VSAT Options History — May 2024

In May 2024, VSAT traded between $14.61 and $19.42. ATM implied volatility averaged 74.0%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 8.7% (HV 20d: 65.3%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 2.11.

Notable Days

  • 2024-05-22: Highest Volume — 7,699 contracts
  • 2024-05-13: Largest IV spike — 33.0% change
  • 2024-05-14: Highest IV Rank — 95.3%
  • 2024-05-20: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.18$14.61$19.42$16.13$16.93
Max Pain$18.75$17.00$20.00$17.00$19.00
ATM IV74.0%53.1%105.5%79.9%53.1%
Expected Move20.7%15.2%25.7%22.9%15.2%
HV 20d65.3%46.8%86.1%62.2%85.8%
HV 60d66.2%57.7%74.8%74.5%71.4%
IV Rank53.6%24.8%95.3%63.1%24.8%
IV Percentile69.6%20.6%99.6%93.3%20.6%
Term Structure-4.1%-12.0%6.0%-5.0%6.0%
VWIV73.4%55.9%88.8%81.0%55.9%
Skew 25d1.0%-2.0%4.2%-0.9%2.0%
Skew 10d2.8%-5.9%16.4%-5.9%3.0%
Call IV 25d72.4%53.0%86.1%80.6%55.8%
Put IV 25d73.3%54.8%90.1%79.7%57.8%
Bid-Ask Spread %52.6731.5566.5249.3865.17
Gamma HHI0.220.110.860.200.16
Net GEX41.9K-336.5K3.3M-174.3K-59.1K
Net DEX2.9M-6.0M12.5M5.5M1.3M
Net VEX-112.8K-123.5K-103.5K-103.5K-123.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.110.0921.960.540.88
Total Volume2,627.0452137,6993331,198
Total OI46,012.22738,02951,94039,89651,828

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$16.13$17.0079.9%22.9%62.2%63.1%81.0%-0.9%-5.0%-174.3K5.5M-103.5K0.5449.38N/AN/A21611714,89525,001
2024-05-02$16.73$17.0078.6%22.5%63.4%61.4%79.0%0.5%-3.8%-152.1K4.0M-107.1K0.3551.35N/AN/A2408415,00725,054
2024-05-03$17.27$17.0080.7%23.1%64.4%64.1%83.3%2.8%-9.2%-123.2K2.6M-106.4K21.9651.16N/AN/A1864,08415,11325,107
2024-05-06$17.64$20.0085.4%21.5%62.0%70.1%75.5%2.2%-4.7%-93.8K2.2M-108.7K0.8552.71N/AN/A30225815,14325,128
2024-05-07$17.59$20.0080.9%21.5%62.0%64.4%74.6%1.8%-5.4%-104.6K2.5M-108.5K0.6151.59N/AN/A1328115,07125,328
2024-05-08$17.59$20.0074.9%21.3%59.3%56.8%74.9%2.3%-4.0%-103.1K2.3M-106.9K1.0351.24N/AN/A3,3803,47715,12025,304
2024-05-09$17.56$20.0067.1%21.4%58.8%46.8%76.4%-0.4%-5.7%-148.7K3.2M-112.3K1.3154.20N/AN/A45559818,32128,616
2024-05-10$17.27$20.0071.6%22.9%55.1%49.6%79.8%4.2%-8.8%-205.2K4.8M-111.7K0.6750.07N/AN/A43328818,69428,987
2024-05-13$17.34$19.0095.2%23.7%53.8%81.4%83.5%1.3%-10.6%-186.5K3.9M-109.6K4.1151.32N/AN/A19881318,81729,169
2024-05-14$17.94$19.00105.5%23.8%53.2%95.3%82.8%3.0%-10.0%-101.9K1.7M-115.5K0.7252.99N/AN/A53938918,83929,758
2024-05-15$18.02$19.0082.1%23.6%53.0%63.9%85.1%-0.7%-8.2%-84.6K659.7K-114.2K0.1150.40N/AN/A4,02244219,04229,933
2024-05-16$18.27$19.0080.9%23.2%53.0%62.2%82.5%1.9%-7.4%352.2K-651.5K-112.3K0.1250.55N/AN/A3,90645521,80830,132
2024-05-17$18.98$19.0083.4%23.9%54.1%65.6%84.2%-0.9%-7.6%3.3M-6.0M-112.9K1.4745.73N/AN/A7771,14221,09530,496
2024-05-20$19.42$19.0089.6%25.7%52.8%73.9%88.8%3.9%-12.0%-76.7K-741.9K-118.9K0.0931.55N/AN/A4,23940212,21525,814
2024-05-21$18.81$19.0083.8%24.0%46.8%66.1%81.7%0.4%-8.7%10.9K-2.3M-121.9K1.5639.06N/AN/A1,9062,96616,09126,020
2024-05-22$15.91$19.0059.8%17.1%76.3%33.7%60.3%0.1%1.0%-258.3K9.1M-110.0K1.3749.09N/AN/A3,2454,45417,96529,254
2024-05-23$14.61$19.0053.4%15.3%78.8%25.2%56.2%1.8%0.8%-336.5K12.5M-106.9K1.6964.68N/AN/A2,2963,87319,71729,731
2024-05-24$16.11$17.5054.1%15.5%84.7%26.1%56.2%-0.9%0.7%-136.1K4.2M-118.3K0.4753.38N/AN/A1,12152321,00927,593
2024-05-28$15.46$19.0056.9%16.3%85.4%29.9%58.0%-1.1%2.2%-186.0K6.6M-113.1K0.3564.65N/AN/A1,07037621,33627,866
2024-05-29$15.88$17.5055.5%15.9%85.4%28.1%58.4%-0.2%3.3%-140.3K4.8M-116.5K4.2166.52N/AN/A3711,56221,86927,848
2024-05-30$16.43$17.5054.7%15.7%86.1%26.9%57.7%-2.0%6.0%-101.9K2.9M-122.6K1.8962.03N/AN/A40877122,06929,066
2024-05-31$16.93$19.0053.1%15.2%85.8%24.8%55.9%2.0%6.0%-59.1K1.3M-123.5K0.8865.17N/AN/A63756122,11929,709