VSAT Options History — October 2023

In October 2023, VSAT traded between $15.54 and $21.58. ATM implied volatility averaged 77.4%, placing in the 88.7% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 3.3% (HV 20d: 74.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 2.43.

Notable Days

  • 2023-10-13: Highest Volume — 7,782 contracts
  • 2023-10-05: Largest IV spike — 19.5% change
  • 2023-10-05: Highest IV Rank — 100.0%
  • 2023-10-27: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.35$15.54$21.58$18.13$18.40
Max Pain$19.43$17.50$20.00$20.00$17.50
ATM IV77.4%66.7%87.6%66.7%87.5%
Expected Move22.1%19.1%25.1%19.1%25.1%
HV 20d74.1%57.7%91.2%61.9%76.3%
HV 60d67.0%55.4%86.8%85.6%66.3%
IV Rank88.7%72.2%100.0%76.1%99.7%
IV Percentile97.6%92.9%100.0%92.9%99.6%
Term Structure-4.8%-8.5%6.0%1.2%-8.5%
VWIV78.8%65.5%91.3%65.5%89.8%
Skew 25d4.6%-16.8%9.3%-0.2%4.7%
Skew 10d8.3%-10.3%32.3%-8.4%8.1%
Call IV 25d76.9%69.5%87.2%69.5%87.2%
Put IV 25d81.5%69.3%91.9%69.3%91.9%
Bid-Ask Spread %40.6920.8758.3050.3858.30
Gamma HHI0.230.150.290.250.27
Net GEX-87.9K-149.6K22.7K-146.7K-79.7K
Net DEX5.6M-2.6M11.4M9.6M4.1M
Net VEX-74.1K-92.3K-62.4K-84.2K-63.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.430.1320.462.472.88
Total Volume1,7951727,7824062,362
Total OI27,023.59124,28330,55624,84725,613

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$18.13$20.0066.7%19.1%61.9%76.1%65.5%-0.2%1.2%-146.7K9.6M-84.2K2.4750.38N/AN/A1172899,79615,051
2023-10-03$16.98$20.0076.6%22.0%57.7%96.8%76.6%5.0%-5.9%-132.2K10.6M-79.3K3.1725.66N/AN/A2578159,89015,092
2023-10-04$16.91$20.0067.9%19.5%58.0%78.5%91.3%-16.8%6.0%-130.2K10.4M-79.5K20.4639.48N/AN/A1002,04610,10214,983
2023-10-05$15.55$20.0081.2%22.5%61.3%100.0%77.4%6.2%-3.5%-126.3K11.4M-77.1K0.7344.14N/AN/A1,32096910,17316,642
2023-10-06$15.54$20.0075.6%22.3%61.8%89.1%78.4%9.3%-2.5%-138.8K11.4M-78.4K0.4346.94N/AN/A2139111,05517,350
2023-10-09$15.84$20.0083.7%23.4%63.4%100.0%79.2%7.0%-4.0%-138.8K11.2M-79.7K3.1546.24N/AN/A12338711,21317,409
2023-10-10$16.36$20.0079.0%21.0%66.1%91.1%77.0%8.1%-1.2%-142.7K10.5M-82.7K2.8230.31N/AN/A5114411,28917,424
2023-10-11$15.59$20.0076.1%21.8%66.9%85.8%78.0%4.0%-3.2%-147.9K11.4M-79.3K1.9841.56N/AN/A24849211,32117,506
2023-10-12$16.73$20.0078.4%22.5%70.6%90.1%78.5%4.8%-4.9%-149.6K9.8M-85.2K3.8737.01N/AN/A1,2464,82811,38717,595
2023-10-13$18.31$20.0075.2%21.6%80.4%84.1%75.7%2.9%-5.7%-135.9K6.9M-92.3K3.6050.18N/AN/A1,6936,08911,96918,587
2023-10-16$19.69$17.5071.4%20.5%85.3%77.0%72.2%0.2%-4.7%-17.4K1.5M-64.5K1.0426.40N/AN/A1,2901,34112,51614,187
2023-10-17$21.45$17.5068.8%19.7%91.2%72.2%72.0%4.9%-4.4%6.1K-2.3M-69.0K0.1540.02N/AN/A3,31450812,65014,507
2023-10-18$21.51$17.5073.2%21.0%87.1%80.3%74.1%4.8%-7.0%22.7K-2.6M-72.5K0.8946.95N/AN/A1,9641,73914,45014,738
2023-10-19$21.58$20.0073.5%21.1%82.4%80.9%77.7%7.2%-4.7%1.1K-2.0M-75.6K0.1323.07N/AN/A86311614,59315,273
2023-10-20$21.13$20.0075.1%21.5%81.0%83.8%74.9%6.2%-8.2%-31.4K-1.1M-72.7K0.3520.87N/AN/A1,19241414,60315,304
2023-10-23$20.12$20.0076.9%22.0%79.7%87.2%79.5%5.9%-8.2%-52.9K1.7M-69.4K1.9738.95N/AN/A17835012,33711,946
2023-10-24$19.93$20.0078.4%22.5%77.5%90.0%82.7%9.3%-7.3%-63.5K2.3M-68.6K1.0428.73N/AN/A30131312,43312,195
2023-10-25$18.79$20.0080.2%23.0%80.4%93.5%81.4%7.2%-8.5%-83.3K4.2M-65.3K0.4453.58N/AN/A29813112,63112,475
2023-10-26$18.64$20.0083.9%24.1%79.6%100.0%81.4%6.2%-6.5%-81.6K4.3M-65.7K1.3948.58N/AN/A36350512,84112,534
2023-10-27$18.07$20.0087.6%25.1%80.3%100.0%87.4%6.6%-7.3%-79.5K4.8M-63.5K0.2848.53N/AN/A2015712,94312,411
2023-10-30$18.36$17.5085.2%24.4%80.2%95.7%83.1%7.0%-7.5%-85.4K4.7M-62.4K0.3049.29N/AN/A1324013,02612,479
2023-10-31$18.40$17.5087.5%25.1%76.3%99.7%89.8%4.7%-8.5%-79.7K4.1M-63.2K2.8858.30N/AN/A6091,75313,14312,470