DUSA Options History — August 2024 In August 2024, DUSA traded between $37.89 and $41.24. ATM implied volatility averaged 37.8%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 444.0% (HV 20d: 481.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 64.6% change2024-08-06 : Highest IV Rank — 61.9%2024-08-06 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.94 $37.89 $41.24 $40.31 $41.24 ATM IV 37.8% 24.3% 74.1% 28.7% 28.2% Expected Move 8.1% 6.9% 11.8% 8.2% 8.1% HV 20d 481.7% 18.1% 584.5% 583.2% 18.1% HV 60d 344.2% 343.5% 344.7% 344.3% 343.5% IV Rank 27.1% 14.2% 61.9% 18.4% 17.9% IV Percentile 22.2% 10.4% 78.5% 11.2% 15.5% Term Structure -7.0% -15.4% 9.2% -12.4% -6.8% Skew 25d 4.2% -10.1% 10.8% -10.1% 10.8% Skew 10d 3.2% 0.7% 19.8% 0.9% 2.8% Call IV 25d 21.1% 10.9% 36.0% 36.0% 10.9% Put IV 25d 25.3% 20.0% 37.3% 25.9% 21.8% Bid-Ask Spread % 167.31 154.78 186.82 154.78 164.25 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 (22 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 2024-08-01 $40.31 $0.00 28.7% 8.2% 583.2% 18.4% 0.0% -10.1% -12.4% 0 0 0 0.00 154.78 N/A N/A 0 0 0 0 2024-08-02 $38.92 $0.00 38.2% 10.9% 584.0% 27.5% 0.0% 5.9% -13.9% 0 0 0 0.00 162.68 N/A N/A 0 0 0 0 2024-08-05 $37.89 $0.00 62.9% 10.6% 584.5% 51.1% 0.0% 9.2% -13.1% 0 0 0 0.00 175.16 N/A N/A 0 0 0 0 2024-08-06 $38.70 $0.00 74.1% 11.8% 584.2% 61.9% 0.0% 6.9% -15.4% 0 0 0 0.00 186.82 N/A N/A 0 0 0 0 2024-08-07 $38.33 $0.00 43.8% 7.5% 584.4% 32.8% 0.0% 4.0% -7.4% 0 0 0 0.00 160.60 N/A N/A 0 0 0 0 2024-08-08 $39.16 $0.00 68.3% 10.1% 584.1% 56.3% 0.0% 9.3% -10.4% 0 0 0 0.00 179.84 N/A N/A 0 0 0 0 2024-08-09 $39.19 $0.00 50.8% 7.4% 584.1% 39.6% 0.0% 6.2% -7.4% 0 0 0 0.00 165.69 N/A N/A 0 0 0 0 2024-08-12 $38.93 $0.00 65.2% 7.5% 584.2% 53.4% 0.0% 4.0% -7.4% 0 0 0 0.00 165.83 N/A N/A 0 0 0 0 2024-08-13 $39.51 $0.00 57.7% 6.9% 583.9% 46.2% 0.0% 6.7% -4.7% 0 0 0 0.00 165.80 N/A N/A 0 0 0 0 2024-08-14 $39.59 $0.00 24.9% 7.2% 583.9% 14.8% 0.0% 5.0% -6.8% 0 0 0 0.00 167.53 N/A N/A 0 0 0 0 2024-08-15 $40.30 $0.00 25.0% 7.2% 583.7% 14.8% 0.0% 4.0% 9.2% 0 0 0 0.00 168.10 N/A N/A 0 0 0 0 2024-08-16 $40.32 $0.00 24.3% 7.0% 583.6% 14.2% 0.0% 3.5% -3.1% 0 0 0 0.00 167.07 N/A N/A 0 0 0 0 2024-08-19 $40.70 $0.00 24.3% 7.0% 583.5% 14.2% 0.0% 3.0% -4.4% 0 0 0 0.00 166.42 N/A N/A 0 0 0 0 2024-08-20 $40.59 $0.00 25.8% 7.4% 583.5% 15.6% 0.0% 2.6% -5.4% 0 0 0 0.00 167.84 N/A N/A 0 0 0 0 2024-08-21 $40.65 $0.00 25.4% 7.3% 583.5% 15.2% 0.0% 3.5% -5.5% 0 0 0 0.00 166.87 N/A N/A 0 0 0 0 2024-08-22 $40.44 $0.00 26.1% 7.5% 583.6% 15.9% 0.0% 7.4% -4.9% 0 0 0 0.00 165.92 N/A N/A 0 0 0 0 2024-08-23 $40.84 $0.00 26.0% 7.4% 583.4% 15.7% 0.0% 2.2% -5.4% 0 0 0 0.00 165.33 N/A N/A 0 0 0 0 2024-08-26 $40.79 $0.00 27.2% 7.8% 583.5% 16.9% 0.0% 1.5% -6.5% 0 0 0 0.00 164.71 N/A N/A 0 0 0 0 2024-08-27 $40.70 $0.00 28.4% 8.1% 24.5% 18.0% 0.0% 2.2% -7.3% 0 0 0 0.00 167.96 N/A N/A 0 0 0 0 2024-08-28 $40.64 $0.00 28.1% 8.1% 24.5% 17.8% 0.0% 2.1% -7.8% 0 0 0 0.00 167.27 N/A N/A 0 0 0 0 2024-08-29 $40.89 $0.00 27.7% 7.9% 22.4% 17.4% 0.0% 2.5% -6.9% 0 0 0 0.00 164.34 N/A N/A 0 0 0 0 2024-08-30 $41.24 $0.00 28.2% 8.1% 18.1% 17.9% 0.0% 10.8% -6.8% 0 0 0 0.00 164.25 N/A N/A 0 0 0 0
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