CULP Options History — April 2019 In April 2019, CULP traded between $18.58 and $20.94. ATM implied volatility averaged 33.8%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 8.4% (HV 20d: 25.3%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-23 : Highest Volume — 10 contracts2019-04-03 : Largest IV spike — 23.9% change2019-04-22 : Highest IV Rank — 15.3%2019-04-03 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.15 $18.58 $20.94 $19.06 $20.71 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 33.8% 28.3% 36.4% 32.1% 36.0% Expected Move 10.0% 9.3% 10.8% 9.9% 10.3% HV 20d 25.3% 21.2% 28.0% 26.2% 21.7% HV 60d 28.0% 27.2% 28.8% 27.2% 27.5% IV Rank 11.3% 3.8% 15.3% 8.0% 14.8% IV Percentile 32.6% 7.9% 45.6% 21.0% 44.4% Term Structure 2.7% 0.9% 4.9% 1.6% 3.8% VWIV 32.2% 30.8% 33.2% 30.8% 32.0% Skew 25d 5.9% 0.6% 10.8% 6.0% 10.8% Skew 10d 10.5% 0.4% 24.6% 8.2% 14.2% Call IV 25d 32.5% 26.0% 35.3% 33.6% 26.0% Put IV 25d 38.4% 34.1% 41.9% 39.6% 36.8% Bid-Ask Spread % 84.50 53.80 103.04 63.04 100.96 Gamma HHI 0.65 0.46 0.86 0.46 0.55 Net GEX 1.9K -1.1K 3.3K -387 2.5K Net DEX -55.1K -82.2K -8.2K -23.5K -62.0K Net VEX -279 -347 -239 -347 -242 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.095 0 10 0 0 Total OI 128 76 151 151 86
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 2019-04-01 $19.06 $0.00 32.1% 9.9% 26.2% 8.0% 0.0% 6.0% 1.6% -387 -23.5K -347 0.00 63.04 N/A N/A 0 0 69 82 2019-04-02 $18.91 $0.00 28.3% 9.7% 26.0% 3.8% 0.0% 6.8% 1.0% -741 -18.2K -340 0.00 53.80 N/A N/A 0 0 69 82 2019-04-03 $18.58 $0.00 35.1% 10.8% 24.3% 11.3% 0.0% 7.7% 2.1% -1.1K -8.2K -343 0.00 80.17 N/A N/A 0 0 69 82 2019-04-04 $19.10 $0.00 28.8% 9.4% 25.6% 4.4% 0.0% 8.8% 4.1% 32 -26.6K -326 0.00 85.94 N/A N/A 0 0 69 82 2019-04-05 $19.66 $0.00 28.6% 9.3% 26.9% 4.2% 0.0% 3.5% 4.3% 1.9K -46.7K -306 0.00 87.26 N/A N/A 0 0 69 82 2019-04-08 $19.75 $0.00 32.4% 9.6% 26.7% 8.3% 0.0% 4.6% 2.6% 2.0K -48.9K -299 0.00 80.28 N/A N/A 0 0 69 82 2019-04-09 $19.62 $0.00 31.9% 9.9% 26.1% 7.7% 0.0% 3.2% 2.2% 2.0K -44.6K -296 0.00 81.68 N/A N/A 0 0 69 82 2019-04-10 $20.22 $0.00 33.9% 9.7% 27.3% 9.9% 0.0% 6.3% 2.6% 2.7K -63.0K -287 0.00 78.73 N/A N/A 0 0 69 82 2019-04-11 $20.47 $0.00 34.8% 10.0% 27.2% 13.2% 0.0% 6.6% 1.5% 2.8K -68.6K -282 0.00 71.84 N/A N/A 2 0 69 82 2019-04-12 $20.62 $0.00 35.0% 10.0% 27.2% 13.4% 0.0% 6.7% 1.7% 2.8K -74.2K -276 0.00 80.95 N/A N/A 2 0 69 82 2019-04-15 $20.50 $0.00 35.0% 10.0% 27.5% 13.4% 0.0% 8.1% 1.8% 3.3K -72.1K -261 0.00 72.69 N/A N/A 0 0 67 82 2019-04-16 $20.62 $0.00 36.1% 10.4% 27.5% 14.9% 0.0% 7.7% 0.9% 2.9K -77.4K -256 0.00 84.95 N/A N/A 0 0 67 82 2019-04-17 $20.44 $0.00 34.4% 9.9% 28.0% 12.6% 0.0% 6.6% 2.1% 3.2K -71.9K -256 0.00 90.62 N/A N/A 0 0 67 82 2019-04-18 $20.57 $0.00 34.4% 9.9% 27.9% 12.7% 0.0% 7.1% 3.2% 1.8K -82.2K -247 0.00 87.40 N/A N/A 0 0 67 82 2019-04-22 $20.40 $0.00 36.4% 10.4% 25.7% 15.3% 0.0% 8.6% 2.6% 1.8K -54.8K -245 0.00 86.29 N/A N/A 0 0 50 26 2019-04-23 $20.72 $0.00 35.3% 10.1% 22.6% 13.8% 30.8% 6.5% 3.3% 1.8K -59.4K -241 0.00 98.86 N/A N/A 10 0 50 26 2019-04-24 $20.82 $22.50 35.1% 10.1% 22.4% 13.6% 32.7% 2.0% 3.0% 2.5K -64.5K -255 0.00 89.77 N/A N/A 10 0 60 26 2019-04-25 $20.69 $22.50 34.3% 9.8% 22.4% 12.5% 33.2% 0.6% 4.1% 2.5K -61.6K -256 0.00 97.08 N/A N/A 10 0 60 26 2019-04-26 $20.83 $22.50 35.3% 10.1% 21.6% 13.9% 32.0% 2.5% 4.9% 2.5K -63.8K -251 0.00 103.04 N/A N/A 10 0 60 26 2019-04-29 $20.94 $22.50 36.0% 10.3% 21.2% 14.7% 0.0% 3.3% 3.8% 2.6K -65.9K -239 0.00 99.23 N/A N/A 0 0 60 26 2019-04-30 $20.71 $22.50 36.0% 10.3% 21.7% 14.8% 0.0% 10.8% 3.8% 2.5K -62.0K -242 0.00 100.96 N/A N/A 0 0 60 26
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