CULP Options History — February 2019 In February 2019, CULP traded between $18.35 and $20.09. ATM implied volatility averaged 43.1%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 17.8% (HV 20d: 25.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.13.
Notable Days 2019-02-28 : Highest Volume — 24 contracts2019-02-28 : Largest IV drop — 33.4% change2019-02-27 : Highest IV Rank — 32.3%2019-02-27 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.07 $18.35 $20.09 $19.32 $18.68 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 43.1% 28.1% 54.3% 28.1% 36.1% Expected Move 12.7% 10.4% 15.6% 11.5% 10.4% HV 20d 25.3% 21.0% 30.9% 21.0% 30.9% HV 60d 24.7% 23.6% 25.1% 24.7% 24.8% IV Rank 20.1% 3.6% 32.3% 3.6% 12.4% IV Percentile 72.5% 5.6% 94.8% 5.6% 43.3% Term Structure -3.3% -9.8% 8.4% -1.1% 8.4% VWIV 44.4% 37.6% 59.4% 59.4% 37.6% Skew 25d 9.9% 4.5% 15.8% 6.3% 4.5% Skew 10d 25.3% 10.8% 41.3% 19.1% 10.8% Call IV 25d 40.1% 35.1% 47.6% 39.3% 36.2% Put IV 25d 50.0% 40.7% 59.7% 45.6% 40.7% Bid-Ask Spread % 69.79 60.80 81.71 60.80 81.71 Gamma HHI 0.90 0.85 0.94 0.89 0.94 Net GEX 4.7K 3.5K 5.7K 4.9K 5.0K Net DEX -44.7K -82.6K -14.7K -57.0K -14.7K Net VEX -187 -245 -112 -245 -112 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 1.00 1.00 0.14 Total Volume 4.947 0 24 4 24 Total OI 109.263 87 120 120 97
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 2019-02-01 $19.32 $15.00 28.1% 11.5% 21.0% 3.6% 59.4% 6.3% -1.1% 4.9K -57.0K -245 1.00 60.80 N/A N/A 2 2 87 33 2019-02-04 $19.64 $15.00 35.9% 11.6% 21.8% 12.2% 0.0% 8.6% -1.5% 5.3K -70.3K -244 0.00 64.77 N/A N/A 0 0 87 33 2019-02-05 $20.09 $15.00 32.7% 11.8% 22.9% 8.6% 0.0% 8.7% -3.1% 5.7K -82.6K -244 0.00 67.98 N/A N/A 0 0 87 33 2019-02-06 $19.67 $15.00 40.4% 11.6% 23.5% 17.1% 40.3% 7.9% -1.5% 5.6K -68.4K -237 0.00 60.88 N/A N/A 5 0 87 33 2019-02-07 $19.51 $15.00 40.7% 11.7% 22.9% 17.5% 40.8% 6.8% -1.7% 5.6K -61.8K -231 0.00 65.32 N/A N/A 5 0 87 33 2019-02-08 $19.07 $15.00 41.0% 11.7% 24.4% 17.7% 41.0% 6.5% -1.6% 4.9K -48.6K -216 0.00 69.72 N/A N/A 5 0 87 33 2019-02-11 $18.96 $15.00 42.0% 12.0% 24.5% 18.9% 0.0% 6.9% -2.6% 4.6K -43.6K -198 0.00 70.64 N/A N/A 0 0 87 33 2019-02-12 $18.93 $15.00 41.9% 12.0% 24.4% 18.7% 0.0% 6.9% -2.2% 4.4K -43.9K -196 0.00 63.86 N/A N/A 0 0 87 33 2019-02-13 $18.73 $15.00 47.5% 13.6% 24.2% 24.9% 0.0% 11.5% -4.0% 4.3K -35.9K -182 0.00 77.08 N/A N/A 0 0 87 33 2019-02-14 $18.62 $15.00 47.5% 13.6% 24.0% 24.9% 0.0% 10.8% -3.1% 3.5K -29.4K -165 0.00 78.39 N/A N/A 0 0 87 33 2019-02-15 $19.13 $15.00 41.3% 11.8% 25.7% 18.1% 0.0% 11.7% -2.7% 4.1K -40.7K -184 0.00 77.54 N/A N/A 0 0 87 33 2019-02-19 $18.72 $15.00 50.7% 14.5% 26.9% 28.4% 0.0% 12.1% -5.6% 3.7K -29.6K -158 0.00 62.25 N/A N/A 0 0 75 12 2019-02-20 $18.71 $15.00 51.3% 14.7% 24.1% 29.1% 43.2% 13.3% -6.6% 3.9K -31.0K -152 0.00 70.29 N/A N/A 10 0 75 12 2019-02-21 $18.59 $15.00 50.4% 14.5% 24.1% 28.1% 46.3% 9.3% -5.7% 4.2K -30.8K -161 0.00 69.40 N/A N/A 10 0 85 12 2019-02-22 $19.34 $15.00 44.3% 12.7% 27.8% 21.4% 44.3% 15.8% -5.3% 5.3K -53.5K -182 0.00 81.39 N/A N/A 10 0 85 12 2019-02-25 $19.25 $15.00 46.6% 13.4% 27.9% 23.9% 0.0% 15.8% -6.6% 5.3K -50.7K -170 0.00 74.06 N/A N/A 0 0 85 12 2019-02-26 $18.97 $15.00 46.6% 13.4% 28.5% 23.9% 0.0% 13.1% -6.7% 5.0K -39.7K -154 0.00 65.64 N/A N/A 0 0 85 12 2019-02-27 $18.35 $15.00 54.3% 15.6% 30.9% 32.3% 46.7% 12.1% -9.8% 4.0K -18.1K -118 0.00 64.27 N/A N/A 21 0 85 12 2019-02-28 $18.68 $15.00 36.1% 10.4% 30.9% 12.4% 37.6% 4.5% 8.4% 5.0K -14.7K -112 0.14 81.71 N/A N/A 21 3 85 12
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