VSAT Options History — June 2019

In June 2019, VSAT traded between $80.76 and $91.12. ATM implied volatility averaged 26.7%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.9% (HV 20d: 34.6%). Max pain ranged from $70.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.30.

Notable Days

  • 2019-06-27: Highest Volume — 1,658 contracts
  • 2019-06-12: Largest IV drop — 9.0% change
  • 2019-06-03: Highest IV Rank — 29.5%
  • 2019-06-03: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.69$80.76$91.12$87.88$80.93
Max Pain$85.50$70.00$90.00$70.00$85.00
ATM IV26.7%24.0%29.6%29.6%26.1%
Expected Move7.6%6.9%8.5%8.5%7.5%
HV 20d34.6%26.4%40.0%37.1%26.4%
HV 60d26.7%25.3%28.6%25.5%28.5%
IV Rank22.5%16.0%29.5%29.5%21.2%
IV Percentile42.7%27.8%57.1%57.1%38.9%
Term Structure5.2%-2.9%9.8%-2.9%9.8%
VWIV26.5%23.9%29.8%29.0%25.8%
Skew 25d2.5%0.7%3.4%2.9%2.7%
Skew 10d5.1%-1.0%10.7%8.0%1.5%
Call IV 25d25.7%23.8%28.4%28.4%25.2%
Put IV 25d28.2%26.1%31.3%31.3%27.9%
Bid-Ask Spread %72.3753.7785.4253.7774.55
Gamma HHI0.160.130.220.160.14
Net GEX408.5K29.2K644.4K469.0K29.2K
Net DEX-23.6M-34.1M-6.3M-28.2M-6.3M
Net VEX-158.4K-172.5K-144.0K-160.0K-168.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.124.840.554.84
Total Volume525.9341,658341,536
Total OI18,864.9516,36820,15419,23016,787

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$87.88$70.0029.6%8.5%37.1%29.5%29.0%2.9%-2.9%469.0K-28.2M-160.0K0.5553.77N/AN/A22126,73712,493
2019-06-04$89.06$70.0027.8%8.0%37.5%25.2%29.8%2.6%-1.5%499.3K-29.5M-172.5K1.2653.90N/AN/A23296,74012,496
2019-06-05$90.18$70.0027.8%8.0%37.4%25.1%28.4%0.7%-1.7%535.1K-32.1M-164.8K0.5163.91N/AN/A39206,75712,513
2019-06-06$90.98$90.0027.1%7.4%37.2%23.5%26.6%3.1%5.0%526.9K-33.1M-166.5K0.2366.13N/AN/A65156,76412,557
2019-06-07$90.72$90.0026.6%7.3%35.8%22.3%26.3%2.6%5.3%564.0K-33.6M-154.9K1.3276.17N/AN/A871156,78612,557
2019-06-10$91.12$90.0027.9%7.6%35.7%25.3%25.6%2.9%4.9%562.0K-34.1M-159.8K1.5968.02N/AN/A641026,79112,658
2019-06-11$87.90$90.0028.8%7.7%36.9%27.7%27.4%3.4%4.9%506.1K-27.7M-163.5K0.2771.02N/AN/A9142486,82712,629
2019-06-12$87.65$90.0026.2%7.5%36.5%21.4%26.3%3.1%5.4%545.0K-27.5M-164.2K0.9372.52N/AN/A2822616,96012,770
2019-06-13$87.54$90.0026.4%7.6%36.5%21.8%26.7%2.1%4.9%545.3K-28.0M-152.8K0.2275.56N/AN/A1,2552766,90212,779
2019-06-14$87.75$90.0025.7%7.4%36.3%20.2%26.6%2.4%5.2%542.8K-27.5M-160.4K0.8572.18N/AN/A3372876,94912,796
2019-06-17$87.04$90.0026.4%7.6%36.3%21.9%25.8%3.0%5.8%545.4K-26.8M-151.6K0.5866.10N/AN/A106617,09912,802
2019-06-18$88.80$85.0025.4%7.3%36.7%19.4%25.5%1.3%5.5%644.4K-30.5M-147.3K0.1277.47N/AN/A139177,10512,852
2019-06-19$87.60$90.0024.8%7.1%37.0%18.1%24.3%2.1%5.6%578.6K-28.1M-144.2K1.0883.51N/AN/A1831987,19312,858
2019-06-20$87.96$90.0024.0%6.9%36.9%16.0%23.9%2.3%6.3%567.4K-28.9M-144.0K1.1685.42N/AN/A1701987,22312,931
2019-06-21$83.75$90.0026.1%7.5%40.0%21.1%26.6%2.1%4.8%229.3K-18.6M-152.9K2.7081.09N/AN/A2125727,22912,920
2019-06-24$82.98$85.0025.7%7.4%28.2%20.2%25.8%2.5%9.0%132.9K-10.2M-155.9K1.2674.37N/AN/A1341695,52010,848
2019-06-25$81.85$85.0026.8%7.7%27.9%22.8%25.8%2.5%9.5%58.3K-7.7M-164.5K1.1676.40N/AN/A1651915,53710,877
2019-06-26$80.76$85.0027.2%7.8%27.9%23.8%25.5%2.8%8.8%36.5K-6.3M-158.8K1.7475.91N/AN/A1302265,58010,894
2019-06-27$81.35$85.0027.4%7.9%27.8%24.2%27.5%2.2%8.9%52.4K-7.2M-160.5K3.6879.43N/AN/A3541,3045,62910,954
2019-06-28$80.93$85.0026.1%7.5%26.4%21.2%25.8%2.7%9.8%29.2K-6.3M-168.5K4.8474.55N/AN/A2631,2735,77911,008