CULP Options History — September 2018 In September 2018, CULP traded between $23.10 and $24.87. ATM implied volatility averaged 29.9%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 14.9% (HV 20d: 44.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.01.
Notable Days 2018-09-04 : Highest Volume — 177 contracts2018-09-25 : Largest IV spike — 18.7% change2018-09-11 : Highest IV Rank — 19.0%2018-09-12 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.13 $23.10 $24.87 $24.87 $24.05 Max Pain $28.95 $25.00 $30.00 $25.00 $25.00 ATM IV 29.9% 24.8% 35.6% 29.0% 26.4% Expected Move 8.6% 7.1% 9.8% 8.3% 7.6% HV 20d 44.8% 25.9% 47.3% 45.0% 25.9% HV 60d 36.3% 32.8% 45.3% 45.1% 32.8% IV Rank 13.2% 8.1% 19.0% 12.3% 9.6% IV Percentile 30.1% 10.7% 61.1% 25.8% 14.3% Term Structure 0.9% -0.7% 3.3% 0.6% 0.3% VWIV 29.0% 23.8% 32.7% 29.2% 27.5% Skew 25d 4.9% -1.0% 9.1% 9.1% 3.6% Skew 10d 8.8% -9.5% 19.5% 14.5% 4.9% Call IV 25d 28.8% 24.5% 35.2% 27.0% 27.9% Put IV 25d 33.8% 31.5% 36.2% 36.2% 31.5% Bid-Ask Spread % 81.28 70.90 101.34 75.25 90.00 Gamma HHI 0.54 0.35 0.82 0.58 0.46 Net GEX -4.8K -16.0K 3.2K -6.2K 3.2K Net DEX 75.9K -9.0K 137.1K 66.8K -9.0K Net VEX -273 -377 -174 -377 -350 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.20 1.77 0.53 0.44 Total Volume 112.526 88 177 177 125 Total OI 253.947 118 293 258 202
Daily Data (19 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 2018-09-04 $24.87 $25.00 29.0% 8.3% 45.0% 12.3% 29.2% 9.1% 0.6% -6.2K 66.8K -377 0.53 75.25 N/A N/A 116 61 171 87 2018-09-05 $24.35 $25.00 28.2% 8.1% 45.4% 11.5% 29.8% 5.7% -0.7% -6.6K 86.5K -340 0.41 101.34 N/A N/A 116 48 171 87 2018-09-06 $23.65 $30.00 31.6% 9.7% 46.3% 14.9% 30.9% 4.1% -0.1% -4.9K 111.4K -279 1.00 82.55 N/A N/A 48 48 171 87 2018-09-07 $23.55 $30.00 33.3% 9.5% 45.4% 16.6% 23.8% -0.3% 1.0% -4.3K 103.0K -293 1.25 76.88 N/A N/A 48 60 179 87 2018-09-10 $23.70 $30.00 33.6% 9.8% 45.5% 17.0% 32.7% -1.0% 0.2% -4.5K 109.5K -273 1.25 74.89 N/A N/A 48 60 179 104 2018-09-11 $23.10 $30.00 35.6% 9.7% 45.6% 19.0% 24.0% 3.3% -0.3% -2.6K 137.1K -196 1.25 82.81 N/A N/A 48 60 179 104 2018-09-12 $23.33 $30.00 34.3% 9.8% 45.4% 17.7% 31.1% 3.5% -0.7% -3.5K 124.8K -232 1.44 86.41 N/A N/A 48 69 179 104 2018-09-13 $24.10 $30.00 29.8% 8.6% 46.8% 13.2% 30.2% 4.4% 0.8% -6.6K 109.6K -261 1.77 81.61 N/A N/A 39 69 179 114 2018-09-14 $24.40 $30.00 28.6% 8.2% 47.0% 11.9% 29.4% 5.3% 2.3% -8.2K 93.9K -277 1.77 84.66 N/A N/A 39 69 179 114 2018-09-17 $24.73 $30.00 29.4% 8.4% 47.3% 12.8% 30.2% 6.3% 1.8% -10.8K 82.7K -262 1.77 86.98 N/A N/A 39 69 179 114 2018-09-18 $24.65 $30.00 28.8% 8.3% 47.3% 12.1% 29.4% 8.0% 2.4% -10.3K 91.2K -243 1.77 72.54 N/A N/A 39 69 179 114 2018-09-19 $24.65 $30.00 28.5% 8.2% 47.3% 11.8% 29.2% 8.3% 2.5% -12.6K 84.9K -236 1.77 77.75 N/A N/A 39 69 179 114 2018-09-20 $24.80 $30.00 28.7% 8.2% 45.4% 12.0% 30.7% 7.4% 2.2% -16.0K 84.8K -223 1.26 77.59 N/A N/A 39 49 179 114 2018-09-21 $24.73 $30.00 26.8% 7.7% 45.3% 10.1% 30.1% 7.8% 3.3% -1.3K 128.3K -199 0.72 86.51 N/A N/A 68 49 179 114 2018-09-24 $24.10 $30.00 28.1% 8.1% 45.8% 11.4% 31.0% 4.5% 0.8% -1.4K 35.9K -174 0.26 84.42 N/A N/A 73 19 83 35 2018-09-25 $23.75 $30.00 33.4% 9.6% 45.8% 16.7% 25.8% 5.4% -0.5% 1.5K 7.7K -312 0.23 75.14 N/A N/A 73 17 143 38 2018-09-26 $24.00 $30.00 28.4% 8.1% 44.8% 11.7% 28.8% 4.8% 1.3% 1.6K 318 -314 0.20 70.90 N/A N/A 87 17 143 39 2018-09-27 $23.97 $25.00 24.8% 7.1% 44.1% 8.1% 28.0% 3.4% 0.1% 3.0K -6.6K -352 0.20 76.05 N/A N/A 87 17 163 39 2018-09-28 $24.05 $25.00 26.4% 7.6% 25.9% 9.6% 27.5% 3.6% 0.3% 3.2K -9.0K -350 0.44 90.00 N/A N/A 87 38 163 39
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