VSAT Options History — November 2024

In November 2024, VSAT traded between $6.78 and $10.48. ATM implied volatility averaged 105.8%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 30.9% (HV 20d: 74.9%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.80.

Notable Days

  • 2024-11-22: Highest Volume — 12,295 contracts
  • 2024-11-07: Largest IV drop — 45.9% change
  • 2024-11-01: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 40.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.76$6.78$10.48$9.46$9.27
Max Pain$12.35$10.00$15.00$11.00$10.00
ATM IV105.8%81.4%172.4%139.6%94.6%
Expected Move26.5%21.5%40.0%40.0%27.1%
HV 20d74.9%48.6%122.4%48.6%120.9%
HV 60d79.1%69.9%94.1%85.4%89.2%
IV Rank50.5%30.1%100.0%100.0%40.3%
IV Percentile87.8%78.2%100.0%100.0%86.1%
Term Structure-1.3%-33.6%6.5%-33.6%-0.7%
VWIV96.6%81.8%141.6%141.6%102.0%
Skew 25d0.6%-14.8%7.2%5.8%-1.3%
Skew 10d2.1%-23.9%29.1%29.1%6.1%
Call IV 25d97.3%80.1%140.4%140.4%102.5%
Put IV 25d97.8%81.4%146.2%146.2%101.2%
Bid-Ask Spread %54.4621.3473.4221.3458.95
Gamma HHI0.120.080.180.110.12
Net GEX-5.6K-57.4K90.6K-22.4K74.2K
Net DEX3.7M-4.8M8.4M6.0M-3.6M
Net VEX-68.6K-96.9K-43.9K-68.1K-94.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.093.260.200.25
Total Volume3,394.8564312,2951,1381,492
Total OI50,783.3543,21662,51043,84362,510

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$9.46$11.00139.6%40.0%48.6%100.0%141.6%5.8%-33.6%-22.4K6.0M-68.1K0.2021.34N/AN/A95018823,19820,645
2024-11-04$10.30$15.00161.3%31.5%58.5%100.0%111.4%2.0%-7.7%-13.4K3.9M-77.1K0.2841.72N/AN/A1,42639923,56020,728
2024-11-05$10.48$15.00172.4%30.8%58.6%100.0%108.6%4.0%-9.4%-9.4K3.5M-78.5K0.1346.59N/AN/A3,49543924,50720,981
2024-11-06$10.27$15.00170.8%29.7%58.4%98.7%107.2%1.5%-9.6%18.9K3.1M-78.8K0.6742.55N/AN/A1,38093027,14421,258
2024-11-07$9.51$15.0092.5%21.5%61.6%38.6%82.7%-1.6%4.3%-24.3K7.0M-65.2K0.7360.22N/AN/A2,2321,63627,71421,770
2024-11-08$8.98$15.0085.5%22.8%62.8%33.3%81.8%6.6%0.9%-42.6K8.1M-61.6K1.2857.84N/AN/A1,1781,51328,76721,990
2024-11-11$8.84$14.00105.3%23.4%62.4%48.5%81.9%7.2%-1.9%-47.0K7.6M-60.9K0.7766.68N/AN/A36328029,56822,185
2024-11-12$8.39$14.00116.2%23.7%63.8%56.9%84.5%-1.4%1.2%-54.5K8.2M-57.1K2.8670.74N/AN/A4311,23129,84122,168
2024-11-13$7.93$12.5086.2%24.7%63.4%33.8%85.7%5.6%-2.1%-57.4K8.4M-54.6K0.7273.42N/AN/A51236729,91422,674
2024-11-14$7.71$12.5084.9%24.3%56.6%32.8%86.2%-2.3%-2.4%-48.0K7.6M-52.9K0.6870.07N/AN/A87459330,09621,641
2024-11-15$7.49$12.5081.4%23.3%55.3%30.1%82.4%3.6%4.1%-31.8K7.7M-50.1K1.4567.27N/AN/A52075530,68121,398
2024-11-18$7.29$12.5082.8%23.8%55.2%31.2%83.4%4.8%4.8%-28.7K6.2M-48.4K1.2565.59N/AN/A65181124,46718,749
2024-11-19$6.78$11.0081.5%23.4%58.3%30.2%82.9%1.2%5.5%-24.4K6.0M-43.9K3.2662.16N/AN/A6182,01424,98018,444
2024-11-20$6.89$11.0086.7%24.9%59.9%34.2%108.3%2.7%4.4%-34.1K6.2M-47.6K0.1259.96N/AN/A4,21552025,39120,122
2024-11-21$8.48$11.00104.5%30.0%100.8%47.9%104.1%-6.7%3.9%-14.9K2.3M-68.8K0.0956.05N/AN/A9,98589025,92920,606
2024-11-22$9.30$10.0096.9%27.8%107.0%42.0%103.3%-14.8%-0.3%36.9K-2.8M-86.8K0.2542.55N/AN/A9,8112,48431,81521,073
2024-11-25$9.68$10.0089.6%25.7%108.1%36.4%96.1%0.2%6.5%67.2K-4.7M-93.7K0.0945.98N/AN/A5,75249935,58122,105
2024-11-26$8.59$10.0096.0%27.5%115.7%41.3%101.0%-3.9%0.9%52.7K-1.3M-86.5K0.2638.46N/AN/A2,66268238,01522,263
2024-11-27$9.52$10.0086.7%24.9%122.4%34.2%96.1%-1.5%4.6%90.6K-4.8M-96.9K0.6241.03N/AN/A1,9271,19238,83322,356
2024-11-29$9.27$10.0094.6%27.1%120.9%40.3%102.0%-1.3%-0.7%74.2K-3.6M-94.8K0.2558.95N/AN/A1,19030239,41023,100