DUSA Options History — June 2025

In June 2025, DUSA traded between $43.66 and $46.09. ATM implied volatility averaged 28.7%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 13.5% (HV 20d: 15.2%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-06-11: Largest IV drop — 37.2% change
  • 2025-06-10: Highest IV Rank — 31.4%
  • 2025-06-04: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.79$43.66$46.09$43.66$46.09
Max Pain$39.00$39.00$39.00$39.00$39.00
ATM IV28.7%23.0%36.6%32.1%29.7%
Expected Move7.6%6.6%9.4%9.2%8.5%
HV 20d15.2%12.9%18.5%18.5%13.6%
HV 60d28.2%27.5%29.4%29.4%27.5%
IV Rank22.1%15.6%31.4%26.3%22.7%
IV Percentile45.1%13.5%77.8%63.5%56.0%
Term Structure-3.2%-9.7%45.4%-9.2%-7.5%
Skew 25d8.7%2.1%14.9%6.8%2.1%
Skew 10d11.6%1.9%18.0%2.1%6.0%
Call IV 25d16.0%8.3%24.0%23.6%22.6%
Put IV 25d24.7%21.8%30.3%30.3%24.7%
Bid-Ask Spread %165.71153.29172.67158.81165.32
Gamma HHI0.580.351.000.351.00
Net GEX235132298236132
Net DEX-5.7K-7.3K-3.2K-5.5K-3.7K
Net VEX-9-14-6-14-6
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI3.11441

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$43.66$39.0032.1%9.2%18.5%26.3%0.0%6.8%-9.2%236-5.5K-140.00158.81N/AN/A0022
2025-06-03$44.00$39.0030.7%8.8%18.4%24.6%0.0%5.1%-7.8%281-6.1K-130.00153.29N/AN/A0022
2025-06-04$43.92$39.0032.7%9.4%17.7%26.9%0.0%2.5%-9.7%270-6.0K-130.00156.36N/AN/A0022
2025-06-05$43.73$0.0033.1%6.7%17.9%27.3%0.0%10.0%-4.1%273-5.8K-130.00172.67N/AN/A0022
2025-06-06$44.50$0.0033.5%6.8%17.9%27.8%0.0%14.8%-4.2%280-6.7K-110.00170.97N/AN/A0022
2025-06-09$44.81$0.0036.1%6.6%17.8%30.9%0.0%14.6%-4.4%259-7.0K-100.00170.01N/AN/A0022
2025-06-10$45.00$0.0036.6%6.7%13.5%31.4%0.0%10.8%-4.2%258-7.2K-100.00167.59N/AN/A0022
2025-06-11$44.75$0.0023.0%6.6%13.6%15.6%0.0%7.1%-4.4%275-7.0K-100.00166.41N/AN/A0022
2025-06-12$44.84$0.0023.3%6.7%12.9%16.0%0.0%10.7%-3.2%288-7.0K-100.00167.01N/AN/A0022
2025-06-13$44.20$0.0025.4%7.3%14.0%18.4%0.0%4.2%-7.0%298-6.4K-100.00166.06N/AN/A0022
2025-06-16$45.03$0.0024.7%7.1%15.2%17.6%0.0%11.7%-5.2%265-7.3K-90.00166.37N/AN/A0022
2025-06-17$44.66$0.0025.4%7.3%15.5%18.4%0.0%10.9%-6.2%284-6.9K-90.00166.93N/AN/A0022
2025-06-18$44.75$0.0026.0%7.5%15.5%19.2%0.0%9.5%45.4%287-7.1K-90.00167.81N/AN/A0022
2025-06-20$44.60$0.0026.5%7.6%13.7%19.7%0.0%5.2%-4.5%286-7.2K-80.00167.23N/AN/A0022
2025-06-23$44.62$0.0026.7%7.6%13.5%19.9%0.0%6.9%-5.0%161-3.2K-80.00166.16N/AN/A0010
2025-06-24$45.37$0.0026.7%7.6%14.1%19.9%0.0%12.4%-5.4%149-3.5K-70.00166.87N/AN/A0010
2025-06-25$45.36$0.0027.5%7.9%13.3%20.9%0.0%11.7%-6.3%148-3.5K-70.00169.68N/AN/A0010
2025-06-26$45.89$0.0026.7%7.6%13.7%19.9%0.0%14.9%-5.5%138-3.7K-60.00165.49N/AN/A0010
2025-06-27$45.96$0.0027.0%7.7%13.6%19.6%0.0%3.0%-6.1%136-3.7K-60.00163.15N/AN/A0010
2025-06-30$46.09$0.0029.7%8.5%13.6%22.7%0.0%2.1%-7.5%132-3.7K-60.00165.32N/AN/A0010