CULP Options History — August 2018 In August 2018, CULP traded between $24.00 and $27.40. ATM implied volatility averaged 36.4%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 8.0% (HV 20d: 28.4%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 2.44.
Notable Days 2018-08-31 : Highest Volume — 177 contracts2018-08-30 : Largest IV drop — 36.1% change2018-08-14 : Highest IV Rank — 28.4%2018-08-28 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.56 $24.00 $27.40 $24.75 $25.20 Max Pain $21.96 $20.00 $25.00 $25.00 $25.00 ATM IV 36.4% 25.4% 45.0% 32.6% 25.4% Expected Move 10.8% 7.3% 12.6% 9.4% 7.3% HV 20d 28.4% 17.1% 48.7% 17.4% 48.4% HV 60d 39.0% 36.2% 45.1% 36.2% 45.1% IV Rank 19.8% 8.7% 28.4% 16.0% 8.7% IV Percentile 62.3% 14.7% 89.3% 45.6% 14.7% Term Structure -1.5% -7.4% 6.4% 5.5% 2.6% VWIV 46.1% 25.7% 60.0% 38.1% 25.7% Skew 25d 5.4% -6.5% 9.8% 9.8% 9.3% Skew 10d 12.8% -13.2% 18.9% 15.8% 17.3% Call IV 25d 36.1% 22.5% 40.2% 29.1% 22.5% Put IV 25d 41.6% 31.4% 46.2% 39.0% 31.8% Bid-Ask Spread % 73.10 58.08 103.95 86.42 103.95 Gamma HHI 0.56 0.42 0.74 0.52 0.60 Net GEX 3.6K -6.3K 11.8K 5.0K -5.7K Net DEX -26.2K -101.5K 75.1K -33.3K 46.0K Net VEX -258 -445 -173 -289 -380 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.44 0.36 4.10 3.15 0.53 Total Volume 68.043 38 177 54 177 Total OI 129.652 73 242 125 242
Daily Data (23 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 2018-08-01 $24.75 $25.00 32.6% 9.4% 17.4% 16.0% 38.1% 9.8% 5.5% 5.0K -33.3K -289 3.15 86.42 N/A N/A 13 41 80 45 2018-08-02 $24.50 $25.00 32.3% 9.3% 17.1% 15.7% 37.4% 8.0% 4.6% 4.8K -22.7K -270 3.15 86.47 N/A N/A 13 41 80 45 2018-08-03 $24.00 $25.00 32.1% 9.2% 17.9% 15.5% 36.8% 4.9% 4.3% 3.1K 5.9K -231 3.73 83.03 N/A N/A 11 41 80 45 2018-08-06 $25.28 $20.00 34.0% 10.8% 26.6% 17.4% 53.7% 6.3% -2.2% 6.4K -50.9K -262 4.10 64.65 N/A N/A 10 41 85 45 2018-08-07 $25.48 $20.00 33.9% 11.1% 26.8% 17.3% 53.5% 6.5% -4.1% 5.8K -55.9K -251 4.10 74.35 N/A N/A 10 41 84 45 2018-08-08 $25.15 $20.00 32.7% 10.8% 26.3% 16.0% 52.7% 5.7% -1.7% 7.2K -45.8K -251 4.10 73.97 N/A N/A 10 41 84 45 2018-08-09 $25.70 $20.00 30.2% 10.7% 26.6% 13.5% 53.7% 6.9% -1.9% 8.0K -69.5K -237 4.10 67.11 N/A N/A 10 41 84 45 2018-08-10 $25.65 $20.00 31.5% 11.2% 25.8% 14.8% 54.2% 7.7% -2.4% 8.0K -67.8K -238 4.10 69.11 N/A N/A 10 41 84 45 2018-08-13 $25.05 $20.00 38.1% 11.5% 27.3% 21.5% 54.5% 4.9% -3.0% 9.3K -39.9K -207 4.10 68.29 N/A N/A 10 41 84 45 2018-08-14 $25.40 $20.00 45.0% 11.4% 27.7% 28.4% 53.8% 5.5% -3.1% 9.9K -59.2K -207 4.10 69.91 N/A N/A 10 41 84 45 2018-08-15 $25.78 $20.00 40.6% 11.6% 27.8% 24.0% 58.8% 6.9% -3.1% 7.9K -87.9K -193 3.00 67.85 N/A N/A 10 30 84 45 2018-08-16 $25.45 $20.00 39.2% 11.2% 28.0% 22.6% 58.1% 4.5% -2.6% 11.8K -70.8K -186 2.14 69.72 N/A N/A 14 30 84 45 2018-08-17 $25.25 $20.00 39.0% 11.2% 27.9% 22.4% 57.7% 4.3% -3.1% 1.2K -101.5K -180 1.50 76.24 N/A N/A 20 30 88 45 2018-08-20 $25.30 $20.00 39.2% 11.2% 27.3% 22.6% 60.0% 4.3% -2.6% 1.0K 803 -173 1.92 63.59 N/A N/A 13 25 48 25 2018-08-21 $25.35 $20.00 38.6% 11.1% 27.2% 22.0% 48.0% 2.5% -3.1% 1.1K 350 -174 1.09 80.72 N/A N/A 23 25 48 25 2018-08-22 $26.25 $20.00 40.5% 11.6% 29.5% 23.9% 37.4% 4.4% -5.6% 2.0K -7.8K -192 1.09 78.90 N/A N/A 23 25 58 25 2018-08-23 $26.40 $20.00 38.4% 11.0% 29.3% 21.8% 39.0% 2.9% -1.5% 2.2K -11.4K -209 2.83 66.83 N/A N/A 23 65 58 25 2018-08-24 $26.60 $25.00 41.2% 11.8% 29.2% 24.6% 39.9% 5.2% -5.9% -628 13.8K -306 1.13 67.51 N/A N/A 23 26 58 65 2018-08-27 $26.30 $25.00 43.4% 12.4% 29.6% 26.8% 42.2% 6.4% -7.4% -971 16.2K -304 0.63 71.39 N/A N/A 43 27 58 66 2018-08-28 $26.98 $25.00 44.1% 12.6% 30.1% 27.5% 39.4% 6.7% -5.2% 560 -14.9K -445 0.57 58.08 N/A N/A 47 27 78 68 2018-08-29 $27.40 $25.00 40.3% 11.6% 30.4% 23.7% 39.6% 8.1% 6.4% 809 -21.2K -424 0.36 63.93 N/A N/A 109 39 69 68 2018-08-30 $24.73 $25.00 25.8% 7.4% 48.7% 9.0% 27.0% -6.5% 1.3% -6.3K 75.1K -335 0.50 69.29 N/A N/A 116 58 147 81 2018-08-31 $25.20 $25.00 25.4% 7.3% 48.4% 8.7% 25.7% 9.3% 2.6% -5.7K 46.0K -380 0.53 103.95 N/A N/A 116 61 159 83
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