DUSA Options History — January 2025 In January 2025, DUSA traded between $42.10 and $45.39. ATM implied volatility averaged 33.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 17.1% (HV 20d: 16.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2025-01-15 : Largest IV drop — 64.9% change2025-01-14 : Highest IV Rank — 59.6%2025-01-02 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.83 $42.10 $45.39 $42.10 $45.39 ATM IV 33.1% 23.7% 68.3% 33.8% 27.1% Expected Move 7.4% 6.5% 9.7% 9.7% 7.8% HV 20d 16.0% 11.8% 20.2% 19.3% 11.8% HV 60d 23.7% 23.4% 24.0% 23.5% 23.4% IV Rank 23.9% 14.3% 59.6% 24.6% 17.7% IV Percentile 35.7% 14.7% 76.2% 44.6% 31.3% Term Structure -4.3% -11.5% -1.5% -11.1% -5.9% Skew 25d 8.8% 1.1% 16.3% 1.5% 1.1% Skew 10d 14.3% -1.7% 26.0% -1.7% 4.0% Call IV 25d 17.8% 8.3% 41.4% 40.7% 22.1% Put IV 25d 26.5% 20.9% 43.1% 42.2% 23.2% Bid-Ask Spread % 169.99 162.20 175.80 165.43 162.20 Gamma HHI 0.39 0.34 0.52 0.43 0.41 Net GEX -197 -481 -24 -481 -51 Net DEX -238 -2.4K 4.4K 4.4K -2.2K Net VEX -33 -58 -20 -58 -21 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 (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 2025-01-02 $42.10 $0.00 33.8% 9.7% 19.3% 24.6% 0.0% 1.5% -11.1% -481 4.4K -58 0.00 165.43 N/A N/A 0 0 1 8 2025-01-03 $42.52 $0.00 33.6% 9.6% 19.8% 24.3% 0.0% 1.8% -11.5% -322 728 -43 0.00 168.16 N/A N/A 0 0 1 8 2025-01-06 $42.95 $0.00 37.8% 6.5% 20.2% 28.6% 0.0% 9.4% -1.5% -256 386 -37 0.00 174.08 N/A N/A 0 0 1 8 2025-01-07 $42.66 $0.00 39.2% 6.6% 18.9% 30.1% 0.0% 5.4% -2.4% -371 2.3K -50 0.00 174.21 N/A N/A 0 0 1 8 2025-01-08 $42.52 $0.00 40.9% 6.8% 18.8% 31.8% 0.0% 9.8% -2.3% -381 2.4K -50 0.00 175.80 N/A N/A 0 0 1 8 2025-01-10 $42.12 $0.00 47.3% 7.2% 16.9% 38.2% 0.0% 5.0% -2.2% -368 1.3K -43 0.00 173.52 N/A N/A 0 0 1 8 2025-01-13 $42.53 $0.00 55.0% 7.0% 17.3% 46.1% 0.0% 10.9% -1.9% -333 894 -40 0.00 172.33 N/A N/A 0 0 1 8 2025-01-14 $42.72 $0.00 68.3% 7.1% 15.3% 59.6% 0.0% 8.7% -2.3% -377 2.6K -49 0.00 173.34 N/A N/A 0 0 1 8 2025-01-15 $43.73 $0.00 24.0% 6.9% 17.2% 14.6% 0.0% 16.3% -3.3% -151 -1.0K -30 0.00 174.29 N/A N/A 0 0 1 8 2025-01-16 $43.55 $0.00 23.7% 6.8% 17.2% 14.3% 0.0% 9.2% -3.2% -187 -196 -32 0.00 172.69 N/A N/A 0 0 1 8 2025-01-17 $44.02 $0.00 23.9% 6.9% 17.0% 14.5% 0.0% 15.1% -2.9% -148 -1.2K -29 0.00 171.40 N/A N/A 0 0 1 8 2025-01-21 $44.41 $0.00 25.2% 7.2% 14.6% 15.8% 0.0% 13.6% -4.2% -97 -1.6K -26 0.00 172.12 N/A N/A 0 0 1 8 2025-01-22 $44.58 $0.00 24.4% 7.0% 14.6% 15.0% 0.0% 13.6% -4.5% -78 -1.9K -24 0.00 170.73 N/A N/A 0 0 1 8 2025-01-23 $44.69 $0.00 24.3% 7.0% 14.4% 14.9% 0.0% 3.5% -2.4% -24 -2.1K -21 0.00 168.52 N/A N/A 0 0 1 8 2025-01-24 $44.90 $0.00 24.9% 7.1% 14.4% 15.6% 0.0% 12.2% -4.6% -80 -1.6K -24 0.00 167.68 N/A N/A 0 0 1 8 2025-01-27 $45.27 $0.00 26.7% 7.7% 14.4% 17.4% 0.0% 13.3% -4.8% -58 -2.2K -22 0.00 165.11 N/A N/A 0 0 1 8 2025-01-28 $45.30 $0.00 28.1% 8.0% 14.5% 18.8% 0.0% 12.6% -4.5% -49 -1.9K -21 0.00 167.17 N/A N/A 0 0 1 8 2025-01-29 $45.23 $0.00 27.6% 7.9% 12.2% 18.3% 0.0% 10.4% -5.2% -67 -1.5K -24 0.00 166.29 N/A N/A 0 0 1 8 2025-01-30 $45.36 $0.00 27.0% 7.7% 12.0% 17.7% 0.0% 1.6% -5.7% -52 -2.4K -20 0.00 164.65 N/A N/A 0 0 1 8 2025-01-31 $45.39 $0.00 27.1% 7.8% 11.8% 17.7% 0.0% 1.1% -5.9% -51 -2.2K -21 0.00 162.20 N/A N/A 0 0 1 8
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