CULP Options History — October 2017 In October 2017, CULP traded between $30.10 and $33.15. ATM implied volatility averaged 22.1%. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 5.5% (HV 20d: 27.5%). Max pain ranged from $24.79 to $30.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.13.
Notable Days 2017-10-16 : Highest Volume — 114 contracts2017-10-18 : Largest IV spike — 14.6% change2017-10-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.52 $30.10 $33.15 $33.15 $31.90 Max Pain $29.29 $24.79 $30.00 $24.79 $30.00 ATM IV 22.1% 16.8% 26.6% 16.8% 26.6% Expected Move 6.3% 4.8% 7.6% 4.8% 7.6% HV 20d 27.5% 20.0% 32.5% 31.3% 26.0% HV 60d 25.0% 24.4% 26.2% 24.9% 25.3% Term Structure 7.5% -0.1% 10.7% 10.0% -0.1% VWIV 22.8% 17.4% 32.1% 30.7% 23.8% Skew 25d 6.3% 2.6% 10.0% 5.3% 8.7% Skew 10d 9.9% 3.0% 16.9% 4.0% 12.4% Call IV 25d 18.0% 13.9% 22.3% 15.0% 20.0% Put IV 25d 24.3% 20.2% 28.6% 20.2% 28.6% Bid-Ask Spread % 38.98 24.50 50.26 50.26 49.78 Gamma HHI 0.49 0.34 0.65 0.65 0.52 Net GEX 1.4K -1.3K 3.3K 1.8K 892 Net DEX -157.4K -245.4K -5.9K -245.4K -30.8K Net VEX -308 -334 -268 -334 -292 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.06 0.23 0.06 0.23 Total Volume 90.955 53 114 99 53 Total OI 92.773 58 119 99 58
Daily Data (22 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 2017-10-02 $33.15 $24.79 16.8% 4.8% 31.3% 0.0% 30.7% 5.3% 10.0% 1.8K -245.4K -334 0.06 50.26 N/A N/A 93 6 93 6 2017-10-03 $33.00 $24.79 17.0% 4.9% 31.4% 0.0% 32.1% 5.0% 9.1% 1.9K -243.4K -325 0.06 25.73 N/A N/A 93 6 93 6 2017-10-04 $32.73 $24.79 18.7% 5.4% 29.3% 0.0% 31.0% 3.4% 7.9% 2.0K -239.8K -327 0.06 24.50 N/A N/A 93 6 93 6 2017-10-05 $32.55 $30.00 21.2% 5.7% 29.3% 0.0% 23.0% 4.3% 5.0% 2.1K -236.4K -328 0.06 42.31 N/A N/A 103 6 93 6 2017-10-06 $31.70 $30.00 21.6% 6.2% 31.6% 0.0% 22.9% 3.8% 10.4% 3.2K -226.7K -329 0.06 45.54 N/A N/A 103 6 103 6 2017-10-09 $31.20 $30.00 23.1% 7.0% 32.5% 0.0% 19.8% 8.3% 5.2% 3.3K -215.2K -321 0.06 32.62 N/A N/A 103 6 103 6 2017-10-10 $31.30 $30.00 24.1% 6.2% 32.4% 0.0% 19.1% 10.0% 10.6% 3.3K -218.4K -321 0.06 33.24 N/A N/A 103 6 103 6 2017-10-11 $31.55 $30.00 21.7% 6.2% 32.2% 0.0% 18.6% 9.5% 9.0% 3.0K -221.7K -316 0.06 36.72 N/A N/A 103 6 103 6 2017-10-12 $31.85 $30.00 22.4% 6.4% 31.9% 0.0% 18.0% 9.6% 7.5% 2.8K -226.9K -325 0.06 35.33 N/A N/A 103 6 103 6 2017-10-13 $31.90 $30.00 21.6% 6.2% 26.5% 0.0% 17.4% 10.0% 9.4% 2.9K -228.5K -326 0.06 33.42 N/A N/A 103 6 103 6 2017-10-16 $31.80 $30.00 21.9% 6.3% 26.3% 0.0% 19.6% 10.0% 10.0% 2.9K -227.7K -307 0.11 39.76 N/A N/A 103 11 103 6 2017-10-17 $31.25 $30.00 20.5% 5.9% 26.6% 0.0% 21.1% 6.3% 9.9% 784 -206.7K -306 0.11 38.54 N/A N/A 103 11 103 16 2017-10-18 $30.90 $30.00 23.5% 6.7% 27.0% 0.0% 22.4% 5.9% 5.5% 1.8K -200.9K -315 0.11 36.27 N/A N/A 103 11 103 16 2017-10-19 $30.60 $30.00 22.6% 6.5% 27.2% 0.0% 22.5% 7.2% 5.5% 1.8K -191.5K -292 0.11 36.90 N/A N/A 103 11 103 16 2017-10-20 $30.30 $30.00 24.4% 7.0% 26.7% 0.0% 23.9% 3.7% 2.8% -691 -192.9K -292 0.11 36.24 N/A N/A 103 11 103 16 2017-10-23 $30.10 $30.00 22.3% 6.4% 26.5% 0.0% 22.3% 2.6% 6.4% -1.3K -5.9K -268 0.23 43.04 N/A N/A 43 10 43 15 2017-10-24 $30.30 $30.00 23.2% 6.7% 22.7% 0.0% 23.1% 3.1% 5.2% -1.1K -7.3K -280 0.23 38.96 N/A N/A 43 10 43 15 2017-10-25 $30.93 $30.00 22.1% 6.3% 22.3% 0.0% 23.3% 5.3% 10.7% -463 -18.0K -294 0.23 42.23 N/A N/A 43 10 43 15 2017-10-26 $31.68 $30.00 22.3% 6.4% 23.4% 0.0% 21.4% 5.3% 8.5% 465 -28.8K -302 0.23 42.99 N/A N/A 43 10 43 15 2017-10-27 $31.95 $30.00 24.8% 7.1% 20.0% 0.0% 21.6% 7.5% 7.8% 1.0K -32.8K -303 0.23 43.12 N/A N/A 43 10 43 15 2017-10-30 $30.90 $30.00 23.4% 6.7% 22.7% 0.0% 23.8% 4.5% 9.0% -1.1K -16.2K -281 0.23 50.08 N/A N/A 43 10 43 15 2017-10-31 $31.90 $30.00 26.6% 7.6% 26.0% 0.0% 23.8% 8.7% -0.1% 892 -30.8K -292 0.23 49.78 N/A N/A 43 10 43 15
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