DUSA Options History — July 2025

In July 2025, DUSA traded between $46.05 and $47.19. ATM implied volatility averaged 27.1%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 14.7% (HV 20d: 12.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-07-09: Largest IV drop — 37.7% change
  • 2025-07-08: Highest IV Rank — 30.3%
  • 2025-07-30: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.55$46.05$47.19$46.77$46.19
ATM IV27.1%22.6%36.3%26.0%30.1%
Expected Move7.3%6.5%8.9%7.4%8.6%
HV 20d12.3%9.3%15.0%14.2%9.3%
HV 60d18.7%14.4%26.8%26.8%14.4%
IV Rank19.2%14.2%30.3%18.4%21.7%
IV Percentile35.0%9.9%79.0%32.1%55.6%
Term Structure-5.7%-10.8%-2.1%-4.4%-10.5%
Skew 25d5.6%0.9%12.6%5.9%1.9%
Skew 10d10.8%1.9%15.4%8.0%2.4%
Call IV 25d18.1%8.7%28.5%21.0%23.4%
Put IV 25d23.7%21.2%31.2%26.9%25.4%
Bid-Ask Spread %169.01159.55171.71159.55170.76
Gamma HHI1.001.001.001.001.00
Net GEX124105144115139
Net DEX-4.0K-4.1K-3.8K-4.1K-3.9K
Net VEX-5-5-4-5-4
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$46.77$0.0026.0%7.4%14.2%18.4%0.0%5.9%-4.4%115-4.1K-50.00159.55N/AN/A0010
2025-07-02$46.90$0.0029.6%8.5%14.1%22.7%0.0%2.1%-8.4%112-4.1K-50.00162.65N/AN/A0010
2025-07-03$47.19$0.0031.3%6.6%14.0%24.6%0.0%12.6%-3.8%105-4.1K-50.00170.03N/AN/A0010
2025-07-07$46.59$0.0035.0%6.6%15.0%29.0%0.0%6.8%-3.5%121-3.9K-50.00168.00N/AN/A0010
2025-07-08$46.76$0.0036.3%6.6%14.0%30.3%0.0%9.1%-3.6%117-4.0K-50.00169.71N/AN/A0010
2025-07-09$46.96$0.0022.6%6.5%13.9%14.2%0.0%10.0%-2.1%111-4.1K-50.00168.98N/AN/A0010
2025-07-10$47.05$0.0022.9%6.6%13.9%14.5%0.0%10.7%-3.5%109-4.1K-40.00168.97N/AN/A0010
2025-07-11$46.96$0.0023.0%6.6%13.7%14.7%0.0%10.9%-4.1%111-4.1K-40.00169.81N/AN/A0010
2025-07-14$46.76$0.0024.4%7.0%13.9%16.2%0.0%8.7%-4.4%118-4.0K-40.00171.06N/AN/A0010
2025-07-15$46.25$0.0024.2%6.9%13.4%16.0%0.0%2.9%-5.1%133-3.9K-50.00169.12N/AN/A0010
2025-07-16$46.06$0.0024.9%7.1%12.1%16.9%0.0%5.7%-5.3%138-3.8K-50.00168.30N/AN/A0010
2025-07-17$46.34$0.0025.2%7.2%11.7%17.2%0.0%6.6%-4.7%130-3.9K-50.00171.71N/AN/A0010
2025-07-18$46.19$0.0025.0%7.2%11.8%17.0%0.0%2.7%-5.1%133-3.8K-50.00170.79N/AN/A0010
2025-07-21$46.23$0.0026.2%7.5%11.7%18.4%0.0%4.1%-5.9%135-3.9K-50.00171.01N/AN/A0010
2025-07-22$46.49$0.0026.6%7.6%11.7%18.8%0.0%6.2%-4.5%127-4.0K-40.00170.28N/AN/A0010
2025-07-23$46.86$0.0025.5%7.3%10.6%17.6%0.0%6.3%-5.7%114-4.1K-40.00169.67N/AN/A0010
2025-07-24$46.47$0.0024.7%7.1%11.2%16.6%0.0%1.7%-7.1%126-4.1K-40.00166.77N/AN/A0010
2025-07-25$46.51$0.0024.8%7.1%10.5%15.3%0.0%3.5%-4.8%126-4.1K-40.00169.28N/AN/A0010
2025-07-28$46.39$0.0028.3%8.1%10.6%19.5%0.0%2.3%-8.9%131-4.0K-40.00171.40N/AN/A0010
2025-07-29$46.12$0.0028.3%8.1%10.8%19.5%0.0%0.9%-9.2%141-3.9K-40.00170.61N/AN/A0010
2025-07-30$46.05$0.0030.9%8.9%9.3%22.6%0.0%1.8%-10.8%144-3.9K-40.00169.82N/AN/A0010
2025-07-31$46.19$0.0030.1%8.6%9.3%21.7%0.0%1.9%-10.5%139-3.9K-40.00170.76N/AN/A0010