VSAT Options History — January 2025

In January 2025, VSAT traded between $7.58 and $11.82. ATM implied volatility averaged 101.2%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded below realized volatility by 12.0% (HV 20d: 113.2%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.81.

Notable Days

  • 2025-01-21: Highest Volume — 15,081 contracts
  • 2025-01-13: Largest IV spike — 20.6% change
  • 2025-01-14: Highest IV Rank — 58.5%
  • 2025-01-31: Largest Expected Move — 32.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.54$7.58$11.82$9.38$9.48
Max Pain$9.25$8.00$10.00$10.00$10.00
ATM IV101.2%84.4%118.3%91.9%113.1%
Expected Move28.8%24.2%32.4%26.4%32.4%
HV 20d113.2%78.4%151.2%79.3%149.3%
HV 60d102.2%88.0%117.7%88.0%117.3%
IV Rank45.3%32.5%58.5%38.2%54.5%
IV Percentile87.1%70.2%95.2%81.7%94.0%
Term Structure-4.1%-11.5%9.9%4.4%-11.5%
VWIV102.9%91.3%116.2%92.1%116.2%
Skew 25d-5.6%-14.6%1.3%-1.7%-14.6%
Skew 10d-11.3%-41.1%7.4%-8.8%-12.0%
Call IV 25d105.6%91.7%123.5%94.4%123.5%
Put IV 25d99.9%83.5%109.2%92.7%108.9%
Bid-Ask Spread %42.7424.7959.6859.6846.96
Gamma HHI0.130.090.230.190.09
Net GEX119.4K-4.4K231.3K146.2K91.6K
Net DEX-7.1M-18.2M3.4M-6.6M-6.9M
Net VEX-105.9K-130.8K-79.3K-97.9K-114.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.078.100.290.48
Total Volume4,368.251,14615,0814,0981,470
Total OI67,963.4555,19079,39863,20966,762

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$9.38$10.0091.9%26.4%79.3%38.2%92.1%-1.7%4.4%146.2K-6.6M-97.9K0.2959.68N/AN/A3,18091841,17222,037
2025-01-03$9.15$10.0084.4%24.2%78.4%32.5%91.3%-8.2%9.9%155.7K-5.7M-95.9K0.2650.74N/AN/A1,88349842,65522,465
2025-01-06$10.01$9.0092.0%27.7%80.9%38.3%97.9%-1.7%-1.2%231.3K-11.0M-104.1K0.4143.42N/AN/A4,6081,87843,61522,598
2025-01-07$9.66$9.0090.4%27.9%82.2%37.0%97.1%-4.3%-2.8%218.8K-8.9M-103.7K0.8840.74N/AN/A60953745,29523,774
2025-01-08$9.09$9.0087.5%27.3%79.6%34.8%97.6%-5.5%-1.2%172.1K-5.2M-96.0K8.1033.70N/AN/A4293,47345,53623,841
2025-01-10$8.84$9.0095.5%28.0%79.6%40.9%97.5%1.3%-2.0%119.0K-1.8M-96.5K0.9344.30N/AN/A1,1161,03345,62626,748
2025-01-13$7.71$9.00115.2%28.3%91.6%56.1%99.0%-2.5%-3.3%5.7K3.2M-80.7K0.4652.31N/AN/A2,9141,32645,91926,814
2025-01-14$7.58$9.00118.3%28.4%91.0%58.5%102.9%-7.6%-1.2%-4.4K3.4M-79.3K0.0755.72N/AN/A5,44139346,04226,790
2025-01-15$8.00$9.00104.0%29.8%93.2%47.4%104.9%-6.8%-5.3%30.3K514.7K-87.2K0.1645.02N/AN/A8,3931,36548,23426,723
2025-01-16$8.41$8.00100.2%28.7%95.4%44.6%101.0%-3.9%-4.1%70.6K-1.3M-92.6K0.7049.50N/AN/A2,8992,04351,58627,047
2025-01-17$8.89$8.00100.0%28.7%96.9%44.4%100.1%-1.2%-2.6%76.2K-3.3M-99.9K0.6651.06N/AN/A3,9792,61051,58727,811
2025-01-21$11.82$8.00100.6%28.8%136.0%44.8%104.7%-4.3%-5.6%142.1K-18.2M-121.6K0.2524.79N/AN/A12,0942,98733,12222,068
2025-01-22$10.71$9.00101.8%29.2%141.8%45.8%101.5%-7.8%-6.8%159.9K-13.5M-121.1K0.9031.40N/AN/A2,8252,54637,98823,925
2025-01-23$11.57$9.0097.7%28.0%143.8%42.6%98.6%-5.1%-4.3%176.9K-17.4M-130.8K0.1031.34N/AN/A2,56125738,17926,030
2025-01-24$11.48$10.0097.4%27.9%143.6%42.4%101.6%-6.0%-4.6%176.0K-17.0M-129.3K0.1741.18N/AN/A1,62728238,35126,116
2025-01-27$10.21$10.00105.3%30.2%150.7%48.5%109.1%-8.2%-8.3%123.6K-10.5M-120.3K0.2335.32N/AN/A1,27429138,89226,190
2025-01-28$10.16$10.00107.9%30.9%150.4%50.5%112.3%-2.3%-10.6%123.6K-10.2M-118.9K0.2940.98N/AN/A3,24793038,96626,140
2025-01-29$9.43$10.00109.6%31.4%151.2%51.8%115.7%-11.6%-11.0%92.1K-6.7M-115.5K0.4338.24N/AN/A1,44462539,31426,940
2025-01-30$9.23$10.00111.9%32.1%149.2%53.5%116.2%-11.2%-9.7%80.8K-5.8M-111.7K0.4138.37N/AN/A98239839,43026,941
2025-01-31$9.48$10.00113.1%32.4%149.3%54.5%116.2%-14.6%-11.5%91.6K-6.9M-114.9K0.4846.96N/AN/A99347739,68327,079