VSAT Options History — January 2024

In January 2024, VSAT traded between $22.34 and $27.79. ATM implied volatility averaged 66.9%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 16.9% (HV 20d: 49.9%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.87.

Notable Days

  • 2024-01-02: Highest Volume — 1,397 contracts
  • 2024-01-08: Largest IV spike — 9.4% change
  • 2024-01-31: Highest IV Rank — 61.4%
  • 2024-01-31: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.57$22.34$27.79$27.79$22.34
Max Pain$26.14$25.00$28.00$25.00$25.00
ATM IV66.9%56.0%78.6%60.3%78.6%
Expected Move19.5%17.3%22.5%17.3%22.5%
HV 20d49.9%42.0%60.9%60.9%45.4%
HV 60d63.0%59.9%68.1%66.6%59.9%
IV Rank46.5%32.7%61.4%38.1%61.4%
IV Percentile80.6%53.2%94.4%68.3%94.4%
Term Structure-5.2%-15.9%5.5%5.5%-15.9%
VWIV68.1%55.8%79.2%61.8%79.2%
Skew 25d2.7%-0.1%4.8%-0.1%2.7%
Skew 10d5.8%-0.6%22.6%-0.6%2.5%
Call IV 25d67.7%61.6%78.4%61.7%78.4%
Put IV 25d70.4%61.6%81.1%61.6%81.1%
Bid-Ask Spread %24.2218.4637.7833.8532.19
Gamma HHI0.100.070.190.190.07
Net GEX49.6K-43.5K259.2K259.2K-16.8K
Net DEX-4.4M-13.0M-466.5K-13.0M-586.1K
Net VEX-83.9K-90.7K-78.3K-90.7K-78.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.870.1318.950.560.37
Total Volume463.238961,3971,397298
Total OI26,467.90520,17530,04927,87022,939

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$27.79$25.0060.3%17.3%60.9%38.1%61.8%-0.1%5.5%259.2K-13.0M-90.7K0.5633.85N/AN/A89550213,66814,202
2024-01-03$26.98$25.0060.9%17.5%55.1%38.9%63.3%1.6%5.0%191.0K-10.5M-89.9K2.8637.78N/AN/A7320913,77014,472
2024-01-04$27.29$28.0057.7%18.6%50.2%34.9%64.5%1.2%-3.7%201.5K-11.3M-89.1K0.3122.20N/AN/A872713,79214,613
2024-01-05$25.82$28.0056.0%18.4%55.2%32.7%64.8%2.4%-2.2%115.7K-7.5M-86.7K18.9528.36N/AN/A561,06113,86114,643
2024-01-08$26.14$28.0061.3%18.9%54.7%39.5%67.2%2.1%-2.5%135.2K-8.1M-90.0K0.8025.96N/AN/A24519613,87415,673
2024-01-09$25.16$27.0060.7%19.0%55.4%38.7%66.0%3.7%-3.5%65.8K-5.3M-88.7K0.1323.26N/AN/A1792313,89015,760
2024-01-10$25.77$27.0065.4%18.8%55.4%44.7%64.7%3.0%-3.8%102.6K-7.0M-88.2K0.1524.11N/AN/A1622513,98415,752
2024-01-11$24.70$27.0065.1%18.7%57.8%44.2%65.2%2.3%-3.8%31.9K-3.8M-87.3K2.8620.12N/AN/A3510014,03015,761
2024-01-12$24.41$27.0066.7%19.1%57.1%46.3%66.6%3.4%-4.3%8.5K-2.9M-85.0K1.8420.47N/AN/A13023914,02815,813
2024-01-16$23.93$27.0066.9%19.2%48.8%46.5%68.4%4.1%-5.3%-31.1K-1.4M-82.9K0.8820.64N/AN/A23320613,98515,920
2024-01-17$23.37$27.0068.5%19.6%49.3%48.6%69.2%3.9%-5.9%-43.5K-466.5K-81.7K1.2127.18N/AN/A29035214,07115,815
2024-01-18$23.77$26.0067.0%19.2%46.6%46.7%68.7%3.4%-5.2%-40.0K-1.4M-82.1K0.6819.18N/AN/A14910214,17515,874
2024-01-19$23.79$26.0067.2%19.3%42.0%46.9%68.0%3.5%-5.3%-36.6K-895.6K-80.5K0.7920.22N/AN/A21116714,15815,871
2024-01-22$24.91$26.0069.1%19.8%44.5%49.4%70.3%3.4%-6.3%34.9K-4.4M-80.6K0.5123.63N/AN/A3701877,06113,114
2024-01-23$24.09$25.0069.6%20.0%45.1%50.0%71.7%4.8%-6.7%28.4K-3.5M-79.7K1.4023.82N/AN/A2313247,36013,270
2024-01-24$22.84$25.0071.3%20.5%47.6%52.2%72.6%2.6%-8.2%4.3K-1.6M-78.3K1.1022.51N/AN/A2602867,55613,530
2024-01-25$22.98$25.0072.3%20.7%43.9%53.4%55.8%2.7%-9.7%1.5K-1.7M-79.3K0.2218.46N/AN/A1,0172207,70313,758
2024-01-26$23.16$25.0070.1%20.1%44.3%50.6%71.5%1.4%-6.0%10.6K-2.0M-80.6K1.7125.30N/AN/A911568,68813,874
2024-01-29$23.71$25.0073.2%21.0%44.3%54.6%74.1%3.5%-10.8%19.3K-2.7M-81.6K1.0418.51N/AN/A47498,71314,014
2024-01-30$23.01$25.0075.8%21.7%44.9%57.8%76.3%1.2%-11.4%-782-1.5M-79.5K0.9820.88N/AN/A1201188,73914,052
2024-01-31$22.34$25.0078.6%22.5%45.4%61.4%79.2%2.7%-15.9%-16.8K-586.1K-78.7K0.3732.19N/AN/A217818,79114,148