VSAT Options History — July 2021

In July 2021, VSAT traded between $47.90 and $51.44. ATM implied volatility averaged 45.0%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 11.3% (HV 20d: 33.7%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 14.00.

Notable Days

  • 2021-07-12: Highest Volume — 4,106 contracts
  • 2021-07-07: Largest IV spike — 22.4% change
  • 2021-07-12: Highest IV Rank — 59.1%
  • 2021-07-30: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.46$47.90$51.44$50.05$49.77
Max Pain$45.71$40.00$50.00$50.00$50.00
ATM IV45.0%33.4%58.4%36.1%49.4%
Expected Move12.4%9.6%14.2%10.3%14.2%
HV 20d33.7%27.6%39.8%39.3%31.1%
HV 60d37.6%34.6%38.7%38.1%35.1%
IV Rank34.8%13.8%59.1%18.7%42.8%
IV Percentile36.5%0.4%78.6%2.0%59.5%
Term Structure-3.0%-7.6%6.8%4.2%-7.6%
VWIV45.8%33.6%52.6%36.2%48.5%
Skew 25d4.4%2.7%5.9%4.9%5.0%
Skew 10d9.3%-0.6%15.7%7.9%11.0%
Call IV 25d43.2%36.1%47.5%36.2%47.5%
Put IV 25d47.6%38.8%52.5%41.0%52.5%
Bid-Ask Spread %82.2237.9597.1037.9583.83
Gamma HHI0.350.200.640.450.22
Net GEX-452.8K-1.1M-63.8K-471.9K-171.6K
Net DEX3.8M-5.7M12.4M2.2M-305.9K
Net VEX-226.8K-246.1K-201.3K-246.1K-201.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.000.07227.110.070.20
Total Volume600.333614,106228183
Total OI27,898.85725,78532,93827,36126,145

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$50.05$50.0036.1%10.3%39.3%18.7%36.2%4.9%4.2%-471.9K2.2M-246.1K0.0737.95N/AN/A214149,53017,831
2021-07-02$48.77$50.0033.4%9.6%39.8%13.8%33.6%2.7%6.8%-684.6K7.1M-243.4K0.2771.55N/AN/A327879,43617,825
2021-07-06$47.90$40.0035.4%11.8%37.5%17.4%42.1%2.7%-2.6%-910.7K11.4M-239.1K0.3087.95N/AN/A66209,65817,855
2021-07-07$48.08$40.0043.3%11.8%37.4%31.8%41.7%3.3%-0.6%-1.1M10.5M-235.9K0.6675.55N/AN/A1581059,69317,871
2021-07-08$48.57$40.0041.5%12.0%36.0%28.5%47.0%3.4%-2.2%-840.2K8.0M-237.9K1.5285.96N/AN/A2223389,72017,973
2021-07-09$50.42$40.0049.0%12.1%38.6%42.0%41.5%4.7%-3.3%-496.4K-69.3K-236.6K0.2776.08N/AN/A104289,85918,308
2021-07-12$49.73$40.0058.4%11.7%38.7%59.1%52.6%4.3%-3.1%-412.2K2.5M-234.1K227.1188.26N/AN/A184,0889,84018,304
2021-07-13$49.17$40.0054.1%12.1%38.0%51.3%51.3%5.6%-3.0%-505.9K5.0M-238.0K6.8180.02N/AN/A906139,85121,620
2021-07-14$48.47$45.0042.6%12.2%34.2%30.4%46.9%5.9%-3.0%-434.1K7.7M-236.2K4.7180.05N/AN/A1115239,87722,200
2021-07-15$48.31$45.0042.8%12.3%34.2%30.8%50.2%3.6%-2.3%-1.0M12.4M-240.2K4.4088.71N/AN/A914009,90822,685
2021-07-16$48.03$45.0045.0%12.9%33.7%34.8%43.8%3.6%-3.5%-434.5K10.3M-236.8K22.7197.10N/AN/A621,4089,91423,024
2021-07-19$48.13$45.0045.8%13.1%30.6%36.2%47.3%5.4%-4.3%-420.9K8.4M-221.4K0.1388.12N/AN/A198268,45517,665
2021-07-20$49.95$45.0045.8%13.1%30.3%36.3%47.2%3.9%-4.1%-252.1K1.4M-224.1K0.3387.58N/AN/A46158,62817,679
2021-07-21$51.02$45.0044.6%12.8%30.1%34.1%47.0%4.9%-4.6%-171.5K-2.5M-221.2K3.1180.64N/AN/A1364238,65017,681
2021-07-22$49.91$50.0043.4%12.4%31.1%31.9%46.3%2.7%-2.4%-273.3K1.6M-221.9K0.0983.81N/AN/A5858,70418,074
2021-07-23$50.36$50.0043.4%12.4%30.8%31.8%43.9%5.5%-4.1%-231.6K476.4K-222.9K15.7889.42N/AN/A971,5318,73818,081
2021-07-26$49.67$50.0046.3%13.3%30.3%37.1%47.0%3.8%-4.9%-271.2K2.5M-217.4K2.8586.55N/AN/A521488,73818,081
2021-07-27$49.88$50.0048.4%13.9%27.6%41.0%49.6%5.0%-4.7%-193.1K-78.4K-202.1K0.2486.23N/AN/A130318,80116,984
2021-07-28$50.94$50.0047.6%13.6%28.6%39.5%49.6%5.3%-5.6%-112.1K-3.5M-204.2K1.7483.98N/AN/A50878,83217,101
2021-07-29$51.44$50.0048.5%13.9%28.7%41.2%47.9%5.2%-7.3%-63.8K-5.7M-202.4K0.7287.22N/AN/A1771278,95117,106
2021-07-30$49.77$50.0049.4%14.2%31.1%42.8%48.5%5.0%-7.6%-171.6K-305.9K-201.3K0.2083.83N/AN/A153308,98317,162