VSAT Options History — October 2021

In October 2021, VSAT traded between $54.88 and $59.66. ATM implied volatility averaged 39.8%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 10.8% (HV 20d: 29.0%). Max pain ranged from $15.00 to $55.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.29.

Notable Days

  • 2021-10-27: Highest Volume — 1,412 contracts
  • 2021-10-13: Largest IV spike — 88.1% change
  • 2021-10-26: Highest IV Rank — 41.7%
  • 2021-10-26: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.42$54.88$59.66$56.48$59.66
Max Pain$38.21$15.00$55.00$50.00$17.50
ATM IV39.8%23.0%47.2%36.9%44.0%
Expected Move12.3%10.6%13.5%10.6%12.6%
HV 20d29.0%24.8%36.5%36.5%30.8%
HV 60d35.2%32.9%36.2%36.0%32.9%
IV Rank27.7%0.0%41.7%20.1%36.1%
IV Percentile31.9%0.0%60.7%13.1%49.6%
Term Structure-1.5%-7.0%15.7%6.2%-5.2%
VWIV42.7%33.9%49.9%36.9%45.2%
Skew 25d3.5%1.0%6.6%2.5%1.8%
Skew 10d8.4%-1.7%24.0%11.7%9.1%
Call IV 25d41.5%35.7%44.6%35.7%42.6%
Put IV 25d45.0%38.2%48.6%38.2%44.4%
Bid-Ask Spread %72.7753.0189.0771.7985.61
Gamma HHI0.210.180.240.190.23
Net GEX412-106.4K242.4K39.0K59.1K
Net DEX-5.9M-11.9M-1.5M-6.3M-11.9M
Net VEX-120.6K-125.2K-115.1K-125.2K-116.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.290.076.691.843.31
Total Volume570.714111,4121591,329
Total OI13,32412,69713,85813,00013,858

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$56.48$50.0036.9%10.6%36.5%20.1%36.9%2.5%6.2%39.0K-6.3M-125.2K1.8471.79N/AN/A561034,9088,092
2021-10-04$56.38$40.0040.6%12.8%31.1%26.9%44.6%4.0%-2.7%37.3K-5.9M-125.2K1.4474.46N/AN/A32464,8918,104
2021-10-05$55.38$40.0038.4%12.6%32.1%22.9%40.1%6.5%-4.3%-5.9K-4.2M-124.2K2.8176.49N/AN/A26734,9278,197
2021-10-06$55.20$40.0038.3%12.5%31.7%22.6%49.9%4.2%-3.1%-6.5K-3.9M-123.1K1.2679.46N/AN/A54684,9458,230
2021-10-07$57.70$55.0028.2%12.8%33.8%4.4%39.7%3.1%1.8%70.9K-7.9M-119.9K1.9361.03N/AN/A981894,8688,260
2021-10-08$56.97$55.0034.8%12.4%33.7%16.4%41.0%6.4%-1.7%76.5K-6.7M-121.5K2.4553.96N/AN/A22544,8758,232
2021-10-11$57.04$55.0038.9%12.6%33.5%23.7%46.0%3.5%-3.6%65.0K-7.3M-119.2K3.8055.28N/AN/A351334,9108,403
2021-10-12$57.43$55.0023.0%12.3%28.8%0.0%0.0%2.7%-2.6%874-8.1M-117.0K0.4260.98N/AN/A36154,9188,389
2021-10-13$57.26$55.0043.3%12.4%28.9%35.0%33.9%3.8%-2.1%5.9K-7.6M-119.9K1.0553.01N/AN/A20214,9308,501
2021-10-14$56.23$55.0042.0%12.0%26.3%32.7%41.2%2.0%3.7%63.1K-5.7M-117.3K6.6956.24N/AN/A553684,9368,495
2021-10-15$55.43$55.0039.8%11.4%27.1%28.9%42.3%6.6%-4.0%242.4K-4.6M-115.1K0.3667.71N/AN/A61224,9398,508
2021-10-18$55.12$55.0041.3%11.8%27.0%31.4%42.5%1.9%-2.8%-103.5K-1.7M-120.0K0.0763.32N/AN/A167114,3288,369
2021-10-19$54.88$55.0037.0%10.6%26.7%24.1%39.4%1.0%15.7%-106.4K-1.5M-119.0K0.2266.42N/AN/A924,3528,369
2021-10-20$55.40$15.0040.6%11.6%24.8%30.3%40.9%2.8%-2.8%-77.6K-4.8M-123.0K2.7183.27N/AN/A3228714,9868,419
2021-10-21$56.63$17.5045.7%13.1%25.6%39.0%47.9%2.9%-3.2%-48.7K-6.4M-122.5K2.5585.75N/AN/A3468834,9908,517
2021-10-22$56.28$17.5041.3%11.8%25.7%31.5%41.5%3.8%-3.1%-56.8K-5.9M-122.0K2.7384.84N/AN/A3198724,9978,531
2021-10-25$56.98$17.5044.9%12.9%25.7%37.7%44.8%3.4%-5.2%-36.5K-6.9M-120.7K2.6586.65N/AN/A3278655,0118,542
2021-10-26$56.05$17.5047.2%13.5%26.5%41.7%45.1%4.2%-7.0%-65.0K-5.5M-119.7K3.1585.71N/AN/A3291,0385,0348,544
2021-10-27$55.34$17.5046.0%13.2%25.3%39.5%46.2%4.0%-5.9%-95.8K-4.8M-119.1K2.6389.07N/AN/A3891,0235,0548,628
2021-10-28$56.91$17.5043.9%12.6%27.0%36.0%44.2%2.1%1.4%-49.0K-6.8M-122.0K4.0287.02N/AN/A2581,0385,1388,679
2021-10-29$59.66$17.5044.0%12.6%30.8%36.1%45.2%1.8%-5.2%59.1K-11.9M-116.1K3.3185.61N/AN/A3081,0215,1808,678