CULP Options History — February 2018

Name: CULP Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, CULP traded between $27.75 and $31.35. ATM implied volatility averaged 37.8%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 9.4% (HV 20d: 28.4%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.03.

Notable Days

2018-02-01: Highest Volume — 38 contracts
2018-02-07: Largest IV drop — 34.1% change
2018-02-06: Highest IV Rank — 38.8%
2018-02-28: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.26	$27.75	$31.35	$31.35	$27.75
ATM IV	37.8%	31.7%	52.7%	33.7%	48.5%
Expected Move	10.4%	8.9%	13.9%	9.6%	13.9%
HV 20d	28.4%	25.6%	33.7%	27.5%	33.7%
HV 60d	29.7%	28.0%	30.9%	30.3%	30.4%
IV Rank	22.7%	16.1%	38.8%	18.3%	34.3%
IV Percentile	78.8%	61.7%	94.4%	72.9%	93.7%
Term Structure	-2.1%	-9.4%	4.8%	-0.8%	-9.4%
Skew 25d	9.0%	-3.0%	17.3%	9.0%	17.2%
Skew 10d	12.9%	-0.6%	25.4%	19.4%	13.8%
Call IV 25d	38.0%	31.1%	47.9%	31.1%	47.9%
Put IV 25d	47.0%	35.1%	65.1%	40.1%	65.1%
Bid-Ask Spread %	126.58	111.31	139.66	111.31	126.29
Gamma HHI	0.53	0.50	0.63	0.63	0.58
Net GEX	3.3K	1.6K	5.0K	3.5K	1.6K
Net DEX	-30.9K	-74.5K	-334	-58.6K	-334
Net VEX	-430	-541	-333	-525	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.03	0.04	0.03	0.04
Total Volume	34.316	28	38	38	28
Total OI	93.316	88	98	88	88

Daily Data (19 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
2018-02-01	$31.35	$0.00	33.7%	9.6%	27.5%	18.3%	0.0%	9.0%	-0.8%	3.5K	-58.6K	-525	0.03	111.31	N/A	N/A	37	1	67	21
2018-02-02	$30.90	$0.00	39.8%	8.9%	27.4%	24.8%	0.0%	-3.0%	4.8%	5.0K	-74.5K	-541	0.03	119.32	N/A	N/A	37	1	77	21
2018-02-05	$29.73	$0.00	42.8%	10.7%	29.8%	28.1%	0.0%	13.7%	0.5%	4.4K	-55.1K	-515	0.03	119.68	N/A	N/A	37	1	77	21
2018-02-06	$29.85	$0.00	52.7%	11.1%	29.5%	38.8%	0.0%	3.3%	0.7%	3.9K	-47.9K	-496	0.03	131.83	N/A	N/A	37	1	76	21
2018-02-07	$29.80	$0.00	34.7%	10.0%	29.5%	19.4%	0.0%	4.1%	0.3%	4.4K	-48.5K	-488	0.03	137.52	N/A	N/A	37	1	76	21
2018-02-08	$29.40	$0.00	38.1%	10.9%	29.1%	23.1%	0.0%	6.8%	-0.3%	3.7K	-44.1K	-479	0.03	135.57	N/A	N/A	37	1	76	21
2018-02-09	$29.85	$0.00	39.2%	11.2%	27.6%	24.2%	0.0%	4.9%	-0.9%	4.0K	-48.1K	-489	0.03	133.41	N/A	N/A	37	1	76	21
2018-02-12	$29.20	$0.00	35.6%	10.2%	28.2%	20.3%	0.0%	8.5%	-1.2%	4.1K	-32.6K	-427	0.03	139.66	N/A	N/A	37	1	76	21
2018-02-13	$29.50	$0.00	37.0%	10.6%	28.3%	21.8%	0.0%	2.2%	-4.5%	4.2K	-33.5K	-433	0.03	132.14	N/A	N/A	37	1	76	21
2018-02-14	$28.60	$0.00	31.7%	9.1%	29.9%	16.1%	0.0%	3.8%	-1.9%	3.7K	-25.3K	-418	0.03	122.43	N/A	N/A	37	1	76	21
2018-02-15	$29.05	$0.00	32.5%	9.3%	29.4%	17.0%	0.0%	1.5%	-0.4%	4.3K	-25.0K	-409	0.03	126.75	N/A	N/A	37	1	76	21
2018-02-16	$28.70	$0.00	33.1%	9.5%	26.9%	17.6%	0.0%	14.1%	-0.3%	2.5K	-21.1K	-405	0.03	121.69	N/A	N/A	37	1	76	21
2018-02-20	$28.10	$0.00	33.6%	9.6%	27.4%	18.2%	0.0%	16.5%	-2.0%	1.9K	-4.4K	-356	0.04	113.38	N/A	N/A	27	1	67	21
2018-02-21	$28.30	$0.00	40.0%	11.5%	26.8%	25.1%	0.0%	14.2%	-5.6%	2.0K	-6.6K	-355	0.04	125.37	N/A	N/A	27	1	67	21
2018-02-22	$28.30	$0.00	34.7%	9.9%	25.6%	19.3%	0.0%	17.3%	-4.3%	2.3K	-10.0K	-360	0.04	122.43	N/A	N/A	27	1	67	21
2018-02-23	$29.05	$0.00	35.3%	10.1%	28.0%	20.0%	0.0%	16.1%	-2.9%	2.5K	-9.9K	-367	0.04	127.39	N/A	N/A	27	1	67	21
2018-02-26	$29.05	$0.00	38.3%	11.0%	27.1%	23.2%	0.0%	5.6%	-5.8%	2.7K	-23.5K	-389	0.04	133.66	N/A	N/A	27	1	67	21
2018-02-27	$29.40	$0.00	37.4%	10.7%	27.6%	22.2%	0.0%	15.3%	-5.5%	2.8K	-18.8K	-380	0.04	125.14	N/A	N/A	27	1	67	21
2018-02-28	$27.75	$0.00	48.5%	13.9%	33.7%	34.3%	0.0%	17.2%	-9.4%	1.6K	-334	-333	0.04	126.29	N/A	N/A	27	1	67	21