DUSA Options History — March 2025

In March 2025, DUSA traded between $41.16 and $43.83. ATM implied volatility averaged 32.4%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 12.9% (HV 20d: 19.5%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-03-14: Highest Volume — 2 contracts
  • 2025-03-11: Largest IV drop — 27.8% change
  • 2025-03-10: Highest IV Rank — 34.3%
  • 2025-03-14: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.70$41.16$43.83$43.83$42.47
Max Pain$36.69$36.00$39.00$36.00$39.00
ATM IV32.4%28.5%43.4%30.5%35.3%
Expected Move9.3%6.1%16.6%8.8%7.3%
HV 20d19.5%13.1%23.9%13.1%23.9%
HV 60d16.5%15.7%17.3%16.1%17.3%
IV Rank24.1%19.2%34.3%21.3%33.2%
IV Percentile53.3%42.5%67.9%48.0%65.1%
Term Structure-7.7%-14.3%-1.9%-7.6%-8.6%
Skew 25d5.1%-1.7%9.8%-1.7%9.8%
Skew 10d2.5%-3.7%10.4%1.5%2.2%
Call IV 25d24.3%18.4%33.5%26.8%25.2%
Put IV 25d29.4%25.1%42.2%25.1%35.0%
Bid-Ask Spread %157.90143.88182.46143.88158.65
Gamma HHI0.370.280.440.410.36
Net GEX-316-477-55-55-401
Net DEX2.3K-2.0K6.1K-2.0K5.5K
Net VEX-24-29-19-19-23
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0950200
Total OI8.33351195

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$43.83$36.0030.5%8.8%13.1%21.3%0.0%-1.7%-7.6%-55-2.0K-190.00143.88N/AN/A0018
2025-03-04$43.38$36.0034.2%9.8%13.5%25.0%0.0%6.3%-9.4%-97-1.2K-210.00147.60N/AN/A0018
2025-03-05$43.72$36.0033.8%9.7%13.7%24.6%0.0%8.5%-3.5%-83-1.4K-200.00149.16N/AN/A0018
2025-03-06$42.86$36.0037.9%10.9%15.1%28.7%0.0%5.7%-2.6%-162-648-220.00149.94N/AN/A0018
2025-03-07$42.99$36.0038.4%11.0%14.9%29.2%0.0%8.6%-1.9%-129-561-230.00148.55N/AN/A0018
2025-03-10$41.99$36.0043.4%12.5%16.5%34.3%0.0%4.4%-14.3%-206-157-230.00146.31N/AN/A0018
2025-03-11$41.16$36.0031.4%14.4%17.4%22.1%0.0%8.7%-10.6%-370554-240.00151.66N/AN/A0018
2025-03-12$42.09$36.0029.9%13.5%19.9%20.6%0.0%7.4%-12.0%-228-238-220.00150.57N/AN/A0018
2025-03-13$41.58$36.0029.5%14.0%20.0%20.2%0.0%-0.0%-13.2%-2881.1K-260.00150.46N/AN/A0018
2025-03-14$41.50$36.0032.0%16.6%18.2%22.8%0.0%0.9%-12.8%-267-519-200.00153.88N/AN/A0218
2025-03-17$42.70$39.0028.6%6.3%21.8%19.3%0.0%6.4%-6.8%-3684.0K-230.00149.85N/AN/A00110
2025-03-18$42.56$39.0029.6%6.3%21.8%20.3%0.0%7.6%-6.5%-4454.8K-260.00148.33N/AN/A00110
2025-03-19$42.96$39.0028.5%6.1%22.0%19.2%0.0%7.1%-4.4%-4725.4K-290.00148.38N/AN/A00110
2025-03-20$42.92$0.0029.2%6.9%22.0%19.9%0.0%5.5%-5.3%-4534.9K-280.00182.46N/AN/A00110
2025-03-21$42.61$0.0029.3%6.8%21.3%20.0%0.0%6.1%-3.9%-4775.6K-290.00173.43N/AN/A00110
2025-03-24$43.45$0.0033.4%6.8%22.7%24.1%0.0%4.8%-6.7%-3984.0K-270.00176.88N/AN/A0014
2025-03-25$43.44$0.0030.5%6.7%22.7%21.2%0.0%4.7%-7.2%-4373.9K-240.00177.13N/AN/A0014
2025-03-26$43.26$0.0030.1%6.8%22.7%20.8%0.0%1.5%-6.9%-4765.0K-270.00170.34N/AN/A0014
2025-03-27$43.15$0.0031.5%6.9%22.4%28.4%0.0%5.0%-7.4%-4504.7K-260.00171.24N/AN/A0014
2025-03-28$42.03$0.0033.1%7.2%23.9%30.5%0.0%-0.4%-9.5%-3806.1K-240.00167.27N/AN/A0014
2025-03-31$42.47$0.0035.3%7.3%23.9%33.2%0.0%9.8%-8.6%-4015.5K-230.00158.65N/AN/A0014