CULP Options History — June 2018 In June 2018, CULP traded between $24.60 and $31.85. ATM implied volatility averaged 54.2%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 17.6% (HV 20d: 36.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.69.
Notable Days 2018-06-14 : Highest Volume — 310 contracts2018-06-13 : Largest IV drop — 56.8% change2018-06-07 : Highest IV Rank — 75.7%2018-06-01 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.07 $24.60 $31.85 $31.65 $24.60 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 54.2% 33.6% 91.8% 66.2% 33.6% Expected Move 10.7% 8.6% 19.0% 19.0% 9.6% HV 20d 36.6% 9.8% 56.7% 14.4% 55.5% HV 60d 32.2% 23.5% 39.2% 25.7% 36.8% IV Rank 37.7% 17.0% 75.7% 49.8% 17.0% IV Percentile 81.4% 56.0% 98.2% 96.4% 56.0% Term Structure -1.5% -50.4% 18.6% -50.4% 0.2% VWIV 44.8% 32.3% 65.7% 56.2% 45.0% Skew 25d 6.4% -11.0% 18.1% 18.1% 5.2% Skew 10d 14.9% -10.5% 34.2% 34.2% 7.6% Call IV 25d 35.6% 25.6% 53.3% 37.2% 33.7% Put IV 25d 42.0% 35.9% 59.6% 55.3% 39.0% Bid-Ask Spread % 94.45 63.05 124.72 124.72 88.20 Gamma HHI 0.50 0.31 0.70 0.61 0.44 Net GEX -1.4K -3.3K 487 -1.7K -3.3K Net DEX 56.7K 15.1K 213.2K 18.0K 96.0K Net VEX -201 -321 -116 -133 -257 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.69 0.31 9.00 9.00 1.12 Total Volume 77.81 10 310 10 89 Total OI 220.143 49 536 49 340
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 2018-06-01 $31.65 $30.00 66.2% 19.0% 14.4% 49.8% 56.2% 18.1% -50.4% -1.7K 18.0K -133 9.00 124.72 N/A N/A 1 9 9 40 2018-06-04 $31.60 $30.00 80.1% 8.7% 14.6% 63.9% 34.1% 4.4% 6.9% -1.7K 16.8K -126 9.00 119.19 N/A N/A 1 9 9 41 2018-06-05 $31.75 $30.00 83.3% 9.0% 11.3% 67.1% 34.2% 5.1% 5.1% -1.7K 16.8K -124 9.00 118.63 N/A N/A 1 9 9 41 2018-06-06 $31.85 $30.00 81.7% 8.6% 9.9% 65.5% 34.2% 4.1% 10.7% -1.9K 18.6K -124 9.00 118.42 N/A N/A 1 9 9 41 2018-06-07 $31.80 $30.00 91.8% 10.3% 10.0% 75.7% 39.7% 6.3% 5.6% -1.7K 19.6K -129 3.00 122.36 N/A N/A 3 9 9 41 2018-06-08 $31.75 $30.00 91.8% 8.8% 10.0% 75.7% 32.3% 4.2% 7.3% -1.8K 17.2K -116 1.83 118.93 N/A N/A 6 11 9 41 2018-06-11 $31.70 $30.00 71.9% 10.6% 9.8% 55.6% 35.4% 7.8% -0.3% -2.0K 15.1K -121 0.83 92.05 N/A N/A 6 5 12 41 2018-06-12 $30.85 $30.00 85.9% 10.5% 14.5% 69.7% 36.0% 10.3% -0.6% -2.4K 22.4K -119 0.83 90.60 N/A N/A 6 5 12 42 2018-06-13 $30.70 $30.00 37.1% 10.6% 14.5% 20.5% 36.6% 6.1% -0.8% -2.3K 23.2K -120 0.73 82.83 N/A N/A 100 73 14 42 2018-06-14 $26.55 $30.00 42.0% 12.0% 53.2% 25.4% 54.3% -11.0% -1.5% -1.6K 213.2K -209 0.32 67.36 N/A N/A 234 76 418 118 2018-06-15 $25.95 $30.00 34.3% 9.8% 53.3% 17.7% 47.8% 0.4% 18.6% 487 68.9K -167 0.31 111.98 N/A N/A 213 66 434 87 2018-06-18 $25.60 $30.00 35.6% 10.2% 53.2% 19.0% 52.1% 0.5% -1.9% -637 65.0K -222 1.40 63.05 N/A N/A 30 42 228 47 2018-06-19 $26.35 $30.00 37.4% 10.7% 54.6% 20.8% 36.2% 3.6% -1.4% 25 51.3K -321 1.62 71.58 N/A N/A 26 42 234 55 2018-06-20 $25.75 $30.00 39.4% 11.3% 54.8% 22.8% 50.5% 15.9% -5.1% -273 59.9K -306 1.45 70.12 N/A N/A 29 42 235 55 2018-06-21 $25.55 $30.00 34.8% 10.0% 54.5% 18.1% 44.0% 12.5% -0.1% -900 69.2K -261 1.45 87.06 N/A N/A 29 42 245 55 2018-06-22 $26.15 $30.00 37.5% 10.7% 55.6% 20.9% 49.6% 11.9% -0.3% 410 54.8K -320 1.45 95.72 N/A N/A 29 42 258 55 2018-06-25 $25.10 $30.00 39.2% 11.2% 56.7% 22.6% 56.6% -6.6% -5.5% -935 75.1K -250 1.05 69.69 N/A N/A 41 43 258 55 2018-06-26 $24.85 $30.00 35.1% 10.1% 56.4% 18.4% 46.3% 12.7% 0.9% -2.4K 90.4K -259 1.02 85.21 N/A N/A 42 43 259 67 2018-06-27 $24.75 $30.00 34.8% 10.0% 56.1% 18.1% 53.6% 6.5% -0.3% -2.5K 93.2K -254 0.93 84.51 N/A N/A 42 39 263 67 2018-06-28 $24.60 $30.00 44.7% 12.8% 56.2% 28.1% 65.7% 16.6% -18.3% -1.4K 86.6K -280 1.12 101.31 N/A N/A 42 47 263 65 2018-06-29 $24.60 $30.00 33.6% 9.6% 55.5% 17.0% 45.0% 5.2% 0.2% -3.3K 96.0K -257 1.12 88.20 N/A N/A 42 47 263 77
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