DUSA Options History — September 2007

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

In September 2007, DUSA traded between $1.84 and $2.25. ATM implied volatility averaged 137.3%, placing in the 65.8% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 48.6% (HV 20d: 88.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Put/call ratio averaged 0.12.

Notable Days

2007-09-11: Highest Volume — 38 contracts
2007-09-10: Largest IV spike — 21.9% change
2007-09-27: Highest IV Rank — 79.6%
2007-09-27: Largest Expected Move — 45.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.10	$1.84	$2.25	$2.10	$2.18
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	137.3%	115.1%	158.2%	130.4%	142.2%
Expected Move	39.4%	33.0%	45.4%	37.4%	40.8%
HV 20d	88.7%	52.9%	103.5%	69.9%	103.5%
HV 60d	75.0%	67.9%	79.4%	67.9%	79.4%
IV Rank	65.8%	51.1%	79.6%	61.3%	69.1%
IV Percentile	82.2%	61.6%	94.6%	78.6%	86.6%
VWIV	151.2%	132.1%	172.4%	149.2%	172.4%
Bid-Ask Spread %	113.97	91.14	123.10	111.40	123.10
Gamma HHI	0.67	0.53	0.82	0.80	0.54
Net GEX	109	55	163	117	83
Net DEX	2.6K	-1.3K	5.8K	2.0K	4.3K
Net VEX	-40	-54	-27	-47	-30
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.36	0.00	0.00
Total Volume	2.737	0	38	0	0
Total OI	416.053	390	429	390	429

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
2007-09-04	$2.10	$2.50	130.4%	37.4%	69.9%	61.3%	0.0%	0.0%	0.0%	117	2.0K	-47	0.00	111.40	N/A	N/A	0	0	329	61
2007-09-05	$2.10	$2.50	136.4%	39.1%	69.6%	65.2%	0.0%	0.0%	0.0%	145	265	-52	0.00	111.77	N/A	N/A	0	0	329	61
2007-09-06	$2.14	$2.50	131.4%	37.7%	53.3%	61.9%	0.0%	0.0%	0.0%	149	200	-53	0.00	113.84	N/A	N/A	0	0	329	61
2007-09-07	$2.12	$2.50	129.4%	37.1%	52.9%	60.6%	0.0%	0.0%	0.0%	125	1.4K	-48	0.00	113.48	N/A	N/A	0	0	329	61
2007-09-10	$1.84	$2.50	157.8%	45.2%	73.5%	79.3%	149.2%	0.0%	0.0%	92	2.5K	-36	0.00	91.14	N/A	N/A	13	0	329	61
2007-09-11	$2.11	$2.50	132.1%	37.9%	87.1%	62.3%	132.1%	0.0%	0.0%	97	2.9K	-39	0.36	110.48	N/A	N/A	28	10	329	61
2007-09-12	$2.01	$2.50	148.2%	42.5%	85.8%	73.0%	0.0%	0.0%	0.0%	139	815	-48	0.00	109.19	N/A	N/A	0	0	357	71
2007-09-13	$1.87	$2.50	135.5%	38.8%	89.6%	64.6%	0.0%	0.0%	0.0%	55	5.8K	-29	0.00	99.77	N/A	N/A	0	0	357	71
2007-09-14	$2.13	$2.50	141.0%	40.4%	101.2%	68.3%	0.0%	0.0%	0.0%	163	-527	-54	0.00	113.48	N/A	N/A	0	0	357	71
2007-09-17	$2.12	$2.50	115.1%	33.0%	101.2%	51.1%	0.0%	0.0%	0.0%	151	-1.3K	-44	0.00	110.63	N/A	N/A	0	0	357	71
2007-09-18	$2.14	$2.50	133.6%	38.3%	100.4%	63.3%	0.0%	0.0%	0.0%	96	3.9K	-36	0.00	118.24	N/A	N/A	0	0	357	71
2007-09-19	$2.17	$2.50	130.1%	37.3%	100.3%	61.0%	0.0%	0.0%	0.0%	93	4.0K	-37	0.00	120.45	N/A	N/A	0	0	357	71
2007-09-20	$2.16	$2.50	132.4%	38.0%	100.3%	62.6%	0.0%	0.0%	0.0%	92	4.0K	-35	0.00	120.45	N/A	N/A	0	0	357	71
2007-09-21	$2.12	$2.50	135.2%	38.8%	99.6%	64.4%	0.0%	0.0%	0.0%	85	4.4K	-33	0.00	117.90	N/A	N/A	0	0	357	71
2007-09-24	$2.16	$2.50	136.6%	39.2%	99.7%	65.4%	0.0%	0.0%	0.0%	86	4.2K	-31	0.00	120.39	N/A	N/A	0	0	357	71
2007-09-25	$2.09	$2.50	140.1%	40.2%	98.0%	67.7%	0.0%	0.0%	0.0%	73	5.0K	-30	0.00	120.05	N/A	N/A	0	0	357	71
2007-09-26	$2.02	$2.50	143.8%	41.2%	96.0%	70.1%	0.0%	0.0%	0.0%	62	5.8K	-27	0.00	117.65	N/A	N/A	0	0	357	71
2007-09-27	$2.25	$2.50	158.2%	45.4%	103.5%	79.6%	172.4%	0.0%	0.0%	160	187	-43	0.00	121.96	N/A	N/A	1	0	357	71
2007-09-28	$2.18	$2.50	142.2%	40.8%	103.5%	69.1%	0.0%	0.0%	0.0%	83	4.3K	-30	0.00	123.10	N/A	N/A	0	0	358	71