DUSA Options History — December 2024 In December 2024, DUSA traded between $42.07 and $45.91. ATM implied volatility averaged 28.2%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 0.2% (HV 20d: 27.9%). Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 39.5% change2024-12-10 : Highest IV Rank — 27.6%2024-12-31 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.62 $42.07 $45.91 $45.91 $42.07 ATM IV 28.2% 22.1% 36.8% 28.5% 33.5% Expected Move 7.4% 4.6% 9.6% 8.2% 9.6% HV 20d 27.9% 20.0% 33.0% 32.2% 20.0% HV 60d 22.9% 21.3% 23.9% 21.3% 23.6% IV Rank 18.9% 12.7% 27.6% 19.2% 24.3% IV Percentile 28.7% 11.6% 44.2% 30.3% 44.2% Term Structure -6.5% -12.0% 3.4% -5.8% -10.9% Skew 25d 0.1% -13.5% 15.4% 15.4% 3.4% Skew 10d -1.9% -8.2% 12.7% 12.7% 0.0% Call IV 25d 23.3% 15.3% 29.9% 20.3% 24.4% Put IV 25d 23.4% 15.8% 35.7% 35.7% 27.9% Bid-Ask Spread % 170.83 155.89 181.60 155.89 168.28 Gamma HHI 0.47 0.35 0.51 0.51 0.40 Net GEX -196 -570 45 -37 -427 Net DEX 126 -2.1K 4.3K -1.7K 3.4K Net VEX -36 -59 -19 -28 -54 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 9
Daily Data (21 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 2024-12-02 $45.91 $0.00 28.5% 8.2% 32.2% 19.2% 0.0% 15.4% -5.8% -37 -1.7K -28 0.00 155.89 N/A N/A 0 0 1 8 2024-12-03 $45.02 $0.00 29.0% 8.3% 33.0% 19.7% 0.0% 2.2% -5.4% -25 -1.8K -25 0.00 156.47 N/A N/A 0 0 1 8 2024-12-04 $44.86 $0.00 28.9% 8.3% 33.0% 19.7% 0.0% 2.1% -5.7% -25 -1.7K -26 0.00 156.19 N/A N/A 0 0 1 8 2024-12-05 $44.52 $0.00 29.9% 5.7% 28.5% 20.7% 0.0% -3.1% -4.9% -30 -1.5K -27 0.00 181.50 N/A N/A 0 0 1 8 2024-12-06 $45.33 $0.00 29.3% 4.6% 29.1% 20.0% 0.0% 5.3% 3.4% -32 -1.9K -26 0.00 172.06 N/A N/A 0 0 1 8 2024-12-09 $45.45 $0.00 32.9% 6.1% 29.0% 23.7% 0.0% 3.8% -4.9% -32 -1.9K -25 0.00 181.11 N/A N/A 0 0 1 8 2024-12-10 $44.28 $0.00 36.8% 6.6% 30.4% 27.6% 0.0% -1.8% -6.2% -31 -1.3K -27 0.00 181.60 N/A N/A 0 0 1 8 2024-12-11 $44.50 $0.00 22.3% 6.4% 30.4% 12.9% 0.0% -3.8% -6.2% -28 -1.5K -26 0.00 180.89 N/A N/A 0 0 1 8 2024-12-12 $43.42 $0.00 25.9% 7.4% 30.6% 16.6% 0.0% -6.2% -12.0% -288 1.6K -46 0.00 181.32 N/A N/A 0 0 1 8 2024-12-13 $43.85 $0.00 22.1% 6.3% 30.2% 12.7% 0.0% -4.7% -5.7% -34 -1.1K -27 0.00 179.07 N/A N/A 0 0 1 8 2024-12-16 $43.67 $0.00 23.4% 6.7% 29.7% 14.1% 0.0% -5.1% -7.6% -33 -1.2K -27 0.00 180.22 N/A N/A 0 0 1 8 2024-12-17 $43.15 $0.00 25.3% 7.3% 29.7% 16.0% 0.0% -2.9% -7.2% 29 -2.1K -19 0.00 176.39 N/A N/A 0 0 1 8 2024-12-18 $42.17 $0.00 24.7% 7.1% 30.7% 15.4% 0.0% -13.5% -5.8% -537 3.4K -55 0.00 161.39 N/A N/A 0 0 1 8 2024-12-19 $42.14 $0.00 28.7% 8.2% 30.7% 19.4% 0.0% -2.0% -7.6% -454 4.3K -59 0.00 169.24 N/A N/A 0 0 1 8 2024-12-20 $42.50 $0.00 27.3% 7.8% 28.5% 18.0% 0.0% 0.9% -6.4% -551 2.8K -53 0.00 163.46 N/A N/A 0 0 1 8 2024-12-23 $42.64 $0.00 26.5% 7.6% 25.9% 17.2% 0.0% 2.9% -5.3% -570 2.1K -47 0.00 169.41 N/A N/A 0 0 1 8 2024-12-24 $42.97 $0.00 27.5% 7.9% 21.5% 18.1% 0.0% -1.2% -7.8% 45 -2.0K -19 0.00 170.46 N/A N/A 0 0 1 8 2024-12-26 $43.13 $0.00 27.5% 7.9% 21.5% 18.2% 0.0% 4.1% -6.4% -347 2.1K -52 0.00 169.64 N/A N/A 0 0 1 8 2024-12-27 $42.33 $0.00 29.0% 8.3% 22.3% 19.7% 0.0% 2.7% -8.6% -275 173 -39 0.00 166.97 N/A N/A 0 0 1 8 2024-12-30 $42.18 $0.00 32.1% 9.2% 20.1% 22.9% 0.0% 4.7% -8.5% -436 2.4K -49 0.00 165.84 N/A N/A 0 0 1 8 2024-12-31 $42.07 $0.00 33.5% 9.6% 20.0% 24.3% 0.0% 3.4% -10.9% -427 3.4K -54 0.00 168.28 N/A N/A 0 0 1 8
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