CULP Options History — March 2019 In March 2019, CULP traded between $17.25 and $19.16. ATM implied volatility averaged 38.6%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.7% (HV 20d: 31.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.89.
Notable Days 2019-03-20 : Highest Volume — 110 contracts2019-03-04 : Largest IV spike — 45.0% change2019-03-11 : Highest IV Rank — 26.7%2019-03-04 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.07 $17.25 $19.16 $18.86 $18.80 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 38.6% 27.9% 49.1% 32.0% 28.2% Expected Move 11.2% 9.2% 13.3% 9.2% 9.4% HV 20d 31.9% 29.2% 33.4% 29.8% 30.9% HV 60d 25.7% 24.8% 27.0% 24.8% 27.0% IV Rank 15.1% 3.4% 26.7% 7.9% 3.7% IV Percentile 52.4% 5.2% 91.3% 19.0% 6.7% Term Structure 0.4% -1.7% 11.3% -0.1% 1.3% VWIV 42.3% 34.9% 45.8% 40.3% 45.8% Skew 25d 5.2% 2.1% 7.6% 7.0% 6.3% Skew 10d 7.6% -5.8% 15.4% 15.4% 7.7% Call IV 25d 37.0% 30.1% 49.0% 36.3% 32.4% Put IV 25d 42.1% 32.3% 52.2% 43.4% 38.6% Bid-Ask Spread % 70.70 44.12 140.83 76.87 67.26 Gamma HHI 0.54 0.27 0.90 0.90 0.48 Net GEX 17 -2.2K 5.8K 5.8K -1.1K Net DEX 2.8K -23.5K 20.6K -22.8K -12.8K Net VEX -206 -388 -49 -125 -358 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.00 3.67 0.80 0.50 Total Volume 30.905 0 110 9 3 Total OI 122.714 38 151 100 151
Daily Data (21 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 2019-03-01 $18.86 $17.50 32.0% 9.2% 29.8% 7.9% 40.3% 7.0% -0.1% 5.8K -22.8K -125 0.80 76.87 N/A N/A 5 4 85 15 2019-03-04 $18.02 $17.50 46.5% 13.3% 33.4% 23.7% 34.9% 2.1% -0.3% 2.2K 2.5K -65 0.00 94.27 N/A N/A 1 0 85 13 2019-03-05 $17.84 $17.50 43.1% 12.4% 32.6% 20.1% 42.5% 3.4% 0.5% 1.2K 7.1K -49 3.67 96.85 N/A N/A 3 11 85 13 2019-03-06 $17.32 $17.50 45.4% 13.0% 32.0% 22.6% 45.5% 2.8% -0.9% 127 14.5K -75 3.33 92.87 N/A N/A 3 10 87 24 2019-03-07 $17.25 $17.50 45.1% 12.9% 31.6% 22.3% 44.9% 6.7% 0.4% -171 16.2K -74 0.45 74.06 N/A N/A 22 10 87 25 2019-03-08 $17.30 $17.50 45.9% 13.2% 31.8% 23.2% 45.8% 6.0% -0.3% 772 8.7K -82 0.45 85.56 N/A N/A 22 10 87 25 2019-03-11 $17.59 $17.50 49.1% 11.8% 32.1% 26.7% 0.0% 7.1% -1.0% 767 6.7K -75 0.00 48.97 N/A N/A 0 0 87 25 2019-03-12 $17.36 $17.50 41.6% 11.8% 32.3% 18.4% 0.0% 7.6% -0.5% 793 8.7K -73 0.00 52.53 N/A N/A 0 1 87 25 2019-03-13 $17.64 $17.50 40.8% 11.7% 33.1% 17.5% 0.0% 7.4% 0.2% 951 5.9K -72 0.00 44.12 N/A N/A 0 11 87 26 2019-03-14 $17.64 $17.50 40.8% 11.6% 33.0% 17.6% 0.0% 7.0% -0.0% 1.5K 7.5K -100 1.10 47.37 N/A N/A 10 11 87 36 2019-03-15 $17.83 $17.50 39.8% 11.5% 33.3% 16.4% 0.0% 3.2% 0.4% -561 -2.1K -85 1.10 90.53 N/A N/A 10 11 87 36 2019-03-18 $17.83 $0.00 39.2% 10.7% 31.5% 15.8% 0.0% 2.2% -1.7% -579 16.2K -89 1.00 140.83 N/A N/A 50 50 7 31 2019-03-19 $18.03 $0.00 37.9% 10.7% 31.1% 14.4% 0.0% 6.0% -0.7% -2.2K 20.6K -379 1.00 70.72 N/A N/A 50 50 57 81 2019-03-20 $18.16 $0.00 37.8% 10.3% 31.3% 14.2% 0.0% 5.1% -1.2% -2.1K 15.2K -372 0.83 55.68 N/A N/A 60 50 57 81 2019-03-21 $18.39 $0.00 36.7% 10.4% 31.6% 13.0% 0.0% 3.0% -0.3% -1.5K 4.1K -388 0.83 61.73 N/A N/A 60 50 67 81 2019-03-22 $17.90 $0.00 37.5% 10.6% 29.2% 14.0% 0.0% 4.8% -0.4% -2.0K 19.8K -383 0.02 60.95 N/A N/A 60 1 67 81 2019-03-25 $18.65 $0.00 33.9% 10.9% 33.2% 9.9% 0.0% 5.2% 11.3% -1.4K -4.9K -385 0.00 57.63 N/A N/A 2 0 67 82 2019-03-26 $18.89 $0.00 28.9% 10.1% 33.2% 4.4% 0.0% 5.7% 1.5% -867 -13.6K -378 0.00 55.02 N/A N/A 2 0 69 82 2019-03-27 $19.16 $0.00 32.2% 9.7% 31.2% 8.1% 0.0% 6.8% 1.5% -502 -23.5K -362 0.50 51.00 N/A N/A 2 1 69 82 2019-03-28 $18.93 $0.00 27.9% 9.6% 31.0% 3.4% 0.0% 3.5% -0.2% -900 -15.0K -360 0.50 59.79 N/A N/A 2 1 69 82 2019-03-29 $18.80 $0.00 28.2% 9.4% 30.9% 3.7% 0.0% 6.3% 1.3% -1.1K -12.8K -358 0.50 67.26 N/A N/A 2 1 69 82
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