DUSA Options History — February 2007

Name: DUSA Options Analytics - February 2007
Creator: Options Analysis Suite

In February 2007, DUSA traded between $4.09 and $4.50. ATM implied volatility averaged 46.2%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 5.1% (HV 20d: 41.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.02.

Notable Days

2007-02-05: Highest Volume — 25 contracts
2007-02-05: Largest IV spike — 29.7% change
2007-02-07: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.28	$4.09	$4.50	$4.23	$4.11
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	46.2%	37.7%	66.1%	50.2%	50.3%
Expected Move	12.4%	10.8%	15.5%	14.4%	14.4%
HV 20d	41.1%	37.1%	44.2%	37.2%	42.3%
Term Structure	17.9%	-8.7%	27.8%	-8.7%	9.6%
Bid-Ask Spread %	19.15	12.09	52.42	14.63	12.52
Gamma HHI	0.90	0.79	0.96	0.83	0.93
Net GEX	699	490	833	490	723
Net DEX	-28.2K	-35.0K	-17.8K	-20.4K	-22.4K
Net VEX	-206	-236	-163	-172	-186
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.15	0.00	0.00
Total Volume	3.842	0	25	18	0
Total OI	293.211	245	309	245	302

Daily Data (19 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
2007-02-01	$4.23	$5.00	50.2%	14.4%	37.2%	0.0%	0.0%	0.0%	-8.7%	490	-20.4K	-172	0.00	14.63	N/A	N/A	18	0	192	53
2007-02-02	$4.21	$0.00	51.0%	11.0%	37.1%	0.0%	0.0%	0.0%	25.0%	566	-22.9K	-189	0.00	51.41	N/A	N/A	2	0	210	53
2007-02-05	$4.09	$0.00	66.1%	11.4%	37.9%	0.0%	0.0%	0.0%	23.5%	511	-17.8K	-163	0.00	12.09	N/A	N/A	25	0	212	53
2007-02-06	$4.21	$0.00	59.4%	10.8%	39.0%	0.0%	0.0%	0.0%	25.3%	618	-27.5K	-205	0.00	13.49	N/A	N/A	0	0	232	53
2007-02-07	$4.42	$0.00	51.8%	15.5%	41.4%	0.0%	0.0%	0.0%	6.7%	707	-34.2K	-219	0.00	35.98	N/A	N/A	2	0	232	53
2007-02-08	$4.23	$0.00	39.0%	11.2%	43.7%	0.0%	0.0%	0.0%	25.7%	626	-27.2K	-202	0.00	13.44	N/A	N/A	0	0	234	53
2007-02-09	$4.29	$0.00	38.1%	10.9%	43.9%	0.0%	0.0%	0.0%	27.8%	656	-26.4K	-200	0.15	14.25	N/A	N/A	20	3	234	53
2007-02-12	$4.30	$0.00	47.1%	13.5%	43.8%	0.0%	0.0%	0.0%	25.3%	748	-30.9K	-223	0.00	13.51	N/A	N/A	2	0	254	53
2007-02-13	$4.30	$0.00	37.8%	10.8%	43.3%	0.0%	0.0%	0.0%	25.1%	757	-31.2K	-225	0.00	14.97	N/A	N/A	0	0	256	53
2007-02-14	$4.40	$0.00	37.7%	10.8%	41.9%	0.0%	0.0%	0.0%	21.4%	783	-35.0K	-236	0.00	52.42	N/A	N/A	0	0	256	53
2007-02-15	$4.25	$0.00	40.7%	11.7%	42.2%	0.0%	0.0%	0.0%	21.3%	740	-29.4K	-217	0.00	14.25	N/A	N/A	0	0	256	53
2007-02-16	$4.25	$0.00	41.4%	11.9%	39.6%	0.0%	0.0%	0.0%	21.1%	740	-29.5K	-216	0.00	14.53	N/A	N/A	0	0	256	53
2007-02-20	$4.33	$0.00	43.4%	12.4%	40.3%	0.0%	0.0%	0.0%	20.5%	759	-31.3K	-220	0.00	14.97	N/A	N/A	0	0	248	53
2007-02-21	$4.29	$0.00	43.2%	12.4%	40.4%	0.0%	0.0%	0.0%	18.4%	743	-30.7K	-211	0.00	14.67	N/A	N/A	0	0	248	53
2007-02-22	$4.31	$0.00	41.3%	11.8%	39.3%	0.0%	0.0%	0.0%	12.4%	762	-28.9K	-207	0.00	12.66	N/A	N/A	1	0	248	53
2007-02-23	$4.50	$0.00	46.5%	13.3%	41.7%	0.0%	0.0%	0.0%	17.4%	833	-34.8K	-223	0.00	14.64	N/A	N/A	0	0	249	53
2007-02-26	$4.32	$0.00	45.7%	13.1%	44.2%	0.0%	0.0%	0.0%	9.1%	774	-29.4K	-205	0.00	14.72	N/A	N/A	0	0	249	53
2007-02-27	$4.24	$0.00	47.8%	13.7%	41.8%	0.0%	0.0%	0.0%	12.5%	739	-24.9K	-194	0.00	14.63	N/A	N/A	0	0	249	53
2007-02-28	$4.11	$0.00	50.3%	14.4%	42.3%	0.0%	0.0%	0.0%	9.6%	723	-22.4K	-186	0.00	12.52	N/A	N/A	0	0	249	53