VSAT Options History — May 2025

In May 2025, VSAT traded between $8.79 and $11.25. ATM implied volatility averaged 77.8%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 15.5% (HV 20d: 62.3%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2025-05-29: Highest Volume — 6,851 contracts
  • 2025-05-12: Largest IV spike — 30.4% change
  • 2025-05-20: Highest IV Rank — 36.0%
  • 2025-05-20: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.78$8.79$11.25$9.24$8.79
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV77.8%67.3%89.1%73.0%68.5%
Expected Move23.0%19.6%25.5%20.9%19.6%
HV 20d62.3%42.5%98.6%98.6%68.3%
HV 60d84.5%78.0%96.3%96.3%82.1%
IV Rank27.3%19.3%36.0%23.7%20.2%
IV Percentile38.4%20.6%63.5%28.2%20.6%
Term Structure-2.1%-9.1%8.4%8.4%3.0%
VWIV80.3%68.1%89.3%73.4%68.1%
Skew 25d3.2%-7.4%9.3%7.6%-7.4%
Skew 10d8.4%-9.9%28.8%10.7%-0.9%
Call IV 25d79.9%70.6%88.3%70.6%75.3%
Put IV 25d83.1%67.9%92.3%78.2%67.9%
Bid-Ask Spread %62.8847.7271.8671.8669.50
Gamma HHI0.100.090.160.090.09
Net GEX81.1K31.0K168.6K70.3K93.8K
Net DEX-12.0M-20.2M-8.0M-9.5M-8.1M
Net VEX-93.4K-99.4K-87.1K-92.9K-92.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.0114.430.250.07
Total Volume2,149.0482406,8517984,021
Total OI61,758.14357,58173,15258,41473,152

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$9.24$9.0073.0%20.9%98.6%23.7%73.4%7.6%8.4%70.3K-9.5M-92.9K0.2571.86N/AN/A63915936,40522,009
2025-05-02$9.35$9.0075.5%21.6%92.3%25.6%72.3%5.1%8.1%75.4K-10.0M-92.4K0.3867.93N/AN/A41715936,43822,032
2025-05-05$9.27$9.0073.3%23.5%91.7%23.9%83.7%9.3%-4.4%72.3K-9.3M-91.2K14.4362.35N/AN/A791,14036,41122,079
2025-05-06$9.25$9.0077.2%24.4%84.7%26.9%87.2%6.8%-5.3%67.8K-9.0M-91.3K0.2564.37N/AN/A1924836,45322,397
2025-05-07$9.32$9.0072.4%24.2%76.8%23.2%80.6%8.0%-3.2%71.7K-9.5M-89.3K0.9657.73N/AN/A21420636,52422,426
2025-05-08$9.04$9.0077.3%23.9%52.1%27.0%82.5%7.3%-3.5%61.8K-8.0M-87.1K0.2462.39N/AN/A1,16127636,59922,430
2025-05-09$9.59$9.0067.3%23.7%42.5%19.3%83.3%6.5%-1.6%89.7K-11.1M-91.7K0.1160.78N/AN/A1,28714636,80322,506
2025-05-12$10.16$9.0087.8%23.4%44.9%35.0%82.4%3.5%-3.8%112.0K-14.3M-93.0K0.7067.63N/AN/A99669637,08222,488
2025-05-13$10.61$9.0075.5%23.1%46.4%25.6%82.3%4.2%-4.2%123.5K-16.7M-95.4K1.6361.59N/AN/A53887837,25222,768
2025-05-14$10.52$9.0080.7%23.1%46.8%29.5%81.8%5.1%-4.0%123.7K-16.2M-93.9K0.6965.97N/AN/A29120037,35622,904
2025-05-15$11.25$9.0088.8%25.4%46.2%35.8%88.7%6.9%-5.4%123.7K-20.2M-99.4K0.3959.42N/AN/A2,08582037,42123,041
2025-05-16$10.98$9.0085.9%24.6%47.8%33.6%86.7%4.4%-7.5%168.6K-18.9M-98.7K0.3753.93N/AN/A1,01036937,64123,612
2025-05-19$10.66$9.0087.7%25.1%48.4%35.0%88.1%1.0%-9.1%81.8K-15.5M-94.5K1.1153.43N/AN/A87096535,46922,112
2025-05-20$10.56$9.0089.1%25.5%48.9%36.0%89.3%2.9%-7.4%75.6K-14.8M-96.7K0.4447.72N/AN/A2,04390836,03622,730
2025-05-21$9.91$9.0072.5%20.8%55.7%23.3%73.2%0.3%1.3%51.3K-11.6M-89.6K0.5958.00N/AN/A1,8261,08137,52623,244
2025-05-22$10.07$9.0074.2%21.3%54.9%24.6%75.1%-1.8%0.2%51.5K-12.4M-94.8K0.0665.34N/AN/A5,02430137,92523,720
2025-05-23$9.09$9.0077.4%22.2%66.6%27.1%77.9%-5.1%1.1%55.3K-8.8M-93.7K1.2471.41N/AN/A1,5441,91742,38823,781
2025-05-27$9.23$9.0081.2%23.3%64.9%29.9%80.1%1.0%-5.3%39.1K-9.0M-95.1K0.2567.15N/AN/A91823043,07624,759
2025-05-28$9.21$9.0077.6%22.2%64.8%27.2%77.4%0.4%-2.4%31.0K-8.5M-93.5K0.1864.29N/AN/A2,22639943,22024,864
2025-05-29$9.36$9.0070.4%20.2%64.4%21.7%71.7%1.9%1.0%63.1K-10.5M-95.3K0.0167.70N/AN/A6,7599245,06924,773
2025-05-30$8.79$9.0068.5%19.6%68.3%20.2%68.1%-7.4%3.0%93.8K-8.1M-92.0K0.0769.50N/AN/A3,76725448,36824,784