3%25.8%27.5%1.8%-2.0%489.0K-30.1M-170.0K5.8430.67N/AN/A1066196,68912,404
2019-05-31$86.86$70.0030.6%8.8%37.6%31.8%28.5%3.1%-1.2%398.5K-25.5M-173.2K5.9853.36N/AN/A1046226,72912,497