VSAT Options History — April 2024

In April 2024, VSAT traded between $15.20 and $17.65. ATM implied volatility averaged 73.0%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 10.5% (HV 20d: 62.5%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.15.

Notable Days

  • 2024-04-12: Highest Volume — 2,248 contracts
  • 2024-04-10: Largest IV spike — 13.9% change
  • 2024-04-30: Highest IV Rank — 63.3%
  • 2024-04-30: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.31$15.20$17.65$17.20$15.88
Max Pain$17.55$17.00$18.00$18.00$17.00
ATM IV73.0%64.0%80.1%64.0%80.1%
Expected Move21.3%18.3%23.0%18.3%23.0%
HV 20d62.5%50.8%68.3%68.3%62.1%
HV 60d71.2%69.4%74.5%69.6%74.5%
IV Rank54.3%42.8%63.3%42.8%63.3%
IV Percentile83.0%63.1%93.7%64.3%93.7%
Term Structure-0.1%-4.9%9.5%9.5%-4.2%
VWIV73.6%45.1%81.7%64.0%81.7%
Skew 25d0.5%-3.4%3.3%0.1%-0.6%
Skew 10d2.0%-9.9%11.5%5.9%-9.9%
Call IV 25d75.1%63.4%82.1%63.4%82.1%
Put IV 25d75.7%63.5%81.5%63.5%81.5%
Bid-Ask Spread %44.4435.4463.5763.5744.70
Gamma HHI0.180.140.200.160.20
Net GEX-161.1K-217.5K-98.7K-131.4K-178.3K
Net DEX6.1M3.1M9.3M4.7M6.1M
Net VEX-105.8K-113.5K-99.4K-103.9K-102.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.105.150.951.03
Total Volume820.7271302,248912130
Total OI39,146.59134,89442,56934,89439,819

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$17.20$18.0064.0%18.3%68.3%42.8%64.0%0.1%9.5%-131.4K4.7M-103.9K0.9563.57N/AN/A46844411,46423,430
2024-04-02$16.23$18.0065.2%18.7%66.4%44.3%66.1%-2.7%6.3%-160.8K6.7M-99.4K0.5160.86N/AN/A88245011,71023,683
2024-04-03$16.41$18.0068.9%19.8%65.9%49.1%69.0%0.2%4.7%-147.9K6.2M-102.5K1.1861.85N/AN/A27432212,33423,886
2024-04-04$16.66$18.0065.5%20.7%66.3%44.7%74.0%-3.4%3.0%-139.1K5.4M-106.8K1.2943.74N/AN/A32842212,50824,096
2024-04-05$16.73$18.0064.0%21.5%64.3%42.9%75.5%1.6%1.9%-135.1K5.3M-106.9K0.7440.85N/AN/A63246912,77924,372
2024-04-08$17.63$18.0069.0%21.3%67.3%49.2%75.2%2.0%0.8%-98.7K3.1M-112.5K4.6039.36N/AN/A3751,72413,24424,695
2024-04-09$17.65$18.0067.0%20.9%65.3%46.7%75.3%-0.1%1.7%-108.5K3.3M-113.5K5.1540.71N/AN/A7438113,49026,400
2024-04-10$16.81$18.0076.4%21.9%66.0%58.6%76.7%1.8%-0.8%-145.3K5.4M-110.4K0.5846.62N/AN/A32818913,51825,656
2024-04-11$17.20$18.0068.7%19.7%66.7%48.8%69.7%-0.7%1.5%-143.1K4.6M-108.5K0.4644.85N/AN/A22310313,57825,726
2024-04-12$16.24$18.0073.9%21.2%62.2%55.4%45.1%0.1%-0.0%-180.6K7.1M-106.3K0.1037.38N/AN/A2,05219613,63425,834
2024-04-15$15.77$18.0074.0%21.2%62.4%55.5%74.6%3.3%0.2%-206.1K8.5M-103.0K0.7744.12N/AN/A1,16389815,46825,900
2024-04-16$15.32$18.0076.2%21.9%62.2%58.4%76.4%-0.5%-1.7%-217.5K9.3M-103.0K0.3541.85N/AN/A53518715,99526,020
2024-04-17$15.61$17.0074.5%21.3%61.7%56.2%75.7%-0.8%-1.1%-202.1K8.0M-104.4K0.5540.74N/AN/A30016516,36025,993
2024-04-18$15.63$17.0075.7%21.7%51.3%57.8%76.8%-0.2%-1.2%-199.1K7.8M-105.6K0.4239.34N/AN/A54923016,47225,848
2024-04-19$15.80$17.0076.9%22.0%50.8%59.2%76.8%1.5%-1.9%-164.9K7.5M-106.6K1.2640.66N/AN/A48861316,72025,849
2024-04-22$15.41$17.0074.7%21.4%51.3%56.4%75.6%0.8%-2.0%-188.2K7.2M-104.1K0.5141.41N/AN/A67434613,66124,554
2024-04-23$16.81$17.0078.1%22.4%60.5%60.7%77.2%2.8%-4.9%-134.9K4.1M-108.5K0.2539.60N/AN/A3919914,15324,568
2024-04-24$16.23$17.0077.1%22.1%61.7%59.6%79.5%3.1%-4.3%-152.1K5.2M-106.2K2.6443.77N/AN/A4511914,58224,626
2024-04-25$15.20$17.0078.3%22.5%62.3%61.1%77.7%1.9%-3.4%-184.2K7.5M-101.6K0.5735.44N/AN/A25414614,61924,701
2024-04-26$15.96$17.0078.6%22.5%65.5%61.4%76.7%1.9%-3.8%-167.4K5.9M-104.7K0.8746.65N/AN/A11810314,74424,825
2024-04-29$16.36$17.0079.4%22.8%64.6%62.5%80.4%-0.2%-3.7%-158.7K4.9M-105.8K0.4639.66N/AN/A1145314,82324,888
2024-04-30$15.88$17.0080.1%23.0%62.1%63.3%81.7%-0.6%-4.2%-178.3K6.1M-102.9K1.0344.70N/AN/A646614,87124,948