CULP Options History — May 2019

In May 2019, CULP traded between $17.01 and $20.86. ATM implied volatility averaged 43.1%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 21.1% (HV 20d: 22.0%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.12.

Notable Days

  • 2019-05-14: Highest Volume — 17 contracts
  • 2019-05-06: Largest IV spike — 33.4% change
  • 2019-05-14: Highest IV Rank — 37.4%
  • 2019-05-31: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.14$17.01$20.86$20.74$17.01
Max Pain$20.00$17.50$22.50$22.50$17.50
ATM IV43.1%30.4%53.1%35.1%51.1%
Expected Move12.4%8.7%14.7%10.1%14.7%
HV 20d22.0%19.8%25.1%21.3%25.1%
HV 60d27.0%25.2%28.6%27.4%25.3%
IV Rank24.1%7.4%37.4%13.6%34.7%
IV Percentile72.5%13.9%95.6%37.7%94.8%
Term Structure-2.8%-8.2%14.0%5.8%-6.8%
VWIV44.8%39.9%51.1%41.9%51.1%
Skew 25d8.4%6.3%12.0%10.7%8.2%
Skew 10d19.3%6.6%28.0%14.5%6.6%
Call IV 25d40.9%26.1%53.0%26.1%53.0%
Put IV 25d49.3%36.8%61.1%36.8%61.1%
Bid-Ask Spread %87.3473.05121.22107.2489.56
Gamma HHI0.660.530.750.560.58
Net GEX1.9K1.0K2.6K2.6K1.0K
Net DEX-33.3K-64.0K-904-62.8K-904
Net VEX-213-239-150-239-150
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.700.700.00
Total Volume3.04501702
Total OI86.68279918689

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$20.74$22.5035.1%10.1%21.3%13.6%0.0%10.7%5.8%2.6K-62.8K-2390.00107.24N/AN/A006026
2019-05-02$20.34$22.5036.6%10.5%21.5%15.6%0.0%7.8%2.3%2.3K-55.4K-2370.00116.66N/AN/A006026
2019-05-03$20.86$22.5030.4%8.7%21.2%7.4%0.0%6.7%14.0%2.6K-64.0K-2340.00121.22N/AN/A006026
2019-05-06$20.62$0.0040.6%11.9%19.8%20.9%0.0%7.3%-3.0%2.4K-59.8K-2310.0073.05N/AN/A056026
2019-05-07$20.16$0.0043.1%12.1%21.7%24.1%0.0%8.0%-3.0%1.7K-47.6K-2390.0080.48N/AN/A056031
2019-05-08$20.30$0.0040.4%12.1%21.6%20.6%0.0%7.9%-3.3%1.6K-49.9K-2350.0077.62N/AN/A056031
2019-05-09$19.90$0.0041.2%12.2%20.1%21.6%0.0%8.3%-2.3%1.4K-42.4K-2320.0077.18N/AN/A056031
2019-05-10$19.51$0.0037.0%12.1%20.6%16.0%0.0%7.7%-2.9%1.2K-35.7K-2320.0075.71N/AN/A026031
2019-05-13$18.98$0.0040.3%12.7%22.1%20.4%0.0%10.6%-3.9%1.8K-33.8K-2180.0080.41N/AN/A006026
2019-05-14$19.04$0.0053.1%12.3%22.2%37.4%0.0%7.0%-4.1%1.8K-31.7K-2220.7082.42N/AN/A1076028
2019-05-15$18.91$0.0041.9%12.0%21.9%22.6%41.9%7.9%-2.9%1.8K-30.0K-2210.0082.20N/AN/A106028
2019-05-16$19.11$20.0041.9%12.0%22.5%22.6%42.1%7.8%-2.7%1.9K-32.6K-2210.0085.50N/AN/A106128
2019-05-17$18.88$20.0042.4%12.2%22.4%23.3%42.7%6.7%-4.6%1.9K-29.0K-2190.0084.84N/AN/A106128
2019-05-20$18.89$20.0042.8%12.3%22.4%23.7%0.0%7.3%-4.5%1.9K-27.2K-2110.0079.54N/AN/A005128
2019-05-21$18.91$20.0043.7%12.5%21.3%24.9%0.0%6.3%-4.0%1.9K-30.0K-2130.0075.21N/AN/A005128
2019-05-22$18.66$20.0047.2%13.5%21.2%29.5%0.0%12.0%-8.2%2.1K-23.8K-2000.0090.10N/AN/A005128
2019-05-23$18.25$20.0047.0%13.5%22.0%29.3%40.6%11.7%-4.1%1.6K-17.7K-1900.0089.18N/AN/A1005128
2019-05-24$18.27$20.0046.1%13.2%21.6%28.1%39.9%10.9%-4.1%2.2K-20.5K-2030.0088.23N/AN/A1006028
2019-05-28$18.47$20.0047.1%13.5%22.1%29.5%46.7%7.1%-5.7%2.3K-22.4K-1990.0095.03N/AN/A016028
2019-05-29$17.82$17.5048.0%13.8%24.5%30.7%47.6%9.7%-6.5%1.7K-11.8K-1800.0083.86N/AN/A016029
2019-05-30$17.40$17.5050.4%14.4%24.9%33.8%50.4%8.2%-7.5%1.3K-4.5K-1570.0086.15N/AN/A016029
2019-05-31$17.01$17.5051.1%14.7%25.1%34.7%51.1%8.2%-6.8%1.0K-904-1500.0089.56N/AN/A026029