VSAT Options History — April 2022

In April 2022, VSAT traded between $36.80 and $49.71. ATM implied volatility averaged 50.9%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 8.8% (HV 20d: 42.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 2.41.

Notable Days

  • 2022-04-06: Highest Volume — 1,501 contracts
  • 2022-04-25: Largest IV spike — 17.2% change
  • 2022-04-11: Highest IV Rank — 74.4%
  • 2022-04-27: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.53$36.80$49.71$49.71$36.80
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV50.9%43.0%61.7%43.5%59.0%
Expected Move13.8%10.8%17.0%10.8%16.9%
HV 20d42.0%33.8%50.2%50.2%47.6%
HV 60d47.6%44.7%51.1%44.8%50.2%
IV Rank53.7%38.6%74.4%39.4%69.2%
IV Percentile74.4%49.2%96.0%52.4%93.3%
Term Structure1.2%-8.6%8.2%-5.7%-4.1%
VWIV49.1%42.4%58.9%46.0%51.9%
Skew 25d5.3%-3.0%13.5%4.9%5.2%
Skew 10d7.1%-5.4%15.9%8.0%0.5%
Call IV 25d47.0%41.3%58.3%43.1%52.8%
Put IV 25d52.3%44.9%70.2%48.0%58.0%
Bid-Ask Spread %84.7078.1192.5489.6489.16
Gamma HHI0.180.120.250.210.13
Net GEX-8.1K-52.7K180.7K180.7K-24.7K
Net DEX4.7M-2.9M9.7M-2.9M9.6M
Net VEX-51.8K-75.3K-28.7K-75.3K-28.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.410.634.154.140.64
Total Volume961.8751,5011,311590
Total OI10,654.459,62811,67011,26710,004

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$49.71$50.0043.5%10.8%50.2%39.4%46.0%4.9%-5.7%180.7K-2.9M-75.3K4.1489.64N/AN/A2551,0566,6864,581
2022-04-04$49.44$50.0045.2%12.2%43.8%42.7%42.4%2.5%2.4%158.2K-2.2M-72.9K4.1587.61N/AN/A2541,0536,7284,591
2022-04-05$47.33$50.0043.0%14.2%42.5%38.6%46.4%9.2%0.8%34.6K1.0M-66.8K3.9481.53N/AN/A2671,0516,7334,601
2022-04-06$46.68$50.0050.1%13.2%42.5%52.2%43.7%6.0%1.6%23.0K1.9M-66.5K2.7985.66N/AN/A3961,1056,7384,600
2022-04-07$44.64$50.0054.2%13.6%44.6%60.0%47.1%-3.0%2.6%-44.0K4.8M-57.6K3.0978.11N/AN/A3501,0816,7674,644
2022-04-08$43.73$50.0052.8%11.8%44.9%57.3%46.7%-1.7%7.8%-47.0K5.3M-56.2K4.0378.17N/AN/A2701,0886,8054,659
2022-04-11$43.48$50.0061.7%13.0%36.8%74.4%51.3%8.6%5.0%-41.3K5.8M-53.8K3.4478.13N/AN/A2859816,8854,659
2022-04-12$44.07$50.0056.1%12.1%37.3%63.7%45.8%5.3%8.2%-2.1K5.0M-53.6K3.2685.04N/AN/A3049927,0014,647
2022-04-13$45.92$50.0046.8%13.4%33.8%45.7%44.9%3.9%5.8%2.6K2.6M-58.8K2.7578.90N/AN/A3619947,0104,660
2022-04-14$46.40$50.0050.9%14.6%34.1%53.7%45.2%4.3%1.8%-38.7K1.3M-59.6K2.1789.47N/AN/A3437437,0044,659
2022-04-18$45.43$50.0045.8%13.1%34.6%43.8%45.7%5.9%3.7%-49.9K3.9M-53.5K3.6084.60N/AN/A1876745,2404,388
2022-04-19$44.81$50.0043.7%12.5%33.8%39.8%50.4%10.2%3.7%-51.4K4.4M-52.9K1.9983.04N/AN/A1823625,2474,388
2022-04-20$46.20$50.0045.3%13.0%35.3%42.9%42.5%5.7%0.8%-52.7K3.2M-54.2K1.2385.78N/AN/A2713325,2694,451
2022-04-21$42.52$50.0048.0%13.8%45.1%48.0%52.2%5.9%2.7%-40.5K6.6M-46.6K1.2681.02N/AN/A2603285,3804,441
2022-04-22$41.38$50.0048.6%13.9%45.7%49.3%48.3%5.1%3.3%-41.5K7.6M-39.6K1.0686.49N/AN/A3153335,3834,434
2022-04-25$39.73$50.0057.0%16.3%45.5%65.5%56.5%4.3%-8.6%-37.2K8.3M-38.0K0.9690.29N/AN/A3753595,4184,439
2022-04-26$37.65$50.0056.2%16.1%47.8%64.0%58.5%5.5%0.7%-32.7K9.3M-30.9K0.6383.34N/AN/A4843055,5174,485
2022-04-27$37.22$50.0059.4%17.0%47.1%70.0%58.1%4.2%-5.7%-36.3K9.7M-28.7K2.4185.50N/AN/A22535,4964,492
2022-04-28$37.51$50.0050.4%14.5%47.7%52.8%58.9%13.5%-2.4%-22.0K8.3M-41.1K0.7692.54N/AN/A3272485,5184,441
2022-04-29$36.80$50.0059.0%16.9%47.6%69.2%51.9%5.2%-4.1%-24.7K9.6M-28.9K0.6489.16N/AN/A3592315,5594,445