CULP Options History — December 2018

In December 2018, CULP traded between $18.93 and $21.08. ATM implied volatility averaged 41.8%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 12.6% (HV 20d: 29.2%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.72.

Notable Days

2018-12-21: Highest Volume — 61 contracts
2018-12-04: Largest IV spike — 17.2% change
2018-12-05: Highest IV Rank — 24.2%
2018-12-05: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.89	$18.93	$21.08	$21.08	$18.93
Max Pain	$24.50	$22.50	$25.00	$22.50	$22.50
ATM IV	41.8%	37.3%	45.8%	37.3%	43.3%
Expected Move	11.8%	10.7%	13.1%	10.7%	12.4%
HV 20d	29.2%	23.5%	32.3%	29.0%	23.5%
HV 60d	30.0%	29.5%	30.8%	29.7%	29.9%
IV Rank	19.5%	15.1%	24.2%	15.1%	20.3%
IV Percentile	75.6%	58.3%	85.3%	58.3%	80.2%
Term Structure	0.8%	-6.2%	9.5%	9.5%	-1.2%
VWIV	41.9%	28.6%	60.7%	35.6%	33.2%
Skew 25d	7.0%	1.0%	14.0%	8.3%	7.4%
Skew 10d	12.1%	0.7%	24.8%	18.6%	12.7%
Call IV 25d	38.9%	34.9%	45.9%	37.1%	42.7%
Put IV 25d	46.0%	39.7%	51.7%	45.4%	50.1%
Bid-Ask Spread %	93.45	61.95	110.70	61.95	95.00
Gamma HHI	0.37	0.28	0.44	0.43	0.34
Net GEX	-1.2K	-2.4K	-223	-1.3K	-350
Net DEX	85.3K	26.2K	123.7K	100.3K	28.0K
Net VEX	-191	-382	-61	-382	-61
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.00	2.05	0.00	0.00
Total Volume	15.95	0	61	0	0
Total OI	229.7	159	268	257	169

Daily Data (20 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
2018-12-03	$21.08	$22.50	37.3%	10.7%	29.0%	15.1%	0.0%	8.3%	9.5%	-1.3K	100.3K	-382	0.00	61.95	N/A	N/A	0	0	167	90
2018-12-04	$20.31	$22.50	43.7%	12.5%	31.1%	22.0%	35.6%	4.2%	-2.1%	-1.6K	114.5K	-311	0.00	85.66	N/A	N/A	0	16	167	90
2018-12-05	$20.17	$22.50	45.8%	13.1%	30.7%	24.2%	33.4%	1.0%	-6.2%	-2.0K	123.7K	-269	0.00	82.91	N/A	N/A	0	16	167	90
2018-12-06	$20.73	$25.00	44.3%	11.6%	32.3%	22.6%	0.0%	2.9%	1.3%	-528	79.0K	-312	0.00	89.32	N/A	N/A	0	0	167	74
2018-12-07	$20.87	$25.00	40.1%	11.4%	31.8%	18.1%	28.6%	4.8%	1.5%	-1.3K	96.0K	-308	0.00	106.38	N/A	N/A	0	16	167	80
2018-12-10	$20.59	$25.00	43.8%	11.5%	32.0%	22.1%	0.0%	3.1%	1.5%	-1.0K	87.4K	-286	0.00	92.88	N/A	N/A	4	0	167	74
2018-12-11	$20.19	$25.00	44.4%	11.6%	31.4%	22.7%	0.0%	3.2%	1.1%	-1.6K	99.5K	-224	0.00	91.77	N/A	N/A	4	0	166	74
2018-12-12	$20.20	$25.00	40.0%	11.5%	31.1%	18.0%	0.0%	2.2%	1.0%	-1.7K	101.8K	-215	0.00	92.49	N/A	N/A	4	0	166	74
2018-12-13	$19.89	$25.00	38.9%	11.1%	31.2%	16.8%	0.0%	9.3%	1.8%	-2.1K	110.7K	-175	1.20	97.79	N/A	N/A	10	12	166	74
2018-12-14	$19.99	$25.00	39.3%	11.3%	30.5%	17.3%	0.0%	9.0%	3.9%	-2.2K	105.9K	-190	1.20	85.23	N/A	N/A	10	12	166	86
2018-12-17	$19.84	$25.00	40.7%	11.7%	30.5%	18.7%	48.4%	8.4%	1.4%	-2.2K	110.0K	-164	0.00	102.97	N/A	N/A	0	6	166	86
2018-12-18	$19.74	$25.00	41.2%	11.8%	30.0%	19.2%	49.0%	7.3%	1.5%	-2.4K	112.5K	-170	0.60	95.19	N/A	N/A	10	6	166	92
2018-12-19	$19.61	$25.00	40.5%	11.6%	29.8%	18.5%	48.7%	6.3%	2.0%	-368	109.7K	-158	0.30	96.39	N/A	N/A	20	6	176	92
2018-12-20	$19.72	$25.00	41.0%	11.8%	29.8%	19.1%	40.1%	7.7%	1.3%	-242	105.9K	-169	1.90	88.59	N/A	N/A	20	38	176	92
2018-12-21	$19.09	$25.00	39.7%	11.4%	27.1%	16.3%	40.9%	11.5%	2.0%	-1.4K	87.8K	-104	2.05	99.74	N/A	N/A	20	41	176	74
2018-12-24	$19.20	$25.00	42.6%	12.2%	26.6%	19.5%	60.7%	7.0%	-0.1%	-223	26.2K	-77	0.00	110.70	N/A	N/A	0	38	134	25
2018-12-26	$19.35	$25.00	42.8%	12.3%	27.0%	19.7%	0.0%	13.1%	-1.3%	-768	35.0K	-85	0.00	102.94	N/A	N/A	0	0	134	32
2018-12-27	$19.09	$25.00	42.9%	12.3%	25.3%	19.8%	0.0%	14.0%	-0.2%	-848	36.1K	-80	0.00	94.94	N/A	N/A	0	0	134	32
2018-12-28	$19.12	$25.00	43.4%	12.4%	23.5%	20.4%	33.2%	9.5%	-2.7%	-883	36.6K	-76	0.00	96.06	N/A	N/A	10	0	134	32
2018-12-31	$18.93	$22.50	43.3%	12.4%	23.5%	20.3%	0.0%	7.4%	-1.2%	-350	28.0K	-61	0.00	95.00	N/A	N/A	0	0	144	25