VSAT Options History — October 2024 In October 2024, VSAT traded between $9.64 and $11.73. ATM implied volatility averaged 99.4%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 37.6% (HV 20d: 61.7%). Max pain ranged from $11.00 to $15.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2024-10-15 : Highest Volume — 2,474 contracts2024-10-09 : Largest IV spike — 20.4% change2024-10-31 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.81 $9.64 $11.73 $11.71 $9.64 Max Pain $12.22 $11.00 $15.00 $15.00 $11.00 ATM IV 99.4% 71.5% 133.0% 71.5% 133.0% Expected Move 29.2% 20.5% 38.1% 20.5% 38.1% HV 20d 61.7% 40.8% 100.4% 100.3% 51.2% HV 60d 114.5% 108.4% 118.5% 118.4% 108.7% IV Rank 64.1% 32.9% 100.0% 32.9% 100.0% IV Percentile 89.1% 60.7% 100.0% 60.7% 100.0% Term Structure -14.3% -33.8% 17.9% 14.0% -33.8% VWIV 102.7% 75.9% 135.2% 75.9% 135.2% Skew 25d 5.3% -3.4% 10.6% 0.3% -1.1% Skew 10d 8.7% -3.0% 17.4% 0.9% 0.3% Call IV 25d 100.1% 72.3% 136.5% 76.5% 136.5% Put IV 25d 105.4% 73.1% 135.3% 76.8% 135.3% Bid-Ask Spread % 35.86 20.77 65.04 65.04 24.91 Gamma HHI 0.14 0.10 0.50 0.10 0.12 Net GEX -28.9K -71.1K 220.5K -71.1K -25.1K Net DEX 6.8M 4.3M 9.1M 7.2M 5.8M Net VEX -76.2K -85.1K -68.4K -80.9K -68.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.08 2.96 0.25 0.76 Total Volume 1,010.565 360 2,474 1,693 1,959 Total OI 43,247.522 38,986 49,640 40,727 42,692
Daily Data (23 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 2024-10-01 $11.71 $15.00 71.5% 20.5% 100.3% 32.9% 75.9% 0.3% 14.0% -71.1K 7.2M -80.9K 0.25 65.04 N/A N/A 1,350 343 20,055 20,672 2024-10-02 $11.39 $15.00 72.8% 20.9% 100.4% 34.4% 78.7% 0.7% 17.9% -67.3K 7.6M -82.1K 2.96 63.73 N/A N/A 91 269 21,072 21,124 2024-10-03 $11.09 $12.00 73.8% 24.9% 83.1% 35.5% 88.4% 6.5% -5.1% -70.4K 8.2M -78.1K 0.94 27.05 N/A N/A 776 727 21,134 21,349 2024-10-04 $11.51 $12.00 71.9% 25.1% 85.4% 33.3% 88.1% 5.4% -6.4% -69.1K 7.5M -83.5K 1.29 37.40 N/A N/A 193 249 21,719 21,877 2024-10-07 $11.20 $12.00 77.2% 26.5% 83.2% 39.3% 90.2% 7.2% -9.3% -67.7K 8.3M -79.5K 1.53 30.12 N/A N/A 148 226 21,886 22,029 2024-10-08 $10.95 $12.00 77.5% 26.7% 80.5% 39.7% 93.4% 6.9% -10.5% -66.8K 8.6M -77.4K 0.48 20.77 N/A N/A 331 159 21,931 22,084 2024-10-09 $11.16 $12.00 93.4% 26.8% 81.3% 57.5% 93.6% 6.4% -9.8% -67.8K 8.1M -78.6K 2.92 36.30 N/A N/A 134 391 22,176 21,913 2024-10-10 $10.59 $12.00 92.1% 26.4% 81.9% 56.0% 91.4% 2.9% -8.7% -64.7K 9.1M -72.4K 0.36 31.41 N/A N/A 1,043 373 22,243 21,937 2024-10-11 $10.91 $12.00 96.4% 27.6% 53.8% 60.8% 96.8% 7.1% -13.2% -59.1K 8.3M -76.2K 0.22 36.46 N/A N/A 406 90 22,797 21,894 2024-10-14 $11.02 $12.00 97.4% 27.9% 42.6% 62.0% 97.6% 4.7% -12.6% -52.3K 8.0M -76.7K 1.71 33.71 N/A N/A 556 950 23,160 21,924 2024-10-15 $10.70 $12.00 104.2% 29.9% 40.8% 69.6% 104.1% 6.0% -17.6% -48.4K 8.6M -73.6K 0.08 26.40 N/A N/A 2,282 192 23,421 22,474 2024-10-16 $11.04 $12.00 107.5% 30.8% 42.9% 73.3% 105.8% 10.1% -19.5% 145.0K 6.8M -77.7K 1.40 28.52 N/A N/A 904 1,264 25,360 22,557 2024-10-17 $11.73 $12.00 101.2% 29.0% 48.1% 66.3% 101.5% 8.9% -13.9% -29.9K 4.3M -85.1K 0.32 31.04 N/A N/A 533 173 25,660 23,746 2024-10-18 $11.11 $12.00 105.6% 30.3% 51.1% 71.2% 107.6% 8.4% -17.3% 220.5K 6.2M -79.3K 1.22 35.82 N/A N/A 468 569 25,878 23,762 2024-10-21 $10.79 $12.00 104.4% 29.9% 51.5% 69.9% 106.5% 5.5% -15.2% -35.2K 4.9M -75.7K 0.25 32.52 N/A N/A 528 134 20,158 18,828 2024-10-22 $10.57 $12.00 109.3% 31.3% 51.1% 75.3% 108.0% 3.5% -18.6% -35.1K 5.1M -73.8K 0.28 35.18 N/A N/A 356 98 20,380 19,006 2024-10-23 $10.36 $12.00 109.9% 31.5% 48.5% 76.0% 110.3% 7.6% -20.0% -35.4K 5.7M -71.3K 0.59 37.64 N/A N/A 478 282 20,657 19,050 2024-10-24 $10.20 $12.00 107.2% 30.7% 48.5% 72.9% 110.9% 10.6% -18.5% -36.8K 5.9M -70.4K 0.90 38.83 N/A N/A 539 485 20,798 19,249 2024-10-25 $10.25 $12.00 110.9% 31.8% 48.6% 77.1% 109.4% 7.8% -20.2% -35.6K 5.8M -71.8K 0.63 48.84 N/A N/A 455 286 21,169 19,613 2024-10-28 $10.29 $12.00 119.0% 34.1% 48.7% 86.2% 119.2% 6.2% -28.0% -35.9K 5.5M -72.4K 0.10 35.46 N/A N/A 657 67 21,384 19,751 2024-10-29 $10.29 $12.00 122.4% 35.1% 48.6% 90.0% 120.4% 3.7% -30.3% -31.6K 5.1M -73.4K 0.22 37.11 N/A N/A 917 206 21,926 19,793 2024-10-30 $10.23 $12.00 126.9% 36.4% 48.0% 95.1% 129.1% -3.4% -31.6% -25.5K 4.9M -74.3K 0.18 30.51 N/A N/A 514 92 22,459 19,946 2024-10-31 $9.64 $11.00 133.0% 38.1% 51.2% 100.0% 135.2% -1.1% -33.8% -25.1K 5.8M -68.4K 0.76 24.91 N/A N/A 1,111 848 22,719 19,973
« Sep 2024 | All History | Nov 2024 » Home VSAT History October 2024