VSAT Options History — February 2024

In February 2024, VSAT traded between $18.45 and $22.61. ATM implied volatility averaged 69.9%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 5.1% (HV 20d: 75.0%). Max pain ranged from $21.00 to $22.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.51.

Notable Days

  • 2024-02-06: Highest Volume — 5,736 contracts
  • 2024-02-07: Largest IV drop — 30.1% change
  • 2024-02-06: Highest IV Rank — 81.5%
  • 2024-02-21: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.15$18.45$22.61$22.61$19.43
Max Pain$21.38$21.00$22.50$22.50$21.00
ATM IV69.9%61.3%94.4%79.0%65.7%
Expected Move18.8%17.6%20.3%18.7%18.8%
HV 20d75.0%41.8%91.0%45.5%90.9%
HV 60d64.8%56.3%70.3%59.1%69.2%
IV Rank50.3%39.5%81.5%61.9%45.0%
IV Percentile79.0%66.3%99.2%94.8%72.6%
Term Structure-1.4%-7.0%2.4%-1.1%0.2%
VWIV66.3%61.4%71.1%65.8%65.9%
Skew 25d3.6%-1.1%7.3%2.8%0.7%
Skew 10d9.0%-10.8%34.1%6.2%-10.8%
Call IV 25d64.8%58.6%70.0%65.1%67.1%
Put IV 25d68.4%63.7%73.6%67.9%67.9%
Bid-Ask Spread %53.1422.8780.6938.8664.82
Gamma HHI0.100.070.150.070.12
Net GEX-87.1K-177.8K4.3K-12.5K-92.7K
Net DEX2.8M-1.2M7.1M-934.2K2.8M
Net VEX-85.3K-91.2K-77.3K-79.4K-86.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.126.710.122.82
Total Volume1,298.92405,7362594,573
Total OI27,892.6523,15431,04523,15429,329

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$22.61$22.5079.0%18.7%45.5%61.9%65.8%2.8%-1.1%-12.5K-934.2K-79.4K0.1238.86N/AN/A232278,91114,243
2024-02-02$22.34$22.5090.4%18.8%44.9%76.5%65.9%5.0%-1.9%-15.7K-680.2K-77.9K6.7145.20N/AN/A382558,96914,259
2024-02-05$21.94$22.5089.5%19.3%41.8%75.3%68.6%3.5%0.4%-27.7K-1.8K-77.3K0.5251.13N/AN/A2441278,98014,233
2024-02-06$22.46$22.5094.4%19.2%42.7%81.5%71.1%3.4%-3.6%-2.7K-1.2M-79.0K2.8949.17N/AN/A1,4764,2609,25114,268
2024-02-07$18.84$22.5066.0%18.9%72.9%45.4%61.4%2.3%-3.5%-163.7K7.1M-80.8K1.4980.69N/AN/A1,0531,56610,41718,214
2024-02-08$19.61$21.0061.9%17.8%74.3%40.2%63.1%6.0%2.3%-135.9K4.7M-82.7K2.7763.40N/AN/A6411,77810,70017,424
2024-02-09$19.98$21.0061.3%17.6%74.3%39.5%63.5%5.0%2.4%-138.1K4.2M-89.9K1.3826.08N/AN/A10113910,94418,849
2024-02-12$20.56$21.0062.5%17.9%75.6%40.9%64.3%5.4%1.0%-124.6K2.9M-90.6K1.9335.95N/AN/A32462410,97018,963
2024-02-13$19.03$21.0063.4%18.2%79.4%42.1%63.2%7.3%1.8%-177.8K6.0M-87.8K0.7633.58N/AN/A79260011,07618,987
2024-02-14$19.26$21.0062.6%17.9%79.7%41.0%63.3%6.4%-1.8%-155.1K5.0M-87.0K0.8122.87N/AN/A42934711,54918,812
2024-02-15$19.48$21.0062.8%18.0%79.5%41.3%64.3%3.3%1.0%-112.0K4.1M-88.4K1.5435.66N/AN/A29545411,97518,822
2024-02-16$20.79$21.0064.5%18.5%83.8%43.5%66.4%5.2%-2.1%4.3K972.8K-91.2K0.5250.72N/AN/A71837112,15318,892
2024-02-20$19.64$21.0067.7%19.4%83.1%47.6%70.2%6.5%-4.8%-79.9K3.1M-86.1K1.4556.71N/AN/A2173149,42917,702
2024-02-21$20.68$21.0070.7%20.3%85.6%51.4%70.7%6.0%-7.0%-37.9K1.3M-90.3K0.2763.41N/AN/A5011369,59617,787
2024-02-22$20.30$21.0065.2%18.7%84.1%44.4%66.7%3.2%-2.4%-51.9K1.7M-89.3K0.5357.12N/AN/A166889,93417,879
2024-02-23$18.45$21.0063.3%18.1%89.7%41.9%64.6%-0.1%-2.3%-126.8K4.9M-83.0K0.3970.28N/AN/A95637410,02117,877
2024-02-26$18.82$21.0070.1%20.1%90.1%50.6%69.1%-1.1%-2.9%-112.2K4.0M-85.7K0.8365.19N/AN/A33527910,49918,006
2024-02-27$19.56$21.0068.5%19.6%91.0%48.6%69.7%-0.6%-2.1%-75.2K2.4M-87.0K1.4875.59N/AN/A29042910,75118,128
2024-02-28$19.13$21.0068.2%19.5%90.9%48.1%67.4%1.7%-0.9%-104.1K3.4M-86.0K1.1076.45N/AN/A20422510,82618,228
2024-02-29$19.43$21.0065.7%18.8%90.9%45.0%65.9%0.7%0.2%-92.7K2.8M-86.6K2.8264.82N/AN/A1,1963,37711,01318,316