CULP Options History — October 2018 In October 2018, CULP traded between $21.83 and $23.65. ATM implied volatility averaged 35.4%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.0% (HV 20d: 27.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.58.
Notable Days 2018-10-19 : Highest Volume — 228 contracts2018-10-18 : Largest IV spike — 23.1% change2018-10-29 : Highest IV Rank — 21.5%2018-10-29 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.89 $21.83 $23.65 $23.45 $22.65 Max Pain $20.65 $20.00 $25.00 $25.00 $20.00 ATM IV 35.4% 30.0% 42.4% 32.1% 40.2% Expected Move 10.1% 8.6% 12.2% 9.2% 11.5% HV 20d 27.5% 18.5% 36.2% 26.0% 36.2% HV 60d 34.5% 32.8% 36.4% 33.2% 35.9% IV Rank 15.5% 10.0% 21.5% 15.4% 19.2% IV Percentile 56.2% 25.0% 86.1% 38.5% 80.2% Term Structure 2.2% -0.8% 8.4% 2.1% 2.2% VWIV 38.1% 28.3% 48.1% 28.3% 45.1% Skew 25d 5.6% 2.7% 8.1% 4.6% 7.5% Skew 10d 8.8% 2.3% 13.1% 2.9% 11.7% Call IV 25d 33.8% 28.1% 42.5% 29.0% 38.2% Put IV 25d 39.4% 32.7% 48.8% 33.6% 45.7% Bid-Ask Spread % 84.94 67.08 112.75 93.58 108.21 Gamma HHI 0.42 0.33 0.55 0.35 0.53 Net GEX 2.7K -198 7.0K 1.6K 6.0K Net DEX 7.3K -72.6K 51.9K 18.9K -50.9K Net VEX -497 -919 -214 -341 -881 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.44 0.82 0.44 0.60 Total Volume 155.217 92 228 125 209 Total OI 246.565 204 363 223 287
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 2018-10-01 $23.45 $25.00 32.1% 9.2% 26.0% 15.4% 28.3% 4.6% 2.1% 1.6K 18.9K -341 0.44 93.58 N/A N/A 87 38 163 60 2018-10-02 $23.46 $25.00 33.0% 9.5% 25.8% 16.4% 29.7% 4.0% 0.0% 1.6K 21.8K -325 0.44 93.87 N/A N/A 87 38 163 60 2018-10-03 $23.45 $25.00 31.4% 9.0% 24.9% 14.6% 29.5% 2.7% 2.9% 1.6K 19.7K -322 0.44 95.77 N/A N/A 87 38 163 60 2018-10-04 $23.35 $20.00 31.4% 9.2% 22.8% 13.0% 30.1% 6.0% 0.2% 1.5K 24.3K -317 0.44 69.10 N/A N/A 87 38 163 60 2018-10-05 $23.00 $20.00 33.1% 9.2% 23.3% 13.2% 31.3% 6.3% 1.5% 1.1K 33.2K -289 0.44 69.55 N/A N/A 87 38 163 60 2018-10-08 $23.21 $20.00 35.9% 9.4% 23.5% 16.1% 31.0% 6.5% 0.7% 1.3K 31.7K -280 0.46 70.64 N/A N/A 87 40 163 60 2018-10-09 $23.31 $20.00 31.8% 9.3% 21.6% 11.9% 32.1% 5.1% 1.8% 2.1K 23.6K -277 0.46 69.18 N/A N/A 87 40 163 57 2018-10-10 $23.65 $20.00 33.3% 9.5% 21.9% 13.4% 32.3% 4.9% 1.8% 2.5K 11.0K -292 0.46 80.40 N/A N/A 87 40 163 57 2018-10-11 $23.59 $20.00 31.6% 9.1% 18.5% 11.7% 32.4% 3.8% 4.0% 2.6K 15.4K -286 0.46 95.20 N/A N/A 87 40 163 57 2018-10-12 $22.51 $20.00 35.3% 10.1% 23.9% 15.6% 38.6% 7.2% -0.8% 874 41.4K -244 0.77 89.54 N/A N/A 52 40 163 57 2018-10-15 $23.08 $20.00 34.4% 9.9% 25.3% 14.6% 39.4% 5.7% 0.1% 1.7K 32.9K -247 0.77 73.00 N/A N/A 52 40 168 57 2018-10-16 $23.65 $20.00 33.0% 9.5% 27.2% 13.1% 38.0% 3.9% 1.7% 3.0K 16.5K -250 0.77 84.21 N/A N/A 52 40 158 57 2018-10-17 $23.55 $20.00 30.0% 8.6% 27.2% 10.0% 39.2% 5.2% 8.4% 2.9K 10.9K -255 0.77 91.62 N/A N/A 52 40 158 57 2018-10-18 $22.56 $20.00 36.9% 10.6% 30.6% 15.7% 43.7% 5.6% 0.6% -198 21.0K -214 0.82 67.08 N/A N/A 98 80 158 46 2018-10-19 $22.10 $20.00 37.8% 10.8% 31.1% 16.7% 43.4% 6.5% 0.2% 2.6K 51.9K -775 0.54 72.26 N/A N/A 148 80 258 105 2018-10-22 $21.83 $20.00 38.4% 11.0% 30.3% 17.4% 44.0% 6.7% 3.3% 2.3K 7.6K -734 0.60 76.14 N/A N/A 121 73 174 82 2018-10-23 $22.07 $20.00 37.7% 10.8% 30.5% 16.6% 43.7% 5.4% 3.3% 3.1K -8.0K -782 0.61 82.05 N/A N/A 131 80 180 82 2018-10-24 $21.88 $20.00 39.4% 11.3% 30.1% 18.4% 44.4% 3.1% 2.0% 2.7K 2.2K -805 0.61 81.73 N/A N/A 131 80 195 89 2018-10-25 $22.52 $20.00 37.2% 10.7% 32.4% 16.1% 41.5% 7.9% 3.2% 5.3K -41.6K -894 0.61 88.50 N/A N/A 131 80 195 89 2018-10-26 $22.33 $20.00 40.6% 11.7% 32.3% 19.6% 44.7% 6.3% 1.4% 4.2K -26.1K -854 0.60 95.14 N/A N/A 131 78 195 89 2018-10-29 $22.16 $20.00 42.4% 12.2% 31.4% 21.5% 48.1% 6.3% 1.4% 4.0K -16.5K -844 0.60 94.02 N/A N/A 131 78 195 92 2018-10-30 $23.15 $20.00 38.3% 11.0% 35.5% 17.2% 44.6% 8.1% 8.1% 7.0K -72.6K -919 0.60 112.75 N/A N/A 131 78 195 92 2018-10-31 $22.65 $20.00 40.2% 11.5% 36.2% 19.2% 45.1% 7.5% 2.2% 6.0K -50.9K -881 0.60 108.21 N/A N/A 131 78 195 92
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