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ViaSat, Inc. Common Stock VSAT

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Market datapartial · fetched 2026-10-22T22:08:28.360Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:07.792045648Z

FundamentalsAlpha Vantage · unavailable

Share price$59.00
1D-4.7%
AH$58$59$60$61$625:30 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$1.05$5.81$10.57$15.33$20.10$40.23$50.28$60.33$70.38$80.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSAT spot · $59.00VSAT PRICE$1.56$2.07$2.59$3.25$3.93$4.60$5.26$6.02$6.93$7.84$8.99$10.21$11.68$1.91$2.57$3.27$4.03$4.96$5.89$7.00$8.28$9.57$11.41$13.26$15.91$18.72
PutsExpensive1.28×
CallsExpensive1.36×
SkewBullish-2.34 pp
Implied moveBearish±$12.26
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.8494.3%32.9%49.3089.9%19.7%
25Δ73.4494.0%28.0%51.4589.5%17.2%
30Δ70.3593.2%23.6%53.4788.9%14.9%
35Δ67.9994.2%20.8%55.4688.4%12.8%
40Δ65.7395.5%18.1%57.3188.4%11.3%
45Δ63.5194.4%15.4%59.1788.3%9.7%
50Δ61.3192.1%12.8%61.1088.5%8.3%
55Δ59.2390.6%10.6%63.0988.7%7.1%
60Δ57.3390.2%8.9%65.0989.0%5.9%
65Δ55.4389.8%7.2%67.5289.9%4.9%
70Δ53.4889.3%5.9%69.9590.8%3.9%
75Δ51.5288.7%4.6%73.1192.2%3.1%
80Δ49.3589.2%3.4%76.4292.6%2.2%

20Δ

Calls
Pseudo strike
76.84
IV
94.3%
B/E move
32.9%
Puts
Pseudo strike
49.30
IV
89.9%
B/E move
19.7%

25Δ

Calls
Pseudo strike
73.44
IV
94.0%
B/E move
28.0%
Puts
Pseudo strike
51.45
IV
89.5%
B/E move
17.2%

30Δ

Calls
Pseudo strike
70.35
IV
93.2%
B/E move
23.6%
Puts
Pseudo strike
53.47
IV
88.9%
B/E move
14.9%

35Δ

Calls
Pseudo strike
67.99
IV
94.2%
B/E move
20.8%
Puts
Pseudo strike
55.46
IV
88.4%
B/E move
12.8%

40Δ

Calls
Pseudo strike
65.73
IV
95.5%
B/E move
18.1%
Puts
Pseudo strike
57.31
IV
88.4%
B/E move
11.3%

45Δ

Calls
Pseudo strike
63.51
IV
94.4%
B/E move
15.4%
Puts
Pseudo strike
59.17
IV
88.3%
B/E move
9.7%

50Δ

Calls
Pseudo strike
61.31
IV
92.1%
B/E move
12.8%
Puts
Pseudo strike
61.10
IV
88.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
59.23
IV
90.6%
B/E move
10.6%
Puts
Pseudo strike
63.09
IV
88.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
57.33
IV
90.2%
B/E move
8.9%
Puts
Pseudo strike
65.09
IV
89.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
55.43
IV
89.8%
B/E move
7.2%
Puts
Pseudo strike
67.52
IV
89.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
53.48
IV
89.3%
B/E move
5.9%
Puts
Pseudo strike
69.95
IV
90.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
51.52
IV
88.7%
B/E move
4.6%
Puts
Pseudo strike
73.11
IV
92.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
49.35
IV
89.2%
B/E move
3.4%
Puts
Pseudo strike
76.42
IV
92.6%
B/E move
2.2%

Options history

No recorded observations