DUSA Options History — September 2025

In September 2025, DUSA traded between $47.42 and $48.63. ATM implied volatility averaged 26.1%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 12.2% (HV 20d: 13.9%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 43.0% change
  • 2025-09-09: Highest IV Rank — 23.8%
  • 2025-09-02: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.16$47.42$48.63$47.81$47.84
Max Pain$43.00$43.00$43.00$43.00$43.00
ATM IV26.1%20.3%35.7%29.1%26.9%
Expected Move6.9%5.8%8.3%8.3%7.7%
HV 20d13.9%12.8%16.6%13.8%14.6%
HV 60d13.3%12.6%13.8%13.8%13.5%
IV Rank11.6%4.3%23.8%15.4%12.7%
IV Percentile30.0%0.8%77.8%51.6%38.1%
Term Structure-5.3%-9.0%-1.1%-7.1%-7.7%
Skew 25d6.2%-2.5%18.1%5.5%1.2%
Skew 10d7.8%1.6%17.8%6.0%1.6%
Call IV 25d16.4%8.2%22.2%22.0%21.4%
Put IV 25d22.6%18.3%27.5%27.5%22.6%
Bid-Ask Spread %172.37147.12180.27148.61168.20
Gamma HHI1.001.001.001.001.00
Net GEX30068680
Net DEX-3.1K-4.8K0-4.6K0
Net VEX-0-10-10
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.6670110

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$47.81$43.0029.1%8.3%13.8%15.4%0.0%5.5%-7.1%68-4.6K-10.00148.61N/AN/A0010
2025-09-03$47.80$43.0029.0%8.3%13.8%15.3%0.0%2.1%-8.8%62-4.6K-10.00147.12N/AN/A0010
2025-09-04$48.26$0.0029.5%6.0%14.0%15.9%0.0%13.2%-3.2%44-4.7K-10.00178.54N/AN/A0010
2025-09-05$48.07$0.0029.6%6.8%13.8%16.1%0.0%3.9%-9.0%46-4.7K-10.00166.20N/AN/A0010
2025-09-08$47.86$0.0032.4%6.0%13.8%19.6%0.0%9.1%-3.1%54-4.6K-10.00176.79N/AN/A0010
2025-09-09$48.25$0.0035.7%6.3%13.9%23.8%0.0%13.3%-4.5%43-4.7K00.00179.49N/AN/A0010
2025-09-10$48.55$0.0020.3%5.8%13.1%4.3%0.0%8.6%-1.1%32-4.8K00.00180.02N/AN/A0010
2025-09-11$48.43$0.0021.6%6.2%12.9%5.9%0.0%6.4%-3.9%29-4.8K00.00178.47N/AN/A0010
2025-09-12$48.11$0.0022.3%6.4%13.1%6.7%0.0%3.7%-4.6%45-4.7K00.00180.27N/AN/A0010
2025-09-15$48.26$0.0022.8%6.5%12.8%7.4%0.0%10.5%-4.6%33-4.8K00.00178.91N/AN/A0010
2025-09-16$48.20$0.0023.2%6.6%12.8%7.9%0.0%11.1%-5.2%34-4.7K00.00177.10N/AN/A0010
2025-09-17$47.42$0.0023.3%6.7%14.2%8.0%0.0%-2.5%-4.8%55-4.6K00.00170.02N/AN/A0010
2025-09-18$48.63$0.0022.3%6.4%16.6%6.7%0.0%18.1%-3.2%31-4.8K00.00173.74N/AN/A0010
2025-09-19$48.53$0.0023.4%6.7%16.6%8.1%0.0%3.9%-4.0%46-4.7K00.00174.28N/AN/A0010
2025-09-22$48.45$0.0025.2%7.2%13.6%10.5%0.0%5.2%-4.9%0000.00174.01N/AN/A0000
2025-09-23$48.19$0.0024.3%7.0%13.4%9.3%0.0%1.4%-5.2%0000.00170.97N/AN/A0000
2025-09-24$48.20$0.0026.4%7.6%13.3%12.0%0.0%3.9%-6.1%0000.00173.77N/AN/A0000
2025-09-25$47.72$0.0026.6%7.6%13.6%12.3%0.0%2.9%-6.3%0000.00173.86N/AN/A0000
2025-09-26$48.33$0.0026.5%7.6%14.4%12.1%0.0%3.6%-6.4%0000.00174.75N/AN/A0000
2025-09-29$48.38$0.0028.3%8.1%14.4%14.4%0.0%5.0%-7.2%0000.00174.70N/AN/A0000
2025-09-30$47.84$0.0026.9%7.7%14.6%12.7%0.0%1.2%-7.7%0000.00168.20N/AN/A0000