VSAT Options History — June 2024

In June 2024, VSAT traded between $12.09 and $16.26. ATM implied volatility averaged 57.8%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 20.5% (HV 20d: 78.3%). Max pain ranged from $14.00 to $19.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 2.07.

Notable Days

  • 2024-06-26: Highest Volume — 5,360 contracts
  • 2024-06-12: Largest IV spike — 9.9% change
  • 2024-06-20: Highest IV Rank — 34.8%
  • 2024-06-20: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.08$12.09$16.26$16.26$12.55
Max Pain$15.79$14.00$19.00$19.00$14.00
ATM IV57.8%51.5%63.9%58.8%58.9%
Expected Move16.9%15.5%18.3%16.9%16.9%
HV 20d78.3%52.2%90.5%86.1%53.0%
HV 60d69.1%67.4%71.3%71.3%68.1%
IV Rank27.4%16.9%34.8%32.5%27.5%
IV Percentile29.5%17.1%49.2%30.6%29.4%
Term Structure7.8%2.1%12.6%2.1%12.6%
VWIV59.0%51.8%64.0%59.3%57.0%
Skew 25d2.1%-2.6%4.8%-2.1%3.2%
Skew 10d3.8%-7.2%10.9%-6.9%9.1%
Call IV 25d59.1%55.5%63.7%61.3%58.5%
Put IV 25d61.2%54.4%65.5%59.2%61.7%
Bid-Ask Spread %57.8240.8374.1765.5266.06
Gamma HHI0.210.160.280.180.18
Net GEX-231.3K-368.4K-134.0K-134.0K-172.3K
Net DEX9.8M3.1M14.7M3.1M9.1M
Net VEX-105.7K-121.4K-93.2K-121.4K-102.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.070.089.931.320.52
Total Volume1,449.7891455,3601,9331,408
Total OI50,133.42137,05555,41752,20740,818

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$16.26$19.0058.8%16.9%86.1%32.5%59.3%-2.1%2.1%-134.0K3.1M-121.4K1.3265.52N/AN/A8321,10122,26729,940
2024-06-04$16.00$19.0056.2%16.1%85.7%29.0%57.4%1.9%3.4%-184.7K5.1M-117.6K9.9374.17N/AN/A2726822,92330,797
2024-06-05$16.00$19.0054.2%15.5%85.7%26.2%56.1%-2.6%4.3%-189.3K4.9M-120.6K4.2071.00N/AN/A4051,69922,93330,830
2024-06-06$15.82$16.0052.2%16.6%85.8%23.6%58.1%2.5%5.6%-242.7K5.9M-121.0K0.0840.83N/AN/A2,11816122,93432,483
2024-06-07$16.06$16.0051.7%16.3%86.1%22.9%56.8%0.5%7.8%-238.8K5.5M-115.5K0.8146.07N/AN/A806521,08732,534
2024-06-10$14.77$16.0053.9%16.8%90.5%20.4%61.0%2.1%7.7%-348.4K10.7M-106.3K0.6344.40N/AN/A49031121,11632,571
2024-06-11$14.61$16.0051.5%16.8%90.4%16.9%59.1%3.8%6.3%-368.4K11.0M-105.9K0.5649.42N/AN/A63435421,42832,536
2024-06-12$14.27$16.0056.6%16.2%89.1%24.2%57.5%3.6%7.3%-361.0K12.1M-104.6K0.9552.01N/AN/A18617721,77432,410
2024-06-13$13.84$16.0058.7%16.8%89.1%27.3%58.9%2.6%6.9%-319.1K13.1M-100.2K3.0658.72N/AN/A3601,10321,87032,180
2024-06-14$13.34$16.0061.3%17.6%88.9%31.1%61.3%3.0%6.2%-262.5K14.4M-95.6K7.5262.16N/AN/A3632,72821,99832,054
2024-06-17$13.86$16.0061.5%17.6%88.9%31.3%61.5%3.8%6.8%-315.0K13.7M-103.0K0.9853.01N/AN/A59458422,10033,272
2024-06-18$13.32$15.0063.0%18.1%88.1%33.5%63.6%1.2%8.8%-236.9K14.7M-98.6K0.1656.66N/AN/A1,55524822,17732,777
2024-06-20$13.24$15.0063.9%18.3%88.1%34.8%64.0%0.5%8.0%-182.9K14.1M-101.7K1.4760.61N/AN/A21331322,72932,481
2024-06-21$13.32$15.0058.4%16.8%68.2%26.9%57.1%4.8%10.2%-173.0K13.0M-100.6K0.6656.46N/AN/A96263622,85231,792
2024-06-24$12.80$14.0058.3%16.7%63.2%26.7%60.1%4.5%10.6%-167.1K9.0M-97.8K0.1853.99N/AN/A65011412,47424,581
2024-06-25$12.09$14.0058.6%16.8%52.2%27.1%51.8%0.2%9.8%-166.7K10.3M-93.2K0.5859.84N/AN/A47127212,95724,644
2024-06-26$12.46$14.0061.3%17.6%53.4%31.0%61.3%2.7%12.6%-162.9K9.3M-96.8K5.2060.67N/AN/A8644,49613,28424,657
2024-06-27$12.98$14.0058.8%16.9%55.0%27.5%59.7%2.8%11.7%-169.1K8.0M-105.8K0.4767.04N/AN/A47822613,84626,429
2024-06-28$12.55$14.0058.9%16.9%53.0%27.5%57.0%3.2%12.6%-172.3K9.1M-102.1K0.5266.06N/AN/A92748114,20626,612