CULP Options History — April 2018

In April 2018, CULP traded between $29.45 and $31.70. ATM implied volatility averaged 42.4%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 9.8% (HV 20d: 32.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.31.

Notable Days

2018-04-02: Highest Volume — 28 contracts
2018-04-09: Largest IV spike — 165.5% change
2018-04-09: Highest IV Rank — 100.0%
2018-04-13: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.68	$29.45	$31.70	$29.70	$29.75
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	42.4%	26.1%	115.9%	35.4%	32.1%
Expected Move	10.7%	7.5%	19.3%	10.2%	9.2%
HV 20d	32.7%	29.0%	36.5%	32.5%	29.0%
HV 60d	33.1%	32.0%	34.4%	32.2%	32.6%
IV Rank	26.3%	9.3%	100.0%	20.2%	15.4%
IV Percentile	61.3%	26.3%	100.0%	69.4%	53.0%
Term Structure	-6.8%	-31.9%	6.2%	-0.4%	-15.6%
VWIV	36.1%	31.9%	41.0%	35.5%	41.0%
Skew 25d	4.6%	-7.1%	12.0%	4.2%	-7.1%
Skew 10d	9.2%	-16.8%	24.2%	6.5%	0.9%
Call IV 25d	42.0%	26.8%	94.2%	41.3%	44.4%
Put IV 25d	46.6%	29.5%	93.3%	45.5%	37.3%
Bid-Ask Spread %	129.89	114.92	151.29	134.79	125.39
Gamma HHI	0.60	0.50	0.70	0.55	0.67
Net GEX	1.9K	-1.4K	4.8K	3.4K	-1.3K
Net DEX	-28.1K	-72.8K	23.3K	-15.3K	22.7K
Net VEX	-214	-307	-147	-254	-147
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.04	1.00	0.04	1.00
Total Volume	20.571	2	28	28	2
Total OI	71.429	30	88	88	30

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
2018-04-02	$29.70	$30.00	35.4%	10.2%	32.5%	20.2%	35.5%	4.2%	-0.4%	3.4K	-15.3K	-254	0.04	134.79	N/A	N/A	27	1	67	21
2018-04-03	$29.45	$30.00	32.3%	9.3%	30.5%	16.8%	31.9%	4.5%	-3.8%	3.5K	-15.6K	-240	0.04	138.09	N/A	N/A	27	1	67	21
2018-04-04	$30.80	$30.00	40.4%	11.6%	34.0%	25.6%	41.0%	9.3%	-6.8%	4.1K	-33.3K	-264	0.04	130.53	N/A	N/A	27	1	67	21
2018-04-05	$31.70	$0.00	38.7%	9.8%	34.6%	23.6%	0.0%	12.0%	-6.5%	4.8K	-59.7K	-278	0.04	119.73	N/A	N/A	27	1	67	21
2018-04-06	$30.70	$0.00	43.3%	12.0%	36.5%	28.7%	0.0%	8.3%	-8.5%	4.1K	-37.4K	-266	0.04	124.20	N/A	N/A	27	1	67	21
2018-04-09	$31.45	$0.00	115.0%	18.2%	35.6%	100.0%	0.0%	1.1%	-31.9%	2.9K	-72.8K	-307	0.04	149.55	N/A	N/A	27	1	67	21
2018-04-10	$31.35	$0.00	115.9%	18.1%	35.3%	100.0%	0.0%	-3.4%	-24.7%	2.8K	-68.2K	-300	0.04	149.78	N/A	N/A	27	1	67	21
2018-04-11	$30.85	$0.00	40.2%	11.5%	33.8%	23.5%	0.0%	4.7%	-14.1%	4.2K	-42.6K	-255	0.04	142.10	N/A	N/A	27	1	67	21
2018-04-12	$31.00	$0.00	34.9%	10.0%	33.6%	18.3%	0.0%	7.4%	-10.6%	4.6K	-48.7K	-230	0.04	139.83	N/A	N/A	27	1	67	21
2018-04-13	$30.75	$0.00	67.5%	19.3%	33.7%	51.1%	0.0%	-1.0%	-31.4%	2.7K	-61.4K	-274	0.04	151.29	N/A	N/A	27	1	67	21
2018-04-16	$30.85	$0.00	26.1%	7.5%	33.0%	9.3%	0.0%	1.7%	6.2%	4.5K	-38.0K	-200	0.04	124.86	N/A	N/A	27	1	67	21
2018-04-17	$31.10	$0.00	31.5%	9.0%	32.6%	14.8%	0.0%	7.1%	-3.0%	3.5K	-54.8K	-178	0.04	124.33	N/A	N/A	27	1	67	21
2018-04-18	$31.10	$0.00	29.0%	8.3%	32.6%	12.3%	0.0%	2.7%	2.6%	2.5K	-57.3K	-176	0.04	123.72	N/A	N/A	27	1	67	21
2018-04-19	$30.95	$0.00	26.5%	7.6%	32.6%	9.8%	0.0%	9.1%	4.5%	1.2K	-55.9K	-169	0.04	123.88	N/A	N/A	27	1	67	21
2018-04-20	$30.38	$0.00	29.7%	8.5%	33.2%	13.0%	0.0%	6.6%	0.3%	-1.1K	-54.2K	-164	0.04	115.04	N/A	N/A	27	1	67	21
2018-04-23	$30.50	$0.00	27.5%	7.9%	31.4%	10.7%	0.0%	6.6%	1.7%	-1.4K	20.1K	-154	1.00	127.97	N/A	N/A	1	1	9	21
2018-04-24	$30.30	$0.00	32.8%	9.4%	30.3%	16.2%	0.0%	4.9%	-2.5%	-1.1K	23.3K	-156	1.00	121.88	N/A	N/A	1	1	9	21
2018-04-25	$30.50	$0.00	29.6%	8.5%	30.3%	12.9%	0.0%	8.6%	-0.8%	-1.2K	21.4K	-160	1.00	129.71	N/A	N/A	1	1	9	21
2018-04-26	$30.90	$0.00	28.3%	8.1%	30.3%	11.6%	0.0%	7.5%	4.9%	-922	15.8K	-161	1.00	116.11	N/A	N/A	1	1	9	21
2018-04-27	$30.25	$0.00	34.7%	9.9%	31.0%	18.0%	0.0%	2.2%	-2.7%	-1.2K	21.7K	-154	1.00	114.92	N/A	N/A	1	1	9	21
2018-04-30	$29.75	$0.00	32.1%	9.2%	29.0%	15.4%	0.0%	-7.1%	-15.6%	-1.3K	22.7K	-147	1.00	125.39	N/A	N/A	1	1	9	21