CULP Options History — July 2017

Name: CULP Options Analytics - July 2017
Creator: Options Analysis Suite

In July 2017, CULP traded between $30.35 and $32.80. ATM implied volatility averaged 25.7%. The 30-day expected move averaged 7.4%. Max pain ranged from $29.79 to $29.79. Net GEX was positive for 3 of 13 trading days. Term structure was in contango for 11 of 13 days. Put/call ratio averaged 0.95.

Notable Days

2017-07-17: Highest Volume — 6 contracts
2017-07-24: Largest IV spike — 32.2% change
2017-07-14: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.92	$30.35	$32.80	$32.80	$30.35
Max Pain	$29.79	$29.79	$29.79	$29.79	$29.79
ATM IV	25.7%	18.5%	30.8%	28.5%	28.2%
Expected Move	7.4%	5.3%	8.8%	8.2%	8.1%
Term Structure	5.6%	-7.1%	13.6%	-1.4%	5.0%
VWIV	27.9%	26.1%	30.8%	30.8%	28.2%
Skew 25d	3.3%	-2.6%	10.6%	8.9%	2.2%
Skew 10d	4.3%	-3.1%	21.5%	11.6%	2.4%
Call IV 25d	27.7%	20.0%	33.4%	31.4%	25.3%
Put IV 25d	30.9%	25.9%	40.3%	40.3%	27.5%
Bid-Ask Spread %	41.01	15.06	115.72	115.68	15.06
Gamma HHI	0.80	0.51	1.00	0.52	0.96
Net GEX	-94	-722	493	493	-722
Net DEX	2.2K	-780	4.4K	-475	4.4K
Net VEX	-13	-32	0	-31	-10
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.50	1.00	0.50	1.00
Total Volume	3.538	0	6	0	4
Total OI	25.923	11	44	33	11

Daily Data (13 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-07-13	$32.80	$0.00	28.5%	8.2%	0.0%	0.0%	0.0%	8.9%	-1.4%	493	-475	-31	0.00	115.68	N/A	N/A	0	0	18	15
2017-07-14	$32.78	$0.00	30.8%	8.8%	0.0%	0.0%	0.0%	10.6%	-7.1%	423	-780	-32	0.00	115.72	N/A	N/A	0	0	18	15
2017-07-17	$32.45	$0.00	24.0%	6.9%	0.0%	0.0%	30.8%	-0.1%	5.9%	0	0	0	0.50	28.31	N/A	N/A	4	2	18	15
2017-07-18	$32.20	$29.79	30.7%	8.8%	0.0%	0.0%	30.4%	-0.8%	2.2%	-56	2.2K	-7	1.00	28.86	N/A	N/A	2	2	23	17
2017-07-19	$32.20	$29.79	24.5%	7.0%	0.0%	0.0%	27.2%	7.0%	13.6%	222	749	-20	1.00	32.36	N/A	N/A	2	2	25	19
2017-07-20	$32.60	$29.79	18.8%	5.4%	0.0%	0.0%	28.8%	0.4%	6.6%	-99	160	-1	1.00	33.75	N/A	N/A	2	2	25	19
2017-07-21	$32.30	$29.79	18.5%	5.3%	0.0%	0.0%	27.4%	-2.6%	7.0%	-95	4.4K	-13	1.00	37.81	N/A	N/A	2	2	25	19
2017-07-24	$32.10	$29.79	24.4%	7.0%	0.0%	0.0%	27.5%	-0.1%	12.2%	-71	4.2K	-12	1.00	37.50	N/A	N/A	2	2	7	4
2017-07-25	$32.05	$29.79	23.6%	6.8%	0.0%	0.0%	27.7%	0.5%	13.6%	-74	4.3K	-12	1.00	25.81	N/A	N/A	2	2	7	4
2017-07-26	$31.35	$29.79	27.2%	7.8%	0.0%	0.0%	26.1%	7.5%	6.5%	-276	2.7K	-12	1.00	17.23	N/A	N/A	2	2	7	4
2017-07-27	$31.08	$29.79	27.4%	7.9%	0.0%	0.0%	27.1%	6.8%	5.8%	-389	3.0K	-12	1.00	24.96	N/A	N/A	2	2	7	4
2017-07-28	$30.65	$29.79	27.9%	8.0%	0.0%	0.0%	26.1%	2.1%	3.2%	-578	3.9K	-11	1.00	20.01	N/A	N/A	2	2	7	4
2017-07-31	$30.35	$29.79	28.2%	8.1%	0.0%	0.0%	28.2%	2.2%	5.0%	-722	4.4K	-10	1.00	15.06	N/A	N/A	2	2	7	4