VSAT Options History — December 2024

In December 2024, VSAT traded between $8.34 and $9.95. ATM implied volatility averaged 89.0%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded below realized volatility by 18.0% (HV 20d: 107.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-12-12: Highest Volume — 6,165 contracts
  • 2024-12-20: Largest IV drop — 8.3% change
  • 2024-12-05: Highest IV Rank — 40.7%
  • 2024-12-05: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.13$8.34$9.95$9.95$8.52
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV89.0%81.3%95.1%93.4%86.3%
Expected Move25.6%23.3%27.4%26.8%24.7%
HV 20d107.0%70.3%123.4%123.4%70.3%
HV 60d84.9%81.8%90.8%90.8%85.6%
IV Rank36.0%30.0%40.7%39.4%33.9%
IV Percentile78.4%69.0%86.1%84.9%73.8%
Term Structure6.1%-6.6%13.2%3.8%11.2%
VWIV92.3%83.4%99.4%99.4%89.9%
Skew 25d-3.7%-9.3%1.9%-4.7%-3.2%
Skew 10d-7.6%-33.1%5.9%5.2%-10.8%
Call IV 25d95.0%87.6%105.3%105.3%92.1%
Put IV 25d91.4%83.9%100.6%100.6%88.9%
Bid-Ask Spread %57.2843.9571.6648.9769.86
Gamma HHI0.140.110.170.120.16
Net GEX104.9K71.7K147.4K101.8K91.8K
Net DEX-3.9M-6.9M540.4K-6.5M-2.6M
Net VEX-94.4K-105.2K-86.2K-100.3K-89.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.021.840.200.68
Total Volume2,722.3818376,1655,3521,319
Total OI67,753.33357,11875,61263,21962,433

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$9.95$10.0093.4%26.8%123.4%39.4%99.4%-4.7%3.8%101.8K-6.5M-100.3K0.2048.97N/AN/A4,45989339,98723,232
2024-12-03$9.82$10.0092.2%26.4%119.6%38.4%95.5%-4.3%2.7%120.4K-6.9M-100.3K0.2243.95N/AN/A1,64436542,03723,506
2024-12-04$9.41$10.0091.5%26.2%120.2%37.9%94.3%1.9%2.4%103.7K-4.7M-96.2K0.3444.35N/AN/A2,79395142,31423,722
2024-12-05$8.82$10.0095.1%27.4%121.9%40.7%97.8%-6.4%4.1%77.3K-2.1M-89.7K0.2047.04N/AN/A3,47368042,73824,408
2024-12-06$8.77$10.0089.3%26.0%119.1%36.2%94.1%-6.8%8.2%71.7K-1.6M-87.5K0.1451.72N/AN/A1,31818542,31824,479
2024-12-09$9.55$10.0092.8%26.9%121.4%38.9%96.4%-3.2%1.7%122.7K-5.6M-94.2K0.8448.07N/AN/A2,3741,99143,22924,504
2024-12-10$9.28$10.0087.4%25.6%121.8%34.7%92.2%-5.1%6.5%96.8K-3.2M-91.3K0.3654.68N/AN/A80428943,68125,847
2024-12-11$9.57$10.0091.0%26.1%120.4%37.5%94.7%-2.9%4.2%117.8K-4.8M-93.5K0.0256.00N/AN/A4,65411244,00125,969
2024-12-12$9.20$10.0090.9%26.1%119.3%37.4%95.8%-7.2%5.9%116.1K-4.2M-96.2K0.0560.56N/AN/A5,87329247,72126,003
2024-12-13$9.39$10.0088.0%25.2%118.7%35.2%93.1%-4.9%6.4%144.7K-6.3M-105.2K0.2464.47N/AN/A1,17528749,56226,050
2024-12-16$9.43$10.0091.6%26.3%117.8%38.0%93.5%-1.2%5.3%147.4K-6.2M-102.6K0.4157.58N/AN/A1,06443849,22726,114
2024-12-17$9.07$10.0089.4%25.6%118.4%36.2%90.5%-5.9%7.7%111.6K-3.7M-97.5K0.1252.19N/AN/A1,30516049,34326,233
2024-12-18$8.36$10.0088.8%25.4%119.3%35.8%89.8%-7.2%5.6%73.0K540.4K-87.5K0.8170.52N/AN/A1,20698249,05926,150
2024-12-19$8.66$10.0088.7%25.4%119.6%35.7%91.0%0.4%-6.6%72.7K-648.2K-90.5K0.1858.39N/AN/A2,27540149,42126,119
2024-12-20$8.75$10.0081.3%23.3%94.5%30.0%83.4%-4.8%13.2%80.4K-996.4K-91.3K1.8465.67N/AN/A8981,64948,69125,517
2024-12-23$9.11$10.0085.9%24.6%89.6%33.6%87.8%1.5%7.6%90.2K-4.6M-94.0K0.0755.90N/AN/A3,46125737,06320,055
2024-12-24$9.20$10.0085.7%24.6%88.4%33.4%88.9%0.8%9.8%126.3K-5.4M-95.9K1.0665.36N/AN/A86891639,55620,202
2024-12-26$9.50$10.0083.7%24.0%77.5%31.9%86.9%-0.1%10.5%141.5K-6.9M-98.2K0.3454.21N/AN/A2,01468239,60920,557
2024-12-27$8.93$10.0086.0%24.7%71.8%33.7%90.5%-9.3%11.0%114.8K-4.6M-94.7K0.6061.70N/AN/A52231539,95420,946
2024-12-30$8.34$10.0090.1%25.8%75.0%36.8%91.9%-4.1%6.2%80.9K-1.9M-86.2K0.3571.66N/AN/A1,34947740,08921,174
2024-12-31$8.52$10.0086.3%24.7%70.3%33.9%89.9%-3.2%11.2%91.8K-2.6M-89.0K0.6869.86N/AN/A78353640,88721,546