VSAT Options History — August 2023

In August 2023, VSAT traded between $25.53 and $31.36. ATM implied volatility averaged 52.9%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 16.2% (HV 20d: 69.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.74.

Notable Days

  • 2023-08-25: Highest Volume — 6,202 contracts
  • 2023-08-09: Largest IV drop — 21.4% change
  • 2023-08-07: Highest IV Rank — 85.3%
  • 2023-08-02: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.63$25.53$31.36$29.95$27.88
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV52.9%44.4%71.2%62.0%44.4%
Expected Move14.4%12.7%18.8%17.8%12.7%
HV 20d69.1%40.4%127.6%127.6%47.8%
HV 60d83.0%81.3%84.9%84.4%81.3%
IV Rank47.1%29.4%85.3%66.3%29.4%
IV Percentile44.0%9.9%98.0%85.3%9.9%
Term Structure-0.4%-11.9%4.6%-10.0%3.1%
VWIV52.2%45.2%67.0%66.0%45.2%
Skew 25d2.1%-2.1%6.8%4.5%3.5%
Skew 10d0.5%-10.6%10.3%2.6%-8.6%
Call IV 25d51.8%44.4%66.1%66.1%44.4%
Put IV 25d53.9%47.6%72.2%70.5%47.9%
Bid-Ask Spread %32.417.9169.9959.5633.41
Gamma HHI0.300.250.460.330.29
Net GEX31.9K-201.9K222.7K208.0K-40.8K
Net DEX-535.3K-7.6M4.5M-4.3M393.8K
Net VEX-47.1K-62.3K-37.0K-62.3K-40.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.1414.700.140.60
Total Volume1,022.87856,2021,212241
Total OI20,726.91316,01524,62821,64716,304

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$29.95$30.0062.0%17.8%127.6%66.3%66.0%4.5%-10.0%208.0K-4.3M-62.3K0.1459.56N/AN/A1,06414814,5917,056
2023-08-02$29.44$30.0065.4%18.8%126.6%73.4%67.0%6.8%-11.9%145.8K-2.1M-57.8K0.7829.67N/AN/A30724014,2807,139
2023-08-03$28.90$30.0068.2%15.5%126.4%79.1%57.7%0.3%-4.1%93.4K-799.6K-56.0K1.2940.80N/AN/A33943914,3067,309
2023-08-04$28.73$30.0066.9%15.4%125.0%76.4%54.2%-0.3%-3.4%48.6K190.6K-54.2K0.2646.06N/AN/A87322514,3127,619
2023-08-07$29.13$30.0071.2%15.2%125.2%85.3%56.0%2.4%-2.3%99.7K-1.1M-55.8K0.8041.84N/AN/A64251314,8267,774
2023-08-08$29.43$30.0070.4%15.3%124.5%83.8%66.4%3.2%-2.6%126.6K-2.0M-58.2K5.7432.18N/AN/A1781,02115,2158,067
2023-08-09$28.32$30.0055.4%15.9%124.7%52.3%57.4%2.8%-4.3%-20.5K2.1M-52.7K0.2532.14N/AN/A69717415,3028,992
2023-08-10$29.80$30.0046.0%13.2%43.7%32.7%47.3%1.5%2.7%31.5K-2.2M-52.6K0.7250.40N/AN/A97470515,5699,059
2023-08-11$30.60$30.0045.0%12.9%44.8%30.7%46.3%2.2%3.4%114.7K-5.1M-52.7K0.6714.94N/AN/A61240915,4438,852
2023-08-14$31.36$30.0044.7%12.8%44.3%30.1%45.2%2.9%3.3%222.7K-7.6M-49.3K1.1514.14N/AN/A28432615,4208,662
2023-08-15$31.12$30.0045.7%13.1%44.3%32.1%46.0%2.1%2.9%134.5K-7.1M-50.4K0.3124.82N/AN/A2557815,3848,766
2023-08-16$29.61$30.0045.7%13.1%44.3%32.1%49.3%1.2%3.1%-125.5K-636.4K-46.5K0.6010.68N/AN/A25615315,3658,778
2023-08-17$28.93$30.0046.5%13.3%42.7%33.8%47.7%-2.1%1.6%29.7K3.7M-40.7K0.6935.54N/AN/A96366915,3398,802
2023-08-18$28.66$30.0045.6%13.1%40.4%32.0%47.5%0.1%1.7%109.1K3.7M-41.4K2.6169.99N/AN/A16643415,7948,735
2023-08-21$27.69$30.0048.7%13.9%41.7%38.3%51.0%2.7%0.0%19.2K225.5K-37.9K1.4560.25N/AN/A35551611,2065,210
2023-08-22$27.05$30.0051.9%14.9%41.9%45.2%50.8%2.7%0.7%-14.6K981.2K-37.4K1.2211.97N/AN/A24730111,3955,304
2023-08-23$27.48$30.0052.2%15.0%42.6%45.8%49.2%1.1%0.5%13.3K263.0K-39.2K2.5561.45N/AN/A7719611,4675,450
2023-08-24$26.80$30.0051.3%14.7%42.8%43.9%52.2%-0.5%-2.8%-32.8K1.2M-37.2K14.709.29N/AN/A771,13211,5165,500
2023-08-25$25.53$30.0048.4%13.9%44.9%37.9%50.7%1.6%0.8%-201.9K4.5M-37.0K0.2025.72N/AN/A5,1831,01911,5436,569
2023-08-28$26.82$30.0049.0%14.0%47.2%39.0%50.0%1.3%4.6%-118.0K2.1M-40.7K0.8613.32N/AN/A2952539,0057,010
2023-08-29$27.66$30.0045.9%13.2%48.2%32.6%48.3%4.2%1.9%-51.4K503.1K-41.0K1.707.91N/AN/A1502559,1486,985
2023-08-30$27.70$30.0045.6%13.1%48.0%32.0%50.2%4.5%1.0%-57.8K726.4K-41.1K0.7319.31N/AN/A49369,1747,177
2023-08-31$27.88$30.0044.4%12.7%47.8%29.4%45.2%3.5%3.1%-40.8K393.8K-40.0K0.6033.41N/AN/A151909,1817,123