CULP Options History — July 2018 In July 2018, CULP traded between $24.20 and $26.19. ATM implied volatility averaged 35.4%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 2.1% (HV 20d: 37.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.82.
Notable Days 2018-07-19 : Highest Volume — 133 contracts2018-07-09 : Largest IV spike — 13.4% change2018-07-05 : Highest IV Rank — 22.7%2018-07-03 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.05 $24.20 $26.19 $25.50 $24.68 Max Pain $25.48 $25.00 $30.00 $30.00 $25.00 ATM IV 35.4% 31.3% 39.3% 37.2% 32.1% Expected Move 10.1% 9.0% 11.0% 10.7% 9.2% HV 20d 37.5% 18.0% 58.8% 58.0% 18.0% HV 60d 37.1% 36.8% 37.3% 37.2% 36.8% IV Rank 18.7% 14.6% 22.7% 20.6% 15.4% IV Percentile 61.5% 38.5% 80.1% 73.0% 42.5% Term Structure 1.7% -0.9% 5.4% -0.9% 5.3% VWIV 37.6% 33.4% 49.7% 49.7% 37.7% Skew 25d 8.2% 2.6% 13.7% 13.7% 9.6% Skew 10d 13.0% 4.5% 24.2% 22.1% 14.8% Call IV 25d 31.4% 27.3% 37.7% 27.5% 29.4% Put IV 25d 39.6% 35.7% 41.9% 41.2% 39.0% Bid-Ask Spread % 81.27 70.69 91.51 77.46 83.19 Gamma HHI 0.59 0.36 0.85 0.40 0.50 Net GEX -3.3K -16.3K 5.1K -2.4K 4.6K Net DEX 60.4K -37.7K 143.0K 80.4K -24.7K Net VEX -259 -312 -186 -279 -278 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.82 0.37 3.15 1.31 3.15 Total Volume 97.952 37 133 97 54 Total OI 274.429 64 370 340 125
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 2018-07-02 $25.50 $30.00 37.2% 10.7% 58.0% 20.6% 49.7% 13.7% -0.9% -2.4K 80.4K -279 1.31 77.46 N/A N/A 42 55 263 77 2018-07-03 $25.80 $30.00 38.3% 11.0% 58.3% 21.7% 39.3% 13.6% -0.9% -2.8K 78.7K -312 1.31 91.51 N/A N/A 42 55 263 87 2018-07-05 $26.05 $25.00 39.3% 10.7% 58.6% 22.7% 39.1% 5.5% 0.3% -2.6K 76.1K -300 1.31 76.60 N/A N/A 42 55 263 87 2018-07-06 $26.19 $25.00 34.6% 10.6% 58.8% 17.9% 39.1% 5.6% 0.5% -2.8K 74.6K -286 1.31 77.98 N/A N/A 42 55 263 87 2018-07-09 $25.90 $25.00 39.2% 10.6% 58.7% 22.6% 39.0% 6.1% 0.2% -2.5K 75.2K -246 2.02 81.45 N/A N/A 42 85 263 77 2018-07-10 $25.88 $25.00 39.3% 10.8% 58.7% 22.7% 39.3% 5.7% -0.1% -5.8K 93.7K -263 2.02 76.93 N/A N/A 42 85 263 100 2018-07-11 $25.38 $25.00 37.1% 10.6% 58.5% 20.4% 38.5% 2.6% -0.5% -7.4K 100.8K -258 2.02 78.33 N/A N/A 42 85 263 97 2018-07-12 $24.95 $25.00 36.0% 10.3% 58.5% 19.3% 37.6% 10.3% 1.2% -8.7K 116.7K -244 1.98 86.06 N/A N/A 43 85 263 97 2018-07-13 $24.55 $25.00 35.1% 10.1% 30.0% 18.5% 36.6% 8.9% 0.8% -9.7K 119.9K -253 1.98 86.05 N/A N/A 43 85 268 97 2018-07-16 $24.75 $25.00 35.2% 10.1% 29.5% 18.5% 37.1% 9.4% 1.2% -10.1K 117.9K -248 1.98 82.56 N/A N/A 43 85 273 97 2018-07-17 $24.88 $25.00 35.3% 10.1% 29.3% 18.6% 37.5% 10.4% 0.6% -12.3K 113.4K -241 1.98 80.18 N/A N/A 43 85 273 97 2018-07-18 $24.65 $25.00 35.8% 10.3% 27.1% 19.2% 37.8% 9.0% 0.4% -13.0K 123.4K -221 1.98 83.84 N/A N/A 43 85 273 97 2018-07-19 $24.95 $25.00 35.9% 10.3% 26.6% 19.3% 36.6% 8.8% 1.0% -16.3K 94.5K -224 1.77 86.27 N/A N/A 48 85 273 91 2018-07-20 $24.70 $25.00 34.3% 9.8% 26.6% 17.7% 35.1% 7.0% 1.1% -166 143.0K -201 1.77 82.69 N/A N/A 48 85 278 91 2018-07-23 $24.35 $25.00 33.1% 9.5% 25.3% 16.4% 33.4% 6.3% 3.2% -304 18.5K -186 0.37 83.69 N/A N/A 57 21 36 28 2018-07-24 $24.25 $25.00 33.4% 9.6% 21.1% 16.8% 34.9% 7.8% 3.4% 4.0K -17.2K -246 1.31 70.69 N/A N/A 16 21 72 22 2018-07-25 $24.20 $25.00 33.6% 9.6% 20.9% 17.0% 35.0% 7.0% 3.5% 4.0K -16.6K -281 1.72 74.65 N/A N/A 18 31 79 32 2018-07-26 $24.55 $25.00 33.3% 9.5% 21.5% 16.6% 33.7% 5.5% 3.7% 4.5K -27.5K -290 1.63 82.04 N/A N/A 19 31 79 32 2018-07-27 $24.80 $25.00 31.3% 9.0% 21.7% 14.6% 34.9% 10.4% 5.4% 5.1K -34.1K -290 2.16 83.80 N/A N/A 19 41 80 32 2018-07-30 $25.00 $25.00 33.3% 9.5% 21.9% 16.6% 37.6% 9.9% 5.1% 4.7K -37.7K -296 3.15 80.81 N/A N/A 13 41 80 45 2018-07-31 $24.68 $25.00 32.1% 9.2% 18.0% 15.4% 37.7% 9.6% 5.3% 4.6K -24.7K -278 3.15 83.19 N/A N/A 13 41 80 45
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