CULP Options History — May 2018 In May 2018, CULP traded between $28.85 and $31.50. ATM implied volatility averaged 31.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 10.5% (HV 20d: 21.3%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 6.02.
Notable Days 2018-05-30 : Highest Volume — 21 contracts2018-05-23 : Largest IV spike — 27.8% change2018-05-31 : Highest IV Rank — 26.6%2018-05-31 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.38 $28.85 $31.50 $29.35 $31.20 Max Pain $25.71 $25.00 $30.00 $30.00 $30.00 ATM IV 31.9% 25.9% 43.1% 32.2% 43.1% Expected Move 8.8% 7.4% 12.4% 9.2% 12.4% HV 20d 21.3% 17.0% 29.2% 29.2% 17.5% HV 60d 30.5% 25.9% 32.6% 32.6% 25.9% IV Rank 15.2% 9.2% 26.6% 15.6% 26.6% IV Percentile 50.7% 24.0% 90.5% 54.2% 90.5% Term Structure -0.2% -18.5% 9.4% -3.4% -18.5% VWIV 49.6% 32.9% 73.5% 34.8% 44.7% Skew 25d 4.8% -4.8% 11.3% -4.8% 5.2% Skew 10d 12.5% -5.1% 23.0% -5.1% 14.7% Call IV 25d 33.3% 25.3% 42.2% 40.5% 42.2% Put IV 25d 38.1% 32.8% 48.2% 35.6% 47.4% Bid-Ask Spread % 114.94 98.34 125.60 122.10 125.60 Gamma HHI 0.57 0.43 0.67 0.67 0.64 Net GEX -837 -2.0K -127 -1.2K -2.0K Net DEX 17.9K 4.7K 27.8K 27.0K 19.5K Net VEX -138 -154 -119 -145 -134 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.02 0.17 20.00 0.17 20.00 Total Volume 13.455 7 21 7 21 Total OI 40.364 30 49 30 49
Daily Data (22 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 2018-05-01 $29.35 $0.00 32.2% 9.2% 29.2% 15.6% 34.8% -4.8% -3.4% -1.2K 27.0K -145 0.17 122.10 N/A N/A 6 1 9 21 2018-05-02 $29.60 $30.00 33.0% 9.5% 24.2% 16.3% 32.9% -2.5% -3.9% -431 21.7K -154 0.17 117.01 N/A N/A 6 1 14 21 2018-05-03 $28.85 $0.00 36.7% 9.1% 22.7% 20.1% 0.0% 11.3% 1.2% -530 26.7K -146 0.17 104.86 N/A N/A 6 1 14 21 2018-05-04 $29.05 $0.00 35.3% 7.8% 20.6% 18.7% 0.0% 10.5% 1.3% -665 27.8K -141 0.17 109.81 N/A N/A 6 1 14 21 2018-05-07 $29.90 $0.00 34.5% 8.1% 21.5% 17.9% 0.0% 6.2% 1.1% -322 19.7K -150 0.17 116.05 N/A N/A 6 1 14 21 2018-05-08 $29.55 $0.00 30.1% 7.8% 21.7% 13.5% 0.0% 8.6% 3.0% -246 21.0K -149 0.17 123.92 N/A N/A 6 1 14 21 2018-05-09 $29.75 $0.00 29.5% 8.5% 21.4% 12.8% 0.0% 10.2% 2.6% -317 21.4K -144 0.17 101.65 N/A N/A 6 1 14 21 2018-05-10 $30.00 $0.00 25.9% 7.4% 21.6% 9.2% 0.0% 4.8% 3.2% -293 16.6K -145 0.17 119.99 N/A N/A 6 1 14 21 2018-05-11 $29.90 $0.00 29.3% 8.4% 21.4% 12.6% 46.5% 9.2% 1.0% -340 17.2K -143 2.17 111.64 N/A N/A 6 13 14 21 2018-05-14 $30.00 $25.00 26.2% 7.5% 21.4% 9.4% 49.5% 10.7% 3.3% -363 17.6K -144 2.17 112.30 N/A N/A 6 13 14 33 2018-05-15 $30.20 $25.00 29.0% 8.3% 21.4% 12.3% 52.3% 0.9% 2.9% -478 16.0K -143 2.17 118.64 N/A N/A 6 13 14 33 2018-05-16 $30.70 $25.00 27.5% 7.9% 22.3% 10.8% 49.3% 7.0% 3.9% -127 10.1K -144 2.17 102.87 N/A N/A 6 13 14 33 2018-05-17 $30.85 $25.00 31.5% 9.0% 22.3% 14.8% 68.9% 3.0% 0.8% -171 5.8K -136 2.17 98.34 N/A N/A 6 13 14 33 2018-05-18 $30.85 $25.00 26.9% 7.7% 21.2% 10.2% 51.7% -2.3% 9.4% -1.4K 4.7K -140 2.17 107.77 N/A N/A 6 13 14 33 2018-05-21 $31.15 $25.00 28.1% 8.1% 21.4% 11.4% 56.7% -2.7% 0.0% -1.7K 19.1K -124 13.00 110.87 N/A N/A 1 13 9 33 2018-05-22 $31.05 $25.00 26.3% 7.5% 21.3% 9.5% 73.5% -2.9% 5.4% -1.4K 17.3K -128 13.00 118.53 N/A N/A 1 13 9 33 2018-05-23 $31.20 $25.00 33.6% 9.6% 21.3% 16.9% 0.0% 8.7% 0.8% -1.2K 16.8K -132 13.00 121.76 N/A N/A 1 13 9 33 2018-05-24 $31.30 $25.00 32.5% 9.3% 20.8% 15.8% 0.0% 5.7% -2.1% -1.4K 17.9K -125 13.00 122.19 N/A N/A 1 13 9 33 2018-05-25 $31.17 $25.00 36.8% 10.5% 19.3% 20.1% 0.0% 8.1% -4.0% -1.4K 17.8K -124 13.00 118.90 N/A N/A 1 13 9 33 2018-05-29 $31.30 $25.00 38.6% 11.1% 18.0% 22.0% 0.0% 8.1% -8.9% -1.4K 18.6K -119 13.00 121.66 N/A N/A 1 13 9 33 2018-05-30 $31.50 $25.00 34.5% 9.9% 17.0% 17.8% 34.4% 2.6% -2.6% -1.2K 14.1K -121 20.00 122.19 N/A N/A 1 20 9 33 2018-05-31 $31.20 $30.00 43.1% 12.4% 17.5% 26.6% 44.7% 5.2% -18.5% -2.0K 19.5K -134 20.00 125.60 N/A N/A 1 20 9 40
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