VSAT Options History — May 2021

In May 2021, VSAT traded between $46.52 and $53.14. ATM implied volatility averaged 44.3%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 4.8% (HV 20d: 39.5%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 4.23.

Notable Days

  • 2021-05-25: Highest Volume — 4,427 contracts
  • 2021-05-25: Largest IV drop — 18.4% change
  • 2021-05-13: Highest IV Rank — 44.1%
  • 2021-05-12: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.99$46.52$53.14$53.14$53.08
Max Pain$40.25$35.00$50.00$50.00$40.00
ATM IV44.3%34.7%50.6%40.4%36.5%
Expected Move12.9%9.9%14.5%11.6%10.5%
HV 20d39.5%33.7%43.9%33.7%43.7%
HV 60d41.8%40.2%45.7%45.7%42.0%
IV Rank29.7%16.2%44.1%18.6%19.4%
IV Percentile22.3%0.4%46.0%2.8%1.2%
Term Structure-1.3%-6.4%4.2%4.2%-2.3%
VWIV46.0%35.1%54.1%41.0%37.4%
Skew 25d0.7%-1.8%2.6%0.1%-1.6%
Skew 10d1.0%-7.6%7.6%1.2%0.5%
Call IV 25d45.4%35.8%50.7%41.3%39.3%
Put IV 25d46.1%36.5%52.3%41.4%37.8%
Bid-Ask Spread %82.9070.0899.8697.2182.97
Gamma HHI0.270.210.330.210.30
Net GEX-65.1K-355.6K402.6K158.3K402.6K
Net DEX-16.2M-37.5M-7.3M-25.7M-37.5M
Net VEX-128.3K-167.4K-103.9K-103.9K-167.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.230.1043.030.530.29
Total Volume854.31154,427230361
Total OI20,606.915,96927,01415,96927,014

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$53.14$50.0040.4%11.6%33.7%18.6%41.0%0.1%4.2%158.3K-25.7M-103.9K0.5397.21N/AN/A150808,7677,202
2021-05-04$49.64$50.0045.8%13.1%41.4%25.4%45.7%-1.8%-0.5%59.0K-19.1M-106.7K0.9896.58N/AN/A1971948,9117,347
2021-05-05$48.90$50.0042.3%12.1%40.4%21.0%42.2%-1.0%2.1%48.1K-17.2M-108.2K0.5699.86N/AN/A172979,0877,563
2021-05-06$49.86$35.0042.9%12.9%41.0%21.8%45.3%-1.6%0.0%2.7K-18.8M-111.7K1.5484.29N/AN/A911409,1799,158
2021-05-07$49.58$35.0040.0%12.9%40.9%18.0%45.6%-1.7%0.0%-6.2K-17.6M-117.3K0.1078.22N/AN/A221239,2159,291
2021-05-10$49.17$35.0041.1%13.2%39.0%19.5%47.3%0.7%0.0%-47.7K-16.7M-112.2K2.7479.19N/AN/A1564279,2239,311
2021-05-11$48.44$35.0043.8%13.6%39.3%22.9%51.6%2.3%0.0%-96.5K-14.2M-117.6K43.0385.03N/AN/A341,4639,2439,693
2021-05-12$47.36$35.0050.6%14.5%40.1%31.6%52.8%1.4%0.0%-198.2K-10.0M-130.5K4.3282.61N/AN/A873769,23811,027
2021-05-13$47.84$40.0050.1%14.4%40.2%44.1%50.5%1.9%0.0%-205.3K-11.0M-130.6K2.3379.10N/AN/A631479,27211,338
2021-05-14$48.70$40.0046.8%13.4%39.0%38.1%47.7%2.4%0.0%-183.8K-12.8M-129.5K0.8084.88N/AN/A64519,29811,403
2021-05-17$47.70$40.0048.8%14.0%39.6%41.7%49.7%2.6%0.0%-226.5K-8.1M-133.0K0.2479.83N/AN/A148359,28511,414
2021-05-18$47.68$40.0048.7%14.0%37.0%41.5%50.1%2.0%0.0%-219.4K-10.4M-127.5K1.0086.99N/AN/A66669,41211,464
2021-05-19$46.52$40.0050.0%14.3%37.9%43.8%50.0%0.4%0.0%-289.0K-7.5M-124.0K3.1483.35N/AN/A2076509,36911,502
2021-05-20$47.68$40.0049.1%14.1%39.0%42.3%54.1%2.6%-6.4%-199.4K-8.9M-128.4K18.1875.81N/AN/A224009,45711,926
2021-05-21$46.97$40.0048.4%13.9%39.3%40.9%48.5%1.5%-5.5%-233.9K-7.3M-129.7K1.8877.37N/AN/A1773329,47012,358
2021-05-24$47.20$40.0049.8%14.3%38.4%43.5%47.2%1.7%-3.3%-241.9K-10.2M-128.6K2.3181.28N/AN/A4881,1268,40711,718
2021-05-25$47.77$40.0040.6%11.7%37.3%26.9%41.0%1.1%-1.9%-355.6K-10.0M-131.3K0.1276.66N/AN/A3,9664618,66213,532
2021-05-26$49.68$40.0034.7%9.9%38.0%16.2%35.1%0.7%0.7%173.0K-24.3M-159.7K0.1376.70N/AN/A2,41330312,05513,564
2021-05-27$52.99$40.0035.3%10.1%43.9%17.3%37.0%-0.5%0.1%357.9K-37.0M-167.3K0.2970.08N/AN/A1,26237012,97913,784
2021-05-28$53.08$40.0036.5%10.5%43.7%19.4%37.4%-1.6%-2.3%402.6K-37.5M-167.4K0.2982.97N/AN/A2808113,36013,654