VSAT Options History — August 2019

In August 2019, VSAT traded between $75.15 and $80.56. ATM implied volatility averaged 36.1%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 11.9% (HV 20d: 24.2%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.11.

Notable Days

  • 2019-08-08: Highest Volume — 1,403 contracts
  • 2019-08-09: Largest IV drop — 52.7% change
  • 2019-08-05: Highest IV Rank — 100.0%
  • 2019-08-02: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.96$75.15$80.56$80.25$79.13
Max Pain$76.36$75.00$85.00$85.00$75.00
ATM IV36.1%24.2%66.3%48.3%24.4%
Expected Move8.8%6.9%14.6%13.9%7.0%
HV 20d24.2%15.4%28.1%15.4%27.4%
HV 60d25.9%22.8%28.6%27.2%23.2%
IV Rank40.4%14.1%100.0%74.2%14.6%
IV Percentile58.8%24.2%100.0%95.6%24.2%
Term Structure-1.2%-16.3%3.2%-15.1%0.8%
VWIV30.8%23.1%51.0%47.9%23.1%
Skew 25d3.1%1.7%4.9%2.6%2.9%
Skew 10d7.6%-1.3%19.8%7.1%-1.3%
Call IV 25d29.9%23.6%50.9%46.9%23.6%
Put IV 25d33.1%25.9%54.5%49.5%26.5%
Bid-Ask Spread %83.2869.4993.2681.0791.94
Gamma HHI0.140.120.160.140.16
Net GEX140.8K-342.3K446.6K9.7K446.6K
Net DEX-7.6M-18.4M4.0M-6.0M-12.3M
Net VEX-139.7K-166.7K-120.9K-142.0K-120.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.008.777.760.29
Total Volume296.81871,40344718
Total OI19,226.54517,93020,11217,96619,376

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$80.25$85.0048.3%13.9%15.4%74.2%47.9%2.6%-15.1%9.7K-6.0M-142.0K7.7681.07N/AN/A513965,88412,082
2019-08-02$78.85$85.0051.0%14.6%16.4%80.6%51.0%3.6%-16.3%-118.0K-2.8M-148.9K8.7780.97N/AN/A625445,88612,106
2019-08-05$76.73$80.0061.0%11.2%18.5%100.0%36.7%4.9%-5.3%-262.5K1.5M-150.6K0.1372.20N/AN/A257335,90812,022
2019-08-06$75.15$80.0060.4%10.1%19.4%98.8%35.4%2.3%-1.7%-342.3K4.0M-147.4K0.1276.74N/AN/A1,0281196,06712,013
2019-08-07$75.25$75.0066.3%10.9%18.6%100.0%40.4%3.5%-4.6%-177.3K555.8K-166.7K0.5269.49N/AN/A125657,01912,095
2019-08-08$77.93$75.0065.4%10.3%23.4%98.2%37.2%4.2%-3.1%2.0K-5.9M-166.4K0.3570.01N/AN/A1,0383657,10512,126
2019-08-09$78.84$75.0030.9%7.9%23.5%27.9%28.2%3.6%3.2%435.7K-13.7M-148.2K0.4680.41N/AN/A5942727,93712,172
2019-08-12$80.19$75.0031.6%7.9%24.3%29.3%27.6%4.9%2.7%316.8K-16.8M-144.3K0.2481.26N/AN/A152377,75912,349
2019-08-13$80.56$75.0030.3%7.7%24.4%26.6%25.2%3.1%2.4%294.5K-18.4M-136.9K0.0281.74N/AN/A471107,74812,364
2019-08-14$79.03$75.0029.0%8.3%25.2%23.9%28.2%3.6%2.1%214.2K-13.0M-145.9K0.2981.09N/AN/A122357,71212,365
2019-08-15$77.04$75.0030.4%8.7%26.4%26.8%29.6%2.4%2.2%203.1K-7.8M-149.7K0.0582.75N/AN/A7347,73512,328
2019-08-16$76.97$75.0028.8%8.3%26.1%23.5%28.7%3.2%2.6%63.9K-8.0M-143.3K0.7582.15N/AN/A437,79812,310
2019-08-19$77.94$75.0024.2%6.9%26.6%14.1%24.8%1.7%1.9%189.7K-7.9M-136.3K0.8088.08N/AN/A60487,03911,960
2019-08-20$78.01$75.0025.9%7.4%26.4%17.6%23.6%2.8%0.2%193.3K-7.9M-132.8K0.0086.05N/AN/A1607,08311,963
2019-08-21$78.85$75.0024.5%7.0%26.1%14.7%24.5%2.5%1.3%312.1K-10.9M-122.8K0.0792.36N/AN/A169127,06311,973
2019-08-22$78.46$75.0024.9%7.2%26.1%15.7%26.5%2.7%0.9%299.3K-9.7M-131.5K0.6786.83N/AN/A15107,21611,979
2019-08-23$76.49$75.0028.9%8.3%27.1%23.7%33.3%3.3%-0.4%111.0K-4.6M-136.7K2.4887.77N/AN/A31777,22911,989
2019-08-26$76.50$75.0028.3%8.1%27.0%22.5%27.8%2.5%-0.0%107.5K-3.8M-127.4K0.0389.18N/AN/A6827,24011,989
2019-08-27$76.08$75.0028.6%8.2%26.9%23.1%28.0%3.4%-0.6%83.5K-3.3M-130.5K0.0888.73N/AN/A7967,29011,991
2019-08-28$77.60$75.0025.4%7.3%28.1%16.6%25.5%3.1%0.6%270.1K-8.2M-123.3K0.0488.10N/AN/A5027,36211,974
2019-08-29$79.24$75.0024.9%7.1%28.1%15.5%24.5%2.0%0.8%444.5K-12.9M-121.3K0.4093.26N/AN/A527,40211,976
2019-08-30$79.13$75.0024.4%7.0%27.4%14.6%23.1%2.9%0.8%446.6K-12.3M-120.9K0.2991.94N/AN/A1447,40211,974