CULP Options History — August 2017

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

In August 2017, CULP traded between $27.40 and $30.55. ATM implied volatility averaged 30.8%. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 10.8% (HV 20d: 20.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.27.

Notable Days

2017-08-30: Highest Volume — 77 contracts
2017-08-09: Largest IV spike — 30.3% change
2017-08-28: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.69	$27.40	$30.55	$30.55	$29.00
Max Pain	$29.71	$25.00	$30.00	$29.79	$25.00
ATM IV	30.8%	23.1%	41.4%	26.6%	25.8%
Expected Move	9.2%	7.3%	11.9%	7.6%	7.4%
HV 20d	20.0%	13.7%	22.3%	14.0%	21.9%
Term Structure	-2.3%	-10.0%	7.2%	7.0%	1.9%
VWIV	33.1%	25.7%	42.0%	26.7%	25.8%
Skew 25d	7.7%	1.7%	15.8%	2.5%	15.8%
Skew 10d	14.6%	3.1%	20.9%	3.6%	18.0%
Call IV 25d	31.0%	24.4%	38.0%	24.4%	26.8%
Put IV 25d	38.7%	26.3%	47.2%	26.9%	42.6%
Bid-Ask Spread %	41.89	17.36	61.74	17.36	56.32
Gamma HHI	0.90	0.58	1.00	0.95	0.67
Net GEX	1.0K	-902	8.5K	-684	8.5K
Net DEX	-10.1K	-172.0K	9.2K	4.0K	-172.0K
Net VEX	-29	-153	-5	-10	-153
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	1.00	1.00	0.01
Total Volume	16.261	4	77	4	77
Total OI	19.174	7	90	11	90

Daily Data (23 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
2017-08-01	$30.55	$29.79	26.6%	7.6%	0.0%	0.0%	26.7%	2.5%	7.0%	-684	4.0K	-10	1.00	17.36	N/A	N/A	2	2	7	4
2017-08-02	$30.50	$29.79	25.6%	7.3%	0.0%	0.0%	25.7%	1.7%	7.2%	-715	4.1K	-10	1.00	19.85	N/A	N/A	2	2	7	4
2017-08-03	$30.00	$0.00	28.1%	9.8%	14.0%	0.0%	0.0%	6.0%	-2.9%	-876	5.2K	-10	1.00	38.70	N/A	N/A	2	2	7	4
2017-08-04	$30.00	$0.00	24.8%	9.5%	13.7%	0.0%	0.0%	6.5%	-1.9%	-902	5.2K	-9	1.00	32.22	N/A	N/A	2	2	7	4
2017-08-07	$28.70	$0.00	23.1%	9.2%	20.0%	0.0%	0.0%	10.1%	-1.7%	-869	9.2K	-5	0.50	38.83	N/A	N/A	4	2	7	4
2017-08-08	$29.00	$0.00	25.2%	9.4%	20.5%	0.0%	32.7%	11.0%	-1.8%	-493	7.6K	-9	0.18	30.82	N/A	N/A	11	2	9	4
2017-08-09	$28.55	$30.00	32.8%	9.4%	20.2%	0.0%	33.0%	8.5%	-0.3%	460	3.4K	-28	0.18	45.09	N/A	N/A	11	2	16	4
2017-08-10	$28.35	$30.00	33.5%	9.6%	19.7%	0.0%	33.7%	8.4%	-1.8%	379	2.4K	-28	0.18	43.33	N/A	N/A	11	2	16	4
2017-08-11	$28.20	$30.00	32.2%	9.2%	19.5%	0.0%	32.0%	8.3%	-1.7%	456	4.4K	-25	0.18	32.14	N/A	N/A	11	2	16	4
2017-08-14	$27.95	$30.00	31.8%	9.1%	19.5%	0.0%	31.8%	6.5%	-2.2%	494	5.2K	-20	0.18	30.21	N/A	N/A	11	2	16	4
2017-08-15	$28.05	$30.00	30.7%	8.8%	19.9%	0.0%	31.0%	7.4%	-2.2%	518	5.6K	-19	0.18	33.38	N/A	N/A	11	2	16	4
2017-08-16	$27.80	$30.00	26.8%	7.7%	19.7%	0.0%	30.3%	6.4%	-1.2%	624	638	-18	0.18	52.29	N/A	N/A	11	2	16	2
2017-08-17	$27.85	$30.00	29.5%	8.4%	18.7%	0.0%	32.1%	5.7%	-3.0%	613	634	-17	0.18	54.45	N/A	N/A	11	2	16	2
2017-08-18	$27.40	$30.00	34.6%	9.9%	18.9%	0.0%	30.9%	7.3%	-0.5%	541	1.6K	-14	0.18	50.18	N/A	N/A	11	2	16	2
2017-08-21	$27.71	$30.00	28.6%	8.2%	20.1%	0.0%	31.5%	6.4%	-2.9%	601	-4.0K	-15	0.00	49.90	N/A	N/A	7	0	7	0
2017-08-22	$28.25	$30.00	33.9%	9.7%	22.2%	0.0%	36.5%	6.9%	-5.3%	684	-5.8K	-17	0.00	61.74	N/A	N/A	7	0	7	0
2017-08-23	$28.25	$30.00	31.6%	9.1%	21.5%	0.0%	35.8%	5.8%	-5.2%	684	-5.3K	-16	0.00	41.39	N/A	N/A	7	0	7	0
2017-08-24	$28.60	$30.00	31.6%	9.1%	22.3%	0.0%	35.7%	8.0%	-5.0%	785	-6.5K	-17	0.00	47.71	N/A	N/A	7	0	7	0
2017-08-25	$28.70	$30.00	35.7%	10.2%	22.1%	0.0%	36.4%	8.7%	-4.5%	833	-6.3K	-17	0.00	41.30	N/A	N/A	20	0	7	0
2017-08-28	$28.84	$30.00	41.4%	11.9%	22.2%	0.0%	42.0%	9.3%	-10.0%	2.4K	-21.2K	-48	0.00	40.21	N/A	N/A	9	0	20	0
2017-08-29	$28.86	$30.00	38.7%	11.1%	22.0%	0.0%	39.0%	12.3%	-7.3%	4.7K	-35.8K	-85	0.00	47.87	N/A	N/A	24	0	37	0
2017-08-30	$28.70	$30.00	35.8%	10.3%	22.0%	0.0%	39.4%	8.0%	-7.7%	4.5K	-34.3K	-79	0.01	58.09	N/A	N/A	76	1	37	0
2017-08-31	$29.00	$25.00	25.8%	7.4%	21.9%	0.0%	25.8%	15.8%	1.9%	8.5K	-172.0K	-153	0.01	56.32	N/A	N/A	76	1	89	1