DUSA Options History — September 2024 In September 2024, DUSA traded between $39.47 and $41.61. ATM implied volatility averaged 29.9%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 15.6% (HV 20d: 14.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-11 : Highest Volume — 1 contracts2024-09-11 : Largest IV drop — 48.6% change2024-09-10 : Highest IV Rank — 32.3%2024-09-26 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.64 $39.47 $41.61 $40.61 $41.61 ATM IV 29.9% 22.2% 43.2% 31.6% 30.6% Expected Move 7.8% 6.4% 11.4% 9.1% 8.8% HV 20d 14.3% 12.8% 16.0% 16.0% 14.4% HV 60d 338.6% 336.8% 343.5% 343.5% 336.8% IV Rank 19.5% 12.1% 32.3% 21.1% 20.2% IV Percentile 17.0% 10.4% 25.5% 17.1% 21.9% Term Structure -6.2% -10.5% -1.7% -10.2% -7.8% Skew 25d 4.2% 0.0% 11.1% 0.0% 3.0% Skew 10d 8.2% 0.1% 16.6% 1.5% 4.4% Call IV 25d 19.9% 10.7% 30.4% 25.4% 23.4% Put IV 25d 24.1% 20.6% 32.2% 25.4% 26.4% Bid-Ask Spread % 171.22 164.72 185.23 165.48 170.10 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -41 -75 0 0 -60 Net DEX 499 0 932 0 711 Net VEX -5 -8 0 0 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 1 0 1 Total OI 0.65 0 1 0 1
Daily Data (20 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 2024-09-03 $40.61 $0.00 31.6% 9.1% 16.0% 21.1% 0.0% 0.0% -10.2% 0 0 0 0.00 165.48 N/A N/A 0 0 0 0 2024-09-04 $40.64 $0.00 33.3% 9.5% 14.5% 22.8% 0.0% 1.0% -10.5% 0 0 0 0.00 164.97 N/A N/A 0 0 0 0 2024-09-05 $40.28 $0.00 34.9% 7.0% 14.5% 24.3% 0.0% 4.4% -5.6% 0 0 0 0.00 174.07 N/A N/A 0 0 0 0 2024-09-06 $39.48 $0.00 33.2% 7.0% 14.7% 22.7% 0.0% 2.3% -6.9% 0 0 0 0.00 167.92 N/A N/A 0 0 0 0 2024-09-09 $39.72 $0.00 39.8% 7.2% 14.9% 29.0% 0.0% 5.3% -5.7% 0 0 0 0.00 176.01 N/A N/A 0 0 0 0 2024-09-10 $39.47 $0.00 43.2% 7.3% 14.9% 32.3% 0.0% 6.1% -5.8% 0 0 0 0.00 174.20 N/A N/A 0 0 0 0 2024-09-11 $39.53 $0.00 22.2% 6.4% 13.9% 12.1% 0.0% 7.0% -2.5% 0 0 0 0.00 164.72 N/A N/A 0 1 0 0 2024-09-12 $39.81 $0.00 25.0% 7.2% 14.1% 14.8% 0.0% 6.2% -5.3% -75 932 -8 0.00 171.25 N/A N/A 0 0 0 1 2024-09-13 $40.10 $0.00 25.8% 7.4% 12.8% 15.5% 0.0% 3.1% -5.8% -68 868 -8 0.00 174.33 N/A N/A 0 0 0 1 2024-09-16 $40.39 $0.00 25.9% 7.4% 13.1% 15.7% 0.0% 4.7% -6.7% -68 864 -8 0.00 174.18 N/A N/A 0 0 0 1 2024-09-17 $40.64 $0.00 25.3% 7.2% 12.8% 15.0% 0.0% 4.0% -6.1% -65 822 -7 0.00 172.15 N/A N/A 0 0 0 1 2024-09-18 $40.77 $0.00 25.6% 7.4% 12.8% 15.4% 0.0% 3.5% -7.2% -62 808 -7 0.00 170.06 N/A N/A 0 0 0 1 2024-09-19 $41.58 $0.00 23.6% 6.8% 14.6% 13.5% 0.0% 11.1% -1.7% -62 719 -7 0.00 170.90 N/A N/A 0 0 0 1 2024-09-20 $41.33 $0.00 26.3% 7.5% 14.6% 16.0% 0.0% 4.8% -4.2% -60 730 -7 0.00 170.32 N/A N/A 0 0 0 1 2024-09-23 $41.36 $0.00 27.5% 7.9% 14.3% 17.2% 0.0% 9.5% -5.5% -61 698 -6 0.00 168.98 N/A N/A 0 0 0 1 2024-09-24 $41.27 $0.00 27.5% 7.9% 14.3% 17.2% 0.0% 2.9% -4.5% -65 644 -6 0.00 169.37 N/A N/A 0 0 0 1 2024-09-25 $41.06 $0.00 28.0% 8.0% 14.4% 17.7% 0.0% 2.2% -5.9% -61 758 -7 0.00 170.18 N/A N/A 0 0 0 1 2024-09-26 $41.47 $0.00 39.8% 11.4% 14.8% 29.0% 0.0% 1.7% -9.8% -60 711 -7 0.00 185.23 N/A N/A 0 0 0 1 2024-09-27 $41.60 $0.00 28.1% 8.0% 14.7% 17.7% 0.0% 0.8% -6.3% -57 712 -7 0.00 169.89 N/A N/A 0 0 0 1 2024-09-30 $41.61 $0.00 30.6% 8.8% 14.4% 20.2% 0.0% 3.0% -7.8% -60 711 -6 0.00 170.10 N/A N/A 0 1 0 1
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