VSAT Options History — April 2021

In April 2021, VSAT traded between $47.01 and $53.15. ATM implied volatility averaged 40.6%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 0.4% (HV 20d: 41.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.20.

Notable Days

  • 2021-04-13: Highest Volume — 1,418 contracts
  • 2021-04-13: Largest IV spike — 50.9% change
  • 2021-04-21: Highest IV Rank — 21.7%
  • 2021-04-08: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.19$47.01$53.15$50.06$52.48
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV40.6%25.8%44.5%42.0%40.6%
Expected Move12.0%11.3%12.8%12.0%11.6%
HV 20d41.0%34.2%49.1%48.5%34.7%
HV 60d50.1%46.1%53.9%53.9%46.1%
IV Rank13.9%0.0%21.7%2.2%18.8%
IV Percentile3.6%0.0%8.7%2.0%2.8%
Term Structure2.8%0.6%4.3%1.1%3.6%
VWIV42.0%39.9%44.7%42.4%40.6%
Skew 25d-0.2%-1.2%0.7%-0.1%-0.8%
Skew 10d0.9%-4.2%10.0%6.8%-0.2%
Call IV 25d42.4%40.3%45.7%42.6%41.5%
Put IV 25d42.2%40.5%44.5%42.5%40.7%
Bid-Ask Spread %67.6342.9179.2477.3179.24
Gamma HHI0.210.170.240.180.21
Net GEX125.6K69.8K192.1K151.1K172.5K
Net DEX-17.7M-25.0M-13.9M-19.0M-25.0M
Net VEX-93.0K-103.4K-85.2K-91.9K-103.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.037.340.030.55
Total Volume359.476391,418323576
Total OI14,338.1912,97115,87812,97115,878

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$50.06$50.0042.0%12.0%48.5%2.2%42.4%-0.1%1.1%151.1K-19.0M-91.9K0.0377.31N/AN/A313107,8835,088
2021-04-05$51.43$50.0044.5%12.8%49.1%6.1%44.7%-1.2%2.5%189.7K-20.8M-91.7K0.2262.23N/AN/A3278,0175,094
2021-04-06$50.46$50.0043.2%12.2%45.8%4.2%43.3%-1.0%3.6%179.9K-20.2M-86.7K0.7662.52N/AN/A124948,1105,105
2021-04-07$49.03$50.0043.0%12.4%45.7%3.8%42.9%0.3%1.9%155.5K-17.8M-87.4K2.6163.17N/AN/A882308,1845,173
2021-04-08$49.05$50.0039.7%12.8%45.6%0.0%42.8%-0.6%0.6%147.7K-17.8M-86.3K0.3769.04N/AN/A227858,2545,401
2021-04-09$48.61$50.0037.3%11.3%43.8%0.0%39.9%0.5%4.3%192.1K-17.1M-87.1K0.4067.93N/AN/A30128,4345,451
2021-04-12$47.01$50.0025.8%12.1%44.6%0.0%41.7%0.3%2.5%125.5K-14.4M-85.2K0.7266.40N/AN/A2251628,4385,463
2021-04-13$47.56$50.0038.9%12.3%44.1%16.7%42.8%0.0%1.8%125.8K-14.4M-93.2K3.3042.91N/AN/A3301,0888,4715,864
2021-04-14$47.20$50.0042.1%12.1%41.5%20.7%42.1%-0.2%3.6%74.7K-13.9M-90.4K7.3471.17N/AN/A735368,4965,909
2021-04-15$47.55$50.0041.8%12.0%40.4%20.4%42.8%-0.6%2.7%69.8K-14.2M-91.6K0.1270.49N/AN/A361458,5496,380
2021-04-16$49.11$50.0040.2%11.5%40.6%18.3%40.5%-0.4%3.1%111.2K-16.9M-93.6K1.5650.81N/AN/A1472308,8766,419
2021-04-19$49.20$50.0040.8%11.7%40.6%19.1%41.3%-0.1%2.9%103.4K-17.6M-96.4K0.5164.83N/AN/A175897,8246,310
2021-04-20$47.31$50.0042.1%12.1%42.1%20.8%42.5%0.1%3.3%92.6K-14.2M-98.0K1.1073.88N/AN/A1301437,9556,335
2021-04-21$47.76$50.0042.8%12.3%38.4%21.7%42.5%0.2%2.3%93.7K-14.6M-100.5K0.1472.88N/AN/A5988,0226,482
2021-04-22$47.55$50.0041.6%11.9%37.8%20.2%42.2%0.7%2.9%71.9K-15.2M-94.0K2.1266.73N/AN/A17368,0336,488
2021-04-23$47.72$50.0040.2%11.5%35.8%18.4%40.7%-0.1%2.9%79.7K-14.9M-97.7K1.6953.03N/AN/A32548,0276,622
2021-04-26$48.82$50.0041.7%11.9%36.7%20.2%41.8%-0.5%2.8%79.1K-17.1M-92.9K0.3778.36N/AN/A191718,0486,663
2021-04-27$50.13$50.0042.2%12.1%34.2%20.9%42.2%0.2%2.4%119.7K-19.1M-97.8K0.8675.22N/AN/A1541338,1726,717
2021-04-28$51.85$50.0040.4%11.6%35.3%18.6%40.8%-1.1%4.3%144.3K-22.6M-93.7K0.3975.92N/AN/A2891148,2916,835
2021-04-29$53.15$50.0041.8%12.0%36.1%20.4%42.0%0.3%3.0%157.6K-25.0M-93.7K0.0476.18N/AN/A794358,3297,012
2021-04-30$52.48$50.0040.6%11.6%34.7%18.8%40.6%-0.8%3.6%172.5K-25.0M-103.4K0.5579.24N/AN/A3722048,8417,037