VSAT Options History — June 2023

In June 2023, VSAT traded between $38.69 and $47.14. ATM implied volatility averaged 47.8%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 6.2% (HV 20d: 54.0%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2023-06-05: Highest Volume — 229 contracts
  • 2023-06-07: Largest IV drop — 28.8% change
  • 2023-06-20: Highest IV Rank — 48.9%
  • 2023-06-20: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.35$38.69$47.14$45.98$41.35
Max Pain$39.52$35.00$40.00$35.00$40.00
ATM IV47.8%34.7%57.6%45.4%49.9%
Expected Move13.9%11.4%16.5%13.0%14.3%
HV 20d54.0%47.4%63.8%51.2%47.4%
HV 60d51.1%48.6%53.6%51.5%48.7%
IV Rank31.3%7.9%48.9%27.0%35.1%
IV Percentile28.4%0.4%69.0%11.9%36.5%
Term Structure1.0%-8.2%14.0%1.0%3.0%
VWIV45.8%37.4%54.7%47.4%44.0%
Skew 25d5.6%-5.1%14.4%2.6%9.7%
Skew 10d8.3%-18.3%45.4%10.2%24.9%
Call IV 25d43.1%32.9%47.2%47.2%43.6%
Put IV 25d48.7%38.6%59.6%49.9%53.3%
Bid-Ask Spread %90.9982.8397.1693.8096.10
Gamma HHI0.240.180.630.200.18
Net GEX92.5K61.7K325.6K77.7K82.0K
Net DEX-5.4M-8.7M-2.6M-8.0M-3.7M
Net VEX-18.2K-18.9K-17.6K-18.0K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.003.740.190.06
Total Volume61.66702295754
Total OI3,737.0482,8204,5344,1343,003

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$45.98$35.0045.4%13.0%51.2%27.0%47.4%2.6%1.0%77.7K-8.0M-18.0K0.1993.80N/AN/A4892,5131,621
2023-06-02$47.14$35.0052.4%15.0%50.4%39.7%42.0%7.9%-8.2%78.9K-8.7M-17.8K0.3596.21N/AN/A2692,5591,629
2023-06-05$44.45$40.0041.2%14.9%55.8%19.6%45.1%5.4%-7.3%83.1K-7.4M-18.1K0.0785.04N/AN/A215142,5831,639
2023-06-06$45.47$40.0048.7%13.0%55.3%33.0%43.4%4.5%8.0%78.7K-8.0M-18.1K0.1483.04N/AN/A3552,6291,658
2023-06-07$45.11$40.0034.7%14.3%55.6%7.9%43.1%11.5%-2.8%67.9K-7.9M-17.7K0.0088.84N/AN/A2902,6431,654
2023-06-08$45.98$40.0043.0%13.8%55.1%22.8%0.0%1.7%-4.8%73.6K-8.4M-17.8K0.0085.73N/AN/A5002,6511,654
2023-06-09$43.38$40.0042.5%14.1%59.2%21.8%48.0%1.8%5.4%95.9K-6.9M-18.9K0.1384.53N/AN/A3242,6961,654
2023-06-12$44.37$40.0050.0%12.8%58.8%35.3%0.0%1.1%7.3%61.7K-7.5M-18.4K0.5385.55N/AN/A1582,7101,658
2023-06-13$44.34$40.0056.4%12.4%58.1%46.8%43.2%2.1%6.8%62.1K-7.5M-18.0K0.6082.83N/AN/A20122,7191,662
2023-06-14$41.52$40.0054.6%15.6%63.7%43.5%47.4%-2.4%-4.5%134.8K-5.8M-18.5K3.7495.06N/AN/A19712,8301,673
2023-06-15$40.59$40.0048.5%13.9%63.8%32.6%54.7%9.7%-1.7%142.0K-5.1M-18.4K2.3895.48N/AN/A481142,8341,648
2023-06-16$39.88$40.0051.1%14.7%59.4%37.3%44.8%8.2%-1.8%325.6K-4.6M-18.8K2.6893.96N/AN/A411102,8311,703
2023-06-20$39.66$40.0057.6%16.5%59.4%48.9%54.7%13.5%-4.2%62.2K-2.9M-18.4K0.1786.01N/AN/A59101,959861
2023-06-21$40.24$40.0049.7%14.2%48.6%34.7%37.4%6.9%-0.4%66.2K-3.2M-18.7K0.5097.16N/AN/A38192,017869
2023-06-22$39.48$40.0044.9%12.9%48.4%26.2%45.5%14.4%3.8%68.1K-2.7M-17.6K2.0095.71N/AN/A482,053878
2023-06-23$38.69$40.0043.4%12.4%48.7%23.4%44.5%10.8%3.8%67.8K-2.6M-17.7K1.7890.43N/AN/A23412,057885
2023-06-26$39.51$40.0046.8%13.4%48.1%29.6%0.0%7.9%2.4%75.1K-2.9M-18.3K0.0092.66N/AN/A002,080865
2023-06-27$40.51$40.0054.1%15.5%48.5%42.7%47.9%6.9%-7.8%77.2K-3.3M-17.6K0.0395.88N/AN/A6122,080865
2023-06-28$40.16$40.0048.2%13.8%48.4%32.0%47.5%-1.5%9.5%76.2K-3.2M-18.4K0.0090.32N/AN/A1202,110865
2023-06-29$41.62$40.0039.9%11.4%49.7%17.1%44.1%-5.1%14.0%85.4K-3.8M-18.1K0.0396.43N/AN/A2912,115865
2023-06-30$41.35$40.0049.9%14.3%47.4%35.1%44.0%9.7%3.0%82.0K-3.7M-18.7K0.0696.10N/AN/A5132,138865