Implied volatility
An annualized volatility estimate derived from option prices. Higher IV means the market is pricing a wider distribution of outcomes; it is not a directional forecast.
NASDAQ · stock · structured options research
SATS Options: IV Rank, Expected Move & Put/Call Ratio
As of Oct 7, 2026, 1:35 AM UTC: SATS $95.46
Source: HPSILab iv_batch API
- Underlying price
- $95.46
- IV percentile
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- Expected move
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- Put/call ratio
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SATS options market snapshot
Values appear only after a verified API snapshot is supplied; stale or invented market figures are never substituted.
The values marked below come with a live run. Register free - signed-in runs on the website use no Credits, no card needed.
- ATM implied volatility
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- 30-day implied volatility
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- 30-day historical volatility
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- IV minus HV spread
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- IV rank
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- Skew regime
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- 25-delta risk reversal
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- Squeeze score
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- Term structure
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- Reference expiry
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What researchers should watch for SATS
Use options to monitor spectrum monetization, balance-sheet events and strategic interaction with SPCX-related connectivity markets.
- spectrum transactionsMonitor spectrum transactions across matching expirations and compare the pattern with VSAT and GSAT; the signal alone does not identify trade direction or intent.
- debt catalystsMonitor debt catalysts across matching expirations and compare the pattern with VSAT and GSAT; the signal alone does not identify trade direction or intent.
- strategic asset changesMonitor strategic asset changes across matching expirations and compare the pattern with VSAT and GSAT; the signal alone does not identify trade direction or intent.
Definitions and methodology
IV versus HV
IV reflects option-implied future variability, while HV measures realized historical movement. Their spread indicates the premium priced over recent experience.
Risk reversal
The 25-delta risk reversal compares call and put implied volatility. It summarizes skew but cannot identify whether contracts were bought, sold, opened or closed.
Term structure
Near- and far-month volatility indicate how event risk is distributed across expirations. Calendar comparisons should use consistent strikes and methods.
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Frequently asked questions
What does SATS implied volatility measure?
It reflects the options market's annualized expectation of future price variability. It measures magnitude, not bullish or bearish direction.
Is the expected move a price target?
No. It is an implied range estimate for a defined horizon, not a forecast or guarantee.
Can this page be used as investment advice?
No. This research is educational and informational. Options can expire worthless and some strategies can lose more than the premium.
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