VSAT Options History — July 2019

In July 2019, VSAT traded between $81.40 and $84.25. ATM implied volatility averaged 33.7%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 14.0% (HV 20d: 19.7%). Max pain ranged from $80.00 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 3.83.

Notable Days

  • 2019-07-24: Highest Volume — 1,078 contracts
  • 2019-07-10: Largest IV spike — 60.2% change
  • 2019-07-31: Highest IV Rank — 66.8%
  • 2019-07-31: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.85$81.40$84.25$81.40$82.22
Max Pain$84.32$80.00$85.00$85.00$80.00
ATM IV33.7%21.8%45.2%25.3%45.2%
Expected Move10.2%6.6%13.0%7.2%13.0%
HV 20d19.7%12.2%26.0%26.0%12.8%
HV 60d27.3%26.9%28.4%28.4%27.0%
IV Rank39.3%10.9%66.8%19.2%66.8%
IV Percentile62.3%4.4%93.7%34.1%93.7%
Term Structure-4.4%-12.2%11.7%10.1%-12.2%
VWIV35.9%21.7%45.4%24.2%45.4%
Skew 25d3.0%2.0%3.8%2.6%3.1%
Skew 10d5.4%-6.4%10.7%5.4%-6.4%
Call IV 25d34.4%20.8%44.2%24.0%44.2%
Put IV 25d37.4%22.8%47.3%26.6%47.3%
Bid-Ask Spread %74.0764.6587.1778.2683.40
Gamma HHI0.140.130.170.140.15
Net GEX189.3K72.8K296.1K72.8K179.2K
Net DEX-11.3M-13.9M-7.8M-7.8M-10.6M
Net VEX-142.6K-164.3K-124.9K-161.2K-133.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.830.0117.638.225.88
Total Volume437.864361,078341440
Total OI17,417.59116,87517,76416,87517,764

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$81.40$85.0025.3%7.2%26.0%19.2%24.2%2.6%10.1%72.8K-7.8M-161.2K8.2278.26N/AN/A373045,83511,040
2019-07-02$82.34$85.0023.3%6.7%25.8%14.5%22.4%2.2%11.7%73.6K-8.8M-164.3K3.5579.68N/AN/A993515,86011,331
2019-07-03$82.38$85.0023.2%6.6%25.2%14.1%21.7%2.0%11.2%86.1K-9.4M-160.1K4.0587.17N/AN/A813285,86411,320
2019-07-05$82.47$85.0023.8%10.3%24.8%15.6%36.0%3.1%-3.6%124.0K-10.6M-150.3K4.1865.10N/AN/A783265,89111,331
2019-07-08$82.68$85.0023.0%10.1%24.9%13.7%36.8%3.0%-4.1%123.8K-10.8M-148.1K0.0764.65N/AN/A7455,89811,351
2019-07-09$82.67$85.0021.8%10.2%24.7%10.9%37.2%3.8%-4.9%123.5K-10.6M-150.4K17.6366.21N/AN/A571,0055,91011,351
2019-07-10$83.66$85.0034.9%10.0%22.5%42.3%36.4%2.6%-4.3%224.0K-13.2M-139.9K5.5767.16N/AN/A673735,91111,351
2019-07-11$83.31$85.0035.1%10.1%22.5%42.5%35.8%3.3%-4.6%192.3K-12.3M-143.4K3.3266.29N/AN/A1424725,91311,444
2019-07-12$84.25$85.0034.6%9.9%23.0%41.4%35.2%3.2%-4.9%296.1K-13.3M-153.4K7.3870.81N/AN/A644725,97611,542
2019-07-15$83.26$85.0035.1%10.1%23.2%42.7%36.3%3.1%-4.8%233.4K-11.5M-148.2K0.0967.40N/AN/A3335,98111,542
2019-07-16$82.85$85.0035.3%10.1%23.2%43.0%35.2%3.3%-5.1%198.6K-11.3M-136.1K0.1771.82N/AN/A99175,99311,542
2019-07-17$82.80$85.0036.1%10.4%21.6%45.1%36.8%3.0%-6.5%196.9K-10.4M-146.9K0.3978.44N/AN/A201786,05211,542
2019-07-18$82.99$85.0036.0%10.3%21.4%44.7%36.4%3.1%-6.7%230.5K-10.8M-147.3K0.2975.12N/AN/A238686,14111,549
2019-07-19$81.75$85.0036.5%10.5%21.6%45.9%35.9%3.0%-6.0%150.9K-9.8M-130.8K0.3076.84N/AN/A238726,16311,549
2019-07-22$82.01$85.0037.4%10.7%13.5%48.0%36.6%3.0%-7.7%174.2K-10.5M-124.9K0.8177.70N/AN/A2772255,59211,325
2019-07-23$82.51$85.0036.2%10.4%13.4%45.2%36.0%3.7%-7.1%199.4K-11.4M-129.4K0.0176.30N/AN/A27745,75511,550
2019-07-24$83.71$85.0037.4%10.7%13.4%48.1%37.2%3.6%-7.7%251.9K-13.4M-132.0K1.9974.30N/AN/A3617175,75511,553
2019-07-25$83.43$85.0037.6%10.8%12.3%48.7%38.5%3.0%-7.5%291.1K-13.9M-125.8K2.1675.02N/AN/A3357225,83711,786
2019-07-26$83.87$85.0039.5%11.3%12.2%53.2%40.0%2.6%-9.5%276.1K-13.9M-136.6K4.9779.83N/AN/A914525,85111,791
2019-07-29$82.95$80.0042.2%12.1%12.8%59.6%44.3%2.4%-11.6%206.5K-11.3M-144.0K6.6174.67N/AN/A231525,89711,794
2019-07-30$83.13$80.0042.5%12.2%12.7%60.3%45.3%3.3%-11.8%258.7K-13.0M-130.2K6.6173.43N/AN/A231525,90211,862
2019-07-31$82.22$80.0045.2%13.0%12.8%66.8%45.4%3.1%-12.2%179.2K-10.6M-133.9K5.8883.40N/AN/A643765,90211,862