DUSA Options History — November 2024 In November 2024, DUSA traded between $41.45 and $45.89. ATM implied volatility averaged 31.4%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.5% (HV 20d: 23.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-11-04 : Highest Volume — 1 contracts2024-11-11 : Largest IV spike — 76.8% change2024-11-12 : Highest IV Rank — 51.5%2024-11-01 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $43.96 $41.45 $45.89 $41.84 $45.89 ATM IV 31.4% 20.5% 60.4% 36.6% 23.5% Expected Move 6.8% 5.9% 10.5% 10.5% 6.7% HV 20d 23.9% 13.4% 32.6% 13.5% 32.1% HV 60d 17.7% 13.6% 21.8% 13.6% 21.8% IV Rank 22.1% 11.1% 51.5% 27.4% 14.1% IV Percentile 23.3% 10.0% 55.0% 33.5% 12.4% Term Structure -2.6% -13.5% 2.0% -13.5% 2.0% Skew 25d 4.5% -1.6% 11.5% 3.4% 5.8% Skew 10d 7.6% 2.3% 14.6% 2.3% 7.3% Call IV 25d 18.2% 14.4% 27.3% 27.3% 20.2% Put IV 25d 22.7% 18.8% 30.7% 30.7% 26.1% Bid-Ask Spread % 157.87 153.85 173.33 173.33 155.41 Gamma HHI 0.49 0.35 0.52 0.45 0.52 Net GEX -106 -444 -27 -311 -39 Net DEX -709 -1.8K 3.8K 2.8K -1.7K Net VEX -33 -67 -25 -56 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 8.9 8 9 8 9
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 2024-11-01 $41.84 $0.00 36.6% 10.5% 13.5% 27.4% 0.0% 3.4% -13.5% -311 2.8K -56 0.00 173.33 N/A N/A 0 0 1 7 2024-11-04 $41.45 $0.00 42.7% 7.6% 13.4% 33.6% 0.0% 5.8% -7.5% -331 3.2K -56 0.00 159.99 N/A N/A 0 1 1 7 2024-11-05 $41.80 $0.00 42.4% 6.7% 13.7% 33.3% 0.0% 5.1% -5.1% -444 3.8K -67 0.00 162.18 N/A N/A 0 0 1 8 2024-11-06 $43.90 $0.00 38.6% 6.0% 21.9% 29.4% 0.0% 5.7% -2.5% -33 -1.4K -28 0.00 157.53 N/A N/A 0 0 1 8 2024-11-07 $44.14 $0.00 39.8% 6.1% 21.8% 30.6% 0.0% 3.3% -2.9% -37 -1.2K -29 0.00 157.33 N/A N/A 0 0 1 8 2024-11-08 $43.86 $0.00 31.4% 6.1% 21.6% 22.1% 0.0% 2.0% -3.3% -34 -1.3K -29 0.00 156.97 N/A N/A 0 0 1 8 2024-11-11 $44.25 $0.00 55.4% 6.3% 21.6% 46.5% 0.0% 2.6% -3.0% -34 -1.3K -29 0.00 157.16 N/A N/A 0 0 1 8 2024-11-12 $44.05 $0.00 60.4% 6.3% 21.4% 51.5% 0.0% 0.9% -3.8% -35 -1.2K -28 0.00 155.04 N/A N/A 0 0 1 8 2024-11-13 $45.03 $0.00 20.5% 5.9% 22.5% 11.1% 0.0% 9.9% -0.3% -59 -1.7K -27 0.00 157.27 N/A N/A 0 0 1 8 2024-11-14 $44.21 $0.00 21.9% 6.3% 23.8% 12.5% 0.0% 4.5% -0.0% -38 -1.2K -30 0.00 156.64 N/A N/A 0 0 1 8 2024-11-15 $43.53 $0.00 22.4% 6.4% 24.6% 13.0% 0.0% 2.4% -1.0% -102 -1.6K -25 0.00 157.54 N/A N/A 0 0 1 8 2024-11-18 $44.03 $0.00 23.5% 6.8% 24.4% 14.2% 0.0% 5.3% -1.0% -33 -1.4K -27 0.00 158.56 N/A N/A 0 0 1 8 2024-11-19 $43.84 $0.00 23.7% 6.8% 24.5% 14.4% 0.0% 9.2% -0.7% -51 -1.1K -29 0.00 158.29 N/A N/A 0 0 1 8 2024-11-20 $43.78 $0.00 23.9% 6.8% 24.2% 14.5% 0.0% 4.8% -1.1% -377 -698 -34 0.00 156.88 N/A N/A 0 0 1 8 2024-11-21 $45.13 $0.00 21.4% 6.1% 26.1% 12.0% 0.0% 11.5% 2.0% -44 -1.7K -27 0.00 155.10 N/A N/A 0 0 1 8 2024-11-22 $43.55 $0.00 25.3% 7.2% 29.6% 15.9% 0.0% -1.6% -3.8% -37 -1.4K -27 0.00 157.23 N/A N/A 0 0 1 8 2024-11-25 $45.27 $0.00 23.8% 6.8% 32.3% 14.4% 0.0% 5.7% -1.4% -28 -1.8K -26 0.00 153.85 N/A N/A 0 0 1 8 2024-11-26 $44.86 $0.00 24.7% 7.1% 32.5% 15.4% 0.0% 2.0% -2.1% -27 -1.7K -27 0.00 155.33 N/A N/A 0 0 1 8 2024-11-27 $44.86 $0.00 25.3% 7.2% 32.6% 15.9% 0.0% 1.3% -2.8% -27 -1.7K -26 0.00 155.81 N/A N/A 0 0 1 8 2024-11-29 $45.89 $0.00 23.5% 6.7% 32.1% 14.1% 0.0% 5.8% 2.0% -39 -1.7K -28 0.00 155.41 N/A N/A 0 0 1 8
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