VSAT Options History — November 2023

In November 2023, VSAT traded between $17.73 and $21.02. ATM implied volatility averaged 71.3%, placing in the 56.3% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded below realized volatility by 2.7% (HV 20d: 74.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.92.

Notable Days

  • 2023-11-09: Highest Volume — 3,516 contracts
  • 2023-11-09: Largest IV drop — 24.3% change
  • 2023-11-06: Highest IV Rank — 100.0%
  • 2023-11-08: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.50$17.73$21.02$17.73$20.45
Max Pain$22.38$20.00$22.50$20.00$22.50
ATM IV71.3%57.5%108.9%86.3%67.0%
Expected Move19.6%16.5%26.0%24.7%19.2%
HV 20d74.1%68.3%82.4%77.7%68.4%
HV 60d71.2%66.5%74.4%66.5%70.1%
IV Rank56.3%34.5%100.0%97.6%46.6%
IV Percentile84.0%67.9%100.0%99.2%83.3%
Term Structure-3.0%-9.9%4.8%-7.8%-7.1%
VWIV68.6%57.6%88.6%85.2%66.7%
Skew 25d3.1%-0.8%7.6%7.6%-0.8%
Skew 10d7.3%-5.2%22.3%14.1%-1.9%
Call IV 25d68.2%58.3%86.9%84.7%67.3%
Put IV 25d71.2%60.8%92.3%92.3%66.5%
Bid-Ask Spread %29.7610.6766.8632.4715.74
Gamma HHI0.190.090.410.300.10
Net GEX-41.1K-159.5K18.1K-82.1K1.1K
Net DEX2.8M-201.3K5.4M5.0M2.1M
Net VEX-62.6K-67.7K-57.5K-58.8K-64.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.920.1019.990.210.25
Total Volume7952273,516373282
Total OI26,579.57123,72230,39825,08425,279

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$17.73$20.0086.3%24.7%77.7%97.6%85.2%7.6%-7.8%-82.1K5.0M-58.8K0.2132.47N/AN/A3096413,18211,902
2023-11-02$18.95$22.5084.6%22.1%73.8%94.8%77.7%7.6%-3.3%-68.1K3.1M-62.3K0.9632.30N/AN/A17116413,21311,923
2023-11-03$19.93$22.5082.4%21.2%75.0%90.8%74.2%6.2%-2.4%-48.7K1.2M-65.8K0.7258.36N/AN/A48935313,23712,068
2023-11-06$18.41$22.50100.9%22.5%81.7%100.0%80.3%0.9%-3.4%-80.8K3.9M-60.3K4.2539.09N/AN/A11850113,40712,327
2023-11-07$17.80$22.50108.9%24.3%82.4%100.0%85.2%3.3%-7.2%-89.9K5.2M-58.6K19.9927.35N/AN/A821,63913,53412,743
2023-11-08$17.73$22.5090.6%26.0%80.1%76.7%88.6%5.2%-9.9%-94.1K5.4M-60.8K1.2038.92N/AN/A23828513,59113,735
2023-11-09$18.88$22.5068.6%19.7%79.3%48.6%71.3%2.4%-2.2%-117.5K4.0M-61.8K1.6443.57N/AN/A1,3312,18513,75014,077
2023-11-10$18.82$22.5066.4%19.0%72.9%45.9%68.3%2.7%-1.4%-121.7K4.4M-62.1K0.6318.60N/AN/A36923214,29714,490
2023-11-13$18.36$22.5061.5%17.6%68.3%39.7%57.6%1.9%-0.4%-159.5K5.4M-57.5K0.1017.14N/AN/A1,10411314,49214,465
2023-11-14$20.62$22.5058.2%16.7%74.2%35.5%60.5%4.3%-0.0%11.8K-201.3K-65.1K0.8839.13N/AN/A1,09195615,50014,467
2023-11-15$19.94$22.5057.5%16.5%75.0%34.5%59.0%1.3%2.1%-25.0K1.6M-62.5K0.7610.67N/AN/A34426115,47514,673
2023-11-16$19.40$22.5060.8%17.4%75.4%38.7%60.4%1.2%1.3%-56.5K3.0M-60.7K0.4333.08N/AN/A33714615,53214,741
2023-11-17$19.44$22.5059.8%17.1%75.2%37.5%61.6%2.5%4.8%-4003.0M-60.3K0.5823.57N/AN/A32018715,75714,641
2023-11-20$19.96$22.5059.3%17.0%74.0%36.9%61.0%1.4%-0.2%8.6K2.5M-62.1K1.9836.26N/AN/A15931512,75310,969
2023-11-21$19.96$22.5060.6%17.4%73.9%38.5%60.4%2.1%-2.6%2.7K2.7M-61.9K0.6266.86N/AN/A28817812,82711,210
2023-11-22$20.17$22.5060.6%17.4%70.6%38.6%60.9%2.2%-1.9%7.9K2.1M-63.1K0.8517.14N/AN/A22919512,97711,343
2023-11-24$20.40$22.5063.8%18.3%70.5%42.6%62.6%2.0%-4.4%11.4K1.8M-65.4K1.1611.24N/AN/A15117513,11811,488
2023-11-27$20.63$22.5067.4%19.3%69.3%47.2%66.8%4.8%-6.4%10.3K1.6M-66.0K0.2436.29N/AN/A1834413,19311,685
2023-11-28$20.84$22.5065.9%18.9%69.2%45.2%65.2%2.6%-6.6%18.1K1.1M-66.3K1.6310.68N/AN/A29247513,26711,702
2023-11-29$21.02$22.5067.0%19.2%69.2%46.7%66.7%3.4%-4.9%10.3K810.2K-67.7K1.2116.54N/AN/A15418613,22211,919
2023-11-30$20.45$22.5067.0%19.2%68.4%46.6%66.7%-0.8%-7.1%1.1K2.1M-64.7K0.2515.74N/AN/A2265613,28611,993