DUSA Options History — June 2007

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

In June 2007, DUSA traded between $2.85 and $3.82. ATM implied volatility averaged 108.7%. The 30-day expected move averaged 29.2%. IV traded below realized volatility by 28.3% (HV 20d: 137.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.10.

Notable Days

2007-06-01: Highest Volume — 23 contracts
2007-06-07: Largest IV drop — 39.6% change
2007-06-26: Largest Expected Move — 33.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.27	$2.85	$3.82	$3.29	$3.08
Max Pain	$2.62	$2.50	$5.00	$5.00	$2.50
ATM IV	108.7%	81.5%	151.0%	105.3%	106.7%
Expected Move	29.2%	23.4%	33.8%	30.2%	30.6%
HV 20d	137.1%	66.4%	210.2%	210.2%	72.8%
HV 60d	128.2%	125.8%	130.9%	126.5%	130.9%
Term Structure	-25.5%	-47.4%	15.6%	-47.4%	-10.3%
VWIV	125.2%	98.8%	150.8%	126.0%	150.8%
Bid-Ask Spread %	109.32	94.89	119.84	111.26	94.89
Gamma HHI	0.90	0.68	0.98	0.97	0.73
Net GEX	893	421	1.6K	1.0K	626
Net DEX	-19.3K	-42.5K	-5.3K	-5.3K	-21.5K
Net VEX	-206	-303	-166	-184	-215
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.00	5.00	1.30	0.50
Total Volume	6.571	0	23	23	0
Total OI	745.238	591	871	841	661

Daily Data (21 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
2007-06-01	$3.29	$5.00	105.3%	30.2%	210.2%	0.0%	0.0%	0.0%	-47.4%	1.0K	-5.3K	-184	1.30	111.26	N/A	N/A	10	13	739	102
2007-06-04	$3.37	$2.50	125.0%	28.0%	209.5%	0.0%	0.0%	0.0%	-35.8%	989	-10.2K	-190	0.00	115.44	N/A	N/A	10	0	747	109
2007-06-05	$3.29	$2.50	130.4%	28.2%	209.5%	0.0%	0.0%	0.0%	-37.2%	957	-14.3K	-210	0.00	115.56	N/A	N/A	0	5	757	109
2007-06-06	$3.31	$2.50	134.9%	28.3%	208.7%	0.0%	0.0%	0.0%	-37.3%	937	-12.1K	-194	0.00	115.71	N/A	N/A	0	5	757	114
2007-06-07	$3.31	$2.50	81.5%	28.6%	208.7%	0.0%	0.0%	0.0%	-38.2%	968	-16.2K	-211	0.00	115.52	N/A	N/A	0	0	757	109
2007-06-08	$3.39	$2.50	91.0%	29.1%	208.8%	0.0%	0.0%	0.0%	-38.4%	1.0K	-16.8K	-208	0.00	115.44	N/A	N/A	0	0	757	109
2007-06-11	$3.37	$2.50	113.5%	29.3%	208.7%	0.0%	0.0%	0.0%	-35.0%	1.0K	-15.3K	-187	0.00	115.07	N/A	N/A	0	0	757	109
2007-06-12	$3.38	$2.50	127.6%	29.5%	207.7%	0.0%	0.0%	0.0%	-39.7%	1.0K	-15.8K	-187	0.00	113.35	N/A	N/A	0	12	757	109
2007-06-13	$3.42	$2.50	151.0%	30.5%	207.2%	0.0%	0.0%	0.0%	-42.2%	1.1K	-18.8K	-190	0.00	113.40	N/A	N/A	0	0	757	103
2007-06-14	$3.82	$2.50	94.0%	27.0%	208.9%	0.0%	0.0%	0.0%	-17.7%	1.6K	-42.5K	-303	0.00	112.92	N/A	N/A	0	0	757	103
2007-06-15	$3.55	$2.50	90.0%	25.8%	74.8%	0.0%	0.0%	0.0%	-44.5%	1.2K	-28.8K	-247	0.00	100.79	N/A	N/A	1	0	757	103
2007-06-18	$3.50	$2.50	114.7%	32.9%	72.8%	0.0%	0.0%	0.0%	-23.5%	1.2K	-38.8K	-275	0.00	110.53	N/A	N/A	0	2	528	63
2007-06-19	$3.43	$2.50	93.1%	26.7%	66.4%	0.0%	0.0%	0.0%	-25.8%	1.0K	-28.6K	-231	0.00	95.87	N/A	N/A	0	0	528	65
2007-06-20	$3.15	$2.50	81.6%	23.4%	71.0%	0.0%	126.0%	0.0%	-18.9%	611	-20.9K	-193	5.00	98.88	N/A	N/A	1	5	528	65
2007-06-21	$3.22	$2.50	93.6%	26.8%	71.9%	0.0%	0.0%	0.0%	-41.3%	734	-22.8K	-203	2.00	97.22	N/A	N/A	1	2	528	70
2007-06-22	$3.01	$2.50	91.5%	26.2%	74.2%	0.0%	0.0%	0.0%	15.6%	558	-18.3K	-185	0.00	99.82	N/A	N/A	0	20	529	70
2007-06-25	$3.02	$2.50	110.4%	31.7%	72.3%	0.0%	98.8%	0.0%	-5.3%	559	-14.3K	-166	1.10	100.89	N/A	N/A	10	11	529	90
2007-06-26	$3.02	$2.50	118.0%	33.8%	72.3%	0.0%	150.8%	0.0%	-6.3%	588	-13.4K	-172	0.00	115.17	N/A	N/A	5	0	535	101
2007-06-27	$2.94	$2.50	114.1%	32.7%	72.5%	0.0%	0.0%	0.0%	1.8%	558	-17.7K	-185	0.00	118.26	N/A	N/A	10	0	535	101
2007-06-28	$2.85	$2.50	115.4%	33.1%	69.6%	0.0%	0.0%	0.0%	-7.3%	421	-12.8K	-191	0.50	119.84	N/A	N/A	10	5	545	101
2007-06-29	$3.08	$2.50	106.7%	30.6%	72.8%	0.0%	0.0%	0.0%	-10.3%	626	-21.5K	-215	0.00	94.89	N/A	N/A	0	0	555	106