CULP Options History — September 2017

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

In September 2017, CULP traded between $28.00 and $32.95. ATM implied volatility averaged 26.7%. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 4.2% (HV 20d: 22.5%). Max pain ranged from $24.79 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2017-09-26: Highest Volume — 99 contracts
2017-09-13: Largest IV drop — 39.5% change
2017-09-05: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.93	$28.00	$32.95	$28.95	$32.95
Max Pain	$24.80	$24.79	$25.00	$25.00	$24.79
ATM IV	26.7%	17.0%	43.6%	26.1%	18.6%
Expected Move	6.7%	4.9%	8.5%	7.5%	5.3%
HV 20d	22.5%	15.0%	31.4%	21.8%	31.4%
HV 60d	23.3%	22.5%	25.1%	23.0%	25.1%
Term Structure	3.6%	-4.9%	10.1%	2.7%	10.1%
VWIV	25.8%	19.4%	31.1%	25.9%	23.0%
Skew 25d	5.6%	-3.9%	18.5%	10.5%	18.5%
Skew 10d	8.0%	-3.5%	13.5%	11.0%	10.6%
Call IV 25d	21.2%	11.4%	27.9%	27.9%	11.4%
Put IV 25d	26.8%	20.0%	38.4%	38.4%	29.9%
Bid-Ask Spread %	44.26	29.80	59.65	53.20	37.69
Gamma HHI	0.86	0.40	1.00	0.98	0.46
Net GEX	3.3K	718	7.5K	6.5K	2.2K
Net DEX	-48.8K	-238.4K	-21.0K	-37.3K	-238.4K
Net VEX	-81	-347	-10	-67	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.01	0.10	0.01	0.06
Total Volume	78.45	61	99	77	99
Total OI	37.55	14	99	43	99

Daily Data (20 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
2017-09-01	$28.95	$25.00	26.1%	7.5%	21.8%	0.0%	25.9%	10.5%	2.7%	6.5K	-37.3K	-67	0.01	53.20	N/A	N/A	76	1	42	1
2017-09-05	$28.95	$24.79	31.1%	8.5%	15.0%	0.0%	30.5%	7.4%	1.1%	6.9K	-38.3K	-60	0.01	42.40	N/A	N/A	76	1	42	1
2017-09-06	$28.15	$24.79	31.4%	7.2%	17.6%	0.0%	30.6%	5.9%	3.3%	4.1K	-26.2K	-42	0.01	43.90	N/A	N/A	76	1	42	1
2017-09-07	$28.00	$24.79	36.4%	7.3%	16.9%	0.0%	30.4%	3.0%	2.1%	3.7K	-24.2K	-37	0.01	37.05	N/A	N/A	76	1	42	1
2017-09-08	$28.25	$24.79	34.6%	7.0%	17.0%	0.0%	28.9%	2.5%	2.5%	4.3K	-25.3K	-34	0.01	52.92	N/A	N/A	76	1	42	1
2017-09-11	$28.20	$24.79	37.5%	6.2%	16.9%	0.0%	28.4%	5.5%	7.8%	3.5K	-21.0K	-21	0.01	59.65	N/A	N/A	76	1	42	1
2017-09-12	$28.50	$24.79	43.6%	6.4%	17.0%	0.0%	31.1%	4.5%	4.5%	4.8K	-24.2K	-21	0.01	52.18	N/A	N/A	76	1	42	1
2017-09-13	$28.95	$24.79	26.4%	7.6%	17.8%	0.0%	30.8%	-2.7%	2.0%	7.5K	-30.4K	-22	0.01	38.83	N/A	N/A	76	1	42	1
2017-09-14	$28.70	$24.79	23.7%	6.8%	17.8%	0.0%	28.6%	-3.9%	4.3%	5.0K	-22.0K	-10	0.01	41.08	N/A	N/A	86	1	42	1
2017-09-15	$30.25	$24.79	24.1%	6.9%	25.4%	0.0%	24.0%	3.3%	4.7%	1.7K	-144.4K	-36	0.01	38.64	N/A	N/A	93	1	52	1
2017-09-18	$30.65	$24.79	23.0%	6.6%	24.3%	0.0%	23.7%	7.2%	6.4%	1.5K	-30.1K	-33	0.02	53.04	N/A	N/A	60	1	13	1
2017-09-19	$30.23	$24.79	21.1%	6.1%	25.2%	0.0%	19.5%	4.2%	7.2%	1.9K	-26.5K	-34	0.02	50.87	N/A	N/A	60	1	13	1
2017-09-20	$30.25	$24.79	24.8%	7.1%	24.6%	0.0%	24.7%	4.1%	1.5%	1.7K	-27.1K	-33	0.02	34.99	N/A	N/A	60	1	13	1
2017-09-21	$30.33	$24.79	20.7%	5.9%	24.5%	0.0%	19.4%	4.2%	7.2%	1.9K	-27.7K	-33	0.02	50.12	N/A	N/A	60	1	13	1
2017-09-22	$30.85	$24.79	22.4%	6.4%	24.8%	0.0%	19.8%	7.4%	5.4%	1.6K	-30.9K	-29	0.10	29.80	N/A	N/A	60	6	13	1
2017-09-25	$30.50	$24.79	25.3%	7.3%	25.4%	0.0%	25.1%	4.4%	0.1%	1.2K	-22.2K	-52	0.10	35.69	N/A	N/A	60	6	13	6
2017-09-26	$31.65	$24.79	24.4%	7.0%	28.1%	0.0%	24.8%	6.4%	-4.9%	718	-31.2K	-40	0.06	50.30	N/A	N/A	93	6	13	6
2017-09-27	$32.40	$24.79	17.0%	4.9%	28.9%	0.0%	26.2%	10.8%	6.2%	2.4K	-78.5K	-347	0.06	42.17	N/A	N/A	93	6	46	6
2017-09-28	$31.85	$24.79	22.8%	6.5%	29.7%	0.0%	21.0%	8.3%	-2.4%	2.4K	-70.5K	-333	0.06	40.69	N/A	N/A	93	6	46	6
2017-09-29	$32.95	$24.79	18.6%	5.3%	31.4%	0.0%	23.0%	18.5%	10.1%	2.2K	-238.4K	-333	0.06	37.69	N/A	N/A	93	6	93	6