VSAT Options History — April 2025

In April 2025, VSAT traded between $7.54 and $10.29. ATM implied volatility averaged 86.6%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 18.1% (HV 20d: 104.7%). Max pain ranged from $9.00 to $11.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2025-04-07: Highest Volume — 2,253 contracts
  • 2025-04-09: Largest IV drop — 36.5% change
  • 2025-04-08: Highest IV Rank — 70.3%
  • 2025-04-08: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.76$7.54$10.29$9.79$9.23
Max Pain$9.38$9.00$11.00$11.00$9.00
ATM IV86.6%68.2%133.7%78.1%74.5%
Expected Move23.6%19.6%28.4%21.0%21.3%
HV 20d104.7%80.2%120.7%84.4%100.5%
HV 60d107.6%96.1%119.3%113.3%96.3%
IV Rank34.1%20.0%70.3%27.6%24.8%
IV Percentile52.1%21.4%98.4%41.3%29.8%
Term Structure4.4%-5.0%14.3%-5.0%7.0%
VWIV81.7%68.7%100.0%74.7%73.1%
Skew 25d8.9%-0.8%16.9%-0.8%6.9%
Skew 10d10.6%-7.4%28.1%-7.4%6.7%
Call IV 25d79.2%68.6%92.8%80.5%70.0%
Put IV 25d88.1%75.8%107.0%79.7%76.9%
Bid-Ask Spread %60.7446.6971.2358.5071.23
Gamma HHI0.100.080.110.100.09
Net GEX44.1K16.9K85.1K61.5K69.6K
Net DEX-6.6M-11.7M-1.9M-9.4M-9.4M
Net VEX-94.4K-110.5K-84.6K-107.4K-93.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.032.382.380.50
Total Volume1,037.1432042,2531,936204
Total OI58,656.47655,36361,89256,50858,381

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$9.79$11.0078.1%21.0%84.4%27.6%74.7%-0.8%-5.0%61.5K-9.4M-107.4K2.3858.50N/AN/A5731,36334,54221,966
2025-04-02$10.29$11.0076.2%20.8%80.2%26.1%71.1%3.4%4.7%85.1K-11.7M-110.5K0.0846.69N/AN/A6965534,63322,463
2025-04-03$9.32$11.0090.4%22.7%88.1%37.1%80.4%1.3%4.0%46.7K-7.8M-103.0K0.1550.81N/AN/A1,88528335,04322,482
2025-04-04$9.06$10.00104.7%27.1%88.2%48.0%95.4%12.3%1.8%43.0K-7.2M-102.1K0.4360.34N/AN/A1,42761335,07222,516
2025-04-07$8.25$9.00124.0%28.4%93.7%62.8%98.0%11.3%2.6%29.2K-4.4M-94.3K0.5963.89N/AN/A1,42083335,89722,545
2025-04-08$7.54$10.00133.7%28.4%98.1%70.3%100.0%14.1%-0.5%19.0K-1.9M-84.6K0.8563.23N/AN/A97882736,42422,620
2025-04-09$8.89$9.0085.0%24.4%116.5%32.9%82.3%16.9%2.6%34.5K-6.4M-98.5K0.1165.81N/AN/A1,70119236,98923,121
2025-04-10$8.09$9.0089.4%25.6%120.7%36.3%87.9%9.3%3.3%26.1K-3.7M-91.1K0.1365.99N/AN/A1,39417837,07423,036
2025-04-11$8.40$9.0093.0%26.7%120.7%39.0%87.2%8.3%-1.2%34.8K-5.1M-93.6K0.0562.31N/AN/A2181038,05022,986
2025-04-14$8.54$9.0082.1%23.5%118.0%30.7%85.6%9.3%6.3%31.9K-5.6M-92.5K1.1454.25N/AN/A37642838,15522,994
2025-04-15$8.54$9.0079.3%22.7%117.3%28.5%82.2%3.5%5.7%26.1K-5.5M-92.9K1.8361.29N/AN/A28251538,37523,130
2025-04-16$8.17$9.0086.3%24.8%118.0%33.9%85.7%9.2%3.4%16.9K-3.7M-89.7K0.0660.94N/AN/A3412038,40923,483
2025-04-17$8.45$9.0083.0%23.8%119.0%31.3%87.3%9.8%5.2%35.9K-5.1M-91.0K0.2765.60N/AN/A39110438,46322,990
2025-04-21$8.25$9.0089.1%25.5%119.0%36.0%88.3%13.7%2.9%34.0K-5.2M-86.7K0.7451.89N/AN/A74154734,32821,035
2025-04-22$8.25$9.0082.3%23.6%102.7%30.8%81.0%9.7%6.1%33.4K-5.1M-87.0K0.0356.21N/AN/A4211334,91121,545
2025-04-23$8.41$9.0076.2%21.9%101.0%26.1%73.6%12.1%9.0%39.2K-5.7M-87.4K0.4649.06N/AN/A62128635,20621,549
2025-04-24$8.71$9.0068.2%19.6%102.6%20.0%68.7%7.8%14.3%49.6K-7.1M-90.8K0.0865.74N/AN/A3662835,63521,797
2025-04-25$8.96$9.0069.8%20.0%103.6%21.2%69.5%7.7%10.7%57.7K-8.2M-93.5K0.3667.51N/AN/A55019935,79821,818
2025-04-28$9.36$9.0075.9%21.8%103.2%25.9%71.2%10.4%5.5%73.9K-10.1M-96.1K0.1763.65N/AN/A3836536,21221,857
2025-04-29$9.46$9.0076.8%22.0%102.9%26.6%72.7%10.6%5.0%78.0K-10.5M-96.0K1.2670.63N/AN/A11214136,37421,882
2025-04-30$9.23$9.0074.5%21.3%100.5%24.8%73.1%6.9%7.0%69.6K-9.4M-93.4K0.5071.23N/AN/A1366836,39921,982