CULP Options History — March 2018 In March 2018, CULP traded between $28.40 and $31.45. ATM implied volatility averaged 38.4%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 1.0% (HV 20d: 37.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.04.
Notable Days 2018-03-01 : Highest Volume — 28 contracts2018-03-14 : Largest IV drop — 37.5% change2018-03-13 : Highest IV Rank — 38.0%2018-03-28 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.34 $28.40 $31.45 $28.40 $30.75 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 38.4% 28.9% 51.9% 35.1% 33.1% Expected Move 10.1% 8.3% 13.4% 10.1% 9.5% HV 20d 37.5% 32.1% 40.1% 34.3% 32.1% HV 60d 32.6% 30.8% 33.6% 30.8% 31.8% IV Rank 23.4% 13.1% 38.0% 19.8% 17.7% IV Percentile 74.9% 41.8% 94.6% 71.1% 58.7% Term Structure -1.3% -10.1% 8.6% -4.4% 2.2% VWIV 33.8% 24.8% 41.8% 32.5% 32.2% Skew 25d 8.7% -0.1% 17.0% 3.7% 9.9% Skew 10d 12.4% -4.8% 25.4% -4.8% 21.3% Call IV 25d 33.0% 24.8% 46.3% 39.4% 36.3% Put IV 25d 41.7% 28.3% 56.2% 43.0% 46.1% Bid-Ask Spread % 119.47 100.01 133.10 129.61 126.29 Gamma HHI 0.52 0.50 0.59 0.52 0.51 Net GEX 3.6K 2.4K 4.5K 2.4K 4.3K Net DEX -33.3K -54.0K -11.7K -11.7K -33.7K Net VEX -342 -379 -288 -356 -288 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.04 0.04 0.04 0.04 Total Volume 28 28 28 28 28 Total OI 88 88 88 88 88
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 2018-03-01 $28.40 $0.00 35.1% 10.1% 34.3% 19.8% 0.0% 3.7% -4.4% 2.4K -11.7K -356 0.04 129.61 N/A N/A 27 1 67 21 2018-03-02 $29.45 $0.00 39.0% 11.2% 37.1% 24.0% 0.0% 3.9% -10.1% 2.9K -15.9K -358 0.04 121.64 N/A N/A 27 1 67 21 2018-03-05 $28.55 $30.00 34.8% 8.6% 38.2% 19.4% 32.5% 7.3% 0.9% 2.5K -12.2K -334 0.04 116.01 N/A N/A 27 1 67 21 2018-03-06 $28.95 $30.00 39.0% 10.4% 36.4% 24.0% 36.0% 17.0% -0.8% 2.7K -18.6K -352 0.04 100.01 N/A N/A 27 1 67 21 2018-03-07 $29.60 $30.00 38.2% 9.2% 37.3% 23.2% 31.8% 10.0% -1.5% 2.8K -12.5K -338 0.04 105.32 N/A N/A 27 1 67 21 2018-03-08 $30.00 $30.00 40.9% 10.3% 37.7% 26.1% 35.7% 12.2% -0.4% 3.1K -24.3K -354 0.04 106.79 N/A N/A 27 1 67 21 2018-03-09 $31.00 $30.00 50.2% 9.4% 39.0% 36.1% 32.5% 8.3% 1.3% 4.0K -41.3K -379 0.04 114.78 N/A N/A 27 1 67 21 2018-03-12 $31.45 $30.00 47.2% 8.6% 38.9% 32.9% 27.2% 0.8% 3.1% 4.4K -49.1K -371 0.04 120.38 N/A N/A 27 1 67 21 2018-03-13 $30.45 $30.00 51.9% 10.1% 40.0% 38.0% 35.1% 5.2% -1.0% 3.5K -33.5K -352 0.04 117.56 N/A N/A 27 1 67 21 2018-03-14 $30.15 $30.00 32.4% 9.3% 40.1% 16.9% 32.3% 11.8% 1.8% 3.4K -23.0K -334 0.04 120.01 N/A N/A 27 1 67 21 2018-03-15 $30.05 $30.00 35.4% 10.2% 38.3% 20.1% 35.5% 8.4% -3.6% 3.6K -32.4K -356 0.04 108.79 N/A N/A 27 1 67 21 2018-03-16 $30.65 $30.00 28.9% 8.3% 38.5% 13.1% 28.9% -0.1% -0.6% 4.0K -38.9K -330 0.04 124.19 N/A N/A 27 1 67 21 2018-03-19 $31.15 $30.00 30.3% 8.7% 38.4% 14.6% 26.6% 13.0% 8.6% 4.5K -42.6K -342 0.04 119.17 N/A N/A 27 1 67 21 2018-03-20 $31.18 $30.00 29.3% 8.4% 37.2% 13.5% 24.8% 12.0% 8.1% 4.5K -43.1K -341 0.04 114.31 N/A N/A 27 1 67 21 2018-03-21 $31.25 $30.00 36.3% 10.4% 37.2% 21.1% 33.1% 9.7% -1.4% 4.0K -50.7K -353 0.04 120.72 N/A N/A 27 1 67 21 2018-03-22 $31.20 $30.00 43.1% 12.4% 37.3% 28.4% 41.0% 8.8% -9.5% 3.7K -50.1K -357 0.04 125.74 N/A N/A 27 1 67 21 2018-03-23 $30.25 $30.00 34.4% 9.9% 38.4% 19.0% 36.5% 2.8% -1.8% 3.8K -32.4K -317 0.04 129.56 N/A N/A 27 1 67 21 2018-03-26 $30.95 $30.00 38.9% 11.2% 39.1% 23.9% 37.3% 13.2% -4.8% 3.9K -40.4K -324 0.04 126.73 N/A N/A 27 1 67 21 2018-03-27 $30.70 $30.00 41.8% 12.0% 39.2% 27.1% 41.8% 12.4% -6.1% 3.9K -37.7K -315 0.04 128.08 N/A N/A 27 1 67 21 2018-03-28 $31.10 $30.00 46.9% 13.4% 32.3% 32.5% 41.8% 13.1% -7.5% 3.8K -54.0K -337 0.04 133.10 N/A N/A 27 1 67 21 2018-03-29 $30.75 $30.00 33.1% 9.5% 32.1% 17.7% 32.2% 9.9% 2.2% 4.3K -33.7K -288 0.04 126.29 N/A N/A 27 1 67 21
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