DUSA Options History — July 2024

Name: DUSA Options Analytics - July 2024
Creator: Options Analysis Suite

In July 2024, DUSA traded between $41.31 and $41.44. ATM implied volatility averaged 33.0%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 549.7% (HV 20d: 582.7%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 0 of 2 days.

Notable Days

2024-07-31: Largest IV spike — 1.7% change
2024-07-31: Highest IV Rank — 22.7%
2024-07-31: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.38	$41.31	$41.44	$41.31	$41.44
ATM IV	33.0%	32.7%	33.2%	32.7%	33.2%
Expected Move	9.5%	9.4%	9.5%	9.4%	9.5%
HV 20d	582.7%	582.7%	582.7%	582.7%	582.7%
HV 60d	344.2%	344.1%	344.3%	344.3%	344.1%
IV Rank	22.5%	22.2%	22.7%	22.2%	22.7%
IV Percentile	11.8%	11.6%	12.0%	11.6%	12.0%
Term Structure	-11.2%	-12.2%	-10.1%	-12.2%	-10.1%
Skew 25d	2.7%	2.4%	3.0%	3.0%	2.4%
Skew 10d	3.6%	3.3%	3.9%	3.3%	3.9%
Call IV 25d	24.9%	24.5%	25.3%	24.5%	25.3%
Put IV 25d	27.7%	27.6%	27.7%	27.6%	27.7%
Bid-Ask Spread %	166.18	166.16	166.20	166.20	166.16
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (2 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
2024-07-30	$41.31	$0.00	32.7%	9.4%	582.7%	22.2%	0.0%	3.0%	-12.2%	0	0	0	0.00	166.20	N/A	N/A	0	0	0	0
2024-07-31	$41.44	$0.00	33.2%	9.5%	582.7%	22.7%	0.0%	2.4%	-10.1%	0	0	0	0.00	166.16	N/A	N/A	0	0	0	0