VSATViasat Inc
Options Analysis Report•COMMUNICATIONS SERVICES, NEC
Market Cap $10.1B|NASDAQ
● 2026-05-15$74.30
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +555.2%YTD +97.4%7D +6.1%
Options Vol
4,365
30D
Implied Move
±8.6%
IV Rank
28%
VSAT Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.5
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 86.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.45x — IV premium over HV
Sector Relative≤50%
Sector percentile 74% — above sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 84.1% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 118.6% (ATM 84.1% + spread 17.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 31.62% (spread 17.27% + slippage 14.35%) — high friction
Vega Efficiency
≥5.0Vega efficiency 18.62 (vega 32.151 / spread 17.27%) — efficient
Sentiment
Bullish or bearish?
5.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Moderate signal (Conviction: +28%, Raw: +26%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +28% (bullish) — Raw: +26%
OI Skew Magnitude
≥15%|OI skew| 40.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -49.3%, OI skew +40.2% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 11%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +25%, ATM: -21%, OTM: +27% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 94% — very bearish vs sector
Activity
Unusual activity?
4.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 3.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +15.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 46% — neutral vs sector
Trade Quality
≥30%Large trade volume 10% — mostly retail
Execution Urgency
≥60%Aggressive execution 51% — patient
Flow Conviction
≥30Conviction +28 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 17.3% — wide
Adequate OI
≥10,000OI 114,165 — deep
Active Volume
≥500Volume 4,365/day — adequate
Reasonable Cost
≤$0.50$0.86 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 86% — much wider than sector
Order Book Depth
≥100 contractsDepth 241.8 contracts (bid:129.9 ask:111.9) — adequate
Execution Quality
<1.0%Avg slippage 14.35% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +5.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 86% — seller opportunity
Event Detection
≥10pts kinkIV kink 5.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1323.08 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +28% @ 64% consistency — moderate (bullish)
Smart Money Timing
≥40 composite scoreScore 40 (ITM 20% + inst 10%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.8
bullishIV expensive, mixed flow
Long Puts4.5
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.6
bullishIV rich premium, mixed flow
Covered Call5.4
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.