VSAT Options History — June 2025 In June 2025, VSAT traded between $8.84 and $14.59. ATM implied volatility averaged 74.3%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 4.0% (HV 20d: 78.3%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.37.
Notable Days 2025-06-25 : Highest Volume — 35,959 contracts2025-06-11 : Largest IV drop — 14.1% change2025-06-10 : Highest IV Rank — 33.0%2025-06-17 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $11.86 $8.84 $14.59 $9.11 $14.59 Max Pain $10.15 $9.00 $12.00 $9.00 $12.00 ATM IV 74.3% 67.7% 85.1% 71.4% 74.5% Expected Move 21.2% 19.4% 22.8% 20.5% 21.4% HV 20d 78.3% 69.4% 88.2% 69.4% 69.9% HV 60d 84.7% 81.8% 89.3% 82.4% 81.8% IV Rank 24.6% 19.6% 33.0% 22.4% 24.8% IV Percentile 29.1% 13.5% 51.6% 25.4% 27.4% Term Structure 6.7% 0.2% 15.3% 0.9% 14.1% VWIV 75.6% 70.4% 81.7% 75.1% 75.0% Skew 25d -1.1% -5.9% 4.1% -0.2% -3.4% Skew 10d 1.4% -13.3% 10.8% 2.9% -9.1% Call IV 25d 77.0% 70.3% 85.1% 74.7% 78.5% Put IV 25d 75.9% 67.2% 82.9% 74.5% 75.1% Bid-Ask Spread % 70.78 57.82 81.27 69.77 72.29 Gamma HHI 0.15 0.10 0.31 0.10 0.17 Net GEX 324.2K 162.8K 582.1K 162.8K 391.6K Net DEX -31.8M -49.6M -9.5M -11.8M -41.2M Net VEX -121.9K -173.4K -91.8K -95.8K -168.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.01 1.30 0.13 0.21 Total Volume 5,485.4 283 35,959 992 1,589 Total OI 81,567.6 60,357 90,901 76,585 90,201
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-06-02 $9.11 $9.00 71.4% 20.5% 69.4% 22.4% 75.1% -0.2% 0.9% 162.8K -11.8M -95.8K 0.13 69.77 N/A N/A 876 116 51,644 24,941 2025-06-03 $8.84 $9.00 69.6% 20.0% 70.2% 21.1% 70.9% -2.9% 2.2% 166.3K -9.5M -91.8K 0.01 77.15 N/A N/A 1,881 28 51,923 24,910 2025-06-04 $8.89 $9.00 68.4% 19.6% 70.2% 20.2% 70.4% -3.1% 2.0% 202.1K -10.6M -92.0K 0.13 75.85 N/A N/A 250 33 53,548 24,868 2025-06-05 $9.13 $10.00 77.7% 22.5% 70.9% 27.3% 81.2% 2.5% 2.7% 205.8K -13.5M -96.7K 0.03 81.27 N/A N/A 7,073 233 53,679 24,853 2025-06-06 $9.18 $10.00 69.6% 21.2% 70.0% 21.0% 74.1% -1.2% 4.7% 295.0K -14.4M -97.5K 0.09 73.17 N/A N/A 1,307 120 57,898 24,977 2025-06-09 $10.58 $10.00 75.1% 21.5% 84.0% 25.3% 72.9% 2.2% 5.2% 309.6K -27.5M -104.6K 0.15 77.90 N/A N/A 11,137 1,635 56,541 25,017 2025-06-10 $10.63 $10.00 85.1% 21.0% 81.6% 33.0% 74.7% -0.1% 8.3% 299.0K -28.5M -107.9K 0.62 72.12 N/A N/A 2,033 1,253 58,089 25,697 2025-06-11 $10.82 $10.00 73.1% 21.0% 80.4% 23.7% 72.0% 0.8% 5.3% 291.1K -30.4M -108.4K 0.58 66.85 N/A N/A 2,637 1,541 58,012 26,394 2025-06-12 $11.37 $10.00 73.1% 21.0% 82.1% 23.8% 73.3% 4.1% 3.5% 324.9K -36.8M -113.6K 1.29 73.03 N/A N/A 1,015 1,310 59,785 27,570 2025-06-13 $12.73 $10.00 76.3% 21.9% 88.2% 26.2% 78.7% 2.3% 2.7% 377.4K -47.9M -123.2K 0.30 57.82 N/A N/A 13,093 3,958 59,306 27,733 2025-06-16 $13.09 $10.00 77.1% 22.1% 87.8% 26.8% 79.2% 1.0% 4.8% 375.1K -47.3M -126.5K 0.09 69.27 N/A N/A 10,347 973 58,357 30,223 2025-06-17 $13.16 $10.00 79.7% 22.8% 86.6% 28.8% 79.2% -2.8% 0.2% 423.0K -48.5M -129.9K 0.13 72.02 N/A N/A 1,268 159 60,189 30,712 2025-06-18 $13.32 $10.00 74.3% 21.3% 86.3% 24.6% 77.6% -5.9% 6.7% 433.0K -49.6M -129.0K 0.27 67.23 N/A N/A 1,290 352 59,969 30,709 2025-06-20 $12.97 $10.00 75.0% 21.5% 83.0% 25.2% 76.4% -4.0% 8.3% 582.1K -46.4M -127.2K 0.48 67.54 N/A N/A 1,384 665 59,906 30,758 2025-06-23 $12.77 $10.00 73.3% 21.0% 83.6% 23.9% 75.1% -1.8% 10.7% 291.1K -27.7M -122.6K 1.10 69.15 N/A N/A 597 658 42,557 17,800 2025-06-24 $13.02 $10.00 67.7% 19.4% 71.9% 19.6% 70.7% -0.9% 10.9% 308.3K -28.5M -125.0K 0.20 69.77 N/A N/A 364 73 42,571 18,215 2025-06-25 $14.27 $10.00 76.4% 21.9% 76.4% 26.3% 81.7% -1.9% 11.8% 327.8K -36.6M -132.4K 1.30 62.56 N/A N/A 15,624 20,335 42,700 18,258 2025-06-26 $14.32 $12.00 76.4% 21.9% 76.2% 26.3% 77.6% -5.3% 13.7% 345.4K -39.9M -173.4K 0.16 74.38 N/A N/A 1,345 214 52,831 37,410 2025-06-27 $14.34 $12.00 71.2% 20.4% 76.6% 22.3% 75.5% -0.8% 15.3% 371.9K -39.5M -172.0K 0.13 66.46 N/A N/A 831 111 53,083 37,518 2025-06-30 $14.59 $12.00 74.5% 21.4% 69.9% 24.8% 75.0% -3.4% 14.1% 391.6K -41.2M -168.4K 0.21 72.29 N/A N/A 1,314 275 52,635 37,566
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