DUSA Options History — August 2025

In August 2025, DUSA traded between $45.14 and $48.22. ATM implied volatility averaged 29.6%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 15.8% (HV 20d: 13.9%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2025-08-13: Largest IV drop — 47.8% change
  • 2025-08-11: Highest IV Rank — 43.7%
  • 2025-08-01: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.79$45.14$48.22$45.14$48.22
Max Pain$43.00$43.00$43.00$43.00$43.00
ATM IV29.6%17.0%53.3%34.4%26.3%
Expected Move6.6%4.9%9.9%9.9%7.5%
HV 20d13.9%11.8%16.7%11.8%13.7%
HV 60d13.6%12.5%15.2%15.0%13.7%
IV Rank14.4%0.0%43.7%18.5%11.8%
IV Percentile40.1%0.0%94.8%74.2%31.7%
Term Structure-3.7%-11.1%2.0%-11.1%-2.0%
Skew 25d4.7%-0.1%8.3%8.0%1.9%
Skew 10d6.3%2.7%15.2%2.7%9.3%
Call IV 25d18.7%15.5%30.6%25.4%30.6%
Put IV 25d23.4%19.2%33.4%33.4%32.5%
Bid-Ask Spread %149.26128.43171.25171.25149.19
Gamma HHI1.001.001.001.001.00
Net GEX1115216816867
Net DEX-4.2K-4.7K-3.4K-3.4K-4.6K
Net VEX-2-5-1-5-1
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$45.14$0.0034.4%9.9%11.8%18.5%0.0%8.0%-11.1%168-3.4K-50.00171.25N/AN/A0010
2025-08-04$45.71$43.0034.2%6.2%12.2%18.2%0.0%7.8%-4.1%157-3.7K-40.00153.13N/AN/A0010
2025-08-05$45.62$43.0037.1%6.2%12.1%22.1%0.0%6.3%-3.9%160-3.7K-40.00153.06N/AN/A0010
2025-08-06$45.81$43.0038.2%6.2%12.1%23.5%0.0%5.8%-4.6%154-3.8K-40.00152.21N/AN/A0010
2025-08-07$45.53$43.0039.6%6.2%12.2%25.4%0.0%4.4%-4.9%166-3.7K-40.00150.90N/AN/A0010
2025-08-08$45.95$43.0040.8%6.2%12.8%27.0%0.0%5.3%-5.2%151-3.9K-40.00151.53N/AN/A0010
2025-08-11$45.91$43.0053.3%6.5%12.7%43.7%0.0%5.6%-5.0%153-3.8K-40.00152.41N/AN/A0010
2025-08-12$46.63$43.0045.5%5.7%13.4%33.2%0.0%6.0%-2.9%120-4.2K-30.00149.54N/AN/A0010
2025-08-13$47.08$43.0023.7%6.8%13.7%4.2%0.0%5.6%-6.9%118-4.2K-30.00148.89N/AN/A0010
2025-08-14$47.32$43.0022.1%6.3%13.6%2.1%0.0%5.4%-2.0%93-4.4K-20.00150.49N/AN/A0010
2025-08-15$46.98$43.0017.1%4.9%13.8%0.0%0.0%-0.1%2.0%63-4.5K-10.00128.67N/AN/A0010
2025-08-18$46.86$43.0017.0%4.9%13.9%0.0%0.0%3.2%-0.7%76-4.5K-10.00128.43N/AN/A0010
2025-08-19$46.72$43.0022.7%6.5%13.8%7.2%0.0%3.9%-3.8%116-4.2K-20.00149.48N/AN/A0010
2025-08-20$46.84$43.0023.3%6.7%13.6%8.0%0.0%5.5%-3.6%112-4.3K-20.00149.65N/AN/A0010
2025-08-21$46.68$43.0024.9%7.1%13.3%10.1%0.0%2.0%-4.6%126-4.0K-30.00152.29N/AN/A0010
2025-08-22$47.97$43.0020.7%5.9%16.4%4.8%0.0%8.3%-1.1%52-4.7K-10.00146.35N/AN/A0010
2025-08-25$47.57$43.0024.0%6.9%16.7%8.9%0.0%3.9%-1.7%80-4.5K-10.00150.60N/AN/A0010
2025-08-26$47.82$43.0024.5%7.0%16.5%9.5%0.0%3.3%-4.6%66-4.6K-10.00148.63N/AN/A0010
2025-08-27$48.09$43.0025.4%7.3%16.5%10.7%0.0%3.9%-5.4%57-4.6K-10.00149.34N/AN/A0010
2025-08-28$48.13$43.0027.6%7.9%16.5%13.5%0.0%2.1%-2.6%72-4.6K-10.00148.47N/AN/A0010
2025-08-29$48.22$43.0026.3%7.5%13.7%11.8%0.0%1.9%-2.0%67-4.6K-10.00149.19N/AN/A0010