DUSA Options History — February 2025

In February 2025, DUSA traded between $44.29 and $46.16. ATM implied volatility averaged 28.5%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 17.7% (HV 20d: 10.8%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-02-12: Largest IV drop — 36.4% change
  • 2025-02-11: Highest IV Rank — 28.1%
  • 2025-02-05: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.32$44.29$46.16$45.22$44.53
Max Pain$36.00$36.00$36.00$36.00$36.00
ATM IV28.5%22.5%37.3%30.0%30.6%
Expected Move7.5%6.3%9.2%8.6%8.8%
HV 20d10.8%8.9%12.1%12.1%12.0%
HV 60d19.8%15.8%23.4%23.4%15.8%
IV Rank19.2%13.1%28.1%20.7%21.3%
IV Percentile35.4%13.1%55.2%42.9%48.0%
Term Structure-5.5%-8.1%-0.2%-6.3%-7.2%
Skew 25d4.8%1.7%6.4%5.9%2.5%
Skew 10d6.1%2.4%13.9%3.8%11.3%
Call IV 25d20.5%16.3%37.8%23.2%37.8%
Put IV 25d25.3%20.8%40.3%29.1%40.3%
Bid-Ask Spread %153.98148.63171.27160.67171.27
Gamma HHI0.440.370.500.420.37
Net GEX-54-234-22-54-234
Net DEX-2.0K-2.8K382-1.9K382
Net VEX-20-24-17-21-24
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI99999

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$45.22$0.0030.0%8.6%12.1%20.7%0.0%5.9%-6.3%-54-1.9K-210.00160.67N/AN/A0018
2025-02-04$45.47$0.0031.6%9.1%11.8%22.4%0.0%4.0%-7.6%-39-2.3K-200.00163.58N/AN/A0018
2025-02-05$45.39$0.0032.0%9.2%11.7%22.7%0.0%4.9%-8.1%-60-1.6K-240.00166.56N/AN/A0018
2025-02-06$45.66$36.0030.6%6.3%11.2%21.4%0.0%5.2%-4.6%-41-2.5K-190.00152.09N/AN/A0018
2025-02-07$45.34$36.0031.1%6.6%11.6%21.8%0.0%4.0%-5.4%-49-1.8K-230.00150.57N/AN/A0018
2025-02-10$45.27$36.0036.3%6.9%10.7%27.1%0.0%5.6%-6.0%-51-2.2K-210.00152.09N/AN/A0018
2025-02-11$45.23$36.0037.3%6.8%10.6%28.1%0.0%6.1%-0.2%-72-2.0K-200.00153.38N/AN/A0018
2025-02-12$45.33$36.0023.7%6.8%10.6%14.3%0.0%6.2%-5.1%-45-2.3K-200.00151.61N/AN/A0018
2025-02-13$46.16$36.0022.5%6.4%9.3%13.1%0.0%6.1%-4.9%-22-2.8K-170.00149.41N/AN/A0018
2025-02-14$45.98$36.0023.8%6.8%9.3%14.4%0.0%4.1%-5.7%-36-2.1K-210.00151.65N/AN/A0018
2025-02-18$45.77$36.0024.6%7.1%9.1%15.2%0.0%5.3%-5.3%-37-1.9K-200.00151.94N/AN/A0018
2025-02-19$46.05$36.0023.8%6.8%8.9%14.4%0.0%5.7%-4.5%-32-2.0K-210.00150.85N/AN/A0018
2025-02-20$45.81$36.0024.0%6.9%9.2%14.6%0.0%4.8%-4.0%-34-1.9K-200.00149.94N/AN/A0018
2025-02-21$44.95$36.0025.2%7.2%11.7%15.8%0.0%1.7%-4.3%-30-2.3K-180.00148.69N/AN/A0018
2025-02-24$45.02$36.0027.7%7.9%11.6%18.4%0.0%5.8%-6.1%-41-2.2K-190.00150.89N/AN/A0018
2025-02-25$44.77$36.0027.8%8.0%11.3%18.5%0.0%6.4%-5.7%-51-1.8K-210.00148.63N/AN/A0018
2025-02-26$44.77$36.0028.6%8.2%11.3%19.3%0.0%5.2%-5.7%-52-1.9K-200.00151.02N/AN/A0018
2025-02-27$44.29$36.0030.9%8.9%11.9%21.6%0.0%2.3%-7.7%-53-1.9K-190.00150.69N/AN/A0018
2025-02-28$44.53$36.0030.6%8.8%12.0%21.3%0.0%2.5%-7.2%-234382-240.00171.27N/AN/A0018