VSAT Options History — October 2022

In October 2022, VSAT traded between $36.00 and $41.17. ATM implied volatility averaged 63.0%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded below realized volatility by 35.6% (HV 20d: 98.5%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2022-10-03: Highest Volume — 5,754 contracts
  • 2022-10-04: Largest IV drop — 15.8% change
  • 2022-10-03: Highest IV Rank — 77.7%
  • 2022-10-03: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.59$36.00$41.17$37.98$41.17
Max Pain$39.76$35.00$40.00$35.00$40.00
ATM IV63.0%58.5%72.0%72.0%62.8%
Expected Move17.9%16.8%20.6%20.6%18.0%
HV 20d98.5%55.2%108.4%99.7%55.2%
HV 60d71.9%70.3%74.1%71.0%72.7%
IV Rank59.4%52.2%77.7%77.7%57.0%
IV Percentile85.7%75.4%98.0%98.0%87.3%
Term Structure-3.1%-10.0%1.6%-10.0%-2.4%
VWIV57.7%49.1%74.2%74.2%49.1%
Skew 25d2.8%-4.5%8.5%-4.5%4.4%
Skew 10d6.2%-14.3%29.8%-0.6%29.8%
Call IV 25d62.0%58.3%76.3%76.3%59.6%
Put IV 25d64.8%61.3%71.8%71.8%64.0%
Bid-Ask Spread %59.2324.4280.8024.4280.80
Gamma HHI0.180.140.240.160.18
Net GEX23.2K-67.3K126.8K18.4K126.8K
Net DEX-1.5M-4.0M972.4K-1.7M-4.0M
Net VEX-24.1K-26.3K-19.9K-19.9K-23.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.322.202.130.38
Total Volume1,588.6199455,7545,7541,208
Total OI8,674.195,69410,2865,6946,800

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$37.98$35.0072.0%20.6%99.7%77.7%74.2%-4.5%-10.0%18.4K-1.7M-19.9K2.1324.42N/AN/A1,8363,9183,3812,313
2022-10-04$40.08$40.0060.6%17.4%101.2%59.6%63.4%-2.0%0.9%-14.4K-1.5M-25.0K1.0936.07N/AN/A8198924,2884,436
2022-10-05$40.97$40.0058.5%16.8%100.9%56.3%59.3%1.5%1.6%30.8K-2.8M-25.6K1.2236.96N/AN/A4255204,5574,520
2022-10-06$40.34$40.0061.2%17.3%101.2%60.5%60.1%5.1%-3.1%32.9K-2.6M-25.1K1.2432.98N/AN/A4465524,6254,499
2022-10-07$38.39$40.0062.2%17.3%102.5%62.1%61.9%3.9%-2.2%-20.8K-945.7K-24.7K2.2040.11N/AN/A3237124,6744,577
2022-10-10$38.45$40.0068.8%18.0%102.4%72.6%62.6%1.8%-3.9%-26.4K-900.5K-24.4K0.7072.37N/AN/A6084234,7114,654
2022-10-11$37.55$40.0070.0%18.3%102.6%74.5%60.9%4.0%-5.0%-30.6K-303.8K-25.4K0.7157.83N/AN/A7395285,0694,626
2022-10-12$36.00$40.0063.7%18.3%103.3%64.5%58.9%4.6%-3.0%-67.3K972.4K-23.8K1.0249.84N/AN/A7217345,1914,644
2022-10-13$37.40$40.0062.2%17.8%103.3%55.9%54.9%4.7%-2.7%-20.0K-316.7K-24.8K0.7867.24N/AN/A8086325,2744,654
2022-10-14$36.77$40.0062.0%17.8%103.0%55.6%53.6%3.3%-2.9%-41.5K287.1K-23.3K0.5061.29N/AN/A9884945,2034,719
2022-10-17$38.48$40.0060.6%17.4%104.1%52.9%55.4%1.9%-1.8%11.5K-1.3M-25.6K0.6167.30N/AN/A1,1747125,4384,672
2022-10-18$39.29$40.0060.9%17.5%104.0%53.5%62.5%1.6%-2.8%30.9K-2.2M-26.3K0.4853.82N/AN/A1,0965265,4414,756
2022-10-19$36.20$40.0064.9%18.6%108.4%60.8%56.6%3.7%-5.6%-54.4K604.1K-23.6K0.4974.43N/AN/A1,0915315,4964,790
2022-10-20$36.88$40.0062.2%17.8%100.5%55.9%54.6%2.6%-0.7%-19.3K47.6K-22.6K0.4573.56N/AN/A1,0524745,5034,734
2022-10-21$38.02$40.0060.2%17.3%97.6%52.2%54.1%3.0%-3.4%59.5K-710.4K-23.5K0.4073.44N/AN/A1,2034835,5024,702
2022-10-24$38.20$40.0060.7%17.4%97.0%53.2%55.1%3.6%-1.6%66.7K-1.9M-23.0K0.3266.89N/AN/A1,0553364,3932,284
2022-10-25$38.59$40.0062.4%17.9%96.8%56.2%55.1%3.5%-6.6%84.7K-2.4M-24.6K0.3279.08N/AN/A1,0463364,4502,264
2022-10-26$39.41$40.0062.4%17.9%95.1%56.2%54.9%3.6%-3.0%95.9K-3.0M-23.5K0.3563.05N/AN/A1,0053504,4832,264
2022-10-27$39.21$40.0062.7%18.0%95.2%56.9%52.1%0.6%-4.3%100.0K-3.0M-23.4K0.3366.30N/AN/A9993314,5162,268
2022-10-28$41.01$40.0061.4%17.6%95.4%54.4%51.5%8.5%-1.9%124.0K-3.8M-23.6K0.3766.11N/AN/A9043314,5182,269
2022-10-31$41.17$40.0062.8%18.0%55.2%57.0%49.1%4.4%-2.4%126.8K-4.0M-23.9K0.3880.80N/AN/A8773314,5312,269