VSAT Options History — October 2019

In October 2019, VSAT traded between $68.79 and $72.58. ATM implied volatility averaged 40.3%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 16.5% (HV 20d: 23.8%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 14.98.

Notable Days

  • 2019-10-31: Highest Volume — 1,004 contracts
  • 2019-10-09: Largest IV spike — 18.2% change
  • 2019-10-30: Highest IV Rank — 72.3%
  • 2019-10-30: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.84$68.79$72.58$72.09$68.79
Max Pain$72.39$70.00$80.00$80.00$70.00
ATM IV40.3%29.2%52.7%31.6%51.8%
Expected Move12.0%9.1%15.1%9.1%14.9%
HV 20d23.8%12.6%29.6%29.1%13.7%
HV 60d24.8%23.5%25.1%24.8%23.7%
IV Rank46.9%24.3%72.3%29.3%70.5%
IV Percentile80.7%53.2%97.6%63.5%96.8%
Term Structure-6.1%-17.6%7.3%7.0%-17.6%
VWIV41.9%29.5%52.5%30.2%51.1%
Skew 25d5.2%2.7%10.0%4.5%10.0%
Skew 10d11.3%5.9%42.3%9.5%42.3%
Call IV 25d39.5%29.4%50.9%29.4%49.6%
Put IV 25d44.7%34.0%59.6%34.0%59.6%
Bid-Ask Spread %79.0367.1694.4593.1494.45
Gamma HHI0.150.130.160.130.16
Net GEX-205.0K-479.8K-91.3K-138.1K-233.5K
Net DEX1.2M-2.2M3.9M522.7K3.9M
Net VEX-89.8K-106.1K-80.1K-86.7K-81.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.980.00216.250.628.56
Total Volume176.65211,004341,004
Total OI14,063.34813,19214,61313,19214,173

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$72.09$80.0031.6%9.1%29.1%29.3%30.2%4.5%7.0%-138.1K522.7K-86.7K0.6293.14N/AN/A21135,1878,005
2019-10-02$70.70$80.0032.3%9.2%29.6%30.6%29.5%3.9%7.3%-246.8K3.5M-93.8K59.1393.02N/AN/A84735,1958,005
2019-10-03$70.39$75.0030.3%11.3%27.2%26.5%0.0%4.9%-3.2%-263.1K3.9M-102.1K0.0075.03N/AN/A53925,1978,474
2019-10-04$70.35$75.0029.2%11.1%27.2%24.3%39.7%4.5%-3.7%-207.6K2.2M-101.2K0.1667.16N/AN/A63105,7108,474
2019-10-07$71.39$75.0030.5%11.5%28.2%27.0%37.9%4.7%-4.3%-173.7K822.5K-100.4K1.0073.96N/AN/A10105,6968,484
2019-10-08$70.83$75.0033.0%11.6%28.0%32.2%0.0%4.5%-3.9%-181.3K1.5M-100.3K0.0073.53N/AN/A305,6998,490
2019-10-09$70.99$75.0039.0%11.2%26.6%44.4%35.8%6.5%-4.4%-193.6K1.8M-106.1K0.4077.72N/AN/A525,6968,490
2019-10-10$70.98$75.0039.6%11.4%25.7%45.6%41.6%3.9%-4.0%-188.1K1.2M-96.6K216.2572.41N/AN/A48655,6978,490
2019-10-11$70.72$75.0037.9%10.9%25.1%42.0%37.3%2.7%-1.1%-479.8K2.5M-94.2K6.9378.66N/AN/A443055,6968,917
2019-10-14$71.27$70.0040.4%11.6%24.6%47.1%39.7%4.9%-4.9%-307.4K894.1K-92.8K3.4474.76N/AN/A16555,7258,688
2019-10-15$71.29$70.0039.8%11.4%24.3%45.9%0.0%4.3%-5.4%-278.3K191.2K-86.8K1.9175.65N/AN/A11215,7308,694
2019-10-16$71.67$70.0040.0%11.5%24.3%46.4%39.8%4.6%-5.5%-186.8K-257.7K-88.0K0.0074.01N/AN/A0175,7418,674
2019-10-17$72.58$70.0038.3%11.0%24.9%42.8%38.4%5.0%-5.3%-91.3K-2.2M-83.1K0.8274.99N/AN/A1195,7418,650
2019-10-18$71.61$70.0041.0%11.8%25.1%48.5%39.9%4.9%-5.7%-123.3K-197.9K-87.1K1.4074.31N/AN/A20285,7498,645
2019-10-21$72.08$70.0042.2%12.1%25.2%50.9%49.3%5.5%-7.4%-118.6K-1.3M-81.9K1.8975.68N/AN/A28535,3328,425
2019-10-22$71.02$70.0042.7%12.2%24.8%51.8%46.9%5.5%-7.4%-156.7K315.6K-84.7K0.1773.83N/AN/A82145,3498,477
2019-10-23$70.24$70.0043.5%12.5%23.3%53.4%43.3%5.4%-8.2%-192.7K1.4M-85.7K0.6778.47N/AN/A30205,4078,490
2019-10-24$69.95$70.0046.1%13.2%20.9%58.7%41.9%8.1%-11.6%-201.5K1.9M-85.2K0.3683.18N/AN/A28105,4258,507
2019-10-25$69.96$70.0044.0%12.6%20.9%54.5%44.1%5.3%-8.9%-193.0K1.6M-83.0K0.0082.50N/AN/A705,4448,520
2019-10-28$70.34$70.0048.9%14.0%21.0%64.5%49.0%4.3%-11.8%-156.8K806.1K-80.1K10.6782.64N/AN/A151605,4438,523
2019-10-29$70.25$70.0051.4%14.7%14.2%69.5%50.2%6.9%-14.7%-190.8K1.3M-81.4K0.3181.41N/AN/A35115,4538,678
2019-10-30$69.94$70.0052.7%15.1%12.6%72.3%52.5%6.1%-14.9%-211.8K2.0M-83.1K0.0087.10N/AN/A015,4838,689
2019-10-31$68.79$70.0051.8%14.9%13.7%70.5%51.1%10.0%-17.6%-233.5K3.9M-81.6K8.5694.45N/AN/A1058995,4838,690