DUSA Options History — May 2007

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

In May 2007, DUSA traded between $2.77 and $4.76. ATM implied volatility averaged 104.5%. The 30-day expected move averaged 27.2%. IV traded below realized volatility by 25.5% (HV 20d: 129.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.41.

Notable Days

2007-05-17: Highest Volume — 1,814 contracts
2007-05-17: Largest IV spike — 123.3% change
2007-05-17: Largest Expected Move — 37.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.54	$2.77	$4.76	$3.31	$3.52
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	104.5%	58.8%	149.0%	127.8%	114.9%
Expected Move	27.2%	16.8%	37.6%	36.6%	32.9%
HV 20d	129.9%	59.6%	212.6%	59.6%	208.6%
HV 60d	88.5%	55.3%	128.0%	55.3%	127.6%
Term Structure	-23.8%	-61.1%	6.3%	-57.5%	-57.8%
VWIV	103.2%	78.9%	131.0%	131.0%	93.9%
Bid-Ask Spread %	104.75	59.97	117.59	116.52	108.01
Gamma HHI	0.81	0.55	0.94	0.77	0.94
Net GEX	958	131	2.5K	379	1.2K
Net DEX	-24.7K	-201.8K	1.8K	-5.3K	-12.6K
Net VEX	-245	-638	-69	-130	-231
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	3.89	0.00	0.00
Total Volume	101.909	0	1,814	0	5
Total OI	565.5	315	1,107	315	846

Daily Data (22 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
2007-05-01	$3.31	$0.00	127.8%	36.6%	59.6%	0.0%	0.0%	0.0%	-57.5%	379	-5.3K	-130	0.00	116.52	N/A	N/A	0	0	265	50
2007-05-02	$3.14	$0.00	118.6%	34.0%	60.3%	0.0%	0.0%	0.0%	-54.0%	240	-865	-101	0.00	114.81	N/A	N/A	0	0	265	50
2007-05-03	$3.15	$0.00	127.8%	36.6%	60.3%	0.0%	0.0%	0.0%	-61.1%	269	-1.8K	-103	0.00	114.69	N/A	N/A	0	0	265	50
2007-05-04	$3.33	$0.00	112.3%	22.3%	61.7%	0.0%	0.0%	0.0%	-20.0%	359	-3.9K	-118	0.00	112.53	N/A	N/A	0	0	265	50
2007-05-07	$3.40	$0.00	126.4%	19.5%	61.9%	0.0%	0.0%	0.0%	5.2%	416	-3.2K	-108	0.00	111.35	N/A	N/A	7	0	265	50
2007-05-08	$3.23	$0.00	132.8%	22.5%	64.5%	0.0%	0.0%	0.0%	-15.5%	331	-6.0K	-132	0.00	111.75	N/A	N/A	0	0	272	50
2007-05-09	$3.21	$0.00	149.0%	24.2%	64.5%	0.0%	0.0%	0.0%	-24.8%	310	-3.6K	-117	0.00	115.63	N/A	N/A	10	0	272	50
2007-05-10	$3.24	$0.00	80.0%	22.9%	63.4%	0.0%	0.0%	0.0%	-16.3%	319	111	-84	0.00	114.15	N/A	N/A	0	0	282	50
2007-05-11	$3.18	$0.00	75.5%	21.6%	63.2%	0.0%	0.0%	0.0%	-14.3%	237	1.8K	-69	0.00	114.63	N/A	N/A	0	0	282	50
2007-05-14	$3.02	$0.00	77.5%	22.2%	65.4%	0.0%	0.0%	0.0%	2.5%	308	-5.2K	-131	0.00	111.84	N/A	N/A	0	0	282	50
2007-05-15	$2.92	$0.00	74.0%	21.2%	64.8%	0.0%	0.0%	0.0%	-5.2%	169	-1.7K	-85	0.00	117.59	N/A	N/A	0	0	282	50
2007-05-16	$2.77	$0.00	58.8%	16.8%	65.7%	0.0%	0.0%	0.0%	6.3%	131	713	-86	0.00	59.97	N/A	N/A	0	0	282	50
2007-05-17	$4.76	$0.00	131.2%	37.6%	206.7%	0.0%	131.0%	0.0%	-33.6%	1.0K	-65.3K	-306	0.10	95.17	N/A	N/A	1,650	164	282	50
2007-05-18	$4.48	$5.00	120.9%	34.7%	208.5%	0.0%	122.0%	0.0%	-19.4%	2.1K	-201.8K	-638	0.18	85.36	N/A	N/A	136	24	934	173
2007-05-21	$4.08	$5.00	94.2%	27.0%	211.8%	0.0%	91.1%	0.0%	4.1%	2.5K	-78.9K	-579	0.21	103.59	N/A	N/A	73	15	748	157
2007-05-22	$3.92	$5.00	89.1%	25.6%	212.6%	0.0%	78.9%	0.0%	-41.7%	2.3K	-46.0K	-489	3.89	100.99	N/A	N/A	9	35	725	167
2007-05-23	$3.90	$5.00	100.0%	28.7%	212.6%	0.0%	102.2%	0.0%	-28.2%	2.3K	-49.0K	-457	0.19	90.50	N/A	N/A	80	15	731	144
2007-05-24	$3.76	$5.00	78.8%	22.6%	212.3%	0.0%	93.9%	0.0%	-17.1%	1.5K	-16.1K	-338	0.00	91.94	N/A	N/A	1	0	731	139
2007-05-25	$3.90	$5.00	114.0%	32.7%	211.3%	0.0%	0.0%	0.0%	-45.9%	1.5K	-11.3K	-492	0.00	101.67	N/A	N/A	7	0	732	297
2007-05-29	$3.81	$5.00	77.0%	22.1%	210.7%	0.0%	0.0%	0.0%	-1.5%	1.5K	-13.0K	-311	0.00	107.90	N/A	N/A	1	0	729	139
2007-05-30	$3.78	$5.00	117.7%	33.7%	207.8%	0.0%	0.0%	0.0%	-26.8%	1.6K	-19.5K	-295	0.00	103.93	N/A	N/A	10	0	729	109
2007-05-31	$3.52	$5.00	114.9%	32.9%	208.6%	0.0%	0.0%	0.0%	-57.8%	1.2K	-12.6K	-231	0.00	108.01	N/A	N/A	0	5	739	107