VSAT Options History — September 2022

In September 2022, VSAT traded between $28.85 and $37.90. ATM implied volatility averaged 56.2%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 2.0% (HV 20d: 54.2%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 5.59.

Notable Days

  • 2022-09-07: Highest Volume — 1,572 contracts
  • 2022-09-23: Largest IV spike — 25.4% change
  • 2022-09-27: Highest IV Rank — 75.2%
  • 2022-09-27: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.10$28.85$37.90$36.55$30.38
Max Pain$36.67$35.00$40.00$35.00$35.00
ATM IV56.2%45.7%70.5%56.5%64.9%
Expected Move16.1%13.1%20.2%16.2%18.6%
HV 20d54.2%49.6%60.8%56.2%58.1%
HV 60d54.4%50.9%57.3%56.7%54.9%
IV Rank52.6%35.9%75.2%53.0%66.4%
IV Percentile69.0%26.6%96.8%75.8%93.7%
Term Structure-0.4%-27.1%17.9%-1.9%-2.6%
VWIV56.2%45.3%74.0%54.5%70.7%
Skew 25d8.0%-0.0%22.3%6.1%22.3%
Skew 10d11.0%-2.7%31.6%8.0%18.1%
Call IV 25d50.7%43.2%59.6%52.6%56.0%
Put IV 25d58.7%44.3%78.2%58.6%78.2%
Bid-Ask Spread %70.1537.0697.6376.2489.77
Gamma HHI0.390.130.680.550.37
Net GEX-84.8K-293.2K16.3K-171.2K-52.0K
Net DEX702.0K-1.1M2.1M1.1M1.5M
Net VEX-18.2K-25.3K-13.4K-25.3K-14.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.590.0247.1347.132.26
Total Volume623.42911,5727221,095
Total OI6,268.2864,7277,6237,6235,523

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$36.55$35.0056.5%16.2%56.2%53.0%54.5%6.1%-1.9%-171.2K1.1M-25.3K47.1376.24N/AN/A157074,0333,590
2022-09-02$35.02$35.0054.4%15.6%58.6%49.7%54.4%7.7%-2.3%-188.2K2.0M-23.2K1.2537.06N/AN/A1632044,0413,346
2022-09-06$35.24$35.0053.7%15.0%57.5%48.6%56.3%6.5%3.4%-222.8K1.9M-22.0K2.8963.27N/AN/A3369724,0233,292
2022-09-07$36.38$35.0058.8%15.3%53.4%56.7%55.6%7.9%0.3%-167.1K720.8K-21.9K2.7462.57N/AN/A4201,1524,0243,163
2022-09-08$36.18$35.0045.7%16.4%51.0%35.9%53.0%11.6%-6.4%-293.2K1.0M-22.6K14.9472.61N/AN/A334934,0763,434
2022-09-09$37.26$35.0055.4%15.3%52.3%51.3%60.2%10.7%-2.8%-135.2K-356.2K-19.7K3.3271.96N/AN/A19634,1093,061
2022-09-12$37.90$35.0048.9%13.9%50.9%41.1%50.8%6.6%1.6%-79.8K-1.1M-20.6K3.8260.92N/AN/A391494,1163,059
2022-09-13$37.40$35.0055.5%14.1%50.9%51.5%48.6%6.6%6.8%-122.3K-826.6K-19.8K1.2068.95N/AN/A4215054,1223,054
2022-09-14$36.38$40.0060.7%17.4%51.4%59.8%52.3%4.3%-27.1%-74.6K216.8K-17.7K12.0079.09N/AN/A6724,1093,104
2022-09-15$35.15$40.0060.3%17.3%52.3%59.1%45.3%-0.0%-2.5%-32.2K495.9K-17.5K0.2088.67N/AN/A1024,1123,063
2022-09-16$36.27$40.0053.7%15.4%51.8%48.6%55.0%4.0%1.6%16.3K-948.4K-19.0K1.3969.34N/AN/A4045634,1183,064
2022-09-19$35.78$40.0054.0%15.5%49.7%49.1%47.6%7.2%2.5%5.4K-408.1K-17.6K0.0256.62N/AN/A12523,2081,519
2022-09-20$35.35$40.0050.0%14.3%49.6%42.7%48.5%5.3%5.9%4.9K-300.4K-17.7K0.0078.19N/AN/A013,2881,519
2022-09-21$34.79$40.0053.5%15.3%49.8%48.3%50.1%2.9%1.6%4.1K-212.7K-18.1K0.8377.67N/AN/A653,2881,519
2022-09-22$31.26$40.0045.7%13.1%59.6%35.9%49.4%5.1%17.9%-14.0K1.0M-14.6K10.0697.63N/AN/A1061,0663,2941,518
2022-09-23$29.49$35.0057.3%16.4%55.3%54.2%53.8%7.3%2.7%-54.1K2.1M-14.0K1.2040.22N/AN/A66793,3881,947
2022-09-26$28.98$35.0058.4%16.7%54.3%56.0%58.6%4.6%1.3%-50.9K2.1M-14.0K1.3561.94N/AN/A3314463,3581,931
2022-09-27$28.85$35.0070.5%20.2%54.2%75.2%74.0%10.4%-7.9%-46.2K1.9M-13.4K1.5965.58N/AN/A3605723,3821,926
2022-09-28$30.75$35.0063.6%18.2%60.8%64.3%71.4%17.5%-1.2%-50.3K1.4M-15.1K1.7769.61N/AN/A3756653,3482,042
2022-09-29$30.79$35.0058.7%16.8%60.0%56.5%69.4%13.5%1.4%-57.3K1.5M-14.3K1.7985.17N/AN/A3746703,3792,144
2022-09-30$30.38$35.0064.9%18.6%58.1%66.4%70.7%22.3%-2.6%-52.0K1.5M-14.7K2.2689.77N/AN/A3367593,3792,144