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ViaSat, Inc. Common Stock VSAT

i

Market dataready · fetched 2026-11-12T02:42:13.620Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:52:28.911506132Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:13.237807+00:00

Share price$74.69
1D-3.0%
AH$74$75$76$77$785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSAT
Sold putSold callAH

ViaSat, Inc. Common Stock options

Live interpolated VSAT call and put midpoint premiums by absolute delta.ViaSat, Inc. Common Stock$0.98$3.85$6.73$9.61$12.49$53.94$64.29$74.64$84.99$95.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSAT spot · $74.69VSAT PRICE$1.29$1.64$2.10$2.56$3.19$3.89$4.58$5.35$6.20$7.05$8.13$9.66$11.18$1.38$1.80$2.23$2.79$3.34$3.90$4.57$5.45$6.32$7.20$8.56$10.08$11.66
PutsCheap0.72×
CallsCheap0.74×
SkewBullish-15.46 pp
Implied moveBalanced±$9.16
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.52106.8%18.9%66.3996.3%13.0%
25Δ84.2399.9%15.0%68.2194.3%11.1%
30Δ82.36100.1%13.1%70.0292.4%9.2%
35Δ80.48100.2%11.2%71.3991.2%8.2%
40Δ78.86102.1%9.9%72.7690.1%7.1%
45Δ77.34104.5%8.7%74.1488.9%6.0%
50Δ75.81107.0%7.6%75.5188.3%5.0%
55Δ74.25108.1%6.6%76.9088.4%4.3%
60Δ72.64107.8%5.6%78.2988.5%3.6%
65Δ71.04107.5%4.6%79.6888.6%3.0%
70Δ69.29108.5%3.7%81.4689.5%2.4%
75Δ67.26111.9%3.0%83.3590.8%1.9%
80Δ65.22115.3%2.3%85.3091.5%1.4%

20Δ

Calls
Pseudo strike
87.52
IV
106.8%
B/E move
18.9%
Puts
Pseudo strike
66.39
IV
96.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
84.23
IV
99.9%
B/E move
15.0%
Puts
Pseudo strike
68.21
IV
94.3%
B/E move
11.1%

30Δ

Calls
Pseudo strike
82.36
IV
100.1%
B/E move
13.1%
Puts
Pseudo strike
70.02
IV
92.4%
B/E move
9.2%

35Δ

Calls
Pseudo strike
80.48
IV
100.2%
B/E move
11.2%
Puts
Pseudo strike
71.39
IV
91.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
78.86
IV
102.1%
B/E move
9.9%
Puts
Pseudo strike
72.76
IV
90.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
77.34
IV
104.5%
B/E move
8.7%
Puts
Pseudo strike
74.14
IV
88.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
75.81
IV
107.0%
B/E move
7.6%
Puts
Pseudo strike
75.51
IV
88.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
74.25
IV
108.1%
B/E move
6.6%
Puts
Pseudo strike
76.90
IV
88.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
72.64
IV
107.8%
B/E move
5.6%
Puts
Pseudo strike
78.29
IV
88.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
71.04
IV
107.5%
B/E move
4.6%
Puts
Pseudo strike
79.68
IV
88.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
69.29
IV
108.5%
B/E move
3.7%
Puts
Pseudo strike
81.46
IV
89.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
67.26
IV
111.9%
B/E move
3.0%
Puts
Pseudo strike
83.35
IV
90.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
65.22
IV
115.3%
B/E move
2.3%
Puts
Pseudo strike
85.30
IV
91.5%
B/E move
1.4%

Options history

IV · four-Friday blend97.69%
Daily EOD
VSAT78.1%89.5%100.9%2026-10-19: 79.69%2026-10-20: 81.29%2026-10-21: 81.27%2026-10-22: 82.48%2026-10-23: 81.67%2026-10-26: 86.16%2026-10-27: 86.42%2026-10-28: 99.32%2026-10-29: 96.31%2026-10-30: 97.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.69%
81.29%
81.27%
82.48%
81.67%
86.16%
86.42%
99.32%
96.31%
97.69%