VSAT Options History — February 2022

In February 2022, VSAT traded between $41.07 and $45.35. ATM implied volatility averaged 53.2%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 8.6% (HV 20d: 44.6%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 2.66.

Notable Days

  • 2022-02-03: Highest Volume — 3,728 contracts
  • 2022-02-03: Largest IV drop — 16.2% change
  • 2022-02-02: Highest IV Rank — 92.4%
  • 2022-02-02: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.82$41.07$45.35$44.03$45.35
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV53.2%46.2%71.0%61.1%52.7%
Expected Move14.8%13.2%20.4%17.5%15.1%
HV 20d44.6%29.2%50.2%29.2%50.2%
HV 60d42.7%40.0%52.7%52.5%41.8%
IV Rank58.2%44.6%92.4%73.4%57.2%
IV Percentile80.6%61.5%99.6%96.0%86.9%
Term Structure-2.3%-14.8%6.7%-10.1%0.6%
VWIV52.6%44.3%74.5%74.5%53.6%
Skew 25d6.2%0.6%17.4%17.4%6.3%
Skew 10d8.4%-0.9%27.1%24.4%27.1%
Call IV 25d49.4%44.0%64.7%57.4%51.6%
Put IV 25d55.6%49.1%75.4%74.9%57.9%
Bid-Ask Spread %63.2344.9973.0166.6073.01
Gamma HHI0.420.140.750.340.16
Net GEX-309.9K-758.3K-22.8K-136.6K-22.8K
Net DEX7.5M3.3M12.5M5.9M3.3M
Net VEX-75.9K-95.9K-63.5K-95.9K-74.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.661.453.973.812.44
Total Volume1,961.2631,3833,7282,1251,495
Total OI15,015.7899,94818,11615,78910,288

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$44.03$45.0061.1%17.5%29.2%73.4%74.5%17.4%-10.1%-136.6K5.9M-95.9K3.8166.60N/AN/A4421,6837,4808,309
2022-02-02$41.82$45.0071.0%20.4%33.4%92.4%71.0%10.8%-14.8%-354.5K11.6M-85.6K3.6056.46N/AN/A7362,6507,4608,921
2022-02-03$44.27$45.0059.5%14.2%39.7%70.2%55.3%0.6%6.7%-287.6K7.1M-94.9K3.3265.83N/AN/A8622,8667,50010,616
2022-02-04$41.09$45.0053.4%14.4%46.9%58.6%50.4%5.0%-2.2%-565.1K12.5M-80.7K1.4557.32N/AN/A6749787,7528,782
2022-02-07$41.07$45.0059.3%13.9%46.2%69.9%51.5%3.9%1.3%-532.5K11.9M-75.9K1.9058.81N/AN/A5089647,8258,776
2022-02-08$41.77$45.0056.2%14.2%47.0%64.0%44.3%7.1%-1.5%-608.0K11.1M-76.2K2.0260.15N/AN/A4839757,8478,793
2022-02-09$41.83$45.0052.1%14.9%46.4%56.0%49.1%6.6%-4.0%-656.9K11.0M-75.0K2.2060.39N/AN/A4721,0407,8448,804
2022-02-10$41.78$45.0048.4%13.9%45.6%48.9%46.6%7.0%-3.5%-656.2K10.9M-73.7K2.4961.80N/AN/A4061,0127,8648,848
2022-02-11$41.85$45.0046.2%13.2%45.6%44.6%49.1%3.3%3.1%-758.3K11.1M-70.3K2.6157.07N/AN/A3951,0307,8758,843
2022-02-14$42.97$45.0048.2%13.8%46.9%48.6%51.9%5.1%-3.0%-603.9K7.8M-72.3K1.5969.11N/AN/A1,0251,6347,8858,861
2022-02-15$44.09$45.0047.0%13.5%47.6%46.3%47.1%2.5%-0.5%-211.7K4.5M-76.6K1.7168.03N/AN/A9541,6338,4338,506
2022-02-16$44.45$45.0046.7%13.4%47.7%45.6%50.2%4.2%-2.8%-73.2K3.6M-76.1K3.7361.11N/AN/A4311,6088,4288,510
2022-02-17$44.19$45.0049.6%14.2%45.3%51.3%49.5%8.6%-0.2%-208.0K4.3M-74.4K3.9771.93N/AN/A4381,7418,4228,556
2022-02-18$43.94$45.0047.7%13.7%45.3%47.5%48.2%6.0%-4.9%-34.6K4.6M-73.6K3.7366.22N/AN/A4711,7598,4238,564
2022-02-22$42.61$45.0052.0%14.9%45.6%55.9%53.4%8.2%-0.3%-39.1K4.6M-70.4K2.3769.91N/AN/A4561,0795,2464,702
2022-02-23$41.30$45.0057.4%16.5%45.4%66.2%54.1%6.4%-4.4%-44.2K5.9M-65.0K2.6544.99N/AN/A3861,0245,3334,772
2022-02-24$41.82$45.0054.3%15.6%45.9%60.3%50.7%4.5%-2.7%-50.1K5.9M-63.5K2.8564.24N/AN/A3591,0245,3344,772
2022-02-25$43.32$45.0048.4%13.9%47.3%48.8%49.3%4.5%-0.6%-45.4K5.1M-67.2K2.1468.48N/AN/A5001,0715,3544,772
2022-02-28$45.35$45.0052.7%15.1%50.2%57.2%53.6%6.3%0.6%-22.8K3.3M-74.4K2.4473.01N/AN/A4351,0605,4874,801