VSAT Options History — January 2022

In January 2022, VSAT traded between $43.83 and $47.64. ATM implied volatility averaged 53.2%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 21.9% (HV 20d: 31.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.59.

Notable Days

  • 2022-01-31: Highest Volume — 8,074 contracts
  • 2022-01-10: Largest IV spike — 28.5% change
  • 2022-01-27: Highest IV Rank — 74.1%
  • 2022-01-25: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.84$43.83$47.64$45.77$43.83
Max Pain$45.75$45.00$50.00$50.00$45.00
ATM IV53.2%41.0%63.9%47.3%61.1%
Expected Move15.6%12.9%18.3%13.6%17.5%
HV 20d31.3%24.8%42.7%42.7%30.3%
HV 60d54.1%52.4%55.0%53.8%52.4%
IV Rank53.0%31.0%74.1%41.9%71.9%
IV Percentile77.3%37.7%96.4%63.1%95.6%
Term Structure-3.0%-10.2%5.2%3.7%-9.6%
VWIV54.4%43.7%65.6%45.8%65.6%
Skew 25d5.5%-6.9%17.4%7.7%11.9%
Skew 10d8.8%-6.4%27.7%10.0%16.7%
Call IV 25d53.3%38.8%66.2%42.6%59.3%
Put IV 25d58.8%44.5%80.4%50.3%71.2%
Bid-Ask Spread %66.3653.7080.3079.2061.07
Gamma HHI0.270.180.410.330.19
Net GEX-211.1K-389.0K-61.2K-313.9K-81.0K
Net DEX8.8M3.3M13.4M11.0M5.3M
Net VEX-83.9K-93.4K-73.0K-86.6K-73.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.591.153.072.491.15
Total Volume1,750.11,3188,0741,3708,074
Total OI11,951.18,87813,47812,7009,167

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$45.77$50.0047.3%13.6%42.7%41.9%45.8%7.7%3.7%-313.9K11.0M-86.6K2.4979.20N/AN/A3929785,6197,081
2022-01-04$46.40$50.0048.7%14.0%38.4%44.2%43.7%12.1%5.2%-317.0K9.9M-89.5K2.4680.30N/AN/A4019865,6297,110
2022-01-05$45.62$50.0047.5%13.6%36.7%42.1%45.9%3.6%3.8%-309.6K11.3M-83.9K2.1370.98N/AN/A4801,0245,6307,120
2022-01-06$46.25$45.0043.1%14.6%34.7%34.5%51.2%1.3%-2.1%-340.4K10.2M-89.6K2.3253.70N/AN/A4711,0945,7987,132
2022-01-07$47.00$45.0042.9%14.7%33.7%34.3%51.6%6.7%-3.1%-362.0K9.1M-93.4K2.8364.99N/AN/A3581,0136,0047,146
2022-01-10$46.95$45.0055.1%15.1%33.7%55.4%54.8%2.9%1.2%-337.4K8.7M-93.0K2.5756.80N/AN/A4171,0706,0717,145
2022-01-11$47.64$45.0041.0%14.7%32.6%31.0%51.5%-2.1%-2.7%-389.0K8.3M-92.9K2.8259.08N/AN/A3701,0436,1107,193
2022-01-12$46.20$45.0050.5%14.5%34.0%47.3%50.4%3.3%-3.1%-65.1K10.7M-83.8K2.8556.13N/AN/A3691,0516,1167,199
2022-01-13$45.75$45.0049.5%14.2%33.9%45.7%50.0%7.7%3.0%-315.6K11.4M-84.8K2.8164.77N/AN/A3811,0706,1387,204
2022-01-14$45.83$45.0044.9%12.9%30.3%37.6%50.4%-6.9%0.7%-300.1K11.5M-84.6K2.8871.36N/AN/A3631,0476,1727,228
2022-01-18$45.03$45.0056.4%16.2%26.2%57.5%55.9%8.9%-10.2%-230.1K12.3M-81.5K2.8959.98N/AN/A3661,0576,1937,209
2022-01-19$44.72$45.0056.7%16.3%24.8%58.1%56.9%3.0%-8.3%-215.1K13.4M-78.6K3.0768.67N/AN/A3421,0506,1867,217
2022-01-20$46.52$45.0054.2%15.5%25.8%53.6%54.6%3.0%-4.6%-227.4K11.2M-79.3K2.9475.57N/AN/A3721,0956,1987,233
2022-01-21$46.50$45.0052.7%15.1%25.6%51.1%50.6%-1.1%-3.8%-91.3K10.9M-78.8K2.8275.31N/AN/A3961,1176,2097,269
2022-01-24$45.23$45.0062.6%18.0%27.6%68.2%60.6%17.4%-4.8%-65.3K4.1M-81.1K2.9770.09N/AN/A3329864,2434,635
2022-01-25$46.32$45.0063.9%18.3%28.0%70.5%61.6%6.8%-6.1%-61.2K3.3M-84.7K2.5558.17N/AN/A3859824,3264,682
2022-01-26$45.83$45.0062.2%17.8%28.4%67.6%61.8%7.2%-5.6%-63.3K3.5M-82.7K2.5468.18N/AN/A3819664,4264,693
2022-01-27$44.71$45.0062.3%17.8%29.8%74.1%62.4%14.5%-6.8%-69.0K4.5M-76.9K2.4865.59N/AN/A3859564,4374,706
2022-01-28$44.63$45.0061.7%17.7%29.7%73.0%61.8%1.7%-5.7%-68.4K4.5M-78.8K2.2267.28N/AN/A4299534,4434,705
2022-01-31$43.83$45.0061.1%17.5%30.3%71.9%65.6%11.9%-9.6%-81.0K5.3M-73.0K1.1561.07N/AN/A3,7514,3234,4564,711