DUSA Options History — October 2007

In October 2007, DUSA traded between $2.10 and $2.76. ATM implied volatility averaged 170.1%, placing in the 87.2% IV rank vs the trailing year. The 30-day expected move averaged 48.8%. IV traded above realized volatility by 53.3% (HV 20d: 116.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 15 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2007-10-03: Highest Volume — 14 contracts
  • 2007-10-15: Largest IV drop — 100.0% change
  • 2007-10-11: Highest IV Rank — 100.0%
  • 2007-10-12: Largest Expected Move — 54.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.42$2.10$2.76$2.21$2.11
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV170.1%152.4%190.4%152.4%189.4%
Expected Move48.8%43.7%54.6%43.7%54.3%
HV 20d116.7%103.0%133.9%103.4%116.5%
HV 60d93.7%79.5%99.3%79.5%98.1%
IV Rank87.2%75.8%100.0%75.8%99.4%
IV Percentile96.3%91.5%100.0%92.0%99.0%
VWIV166.5%150.6%190.0%150.6%158.7%
Bid-Ask Spread %122.69108.31127.23126.41110.56
Gamma HHI0.630.511.000.541.00
Net GEX1460463880
Net DEX2.4K-10.5K15.3K4.0K7.8K
Net VEX-21-570-280
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume201430
Total OI421389432429389

Daily Data (15 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-10-01$2.21$2.50152.4%43.7%103.4%75.8%150.6%0.0%0.0%884.0K-280.00126.41N/AN/A3035871
2007-10-02$2.18$2.50157.2%45.1%103.0%79.0%0.0%0.0%0.0%904.1K-280.00123.10N/AN/A0036171
2007-10-03$2.76$2.50153.3%43.9%132.3%76.3%190.0%0.0%0.0%346-10.5K-570.00108.31N/AN/A14036171
2007-10-04$2.65$2.50159.2%45.6%133.7%80.3%158.7%0.0%0.0%222-4.5K-380.00125.21N/AN/A10035471
2007-10-05$2.60$2.50159.9%45.9%133.9%80.8%0.0%0.0%0.0%197-3.2K-360.00125.21N/AN/A0035571
2007-10-08$2.76$2.50164.3%47.1%122.2%83.7%0.0%0.0%0.0%212-5.6K-300.00125.52N/AN/A0035571
2007-10-09$2.73$2.50173.1%49.6%114.5%89.5%0.0%0.0%0.0%206-5.0K-290.00125.52N/AN/A0035571
2007-10-10$2.73$2.50181.6%52.1%112.3%95.1%0.0%0.0%0.0%204-5.0K-280.00125.52N/AN/A3035571
2007-10-11$2.60$2.50190.0%54.5%110.2%100.0%0.0%0.0%0.0%166-2.3K-250.00125.21N/AN/A0035271
2007-10-12$2.49$2.50190.4%54.6%103.4%100.0%0.0%0.0%0.0%4633.3K-180.00127.23N/AN/A0035271
2007-10-15$2.16$2.500.0%0.0%116.3%0.0%0.0%0.0%0.0%015.3K00.00126.20N/AN/A0035271
2007-10-16$2.15$2.500.0%0.0%116.3%0.0%0.0%0.0%0.0%015.3K00.00126.16N/AN/A0035271
2007-10-17$2.10$2.500.0%0.0%116.5%0.0%0.0%0.0%0.0%014.9K00.00126.10N/AN/A0035271
2007-10-18$2.13$2.500.0%0.0%116.6%0.0%0.0%0.0%0.0%07.9K00.00114.14N/AN/A0035237
2007-10-19$2.11$2.50189.4%54.3%116.5%99.4%0.0%0.0%0.0%07.8K00.00110.56N/AN/A0035237