VSAT Options History — June 2022

In June 2022, VSAT traded between $29.14 and $39.64. ATM implied volatility averaged 53.4%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 18.5% (HV 20d: 71.9%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-06-17: Highest Volume — 1,206 contracts
  • 2022-06-16: Largest IV spike — 20.6% change
  • 2022-06-13: Highest IV Rank — 61.8%
  • 2022-06-13: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.65$29.14$39.64$38.66$30.63
Max Pain$38.81$35.00$50.00$50.00$35.00
ATM IV53.4%46.6%61.0%50.9%46.6%
Expected Move15.0%13.1%17.5%14.6%13.4%
HV 20d71.9%52.7%79.6%74.8%52.9%
HV 60d58.5%54.7%60.6%58.2%60.6%
IV Rank49.3%38.4%61.8%45.4%38.4%
IV Percentile73.6%46.0%91.7%70.2%46.0%
Term Structure2.3%-3.3%13.3%-3.0%9.2%
VWIV55.0%46.0%68.0%54.4%53.7%
Skew 25d7.4%-8.0%15.3%6.8%15.3%
Skew 10d16.8%8.2%33.9%17.2%30.3%
Call IV 25d50.9%44.0%62.3%50.0%52.8%
Put IV 25d58.3%50.8%68.1%56.8%68.1%
Bid-Ask Spread %79.2165.8591.1585.5491.15
Gamma HHI0.260.190.390.240.20
Net GEX-49.1K-92.2K-24.1K-52.0K-24.1K
Net DEX4.7M1.6M7.9M5.4M1.8M
Net VEX-21.5K-32.7K-16.7K-27.9K-18.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.311.150.710.61
Total Volume596.4763161,206599395
Total OI6,985.2384,9148,4587,8235,140

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$38.66$50.0050.9%14.6%74.8%45.4%54.4%6.8%-3.0%-52.0K5.4M-27.9K0.7185.54N/AN/A3512484,1553,668
2022-06-02$39.37$40.0059.7%14.3%74.3%59.7%49.4%5.4%-1.3%-41.5K4.6M-32.7K0.3278.13N/AN/A5871904,1743,697
2022-06-03$39.64$40.0048.4%13.6%74.3%41.3%49.5%8.5%2.3%-35.6K4.7M-31.0K0.3165.85N/AN/A5831814,3893,695
2022-06-06$38.06$40.0050.9%13.4%74.3%45.3%48.8%10.7%3.0%-49.8K5.6M-27.4K0.5071.57N/AN/A3451744,4113,723
2022-06-07$37.64$40.0051.2%13.1%73.1%45.8%47.8%6.0%3.5%-58.7K5.9M-25.0K0.5371.31N/AN/A3321754,4153,753
2022-06-08$37.18$40.0049.8%14.3%72.0%43.6%46.0%5.4%0.6%-64.6K6.1M-24.3K0.5775.26N/AN/A3341894,4203,751
2022-06-09$36.45$40.0049.8%14.3%72.0%43.6%48.7%4.8%1.7%-64.6K6.2M-25.5K0.5277.15N/AN/A3121614,4193,753
2022-06-10$35.43$40.0051.8%14.8%72.6%46.7%51.7%9.4%1.2%-77.1K6.8M-22.7K0.7476.90N/AN/A2491844,4203,755
2022-06-13$32.50$40.0061.0%17.5%75.5%61.8%58.8%6.2%-2.6%-70.8K7.4M-21.1K0.3476.67N/AN/A4631574,4563,770
2022-06-14$31.56$40.0059.4%17.0%75.8%59.1%55.9%7.7%-1.7%-67.8K7.4M-18.1K0.5572.42N/AN/A4622554,5203,667
2022-06-15$31.61$40.0047.4%13.6%70.7%39.7%64.5%-8.0%13.3%-69.3K7.4M-18.7K0.7685.30N/AN/A5634304,3993,688
2022-06-16$29.14$40.0057.2%16.4%74.6%55.6%68.0%4.6%7.7%-92.2K7.9M-17.5K0.5468.89N/AN/A5362924,4973,916
2022-06-17$30.68$40.0056.2%16.1%78.2%53.9%60.4%8.0%2.3%-34.2K7.5M-17.1K1.1574.57N/AN/A5616454,5003,958
2022-06-21$31.08$40.0056.2%16.1%78.8%54.0%58.1%8.1%-0.2%-34.0K2.0M-17.4K0.5182.06N/AN/A3391733,0281,886
2022-06-22$30.76$35.0054.2%15.5%78.4%50.7%56.6%8.0%3.5%-35.1K2.1M-16.7K0.4383.57N/AN/A4051733,0981,905
2022-06-23$31.26$35.0054.8%15.7%78.9%51.7%53.6%10.8%2.3%-32.0K1.9M-18.0K0.4184.57N/AN/A3111273,2071,922
2022-06-24$32.05$35.0053.3%15.3%79.6%49.2%56.0%6.8%1.9%-30.6K1.6M-19.5K0.5284.83N/AN/A3051593,2151,944
2022-06-27$31.17$35.0056.4%16.2%71.6%54.3%64.2%8.7%-3.3%-30.0K1.8M-18.6K0.5187.48N/AN/A3101593,2231,916
2022-06-28$31.28$35.0052.4%15.0%53.9%47.9%56.6%12.7%2.6%-35.0K1.8M-17.1K0.5786.42N/AN/A2011153,2271,882
2022-06-29$30.45$35.0053.0%15.2%52.7%48.7%52.2%8.6%4.7%-32.4K2.0M-16.9K0.6583.82N/AN/A2391563,2441,884
2022-06-30$30.63$35.0046.6%13.4%52.9%38.4%53.7%15.3%9.2%-24.1K1.8M-18.3K0.6191.15N/AN/A2451503,2271,913