DUSA Options History — June 2012

Name: DUSA Options Analytics - June 2012
Creator: Options Analysis Suite

In June 2012, DUSA traded between $4.89 and $5.29. ATM implied volatility averaged 78.2%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 37.1% (HV 20d: 41.2%). Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 2.50.

Notable Days

2012-06-01: Highest Volume — 11 contracts
2012-06-14: Largest IV drop — 30.5% change
2012-06-13: Highest IV Rank — 52.8%
2012-06-19: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.08	$4.89	$5.29	$4.91	$5.22
ATM IV	78.2%	64.8%	107.7%	71.8%	69.7%
Expected Move	20.9%	18.6%	22.1%	20.6%	20.0%
HV 20d	41.2%	35.1%	49.5%	47.3%	36.8%
HV 60d	42.8%	41.5%	44.6%	43.0%	43.9%
IV Rank	29.6%	19.1%	52.8%	24.5%	22.9%
IV Percentile	63.3%	34.7%	88.4%	58.6%	48.2%
Term Structure	1.5%	-3.9%	16.0%	1.3%	5.3%
Bid-Ask Spread %	119.60	112.30	129.99	128.89	126.92
Gamma HHI	0.47	0.41	0.56	0.41	0.49
Net GEX	-69	-195	10	-40	10
Net DEX	1.0K	-2.5K	3.0K	278	-72
Net VEX	-162	-185	-119	-158	-139
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.50	0.00	10.00	10.00	0.00
Total Volume	1.81	0	11	11	4
Total OI	324.286	308	335	308	335

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
2012-06-01	$4.91	$0.00	71.8%	20.6%	47.3%	24.5%	0.0%	0.0%	1.3%	-40	278	-158	10.00	128.89	N/A	N/A	1	10	62	246
2012-06-04	$5.06	$0.00	75.6%	21.0%	49.5%	27.6%	0.0%	0.0%	-0.2%	-88	2.1K	-169	0.00	114.88	N/A	N/A	0	0	63	256
2012-06-05	$5.05	$0.00	75.5%	21.7%	47.4%	27.5%	0.0%	0.0%	-3.8%	-78	1.4K	-185	0.00	112.30	N/A	N/A	4	0	63	256
2012-06-06	$5.10	$0.00	78.6%	20.8%	46.8%	29.9%	0.0%	0.0%	0.1%	-129	1.3K	-167	0.00	113.68	N/A	N/A	0	0	65	256
2012-06-07	$5.09	$0.00	83.0%	21.6%	45.4%	33.4%	0.0%	0.0%	-2.3%	-59	787	-176	0.00	115.71	N/A	N/A	0	0	65	256
2012-06-08	$5.17	$0.00	82.5%	21.5%	42.8%	33.0%	0.0%	0.0%	-1.0%	-74	785	-182	0.00	119.00	N/A	N/A	0	0	65	256
2012-06-11	$5.14	$0.00	99.7%	20.8%	40.5%	46.5%	0.0%	0.0%	0.7%	-59	868	-183	0.00	119.02	N/A	N/A	0	0	65	256
2012-06-12	$5.29	$0.00	101.2%	19.7%	40.4%	47.7%	0.0%	0.0%	7.0%	-74	-1.0K	-161	0.00	121.61	N/A	N/A	5	0	65	256
2012-06-13	$5.15	$0.00	107.7%	21.7%	41.1%	52.8%	0.0%	0.0%	-3.9%	-54	506	-174	0.00	114.02	N/A	N/A	0	0	65	256
2012-06-14	$5.17	$0.00	74.8%	21.4%	36.1%	26.9%	0.0%	0.0%	-1.6%	-91	640	-162	0.00	119.50	N/A	N/A	0	0	65	256
2012-06-15	$5.01	$0.00	74.1%	21.2%	37.1%	26.4%	0.0%	0.0%	-1.1%	-78	2.4K	-176	0.00	117.77	N/A	N/A	0	0	65	256
2012-06-18	$4.94	$0.00	73.4%	21.0%	37.1%	25.8%	0.0%	0.0%	3.1%	-195	1.4K	-119	0.00	116.46	N/A	N/A	4	0	65	256
2012-06-19	$4.89	$0.00	77.1%	22.1%	36.3%	28.7%	0.0%	0.0%	-1.6%	-75	2.5K	-176	0.00	113.11	N/A	N/A	0	0	69	256
2012-06-20	$4.90	$0.00	73.3%	21.0%	35.7%	25.8%	0.0%	0.0%	0.9%	-81	3.0K	-174	0.00	122.95	N/A	N/A	0	0	69	256
2012-06-21	$4.91	$0.00	73.6%	21.1%	35.1%	26.0%	0.0%	0.0%	-0.7%	-130	2.5K	-154	0.00	119.85	N/A	N/A	0	0	69	256
2012-06-22	$5.24	$0.00	71.4%	20.5%	41.0%	24.3%	0.0%	0.0%	16.0%	-36	-2.5K	-119	0.00	114.61	N/A	N/A	0	10	69	256
2012-06-25	$5.07	$0.00	74.4%	21.3%	42.3%	26.6%	0.0%	0.0%	-3.8%	-26	889	-152	0.00	122.15	N/A	N/A	0	0	69	266
2012-06-26	$5.03	$0.00	71.6%	20.5%	41.6%	24.4%	0.0%	0.0%	2.3%	-24	1.3K	-150	0.00	123.66	N/A	N/A	0	0	69	266
2012-06-27	$5.17	$0.00	64.8%	18.6%	42.9%	19.1%	0.0%	0.0%	11.1%	-37	1.0K	-160	0.00	125.50	N/A	N/A	0	0	69	266
2012-06-28	$5.17	$0.00	68.7%	19.7%	41.1%	22.2%	0.0%	0.0%	3.7%	-37	1.2K	-168	0.00	129.99	N/A	N/A	0	0	69	266
2012-06-29	$5.22	$0.00	69.7%	20.0%	36.8%	22.9%	0.0%	0.0%	5.3%	10	-72	-139	0.00	126.92	N/A	N/A	0	4	69	266