VSAT Options History — January 2023

In January 2023, VSAT traded between $32.22 and $37.27. ATM implied volatility averaged 53.6%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 4.7% (HV 20d: 48.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.06.

Notable Days

  • 2023-01-05: Highest Volume — 356 contracts
  • 2023-01-10: Largest IV spike — 30.5% change
  • 2023-01-26: Highest IV Rank — 59.2%
  • 2023-01-26: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.42$32.22$37.27$32.22$34.48
Max Pain$33.75$30.00$35.00$35.00$35.00
ATM IV53.6%41.5%64.0%50.6%53.9%
Expected Move15.6%12.1%18.3%14.5%15.5%
HV 20d48.9%41.7%62.0%62.0%45.8%
HV 60d68.2%66.4%70.1%69.6%68.3%
IV Rank40.1%17.8%59.2%34.5%40.6%
IV Percentile46.5%2.4%90.1%34.9%48.8%
Term Structure-4.3%-18.2%10.8%-6.0%-5.0%
VWIV52.9%42.7%62.4%49.8%56.7%
Skew 25d8.3%-14.6%28.7%19.2%11.2%
Skew 10d17.8%-12.0%39.1%39.1%19.6%
Call IV 25d48.5%30.3%61.1%32.3%55.7%
Put IV 25d56.8%32.5%66.9%51.5%66.9%
Bid-Ask Spread %85.3370.2597.4192.7581.70
Gamma HHI0.240.170.340.300.22
Net GEX20.7K-32.6K60.6K-32.6K21.0K
Net DEX-1.1M-2.2M411.2K411.2K-711.2K
Net VEX-12.6K-13.9K-11.9K-13.2K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.005.300.280.02
Total Volume81.45113564151
Total OI4,899.852,3576,2356,0612,678

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$32.22$35.0050.6%14.5%62.0%34.5%49.8%19.2%-6.0%-32.6K411.2K-13.2K0.2892.75N/AN/A3294,0152,046
2023-01-04$33.17$35.0049.2%14.1%49.8%31.9%43.1%2.4%-0.2%-18.3K-63.3K-13.0K0.0877.42N/AN/A6154,0062,055
2023-01-05$34.88$30.0041.9%15.3%52.3%18.4%52.7%3.5%-0.3%12.1K-866.3K-12.2K1.3691.16N/AN/A1512054,0142,057
2023-01-06$35.74$30.0050.4%17.5%49.2%34.2%56.6%8.6%-7.5%26.9K-1.4M-13.9K1.3982.53N/AN/A33464,1202,056
2023-01-09$36.38$30.0041.5%12.1%49.2%17.8%49.6%6.3%10.8%43.0K-1.6M-13.1K0.9697.41N/AN/A55534,1252,070
2023-01-10$36.26$30.0054.2%14.0%49.4%41.1%53.2%2.1%2.8%37.8K-1.5M-13.8K0.3392.78N/AN/A1244,1482,087
2023-01-11$37.02$30.0061.1%17.5%49.5%54.0%56.5%28.7%-12.9%60.6K-2.2M-13.3K0.3587.52N/AN/A63224,1462,086
2023-01-12$37.14$35.0047.4%13.6%49.5%28.6%46.5%-14.6%-15.4%52.3K-2.0M-12.5K0.1294.41N/AN/A6884,0882,097
2023-01-13$36.66$35.0055.2%15.8%50.2%43.0%58.5%11.1%-0.4%28.5K-1.7M-12.6K0.2690.65N/AN/A2774,0932,107
2023-01-17$35.38$35.0052.2%15.0%51.9%37.5%54.1%-3.9%-5.2%8.0K-1.1M-12.1K0.3495.37N/AN/A32114,0872,109
2023-01-18$35.78$35.0062.4%17.9%51.3%56.2%54.2%16.7%-4.4%5.3K-1.4M-12.5K2.0093.72N/AN/A8164,0822,112
2023-01-19$35.46$35.0046.4%13.3%49.5%26.8%46.0%3.9%8.1%-6.0K-1.2M-12.0K4.5086.05N/AN/A294,0862,124
2023-01-20$35.73$35.0059.6%17.1%43.9%51.1%62.4%13.3%-6.1%21.3K-1.5M-12.0K0.1977.43N/AN/A88174,0852,128
2023-01-23$36.30$35.0057.5%16.5%43.9%47.3%55.3%16.7%-3.4%29.5K-1.1M-12.0K1.7382.19N/AN/A11191,1751,182
2023-01-24$35.85$35.0060.5%17.3%41.7%52.8%52.0%12.4%-11.6%24.8K-925.1K-11.9K0.0489.80N/AN/A10841,2231,192
2023-01-25$37.27$35.0053.2%15.2%42.1%39.3%51.5%9.8%0.4%33.4K-1.3M-12.9K0.0070.25N/AN/A1301,3231,192
2023-01-26$34.41$35.0064.0%18.3%51.7%59.2%42.7%5.3%-18.2%21.4K-720.7K-11.9K5.3075.94N/AN/A442331,3311,192
2023-01-27$34.55$35.0052.8%15.1%49.1%38.5%56.3%8.3%-2.3%24.6K-849.7K-12.6K1.3372.95N/AN/A36481,4001,208
2023-01-30$33.79$35.0058.6%16.8%45.7%49.2%60.3%5.7%-9.9%19.7K-616.5K-12.7K0.6474.59N/AN/A1171,4211,251
2023-01-31$34.48$35.0053.9%15.5%45.8%40.6%56.7%11.2%-5.0%21.0K-711.2K-12.5K0.0281.70N/AN/A5011,4261,252