CULP Options History — November 2017 In November 2017, CULP traded between $28.15 and $32.45. ATM implied volatility averaged 31.6%. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.6% (HV 20d: 32.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2017-11-27 : Highest Volume — 139 contracts2017-11-06 : Largest IV spike — 29.5% change2017-11-30 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $30.40 $28.15 $32.45 $31.48 $32.25 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 31.6% 22.3% 41.0% 25.6% 41.0% Expected Move 9.5% 7.3% 11.8% 7.3% 11.8% HV 20d 32.1% 26.2% 37.8% 26.2% 35.3% HV 60d 28.3% 25.2% 31.2% 25.4% 30.6% Term Structure -4.6% -14.3% 3.9% 3.9% -14.3% VWIV 23.9% 23.9% 23.9% 23.9% 23.9% Skew 25d 8.2% -0.9% 19.4% 3.0% 8.0% Skew 10d 12.6% -2.9% 23.7% 14.3% 8.6% Call IV 25d 27.9% 20.4% 35.4% 22.6% 35.1% Put IV 25d 36.1% 25.6% 43.1% 25.6% 43.1% Bid-Ask Spread % 46.59 31.43 69.01 52.95 55.68 Gamma HHI 0.50 0.37 0.62 0.50 0.38 Net GEX 541 -2.3K 7.3K -230 440 Net DEX -70.9K -190.5K 27.0K -25.8K -167.4K Net VEX -573 -1.1K -136 -288 -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.08 0.23 0.23 0.22 Total Volume 97 53 139 53 139 Total OI 105.762 58 189 58 189
Daily Data (21 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 2017-11-01 $31.48 $30.00 25.6% 7.3% 26.2% 0.0% 23.9% 3.0% 3.9% -230 -25.8K -288 0.23 52.95 N/A N/A 43 10 43 15 2017-11-02 $31.67 $0.00 22.3% 9.7% 26.3% 0.0% 0.0% 4.5% -4.5% 289 -30.6K -281 0.23 42.25 N/A N/A 43 10 43 15 2017-11-03 $30.60 $0.00 22.7% 9.0% 27.4% 0.0% 0.0% -0.9% -2.6% -1.6K -14.1K -261 0.23 62.82 N/A N/A 43 10 43 15 2017-11-06 $30.10 $0.00 29.4% 10.1% 27.5% 0.0% 0.0% 6.5% -5.2% -1.9K -10.6K -261 0.23 53.40 N/A N/A 43 10 43 15 2017-11-07 $29.25 $0.00 26.5% 9.1% 29.0% 0.0% 0.0% 10.7% -3.0% -2.0K 10.5K -210 0.23 36.80 N/A N/A 43 10 43 15 2017-11-08 $29.15 $0.00 30.7% 8.8% 28.7% 0.0% 0.0% 10.1% -3.2% -2.2K 15.2K -191 0.23 35.69 N/A N/A 43 10 43 15 2017-11-09 $28.92 $0.00 33.3% 9.6% 28.3% 0.0% 0.0% 9.2% -4.6% -1.6K 19.0K -183 0.23 37.52 N/A N/A 43 10 43 15 2017-11-10 $28.90 $0.00 31.8% 9.1% 28.2% 0.0% 0.0% 7.9% -2.7% -1.6K 20.1K -179 0.23 38.12 N/A N/A 43 10 43 15 2017-11-13 $28.15 $0.00 31.1% 8.9% 29.2% 0.0% 0.0% 5.5% -3.8% 31 26.4K -140 0.23 31.43 N/A N/A 43 10 43 15 2017-11-14 $28.20 $0.00 28.3% 8.1% 29.0% 0.0% 0.0% 6.3% -3.5% -270 27.0K -136 0.23 49.21 N/A N/A 43 10 43 15 2017-11-15 $28.30 $0.00 30.4% 8.7% 29.0% 0.0% 0.0% 3.3% -4.6% -444 24.4K -153 0.08 42.37 N/A N/A 123 10 43 15 2017-11-16 $29.80 $0.00 28.9% 8.3% 35.1% 0.0% 0.0% 12.9% -1.1% -2.3K -117.3K -807 0.08 46.25 N/A N/A 123 10 123 15 2017-11-17 $30.40 $0.00 33.2% 9.5% 35.7% 0.0% 0.0% 14.7% -5.4% 6.9K -164.8K -820 0.08 43.29 N/A N/A 123 10 123 15 2017-11-20 $31.50 $0.00 30.0% 8.6% 37.7% 0.0% 0.0% 13.1% 1.6% 7.3K -190.5K -834 0.22 62.15 N/A N/A 113 25 113 0 2017-11-21 $31.75 $0.00 30.8% 8.8% 37.8% 0.0% 0.0% 5.0% -0.2% 4.6K -177.8K -954 0.22 42.39 N/A N/A 113 25 113 25 2017-11-22 $31.30 $0.00 34.2% 9.8% 37.6% 0.0% 0.0% 2.6% -6.0% 2.3K -143.1K -1.0K 0.22 41.93 N/A N/A 113 25 113 50 2017-11-24 $30.80 $0.00 36.9% 10.6% 36.9% 0.0% 0.0% 9.2% -9.3% 1.4K -116.9K -1.0K 0.22 38.40 N/A N/A 113 25 113 50 2017-11-27 $31.15 $0.00 35.1% 10.1% 37.0% 0.0% 0.0% 16.0% -3.0% 1.9K -138.9K -1.0K 0.22 38.50 N/A N/A 114 25 113 50 2017-11-28 $32.30 $0.00 39.8% 11.4% 37.3% 0.0% 0.0% 19.4% -13.1% -226 -159.4K -1.1K 0.22 69.01 N/A N/A 114 25 114 75 2017-11-29 $32.45 $0.00 40.6% 11.6% 35.6% 0.0% 0.0% 6.0% -12.1% 372 -174.6K -1.1K 0.22 58.18 N/A N/A 114 25 114 75 2017-11-30 $32.25 $0.00 41.0% 11.8% 35.3% 0.0% 0.0% 8.0% -14.3% 440 -167.4K -1.1K 0.22 55.68 N/A N/A 114 25 114 75
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