VSAT Options History — July 2024 In July 2024, VSAT traded between $12.59 and $20.57. ATM implied volatility averaged 78.8%, placing in the 56.2% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 10.4% (HV 20d: 68.4%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.86.
Notable Days 2024-07-26 : Highest Volume — 9,871 contracts2024-07-10 : Largest IV spike — 17.4% change2024-07-29 : Highest IV Rank — 83.4%2024-07-29 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.40 $12.59 $20.57 $12.59 $20.46 Max Pain $14.77 $14.00 $16.00 $14.00 $16.00 ATM IV 78.8% 56.1% 97.5% 59.1% 96.6% Expected Move 23.0% 16.1% 28.0% 16.9% 27.7% HV 20d 68.4% 50.9% 84.2% 50.9% 80.0% HV 60d 72.2% 68.0% 78.2% 68.0% 78.0% IV Rank 56.2% 23.3% 83.4% 27.9% 82.1% IV Percentile 76.5% 19.0% 98.8% 29.8% 98.4% Term Structure -4.4% -13.9% 15.8% 15.6% -12.0% VWIV 80.8% 57.0% 98.6% 61.2% 97.3% Skew 25d 3.2% -0.1% 5.6% 2.2% 3.7% Skew 10d 7.0% -2.9% 15.2% -2.6% 5.2% Call IV 25d 79.6% 59.4% 95.0% 60.2% 95.0% Put IV 25d 82.9% 60.9% 98.7% 62.4% 98.7% Bid-Ask Spread % 53.73 39.43 72.10 72.10 51.55 Gamma HHI 0.12 0.08 0.17 0.17 0.10 Net GEX -65.0K -170.5K 8.8K -170.5K -120.5K Net DEX -2.1M -11.1M 9.0M 9.0M -8.3M Net VEX -118.1K -131.8K -103.5K -103.5K -131.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.86 0.14 9.06 0.73 4.76 Total Volume 1,942.136 252 9,871 252 2,992 Total OI 45,132.227 41,727 49,364 41,910 49,364
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-07-01 $12.59 $14.00 59.1% 16.9% 50.9% 27.9% 61.2% 2.2% 15.6% -170.5K 9.0M -103.5K 0.73 72.10 N/A N/A 146 106 14,952 26,958 2024-07-02 $13.80 $14.00 56.1% 16.1% 62.4% 23.3% 57.0% 2.1% 15.8% -136.4K 5.4M -112.3K 0.30 63.86 N/A N/A 2,104 632 15,064 27,001 2024-07-03 $14.50 $14.00 59.3% 17.0% 65.5% 27.9% 59.0% 1.1% 14.7% -47.6K 2.0M -117.3K 0.29 66.03 N/A N/A 625 182 16,689 27,229 2024-07-05 $14.46 $14.00 59.3% 20.9% 65.5% 27.9% 72.1% 3.9% 2.1% -48.7K 2.3M -115.7K 0.39 53.50 N/A N/A 918 361 16,587 27,281 2024-07-08 $15.16 $14.00 63.1% 21.5% 68.0% 33.5% 75.6% 2.1% -2.6% -16.7K -555.2K -117.6K 0.86 51.31 N/A N/A 1,328 1,139 16,906 27,582 2024-07-09 $14.79 $14.00 65.6% 21.1% 68.2% 37.0% 73.4% 2.5% -1.2% -14.3K 492.6K -115.0K 0.14 53.30 N/A N/A 966 131 17,188 27,847 2024-07-10 $14.68 $14.00 77.0% 22.1% 61.4% 53.6% 77.2% 3.4% -3.3% -31.2K 1.3M -113.6K 0.16 54.35 N/A N/A 377 59 16,762 27,811 2024-07-11 $15.64 $14.00 75.2% 21.6% 65.2% 51.0% 76.1% 5.3% -2.4% -4.2K -2.2M -116.0K 0.43 52.07 N/A N/A 854 367 16,959 27,877 2024-07-12 $15.95 $14.00 76.3% 21.9% 64.7% 52.7% 76.4% -0.1% -4.9% 8.8K -3.5M -118.7K 1.46 46.36 N/A N/A 961 1,403 17,215 27,938 2024-07-15 $16.48 $14.00 79.4% 22.8% 63.9% 57.1% 79.6% 1.2% -5.3% 2.6K -5.7M -116.7K 0.67 56.58 N/A N/A 505 336 17,461 28,972 2024-07-16 $16.63 $15.00 79.3% 22.7% 61.6% 56.9% 79.1% 3.7% -7.1% -3.1K -6.0M -115.8K 0.28 55.90 N/A N/A 551 154 17,475 29,157 2024-07-17 $15.89 $15.00 79.6% 22.8% 63.8% 57.4% 80.6% 4.1% -6.2% -1.8K -3.4M -116.1K 0.46 62.11 N/A N/A 481 219 17,526 29,132 2024-07-18 $16.06 $15.00 82.1% 23.5% 61.4% 61.0% 82.9% 4.0% -7.6% -10.7K -4.1M -115.3K 0.26 57.06 N/A N/A 415 108 17,719 29,249 2024-07-19 $15.52 $15.00 82.9% 23.8% 63.1% 62.1% 85.9% 5.6% -7.9% -93.3K -2.5M -113.8K 6.33 57.13 N/A N/A 398 2,519 17,971 29,287 2024-07-22 $15.20 $15.00 84.0% 24.1% 63.9% 63.8% 84.2% 5.5% -8.9% -151.3K 3.2M -113.7K 0.64 52.25 N/A N/A 240 154 13,637 28,090 2024-07-23 $17.26 $15.00 89.0% 25.5% 74.4% 71.1% 88.9% 1.6% -12.0% -87.9K -2.7M -118.0K 2.49 50.16 N/A N/A 647 1,614 13,801 28,160 2024-07-24 $16.86 $15.00 90.0% 25.8% 71.0% 72.6% 90.6% 0.6% -13.1% -111.8K -1.5M -122.3K 9.06 46.51 N/A N/A 465 4,213 14,058 29,357 2024-07-25 $18.95 $16.00 92.3% 26.5% 79.4% 75.9% 90.0% 4.4% -13.0% -68.5K -7.1M -121.5K 0.56 48.16 N/A N/A 1,662 924 14,271 29,525 2024-07-26 $20.57 $16.00 93.5% 26.8% 82.0% 77.6% 94.8% 5.2% -11.3% -38.0K -11.1M -121.9K 6.83 44.04 N/A N/A 1,260 8,611 14,309 30,295 2024-07-29 $19.49 $16.00 97.5% 28.0% 84.2% 83.4% 98.6% 4.5% -13.3% -141.0K -5.8M -131.0K 3.42 39.43 N/A N/A 267 912 14,266 34,697 2024-07-30 $19.81 $16.00 96.3% 27.6% 83.9% 81.7% 97.9% 3.9% -13.9% -145.0K -6.3M -131.8K 0.38 48.32 N/A N/A 306 115 14,286 34,998 2024-07-31 $20.46 $16.00 96.6% 27.7% 80.0% 82.1% 97.3% 3.7% -12.0% -120.5K -8.3M -131.1K 4.76 51.55 N/A N/A 519 2,473 14,396 34,968
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