CULP Options History — December 2017

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

In December 2017, CULP traded between $31.45 and $33.55. ATM implied volatility averaged 42.4%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 13.1% (HV 20d: 29.3%). Max pain ranged from $29.79 to $29.79. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.79.

Notable Days

2017-12-05: Highest Volume — 90 contracts
2017-12-07: Largest IV spike — 174.3% change
2017-12-01: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.54	$31.45	$33.55	$32.45	$33.55
Max Pain	$29.79	$29.79	$29.79	$29.79	$29.79
ATM IV	42.4%	23.4%	109.2%	36.9%	28.8%
Expected Move	8.2%	6.6%	10.6%	10.6%	8.3%
HV 20d	29.3%	22.6%	35.3%	35.3%	26.2%
HV 60d	29.8%	28.2%	30.8%	30.6%	29.2%
Term Structure	4.5%	-8.1%	13.3%	-8.1%	2.0%
VWIV	39.4%	31.7%	58.7%	32.0%	58.7%
Skew 25d	7.4%	1.1%	16.7%	5.8%	16.7%
Skew 10d	7.8%	-4.6%	19.2%	6.7%	19.2%
Call IV 25d	29.7%	22.6%	35.4%	31.1%	32.1%
Put IV 25d	37.1%	29.5%	48.9%	36.9%	48.9%
Bid-Ask Spread %	96.20	34.44	127.05	55.66	122.40
Gamma HHI	0.48	0.38	0.58	0.43	0.41
Net GEX	-3.4K	-6.4K	-311	-2.2K	-423
Net DEX	-80.0K	-147.0K	-37.8K	-147.0K	-94.6K
Net VEX	-842	-1.2K	-596	-1.2K	-596
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.39	0.96	0.39	0.96
Total Volume	61.7	53	90	89	53
Total OI	182.2	170	214	214	172

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
2017-12-01	$32.45	$0.00	36.9%	10.6%	35.3%	0.0%	0.0%	5.8%	-8.1%	-2.2K	-147.0K	-1.2K	0.39	55.66	N/A	N/A	64	25	114	100
2017-12-04	$32.80	$29.79	28.8%	6.6%	32.9%	0.0%	32.0%	5.6%	6.3%	-2.5K	-116.1K	-892	0.39	39.95	N/A	N/A	64	25	84	100
2017-12-05	$32.90	$29.79	28.2%	8.5%	32.0%	0.0%	32.3%	5.2%	4.4%	-3.0K	-106.9K	-923	0.41	41.31	N/A	N/A	64	26	84	100
2017-12-06	$32.40	$29.79	29.9%	6.6%	30.5%	0.0%	31.7%	3.3%	9.2%	-4.1K	-80.6K	-938	0.81	34.44	N/A	N/A	32	26	84	101
2017-12-07	$32.03	$29.79	81.9%	8.7%	30.9%	0.0%	35.6%	3.7%	9.8%	-3.1K	-82.0K	-943	0.81	104.04	N/A	N/A	32	26	84	101
2017-12-08	$31.80	$29.79	82.8%	7.8%	30.9%	0.0%	32.2%	3.8%	7.2%	-4.7K	-56.5K	-962	0.81	73.62	N/A	N/A	32	26	84	101
2017-12-11	$32.50	$29.79	107.7%	8.3%	31.4%	0.0%	34.3%	1.1%	0.9%	-5.8K	-85.5K	-884	0.81	98.44	N/A	N/A	32	26	84	101
2017-12-12	$31.45	$29.79	109.2%	8.8%	32.3%	0.0%	35.2%	1.3%	13.0%	-4.6K	-42.7K	-939	0.81	120.14	N/A	N/A	32	26	84	101
2017-12-13	$31.90	$29.79	28.4%	8.1%	32.5%	0.0%	33.5%	8.1%	10.1%	-5.4K	-63.1K	-915	0.86	93.73	N/A	N/A	35	30	84	101
2017-12-14	$31.85	$29.79	31.6%	9.1%	32.6%	0.0%	34.5%	8.2%	4.5%	-4.6K	-56.6K	-1.0K	0.74	120.39	N/A	N/A	35	26	88	106
2017-12-15	$32.95	$29.79	24.9%	7.1%	29.8%	0.0%	43.3%	11.4%	5.3%	-1.1K	-131.0K	-869	0.74	121.03	N/A	N/A	35	26	88	107
2017-12-18	$32.50	$29.79	28.3%	8.1%	29.9%	0.0%	34.3%	2.5%	13.3%	-311	-139.9K	-806	0.87	127.05	N/A	N/A	30	26	88	107
2017-12-19	$32.55	$29.79	23.4%	6.7%	27.4%	0.0%	40.6%	14.9%	13.3%	-4.4K	-57.8K	-725	0.87	118.38	N/A	N/A	30	26	63	107
2017-12-20	$32.80	$29.79	27.9%	8.0%	27.4%	0.0%	46.4%	11.8%	2.3%	-3.3K	-53.4K	-711	0.87	109.91	N/A	N/A	30	26	63	107
2017-12-21	$33.00	$29.79	30.5%	8.8%	26.8%	0.0%	46.7%	10.3%	-1.1%	-2.8K	-63.7K	-708	0.87	123.99	N/A	N/A	30	26	63	107
2017-12-22	$33.05	$29.79	25.7%	7.4%	25.8%	0.0%	45.2%	9.9%	0.4%	-3.9K	-60.6K	-729	0.96	96.62	N/A	N/A	27	26	63	107
2017-12-26	$32.95	$29.79	33.3%	9.5%	25.8%	0.0%	37.6%	1.1%	0.9%	-3.4K	-62.2K	-707	0.96	110.93	N/A	N/A	27	26	64	108
2017-12-27	$32.90	$29.79	31.1%	8.9%	22.6%	0.0%	51.2%	13.2%	1.8%	-2.6K	-61.5K	-679	0.96	115.06	N/A	N/A	27	26	64	108
2017-12-28	$32.40	$29.79	29.7%	8.5%	23.2%	0.0%	42.8%	10.2%	-5.3%	-6.4K	-37.8K	-719	0.96	96.82	N/A	N/A	27	26	64	108
2017-12-29	$33.55	$29.79	28.8%	8.3%	26.2%	0.0%	58.7%	16.7%	2.0%	-423	-94.6K	-596	0.96	122.40	N/A	N/A	27	26	64	108