DUSA Options History — April 2025

In April 2025, DUSA traded between $37.94 and $42.37. ATM implied volatility averaged 44.9%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 9.2% (HV 20d: 35.7%). Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-04-08: Highest Volume — 2 contracts
  • 2025-04-03: Largest IV spike — 45.4% change
  • 2025-04-07: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.47$37.94$42.37$42.37$41.71
ATM IV44.9%32.0%95.6%37.5%36.1%
Expected Move10.8%7.6%14.4%7.6%10.3%
HV 20d35.7%23.5%41.8%23.6%41.8%
HV 60d24.4%17.3%28.3%17.3%28.3%
IV Rank42.1%26.1%100.0%36.1%30.8%
IV Percentile72.7%57.1%100.0%67.9%69.0%
Term Structure-10.1%-21.6%3.7%-10.9%-17.2%
Skew 25d7.6%-5.4%16.3%7.4%9.3%
Skew 10d6.3%1.5%25.6%2.0%3.3%
Call IV 25d30.1%23.5%41.2%27.0%27.4%
Put IV 25d37.7%23.1%57.5%34.4%36.8%
Bid-Ask Spread %160.57142.56181.61164.56157.26
Gamma HHI0.390.340.520.340.37
Net GEX-96-38777-38712
Net DEX1.6K-3.0K9.4K5.1K-1.5K
Net VEX-26-31-18-20-27
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1430200
Total OI4.2383554

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$42.37$0.0037.5%7.6%23.6%36.1%0.0%7.4%-10.9%-3875.1K-200.00164.56N/AN/A0014
2025-04-02$42.04$0.0038.3%7.7%23.5%37.1%0.0%-0.5%-15.9%-3796.3K-240.00165.08N/AN/A0014
2025-04-03$40.73$0.0055.6%10.7%25.0%59.5%0.0%6.9%-2.2%-3318.2K-250.00179.76N/AN/A0014
2025-04-04$38.88$0.0073.5%13.1%29.4%82.7%0.0%12.8%-21.6%-2068.4K-250.00169.10N/AN/A0014
2025-04-07$38.28$0.0095.6%13.9%28.8%100.0%0.0%16.3%-13.2%-1868.4K-240.00175.70N/AN/A0014
2025-04-08$37.94$0.0086.4%14.4%28.3%89.4%0.0%10.4%-9.5%-2049.4K-220.00151.78N/AN/A0214
2025-04-09$40.58$0.0047.4%13.6%37.0%44.0%0.0%14.8%-18.2%-73-310-180.00181.61N/AN/A1012
2025-04-10$39.59$0.0043.7%12.5%37.7%39.7%0.0%5.3%-8.6%-55599-300.00158.42N/AN/A0022
2025-04-11$40.59$0.0035.8%10.3%39.0%30.5%0.0%10.5%-0.5%-4-361-310.00142.56N/AN/A0022
2025-04-14$40.87$0.0034.7%9.9%37.5%29.2%0.0%10.8%-1.7%-44-935-300.00157.27N/AN/A0022
2025-04-15$40.70$0.0032.1%9.2%37.5%26.2%0.0%9.0%-4.2%-64-965-300.00155.95N/AN/A0022
2025-04-16$39.67$0.0042.3%12.1%38.1%38.1%0.0%11.5%-6.7%-137986-280.00170.60N/AN/A0022
2025-04-17$40.02$0.0035.1%10.1%38.4%29.6%0.0%8.6%-7.1%0-209-290.00156.34N/AN/A0022
2025-04-21$39.14$0.0038.3%11.0%39.0%33.4%0.0%5.2%-17.5%-771.2K-270.00151.83N/AN/A0022
2025-04-22$40.36$0.0035.2%10.1%40.1%29.8%0.0%10.8%-6.2%-35-333-280.00153.29N/AN/A0022
2025-04-23$40.78$0.0033.9%9.7%40.3%28.3%0.0%1.1%-3.9%-8-1.2K-280.00150.38N/AN/A0022
2025-04-24$41.56$0.0032.0%9.2%41.1%26.1%0.0%10.0%3.7%32-1.9K-280.00154.75N/AN/A0022
2025-04-25$40.92$0.0036.1%10.3%41.4%30.8%0.0%-3.2%-14.9%41-2.6K-250.00160.29N/AN/A0022
2025-04-28$40.96$0.0036.9%10.6%40.4%31.8%0.0%-5.4%-17.8%77-3.0K-240.00157.01N/AN/A0022
2025-04-29$42.16$0.0035.5%10.2%41.7%30.2%0.0%8.2%-18.0%4-2.1K-260.00158.52N/AN/A0022
2025-04-30$41.71$0.0036.1%10.3%41.8%30.8%0.0%9.3%-17.2%12-1.5K-270.00157.26N/AN/A0022