VSAT Options History — August 2024 In August 2024, VSAT traded between $15.66 and $24.52. ATM implied volatility averaged 74.3%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 72.8% (HV 20d: 147.1%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 6.51.
Notable Days 2024-08-13 : Highest Volume — 14,432 contracts2024-08-13 : Largest IV spike — 52.9% change2024-08-02 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 31.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.00 $15.66 $24.52 $18.66 $15.66 Max Pain $18.23 $17.00 $19.00 $17.00 $17.00 ATM IV 74.3% 42.1% 131.3% 98.3% 42.1% Expected Move 18.7% 12.1% 31.4% 28.2% 12.1% HV 20d 147.1% 88.2% 176.6% 88.3% 157.9% HV 60d 104.8% 80.2% 118.8% 80.2% 110.2% IV Rank 39.5% 2.3% 100.0% 84.6% 2.3% IV Percentile 44.7% 0.4% 100.0% 98.8% 0.4% Term Structure 1.1% -17.9% 16.1% -12.8% 3.7% VWIV 67.1% 42.7% 109.7% 99.2% 42.7% Skew 25d 4.1% -0.2% 11.7% -0.2% 1.4% Skew 10d 8.0% 0.0% 18.5% 2.9% 4.1% Call IV 25d 64.7% 44.8% 108.1% 100.5% 44.8% Put IV 25d 68.8% 46.2% 115.6% 100.3% 46.2% Bid-Ask Spread % 56.33 28.62 75.46 44.17 75.46 Gamma HHI 0.12 0.09 0.16 0.12 0.16 Net GEX -208.1K -370.0K 220.7K -212.5K -370.0K Net DEX -432.8K -31.7M 8.6M -1.5M 8.0M Net VEX -120.4K -146.1K -102.8K -136.6K -102.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.51 0.04 107.12 3.77 0.25 Total Volume 3,607.455 129 14,432 1,913 458 Total OI 56,020.091 48,746 67,006 51,104 54,154
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 2024-08-01 $18.66 $17.00 98.3% 28.2% 88.3% 84.6% 99.2% -0.2% -12.8% -212.5K -1.5M -136.6K 3.77 44.17 N/A N/A 401 1,512 14,560 36,544 2024-08-02 $18.74 $18.00 109.4% 31.4% 88.2% 100.0% 109.7% 7.4% -17.9% -240.0K -811.8K -139.5K 0.13 52.62 N/A N/A 344 43 14,782 37,745 2024-08-05 $17.16 $19.00 131.3% 28.1% 94.1% 100.0% 102.1% 11.7% -12.2% -274.9K 5.6M -138.2K 17.68 39.21 N/A N/A 587 10,377 14,807 37,765 2024-08-06 $17.54 $19.00 123.8% 26.0% 93.5% 91.9% 92.6% 5.8% -6.7% -355.4K 5.2M -146.1K 107.12 36.74 N/A N/A 78 8,355 15,008 43,829 2024-08-07 $17.94 $19.00 131.2% 24.9% 93.5% 99.9% 88.1% 5.1% -4.9% -255.6K 1.1M -134.5K 0.16 42.12 N/A N/A 5,775 896 15,034 40,467 2024-08-08 $24.52 $19.00 88.9% 21.7% 141.7% 53.5% 77.5% 6.0% 4.5% 138.8K -31.7M -125.5K 0.46 28.62 N/A N/A 4,829 2,245 20,146 40,364 2024-08-09 $23.31 $19.00 66.3% 18.9% 144.1% 28.7% 66.5% 6.2% 6.9% 190.0K -27.2M -120.8K 1.63 43.19 N/A N/A 1,235 2,011 20,466 41,070 2024-08-12 $21.66 $19.00 80.9% 18.6% 147.6% 44.8% 65.8% 6.0% 8.6% 220.7K -19.4M -122.8K 0.47 45.03 N/A N/A 3,373 1,577 20,659 41,329 2024-08-13 $16.71 $19.00 123.8% 18.5% 176.6% 91.8% 65.5% 4.5% 11.2% -306.0K 8.6M -123.3K 1.34 59.93 N/A N/A 6,159 8,273 20,268 42,396 2024-08-14 $16.79 $19.00 64.1% 18.4% 175.8% 26.4% 68.8% 2.0% 8.7% -354.7K 8.3M -123.6K 4.24 64.10 N/A N/A 1,079 4,574 23,524 43,482 2024-08-15 $17.42 $19.00 60.7% 17.4% 176.2% 22.6% 64.2% 4.1% 16.1% -243.7K 4.2M -118.8K 0.12 67.03 N/A N/A 3,109 381 23,236 39,784 2024-08-16 $17.66 $19.00 58.3% 16.7% 175.6% 20.0% 60.0% 3.4% 1.9% -217.2K 3.2M -117.0K 0.54 66.81 N/A N/A 1,325 717 25,064 39,820 2024-08-19 $17.84 $19.00 58.4% 16.8% 175.4% 20.1% 60.5% 2.0% 0.2% -214.2K 544.3K -114.1K 0.31 32.56 N/A N/A 265 81 15,355 33,391 2024-08-20 $17.59 $19.00 55.8% 16.0% 169.7% 17.2% 59.8% 2.4% 0.3% -241.5K 1.2M -112.2K 0.84 62.78 N/A N/A 539 451 15,503 33,414 2024-08-21 $17.51 $19.00 51.1% 14.6% 169.5% 12.1% 52.4% 4.0% 2.6% -253.6K 1.6M -111.8K 0.04 64.38 N/A N/A 3,155 125 15,892 33,543 2024-08-22 $16.61 $17.00 48.4% 13.9% 164.8% 9.2% 49.6% 2.5% 3.9% -242.1K 3.3M -113.5K 0.97 70.38 N/A N/A 983 958 18,501 33,465 2024-08-23 $17.03 $17.00 52.6% 15.1% 162.0% 13.7% 52.9% 1.3% -0.4% -190.2K 1.2M -115.8K 0.11 70.80 N/A N/A 542 60 19,043 34,039 2024-08-26 $17.14 $17.00 51.7% 14.8% 161.2% 12.7% 53.2% 7.2% 0.4% -209.9K 1.0M -112.5K 0.63 71.20 N/A N/A 209 131 19,126 34,068 2024-08-27 $16.66 $17.00 45.9% 13.2% 161.2% 6.4% 49.7% 0.6% 4.0% -253.6K 3.3M -109.1K 0.71 63.26 N/A N/A 114 81 19,149 34,162 2024-08-28 $16.01 $17.00 46.8% 13.4% 160.8% 7.4% 49.3% 3.3% 2.4% -337.7K 6.7M -104.8K 0.79 66.61 N/A N/A 1,023 805 19,190 34,243 2024-08-29 $15.80 $17.00 43.9% 12.6% 158.0% 4.2% 46.8% 2.8% 3.9% -356.0K 8.1M -105.9K 0.95 72.29 N/A N/A 66 63 19,626 34,429 2024-08-30 $15.66 $17.00 42.1% 12.1% 157.9% 2.3% 42.7% 1.4% 3.7% -370.0K 8.0M -102.8K 0.25 75.46 N/A N/A 366 92 19,672 34,482
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