VSAT Options History — June 2021

In June 2021, VSAT traded between $46.98 and $54.56. ATM implied volatility averaged 37.4%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 3.1% (HV 20d: 40.5%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 5.57.

Notable Days

  • 2021-06-29: Highest Volume — 3,698 contracts
  • 2021-06-18: Largest IV spike — 7.1% change
  • 2021-06-07: Highest IV Rank — 25.3%
  • 2021-06-29: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.74$46.98$54.56$52.94$49.74
Max Pain$49.09$40.00$50.00$40.00$50.00
ATM IV37.4%34.9%39.7%36.6%37.7%
Expected Move10.6%10.0%11.3%10.5%10.8%
HV 20d40.5%34.4%46.0%43.5%39.7%
HV 60d39.9%38.5%41.9%41.9%38.5%
IV Rank21.1%16.6%25.3%19.6%21.6%
IV Percentile4.4%0.8%9.9%1.6%7.1%
Term Structure3.1%-2.3%11.6%-1.3%4.0%
VWIV38.0%35.7%41.5%38.5%40.2%
Skew 25d2.4%-2.1%8.0%-0.2%3.3%
Skew 10d1.4%-11.0%9.5%-5.9%3.4%
Call IV 25d36.9%34.3%39.2%38.3%36.7%
Put IV 25d39.2%36.1%43.7%38.2%40.0%
Bid-Ask Spread %60.7034.9985.9281.6934.99
Gamma HHI0.400.270.630.300.47
Net GEX-149.7K-832.2K530.7K444.7K-481.8K
Net DEX-14.0M-42.9M9.0M-37.7M3.5M
Net VEX-228.5K-265.2K-155.5K-161.8K-249.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.570.0049.000.064.77
Total Volume1,183.182463,698773375
Total OI30,573.77326,34938,69627,07727,025

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$52.94$40.0036.6%10.5%43.5%19.6%38.5%-0.2%-1.3%444.7K-37.7M-161.8K0.0681.69N/AN/A7324113,40913,668
2021-06-02$53.32$40.0037.5%10.8%35.3%21.3%37.9%-0.6%-2.3%501.0K-39.0M-159.8K1.6985.92N/AN/A39566613,63713,676
2021-06-03$54.15$50.0036.4%10.5%34.8%19.3%37.0%0.4%0.0%512.9K-41.6M-156.8K0.4345.01N/AN/A1606913,66413,670
2021-06-04$54.56$50.0037.2%10.6%34.4%20.7%37.1%-0.3%0.0%530.7K-42.9M-155.5K0.2353.43N/AN/A56712813,69713,727
2021-06-07$52.22$50.0039.7%10.4%38.4%25.3%36.1%-0.3%0.0%468.3K-35.4M-160.5K4.5754.36N/AN/A3941,79913,80913,746
2021-06-08$52.54$50.0038.7%10.4%38.2%23.5%36.8%-0.0%0.0%406.2K-34.0M-186.9K31.3954.93N/AN/A872,73114,07215,337
2021-06-09$50.76$50.0037.4%10.7%40.0%21.0%38.8%3.3%0.0%169.7K-22.7M-226.5K10.6569.51N/AN/A2302,45014,07217,936
2021-06-10$51.01$50.0034.9%10.0%38.9%16.6%35.7%0.3%0.0%-90-21.0M-241.8K0.2067.89N/AN/A3587114,04720,670
2021-06-11$51.37$50.0034.9%10.0%38.8%16.6%37.5%1.2%0.0%110.7K-22.7M-240.3K49.0059.37N/AN/A281,37214,34920,684
2021-06-14$50.14$50.0037.0%10.6%39.7%20.2%38.6%1.5%0.0%-49.0K-14.7M-255.9K4.4565.94N/AN/A18682714,35921,944
2021-06-15$47.81$50.0037.0%10.6%42.7%20.3%41.1%4.7%0.0%-466.1K-4.8M-254.6K6.6876.18N/AN/A3572,38614,45122,647
2021-06-16$48.06$50.0036.8%10.5%42.7%19.9%37.4%1.9%0.0%-691.1K-1.6M-263.9K0.2081.70N/AN/A2344614,41424,125
2021-06-17$48.85$50.0036.7%10.5%42.0%19.8%37.7%2.8%11.6%-694.8K-5.6M-265.2K0.1575.68N/AN/A1101714,57924,090
2021-06-18$46.98$50.0039.3%11.3%43.6%24.5%39.3%-2.1%3.0%-832.2K2.0M-257.9K0.3677.29N/AN/A49217714,60024,096
2021-06-21$48.84$50.0037.7%10.8%45.4%21.6%38.0%2.8%3.3%-682.4K9.0M-260.7K0.0578.68N/AN/A289148,88817,461
2021-06-22$50.01$50.0037.6%10.8%46.0%21.5%36.3%6.7%1.4%-531.0K3.9M-258.7K0.0450.79N/AN/A24999,05817,465
2021-06-23$50.16$50.0038.1%10.9%45.9%22.3%40.2%4.7%3.3%-477.9K336.0K-260.3K3.5958.05N/AN/A7832,8109,73417,763
2021-06-24$50.90$50.0037.8%10.8%44.1%21.8%36.6%8.0%4.0%-400.3K5.1K-256.9K0.0050.23N/AN/A4609,24517,467
2021-06-25$51.84$50.0036.6%10.5%37.9%19.6%36.3%5.0%3.8%-220.7K-4.0M-252.8K0.0238.09N/AN/A30059,26317,467
2021-06-28$50.01$50.0038.5%11.0%39.9%23.0%37.6%4.0%2.9%-434.2K1.9M-250.0K0.1439.37N/AN/A300429,41117,455
2021-06-29$50.05$50.0039.4%11.3%39.9%24.7%41.5%5.5%3.4%-476.4K1.8K-251.5K3.8336.22N/AN/A7662,9329,95417,792
2021-06-30$49.74$50.0037.7%10.8%39.7%21.6%40.2%3.3%4.0%-481.8K3.5M-249.0K4.7734.99N/AN/A653109,49717,528