VSAT Options History — August 2022

In August 2022, VSAT traded between $32.76 and $40.58. ATM implied volatility averaged 51.1%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 3.6% (HV 20d: 47.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 4.02.

Notable Days

  • 2022-08-25: Highest Volume — 1,201 contracts
  • 2022-08-05: Largest IV spike — 37.6% change
  • 2022-08-03: Highest IV Rank — 74.2%
  • 2022-08-03: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.29$32.76$40.58$32.76$38.47
Max Pain$34.35$30.00$35.00$30.00$35.00
ATM IV51.1%38.6%69.8%59.5%53.8%
Expected Move14.4%11.1%20.0%17.1%15.4%
HV 20d47.5%39.3%53.2%51.8%52.5%
HV 60d60.8%55.0%63.7%62.9%55.7%
IV Rank44.5%24.6%74.2%57.9%48.7%
IV Percentile53.5%13.9%96.8%84.5%66.7%
Term Structure0.3%-15.7%11.9%-8.4%-3.0%
VWIV55.6%38.2%72.7%72.4%62.5%
Skew 25d6.5%0.6%16.4%6.2%16.4%
Skew 10d10.6%-8.9%32.8%16.7%26.6%
Call IV 25d49.8%40.6%64.0%63.3%47.1%
Put IV 25d56.3%42.9%71.3%69.6%63.5%
Bid-Ask Spread %82.7670.6093.6584.1485.09
Gamma HHI0.230.150.430.180.38
Net GEX-4.9K-105.1K66.8K-20.7K-78.5K
Net DEX-951.7K-2.8M705.1K687.3K-649.4K
Net VEX-22.2K-25.5K-17.0K-18.2K-25.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.020.4714.711.472.23
Total Volume375.913191,201471896
Total OI6,270.9135,5597,4205,5597,420

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$32.76$30.0059.5%17.1%51.8%57.9%72.4%6.2%-8.4%-20.7K687.3K-18.2K1.4784.14N/AN/A1912803,4362,123
2022-08-02$32.90$30.0058.7%16.8%51.6%56.6%72.7%12.7%-6.9%-27.0K705.1K-17.0K1.6976.60N/AN/A1863153,4402,124
2022-08-03$34.03$30.0069.8%20.0%50.5%74.2%70.8%7.3%-15.7%-21.9K366.0K-18.3K0.9087.17N/AN/A2402153,4402,172
2022-08-04$33.89$35.0049.4%15.5%48.7%41.8%56.1%3.2%-3.4%-7.3K-85.0K-21.9K0.5677.97N/AN/A3161763,4942,171
2022-08-05$33.71$35.0068.0%15.3%47.0%71.3%55.2%6.2%-0.8%-17.3K325.1K-18.8K0.6675.33N/AN/A2801863,5542,178
2022-08-08$34.79$35.0067.0%16.0%39.3%69.7%56.9%7.9%1.5%-869-415.2K-22.0K0.4777.98N/AN/A4812243,5542,178
2022-08-09$37.20$35.0051.9%14.3%43.3%45.7%49.3%1.5%2.6%22.5K-1.2M-19.7K1.1783.55N/AN/A2583023,7262,237
2022-08-10$38.75$35.0042.0%12.0%43.8%30.1%38.2%2.4%9.5%43.7K-1.9M-24.0K1.1587.31N/AN/A59683,8462,524
2022-08-11$38.47$35.0044.9%12.9%43.7%34.6%47.5%4.9%3.6%46.7K-1.8M-22.9K1.0380.73N/AN/A63653,8752,528
2022-08-12$39.89$35.0039.0%11.2%44.0%25.2%42.0%2.3%7.6%66.8K-2.5M-23.6K3.8586.46N/AN/A401543,9092,584
2022-08-15$40.14$35.0043.4%12.4%42.4%32.2%46.4%1.6%5.8%39.7K-2.3M-22.1K0.9088.94N/AN/A1093,9282,702
2022-08-16$40.50$35.0043.2%12.4%40.7%32.0%45.6%1.9%5.5%52.0K-2.8M-24.4K0.8286.57N/AN/A22183,9282,701
2022-08-17$40.58$35.0038.6%11.1%41.1%24.6%58.5%12.8%11.4%17.7K-2.7M-20.6K4.6093.65N/AN/A5233,9222,710
2022-08-18$38.73$35.0045.2%13.0%46.6%35.1%52.4%6.8%3.1%24.4K-1.4M-23.2K5.3884.60N/AN/A241293,9192,711
2022-08-19$37.05$35.0043.8%12.5%49.3%32.9%50.6%0.6%11.9%-9.8K-618.2K-22.0K2.5985.56N/AN/A1062753,9192,708
2022-08-22$36.48$35.0053.5%15.3%50.4%48.3%53.5%1.7%-2.6%-15.6K-472.3K-23.4K13.3987.04N/AN/A182413,7761,969
2022-08-23$36.34$35.0056.0%16.1%50.6%52.3%52.5%4.8%-9.2%-18.9K-332.1K-22.1K9.3384.55N/AN/A6563,7901,989
2022-08-24$37.85$35.0050.2%14.4%47.7%43.0%57.2%10.3%-0.6%-3.3K-941.0K-22.4K4.3085.76N/AN/A873743,7941,989
2022-08-25$40.33$35.0046.9%13.5%49.4%37.9%59.3%10.1%-3.8%35.8K-2.3M-24.3K14.4081.55N/AN/A781,1233,8732,087
2022-08-26$38.57$35.0049.1%14.1%52.7%41.3%58.4%7.9%1.5%-60.0K-750.6K-25.0K14.7171.87N/AN/A284123,9192,961
2022-08-29$38.52$35.0050.6%14.5%52.3%43.7%59.9%10.2%-2.5%-76.9K-729.2K-25.0K4.0570.60N/AN/A773123,9353,180
2022-08-30$37.75$35.0051.1%14.7%53.2%44.5%60.7%10.5%-0.0%-105.1K-44.4K-25.5K2.6980.34N/AN/A591593,9923,316
2022-08-31$38.47$35.0053.8%15.4%52.5%48.7%62.5%16.4%-3.0%-78.5K-649.4K-25.1K2.2385.09N/AN/A2776193,9883,432