VSAT Options History — August 2021

In August 2021, VSAT traded between $48.02 and $55.12. ATM implied volatility averaged 39.6%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 0.1% (HV 20d: 39.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 3.56.

Notable Days

  • 2021-08-02: Highest Volume — 2,247 contracts
  • 2021-08-05: Largest IV drop — 26.2% change
  • 2021-08-04: Highest IV Rank — 49.3%
  • 2021-08-04: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.91$48.02$55.12$48.20$51.61
Max Pain$45.68$45.00$50.00$50.00$45.00
ATM IV39.6%33.8%53.0%52.7%36.5%
Expected Move11.2%9.7%15.2%15.1%10.5%
HV 20d39.5%31.3%44.4%31.9%41.0%
HV 60d37.7%35.5%39.4%35.5%36.5%
IV Rank25.1%14.6%49.3%48.7%19.4%
IV Percentile17.2%0.8%75.0%73.4%6.0%
Term Structure-1.6%-9.9%1.9%-9.5%1.0%
VWIV40.3%35.3%57.6%53.2%36.5%
Skew 25d2.5%-0.7%6.2%1.7%2.4%
Skew 10d6.8%-0.7%17.8%6.8%-0.7%
Call IV 25d38.7%32.5%52.7%52.0%35.1%
Put IV 25d41.3%34.4%58.2%53.7%37.5%
Bid-Ask Spread %67.8528.1992.0288.1871.00
Gamma HHI0.280.200.410.240.41
Net GEX338.8K-296.3K713.7K-277.3K713.7K
Net DEX-11.5M-24.3M5.3M5.3M-12.1M
Net VEX-192.8K-206.0K-175.9K-196.5K-175.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.560.0733.630.590.18
Total Volume555.636462,2472,247138
Total OI27,45222,53731,14526,30522,719

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$48.20$50.0052.7%15.1%31.9%48.7%53.2%1.7%-9.5%-277.3K5.3M-196.5K0.5988.18N/AN/A1,4148339,03717,268
2021-08-03$48.56$50.0052.4%15.0%31.3%48.2%57.6%6.2%-9.2%-281.8K4.4M-200.4K6.0589.71N/AN/A875269,13417,291
2021-08-04$48.02$50.0053.0%15.2%31.6%49.3%57.1%5.5%-9.9%-296.3K5.3M-206.0K0.9892.02N/AN/A20319910,23418,055
2021-08-05$51.49$45.0039.2%11.0%40.1%24.2%38.5%2.2%0.0%232.8K-10.7M-198.8K2.0565.23N/AN/A5911,21410,30918,564
2021-08-06$52.08$45.0040.6%10.9%38.1%26.7%37.4%3.6%0.0%206.8K-12.8M-200.2K0.6160.26N/AN/A20612510,41618,650
2021-08-09$52.64$45.0040.1%10.6%37.8%26.0%40.6%2.0%0.0%381.9K-15.5M-199.9K12.0071.16N/AN/A1541,84810,70419,034
2021-08-10$54.25$45.0039.0%10.7%38.6%23.9%38.6%2.1%0.0%460.5K-21.7M-194.5K4.8371.99N/AN/A2431,17310,72519,054
2021-08-11$55.01$45.0037.4%10.7%38.0%21.1%40.3%1.8%0.0%439.9K-23.6M-200.3K2.0870.05N/AN/A16834910,72620,180
2021-08-12$55.12$45.0036.6%10.5%37.9%19.6%38.0%-0.7%0.0%473.9K-24.3M-198.6K0.5747.27N/AN/A754310,65320,417
2021-08-13$54.72$45.0036.8%10.6%37.9%20.0%37.7%0.4%0.0%457.3K-21.8M-200.8K33.6357.72N/AN/A1963910,62620,392
2021-08-16$53.97$45.0037.3%10.7%38.6%20.9%38.4%-0.2%0.0%479.5K-19.3M-197.9K0.3868.21N/AN/A1204510,61920,393
2021-08-17$51.59$45.0039.9%11.4%40.7%25.6%39.4%2.9%0.0%345.7K-10.4M-195.8K3.6664.40N/AN/A12244610,62419,825
2021-08-18$50.86$45.0037.6%10.8%40.4%21.4%38.2%2.8%0.0%352.7K-7.5M-193.9K1.0072.42N/AN/A262610,64519,859
2021-08-19$49.14$45.0039.5%11.3%41.5%24.8%40.7%1.9%0.5%172.3K673.7K-195.7K3.2266.07N/AN/A4113210,65020,229
2021-08-20$51.11$45.0039.2%11.2%43.8%24.3%39.4%4.4%-0.5%364.8K-8.0M-195.5K0.2674.88N/AN/A1754510,85520,290
2021-08-23$52.48$45.0037.4%10.7%44.3%21.0%36.5%4.1%1.0%410.2K-12.6M-189.4K2.8562.44N/AN/A732089,65012,963
2021-08-24$53.00$45.0034.8%10.0%44.4%16.3%35.3%3.6%1.8%350.8K-14.6M-185.5K0.1128.19N/AN/A114129,75212,785
2021-08-25$52.39$45.0035.8%10.3%44.2%18.1%36.3%2.5%1.8%557.6K-14.7M-179.4K0.8465.47N/AN/A25219,77812,806
2021-08-26$51.64$45.0035.6%10.2%44.4%17.9%36.0%2.5%1.2%606.6K-11.5M-182.5K1.9269.97N/AN/A24469,85812,808
2021-08-27$52.19$45.0033.8%9.7%42.7%14.6%36.3%1.9%1.9%648.3K-14.4M-178.8K0.4267.74N/AN/A83359,87212,806
2021-08-30$51.99$45.0036.4%10.4%40.9%19.2%35.9%2.2%0.4%654.0K-13.7M-176.5K0.0768.30N/AN/A148109,88512,804
2021-08-31$51.61$45.0036.5%10.5%41.0%19.4%36.5%2.4%1.0%713.7K-12.1M-175.9K0.1871.00N/AN/A117219,91112,808