VSAT Options History — September 2024

In September 2024, VSAT traded between $11.93 and $17.28. ATM implied volatility averaged 69.9%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded below realized volatility by 37.7% (HV 20d: 107.6%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.20.

Notable Days

  • 2024-09-13: Highest Volume — 17,294 contracts
  • 2024-09-13: Largest IV spike — 23.9% change
  • 2024-09-13: Highest IV Rank — 43.3%
  • 2024-09-13: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.86$11.93$17.28$15.31$11.93
Max Pain$16.10$15.00$17.00$17.00$15.00
ATM IV69.9%48.4%80.7%48.4%70.7%
Expected Move19.6%13.9%23.1%13.9%20.3%
HV 20d107.6%70.7%163.0%155.3%100.3%
HV 60d117.2%110.3%121.5%110.3%118.8%
IV Rank31.3%9.2%43.3%9.2%32.0%
IV Percentile56.7%4.4%83.3%4.4%59.5%
Term Structure7.2%-8.3%14.8%0.8%14.8%
VWIV71.1%50.3%82.7%50.3%75.6%
Skew 25d2.2%-5.8%7.9%3.3%0.7%
Skew 10d3.1%-24.7%20.4%4.6%2.5%
Call IV 25d70.8%46.9%82.6%46.9%74.5%
Put IV 25d73.0%50.2%85.7%50.2%75.2%
Bid-Ask Spread %58.1837.3280.2774.8461.12
Gamma HHI0.180.080.650.170.09
Net GEX-360.4K-908.0K-66.6K-409.0K-66.6K
Net DEX11.7M-1.3M22.7M10.1M6.4M
Net VEX-99.8K-120.3K-76.3K-96.4K-78.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.200.2016.310.832.46
Total Volume2,867.0531517,2942,5871,936
Total OI55,742.336,91970,96954,35139,147

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$15.31$17.0048.4%13.9%155.3%9.2%50.3%3.3%0.8%-409.0K10.1M-96.4K0.8374.84N/AN/A1,4131,17419,79534,556
2024-09-04$15.07$17.0059.7%17.1%154.9%21.6%69.5%-5.8%-8.3%-375.9K10.3M-104.5K0.7380.27N/AN/A44332520,72135,310
2024-09-05$17.28$16.0062.6%16.6%163.0%22.9%57.0%4.6%9.5%-169.0K-1.3M-112.5K0.2849.45N/AN/A71419720,74635,326
2024-09-06$17.28$16.0068.7%17.9%113.2%29.8%63.0%7.9%8.8%-168.9K-1.3M-116.1K3.4757.02N/AN/A1,0463,62921,12235,366
2024-09-09$16.07$17.0074.1%18.5%114.3%35.8%64.8%1.7%8.4%-372.5K7.0M-120.3K0.8754.54N/AN/A33328921,51638,579
2024-09-10$14.91$17.0079.6%20.1%114.4%42.0%73.0%4.9%5.7%-420.1K13.3M-114.0K0.7650.96N/AN/A61146321,61238,628
2024-09-11$14.90$17.0069.9%20.0%70.7%31.1%71.5%1.9%7.2%-444.2K13.9M-113.5K0.9759.25N/AN/A17416921,77038,863
2024-09-12$15.04$17.0065.1%18.7%70.8%25.8%63.5%3.4%12.4%-505.8K13.6M-112.4K2.3955.75N/AN/A9322221,87839,000
2024-09-13$12.48$17.0080.7%23.1%93.8%43.3%82.7%3.2%2.4%-376.8K22.7M-92.8K3.8438.15N/AN/A3,57213,72221,91739,123
2024-09-16$13.57$17.0077.9%22.3%99.9%40.1%80.9%1.5%4.0%-655.9K19.0M-106.5K0.4345.04N/AN/A1,61769924,18545,881
2024-09-17$12.93$17.0074.7%21.4%100.2%36.6%77.0%3.1%8.0%-656.3K22.7M-101.3K4.8546.47N/AN/A1,0455,07124,80646,163
2024-09-18$12.62$16.0074.7%21.4%100.3%36.5%76.8%-3.0%8.1%-550.2K22.1M-96.2K0.5453.77N/AN/A1,06057125,20842,787
2024-09-19$12.91$16.0070.4%20.2%101.2%31.7%75.4%1.6%8.3%-590.0K20.3M-96.9K0.2037.32N/AN/A1,93038925,98742,702
2024-09-20$12.96$15.0072.5%20.8%100.4%34.1%73.5%4.4%4.9%-908.0K17.9M-95.2K0.5164.97N/AN/A90346227,00541,220
2024-09-23$12.73$15.0067.7%19.4%99.4%28.6%69.1%7.5%5.4%-119.8K7.1M-90.3K1.3868.02N/AN/A36249817,16823,445
2024-09-24$12.89$15.0067.0%19.2%99.6%27.9%70.5%3.4%12.1%-114.0K6.3M-93.3K1.1968.04N/AN/A59871117,42123,823
2024-09-25$12.21$15.0069.6%20.0%100.5%30.8%76.3%-2.6%12.2%-121.2K8.1M-89.4K1.2071.31N/AN/A20824917,90924,485
2024-09-26$12.02$15.0070.1%20.1%100.1%31.4%75.8%-0.0%9.8%-117.5K8.4M-89.8K16.3166.46N/AN/A4186,81718,02824,729
2024-09-27$12.07$15.0073.8%21.2%100.3%35.5%75.6%1.6%9.1%-67.0K6.5M-76.3K0.7160.77N/AN/A1,8761,33218,20918,710
2024-09-30$11.93$15.0070.7%20.3%100.3%32.0%75.6%0.7%14.8%-66.6K6.4M-78.4K2.4661.12N/AN/A5591,37719,64719,500