VSAT Options History — February 2025

In February 2025, VSAT traded between $8.64 and $11.29. ATM implied volatility averaged 94.5%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded below realized volatility by 40.7% (HV 20d: 135.3%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.69.

Notable Days

  • 2025-02-07: Highest Volume — 8,307 contracts
  • 2025-02-07: Largest IV drop — 22.5% change
  • 2025-02-03: Highest IV Rank — 61.9%
  • 2025-02-03: Largest Expected Move — 35.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.30$8.64$11.29$9.29$8.71
Max Pain$9.11$9.00$10.00$10.00$9.00
ATM IV94.5%81.8%122.7%122.7%81.8%
Expected Move26.8%23.4%35.2%35.2%23.4%
HV 20d135.3%103.1%163.4%145.5%103.1%
HV 60d119.6%111.6%127.1%116.0%111.6%
IV Rank40.2%30.4%61.9%61.9%30.4%
IV Percentile71.4%53.6%96.0%96.0%53.6%
Term Structure-4.1%-19.6%3.9%-19.6%-0.8%
VWIV95.6%82.3%125.5%124.7%86.0%
Skew 25d-3.1%-9.0%3.9%-9.0%-0.1%
Skew 10d-12.4%-27.7%2.8%-27.7%-4.1%
Call IV 25d97.3%83.3%129.3%129.3%85.3%
Put IV 25d94.1%82.3%122.1%120.3%85.2%
Bid-Ask Spread %61.5535.3376.6335.3366.94
Gamma HHI0.110.090.150.090.12
Net GEX81.0K12.0K239.2K89.4K50.9K
Net DEX-6.9M-17.4M-3.0M-6.4M-4.4M
Net VEX-107.2K-122.7K-96.7K-112.1K-97.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.172.870.461.13
Total Volume2,740.6847978,3078781,034
Total OI71,293.47463,90980,44867,35864,550

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$9.29$10.00122.7%35.2%145.5%61.9%124.7%-9.0%-19.6%89.4K-6.4M-112.1K0.4635.33N/AN/A60327540,16727,191
2025-02-04$9.30$10.00120.0%34.4%145.3%59.8%123.3%-3.3%-17.9%87.2K-5.9M-110.4K0.2240.81N/AN/A91420140,34227,330
2025-02-05$9.23$9.00122.7%35.2%141.4%61.8%125.5%-8.0%-18.2%86.0K-5.9M-109.9K0.8341.00N/AN/A71659640,64627,486
2025-02-06$9.48$9.00117.5%28.6%141.3%57.8%102.7%-4.1%-7.1%100.5K-7.1M-112.1K0.3759.39N/AN/A2,14880040,85927,936
2025-02-07$11.29$9.0091.0%25.9%152.4%37.5%93.2%-1.2%-0.1%239.2K-17.4M-122.7K0.3554.41N/AN/A6,1592,14842,34327,759
2025-02-10$11.04$9.0088.3%25.0%152.2%35.4%88.6%-2.8%2.4%226.1K-15.5M-117.1K0.6952.39N/AN/A2,6411,82542,22227,565
2025-02-11$8.95$9.0092.7%26.2%163.4%38.8%89.6%-7.0%1.9%48.3K-3.0M-99.5K0.7664.66N/AN/A4,3173,27542,48428,552
2025-02-12$8.95$9.0093.6%26.8%163.2%39.5%93.8%-1.2%-1.5%56.8K-3.3M-103.5K0.9468.04N/AN/A2,6082,44544,49629,417
2025-02-13$9.07$9.0092.0%26.4%162.3%38.3%92.0%-1.0%-2.6%53.6K-4.0M-105.8K2.8767.92N/AN/A8622,47545,53430,250
2025-02-14$9.14$9.0085.5%24.5%161.5%33.3%91.3%3.9%3.9%73.4K-8.4M-113.5K0.6076.63N/AN/A1,8001,08448,98630,524
2025-02-18$9.30$9.0087.6%25.1%160.4%34.9%90.6%-7.6%1.0%62.9K-7.7M-110.1K0.7162.86N/AN/A1,09577349,17430,749
2025-02-19$9.32$9.0088.7%25.4%120.9%35.7%89.6%-8.6%-2.6%63.9K-8.1M-109.7K0.4668.32N/AN/A77535649,42930,804
2025-02-20$9.30$9.0088.0%25.2%116.5%35.2%90.5%-1.6%-1.1%79.2K-7.8M-107.9K0.4672.23N/AN/A70532449,62930,819
2025-02-21$9.11$9.0083.9%24.1%112.2%32.1%92.9%-4.4%0.1%12.0K-6.1M-106.0K0.8274.06N/AN/A1,9831,62049,62730,760
2025-02-24$9.14$9.0085.9%24.6%112.3%33.6%85.5%-1.9%-0.5%73.1K-6.7M-105.3K0.2067.91N/AN/A2,40347438,98124,928
2025-02-25$8.71$9.0084.9%24.4%106.2%32.8%87.2%-0.7%-5.1%49.4K-4.6M-99.4K0.3165.57N/AN/A71722439,01825,181
2025-02-26$8.64$9.0085.2%24.4%106.2%33.1%87.0%0.0%-5.4%43.0K-4.3M-98.1K0.1767.12N/AN/A68211539,09425,181
2025-02-27$8.66$9.0084.2%24.1%103.3%32.3%82.3%-1.0%-4.7%43.7K-4.2M-96.7K0.8563.86N/AN/A48841339,34025,223
2025-02-28$8.71$9.0081.8%23.4%103.1%30.4%86.0%-0.1%-0.8%50.9K-4.4M-97.1K1.1366.94N/AN/A48554939,58924,961