VSAT Options History — July 2022

In July 2022, VSAT traded between $26.17 and $33.15. ATM implied volatility averaged 61.9%, placing in the 62.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 4.8% (HV 20d: 57.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-07-12: Highest Volume — 872 contracts
  • 2022-07-11: Largest IV spike — 60.9% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-12: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.20$26.17$33.15$28.19$33.15
Max Pain$30.75$30.00$35.00$35.00$30.00
ATM IV61.9%48.3%86.1%52.1%54.7%
Expected Move17.5%14.9%20.6%14.9%15.7%
HV 20d57.1%52.0%63.8%57.3%60.7%
HV 60d62.5%61.2%63.8%62.1%63.2%
IV Rank62.1%41.1%100.0%47.2%50.3%
IV Percentile85.1%52.0%100.0%68.3%71.8%
Term Structure-3.4%-15.4%11.1%3.9%-2.2%
VWIV62.7%53.0%72.4%62.1%72.0%
Skew 25d11.4%2.3%45.6%10.7%14.9%
Skew 10d20.2%-1.6%64.2%20.6%64.2%
Call IV 25d57.3%52.3%62.6%52.4%52.3%
Put IV 25d68.7%63.1%105.8%63.1%67.3%
Bid-Ask Spread %72.4453.6392.0089.3492.00
Gamma HHI0.230.150.380.240.16
Net GEX-32.4K-62.5K-8.7K-41.2K-8.7K
Net DEX1.9M80.6K2.8M2.6M80.6K
Net VEX-14.7K-23.4K-11.6K-13.3K-23.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.262.350.941.45
Total Volume423.7302872462472
Total OI5,381.655,0965,8355,1385,544

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$28.19$35.0052.1%14.9%57.3%47.2%62.1%10.7%3.9%-41.2K2.6M-13.3K0.9489.34N/AN/A2382243,2271,911
2022-07-05$28.10$35.0048.8%16.8%56.9%42.0%64.5%8.8%11.1%-40.3K2.5M-12.5K0.7262.35N/AN/A2401733,2381,935
2022-07-06$27.30$35.0071.4%18.4%56.4%78.7%59.2%5.7%-6.3%-38.2K2.3M-13.0K0.4861.51N/AN/A3071483,2381,858
2022-07-07$28.66$30.0050.4%15.1%61.0%44.5%53.0%9.2%6.0%-24.3K1.8M-16.4K0.3358.09N/AN/A3381103,3081,857
2022-07-08$27.83$30.0048.3%16.0%61.2%41.1%54.0%11.0%-5.1%-34.0K2.3M-13.0K0.3974.83N/AN/A2811093,3471,860
2022-07-11$26.17$30.0077.8%17.6%63.4%89.0%60.1%6.3%-2.7%-40.0K2.4M-12.4K0.2655.60N/AN/A4271113,3571,860
2022-07-12$26.35$30.0086.1%20.6%63.8%100.0%68.5%13.3%-6.9%-43.1K2.5M-11.6K2.3560.35N/AN/A2606123,4321,862
2022-07-13$26.45$30.0064.4%18.5%58.2%65.6%61.4%6.6%9.3%-62.5K2.8M-12.3K0.5053.63N/AN/A2611313,4412,364
2022-07-14$26.21$30.0065.8%18.9%57.7%67.7%62.4%9.2%-4.8%-36.1K2.6M-11.9K0.5160.20N/AN/A2751393,4432,332
2022-07-15$26.91$30.0062.5%17.9%59.0%62.5%60.7%9.2%-7.2%-34.2K2.5M-12.5K0.6876.36N/AN/A2811923,4942,341
2022-07-18$26.50$30.0065.4%18.7%52.4%67.1%63.4%16.5%-5.8%-33.0K2.1M-13.4K0.4681.03N/AN/A2411103,3032,010
2022-07-19$27.97$30.0059.2%17.0%52.8%57.3%58.2%10.0%-4.2%-31.7K1.9M-14.1K0.4167.14N/AN/A2621083,3162,010
2022-07-20$28.53$30.0058.8%16.9%53.1%56.7%59.7%7.4%-3.3%-21.1K1.5M-17.9K0.4674.70N/AN/A2271043,3412,011
2022-07-21$28.47$30.0063.7%18.3%53.1%64.5%67.7%45.6%-15.4%-28.3K1.7M-15.2K0.5783.20N/AN/A1961113,3622,007
2022-07-22$27.79$30.0061.9%17.7%53.0%61.5%63.5%5.6%-3.9%-18.4K1.2M-20.4K0.5777.39N/AN/A1921103,3672,014
2022-07-25$27.96$30.0059.9%17.2%52.0%58.5%64.2%2.3%-3.2%-32.8K1.9M-13.1K0.6971.61N/AN/A1821263,3702,012
2022-07-26$28.66$30.0061.1%17.5%52.5%60.3%62.9%5.2%-5.3%-31.0K1.8M-14.5K0.6279.43N/AN/A2011253,3702,036
2022-07-27$30.62$30.0063.3%18.1%58.1%63.8%72.4%20.1%-10.4%-23.7K1.1M-16.0K0.8086.49N/AN/A2141723,3832,042
2022-07-28$32.17$30.0063.2%18.1%59.9%63.6%63.7%10.2%-12.6%-25.8K977.8K-16.2K1.5183.51N/AN/A1852793,4182,012
2022-07-29$33.15$30.0054.7%15.7%60.7%50.3%72.0%14.9%-2.2%-8.7K80.6K-23.4K1.4592.00N/AN/A1932793,4212,123