VSAT Options History — December 2022

In December 2022, VSAT traded between $29.11 and $35.41. ATM implied volatility averaged 53.7%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 13.1% (HV 20d: 66.8%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.98.

Notable Days

  • 2022-12-13: Highest Volume — 610 contracts
  • 2022-12-05: Largest IV spike — 38.0% change
  • 2022-12-05: Highest IV Rank — 67.9%
  • 2022-12-20: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.16$29.11$35.41$34.37$31.45
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV53.7%46.0%68.7%52.3%53.8%
Expected Move14.5%13.2%15.8%15.0%15.4%
HV 20d66.8%51.3%98.5%90.9%62.4%
HV 60d82.2%69.3%86.2%83.1%69.4%
IV Rank40.3%26.0%67.9%37.6%40.5%
IV Percentile46.5%14.7%93.7%43.7%48.8%
Term Structure4.2%-6.6%17.7%-5.8%-6.6%
VWIV48.7%37.5%54.1%49.6%49.0%
Skew 25d4.7%-3.2%16.9%-3.2%5.7%
Skew 10d9.2%-3.1%22.5%2.9%4.5%
Call IV 25d47.4%35.3%56.1%56.1%46.6%
Put IV 25d52.1%44.6%56.4%52.9%52.3%
Bid-Ask Spread %79.2566.2695.2493.8188.45
Gamma HHI0.290.180.480.180.27
Net GEX-30.1K-87.1K38.4K22.3K-32.2K
Net DEX934.0K-594.4K1.6M-165.7K616.8K
Net VEX-12.2K-14.6K-9.7K-12.1K-13.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.007.595.000.55
Total Volume111.4293610617
Total OI6,072.9055,5636,6705,9886,060

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$34.37$35.0052.3%15.0%90.9%37.6%0.0%-3.2%-5.8%22.3K-165.7K-12.1K5.0093.81N/AN/A154,2301,758
2022-12-02$35.41$35.0049.8%14.3%91.1%33.0%49.6%6.7%-2.7%38.4K-594.4K-12.4K0.0079.78N/AN/A9204,2301,761
2022-12-05$31.81$35.0068.7%14.4%98.0%67.9%48.0%4.5%5.8%-9.2K813.5K-10.7K0.1380.47N/AN/A130174,3021,761
2022-12-06$31.43$35.0061.0%14.8%97.6%53.7%49.7%4.3%4.2%-15.7K968.5K-10.9K0.1568.44N/AN/A182284,3211,724
2022-12-07$30.05$35.0061.1%14.8%98.5%53.9%52.4%3.0%3.7%-27.5K1.4M-10.3K1.3174.29N/AN/A16214,4551,717
2022-12-08$30.03$35.0062.7%14.4%66.9%56.9%48.9%4.3%3.9%-28.2K1.4M-10.3K0.0477.47N/AN/A7634,4701,713
2022-12-09$30.23$35.0056.1%14.7%58.6%44.6%51.5%3.3%1.4%-28.7K1.3M-10.2K0.1780.28N/AN/A66114,4771,714
2022-12-12$30.28$35.0061.7%14.7%55.6%55.0%50.3%4.3%2.4%-30.9K1.2M-10.0K1.0979.75N/AN/A11124,5361,724
2022-12-13$30.63$35.0052.1%14.8%52.5%37.3%51.5%5.2%0.5%-36.0K1.2M-9.7K7.5984.26N/AN/A715394,5391,725
2022-12-14$30.96$35.0048.8%14.0%52.8%31.2%48.6%5.5%5.9%-36.1K941.5K-13.8K0.0283.14N/AN/A12634,5882,082
2022-12-15$30.49$35.0047.6%13.6%51.4%29.0%48.2%4.0%5.7%-51.3K1.2M-13.1K0.0980.97N/AN/A6764,5132,079
2022-12-16$30.06$35.0049.1%14.1%51.3%31.9%50.6%0.8%5.1%-87.1K1.4M-13.1K1.1970.90N/AN/A27324,4932,079
2022-12-19$29.11$35.0049.6%14.2%51.9%32.7%49.5%-0.7%4.4%-44.6K1.6M-12.6K0.4571.26N/AN/A40183,5981,965
2022-12-20$31.25$35.0055.1%15.8%59.0%42.9%52.6%8.8%2.3%-30.7K817.8K-13.3K2.0874.63N/AN/A841753,6231,966
2022-12-21$31.73$35.0049.0%14.1%59.3%31.6%47.4%5.5%4.2%-39.2K862.9K-13.1K0.2266.26N/AN/A125273,6232,029
2022-12-22$30.62$35.0049.4%14.2%60.4%32.4%41.1%7.9%10.5%-39.0K1.1M-14.6K0.0079.05N/AN/A2003,8252,052
2022-12-23$31.70$35.0047.1%13.5%61.8%28.2%37.5%16.9%7.2%-32.8K671.1K-13.6K0.3575.63N/AN/A94333,8332,052
2022-12-27$31.09$35.0053.3%15.3%59.3%39.5%0.0%-2.0%17.7%-38.0K1.1M-13.6K0.0078.93N/AN/A303,9182,082
2022-12-28$29.92$35.0053.8%15.4%60.6%40.5%54.1%10.9%3.3%-44.0K1.2M-13.0K0.0695.24N/AN/A1613,9212,042
2022-12-29$31.81$35.0046.0%13.2%62.7%26.0%45.0%2.8%15.2%-41.4K668.4K-12.8K0.1781.29N/AN/A124213,9202,031
2022-12-30$31.45$35.0053.8%15.4%62.4%40.5%49.0%5.7%-6.6%-32.2K616.8K-13.6K0.5588.45N/AN/A1164,0142,046