DUSA Options History — October 2024 In October 2024, DUSA traded between $40.80 and $42.52. ATM implied volatility averaged 30.0%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 16.5% (HV 20d: 13.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-02 : Highest Volume — 1 contracts2024-10-09 : Largest IV drop — 38.4% change2024-10-08 : Highest IV Rank — 30.0%2024-10-29 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.76 $40.80 $42.52 $41.28 $41.68 ATM IV 30.0% 25.0% 40.9% 31.7% 34.3% Expected Move 8.0% 6.6% 9.8% 9.1% 9.8% HV 20d 13.5% 12.6% 15.1% 13.5% 15.1% HV 60d 239.1% 13.7% 336.9% 336.8% 14.2% IV Rank 20.0% 14.8% 30.0% 21.2% 25.0% IV Percentile 22.7% 13.1% 31.5% 22.7% 31.5% Term Structure -6.4% -11.9% -2.0% -9.4% -11.9% Skew 25d 7.9% 1.4% 25.3% 2.6% 2.8% Skew 10d 14.7% 2.2% 35.5% 2.4% 9.0% Call IV 25d 18.2% 11.8% 27.7% 24.3% 27.7% Put IV 25d 26.1% 22.8% 41.0% 26.9% 30.5% Bid-Ask Spread % 175.46 167.45 179.21 167.45 169.56 Gamma HHI 0.90 0.44 1.00 1.00 0.44 Net GEX -301 -470 -120 -120 -298 Net DEX 2.9K 1.2K 4.2K 1.5K 2.8K Net VEX -33 -58 -13 -13 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.261 0 1 0 0 Total OI 5.478 2 8 2 8
Daily Data (23 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 2024-10-01 $41.28 $0.00 31.7% 9.1% 13.5% 21.2% 0.0% 2.6% -9.4% -120 1.5K -13 0.00 167.45 N/A N/A 0 0 0 2 2024-10-02 $41.00 $0.00 32.9% 9.4% 13.8% 22.3% 0.0% 4.3% -9.0% -128 1.6K -15 0.00 169.24 N/A N/A 0 1 0 2 2024-10-03 $40.80 $0.00 34.4% 6.8% 13.5% 23.8% 0.0% 5.8% -3.0% -198 2.5K -22 0.00 174.61 N/A N/A 0 1 0 3 2024-10-04 $41.61 $0.00 30.1% 6.6% 12.8% 19.7% 0.0% 8.5% -3.0% -264 2.4K -23 0.00 174.89 N/A N/A 0 0 0 4 2024-10-07 $41.18 $0.00 37.3% 7.0% 13.5% 26.6% 0.0% 4.5% -3.9% -237 3.2K -28 0.00 175.79 N/A N/A 0 0 0 4 2024-10-08 $41.25 $0.00 40.9% 7.5% 13.1% 30.0% 0.0% 6.9% -4.0% -253 3.1K -27 0.00 177.89 N/A N/A 0 0 0 4 2024-10-09 $41.46 $0.00 25.2% 7.2% 13.2% 15.0% 0.0% 6.9% -2.0% -255 3.0K -27 0.00 177.25 N/A N/A 0 1 0 4 2024-10-10 $41.33 $0.00 25.8% 7.4% 13.2% 15.6% 0.0% 6.1% -4.3% -299 3.2K -29 0.00 178.03 N/A N/A 0 1 0 5 2024-10-11 $42.00 $0.00 25.0% 7.2% 14.0% 14.8% 0.0% 11.0% -4.8% -339 4.1K -36 0.00 176.92 N/A N/A 0 0 0 6 2024-10-14 $42.33 $0.00 25.5% 7.3% 14.0% 15.3% 0.0% 13.1% -4.7% -344 3.8K -34 0.00 176.03 N/A N/A 0 0 0 6 2024-10-15 $41.98 $0.00 26.1% 7.5% 14.5% 15.9% 0.0% 7.3% -4.9% -320 4.0K -34 0.00 174.97 N/A N/A 0 0 0 6 2024-10-16 $42.14 $0.00 27.0% 7.7% 14.5% 16.7% 0.0% 11.5% -5.4% -309 3.1K -28 0.00 175.42 N/A N/A 0 0 0 6 2024-10-17 $42.26 $0.00 26.6% 7.6% 12.8% 16.3% 0.0% 10.6% -5.5% -323 3.9K -35 0.00 177.46 N/A N/A 0 0 0 6 2024-10-18 $42.26 $0.00 26.8% 7.7% 12.6% 16.6% 0.0% 10.8% -5.9% -338 3.7K -33 0.00 177.21 N/A N/A 0 0 0 6 2024-10-21 $41.83 $0.00 27.1% 7.8% 13.2% 17.8% 0.0% 5.2% -6.7% -470 3.5K -33 0.00 174.99 N/A N/A 0 0 0 6 2024-10-22 $41.94 $0.00 28.2% 8.1% 13.2% 18.9% 0.0% 6.8% -7.5% -351 4.0K -36 0.00 176.87 N/A N/A 0 0 0 6 2024-10-23 $41.52 $0.00 27.7% 7.9% 13.6% 18.4% 0.0% 2.3% -7.7% -355 4.2K -34 0.00 175.16 N/A N/A 0 0 0 6 2024-10-24 $41.60 $0.00 29.5% 8.5% 13.1% 20.3% 0.0% 5.1% -8.2% -446 3.7K -35 0.00 179.21 N/A N/A 1 0 0 6 2024-10-25 $41.81 $0.00 28.6% 8.2% 13.2% 19.3% 0.0% 1.4% -7.2% -211 1.3K -43 0.00 173.14 N/A N/A 0 0 1 6 2024-10-28 $42.29 $0.00 31.7% 9.1% 13.8% 22.4% 0.0% 11.2% -6.5% -230 1.3K -45 0.00 178.03 N/A N/A 0 1 1 6 2024-10-29 $42.30 $0.00 34.3% 9.8% 13.4% 25.1% 0.0% 12.3% -10.8% -424 1.6K -51 0.00 178.52 N/A N/A 0 0 1 7 2024-10-30 $42.52 $0.00 32.8% 9.4% 13.1% 23.5% 0.0% 25.3% -11.8% -420 1.2K -47 0.00 176.90 N/A N/A 0 0 1 7 2024-10-31 $41.68 $0.00 34.3% 9.8% 15.1% 25.0% 0.0% 2.8% -11.9% -298 2.8K -58 0.00 169.56 N/A N/A 0 0 1 7
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