CULP Options History — June 2019 In June 2019, CULP traded between $16.96 and $18.98. ATM implied volatility averaged 43.5%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 20.9% (HV 20d: 22.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.10.
Notable Days 2019-06-12 : Highest Volume — 287 contracts2019-06-27 : Largest IV drop — 24.6% change2019-06-10 : Highest IV Rank — 50.3%2019-06-04 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.83 $16.96 $18.98 $16.96 $18.98 Max Pain $17.88 $17.50 $20.00 $20.00 $17.50 ATM IV 43.5% 27.2% 62.9% 54.0% 27.2% Expected Move 11.7% 7.8% 15.7% 15.5% 7.8% HV 20d 22.7% 15.2% 24.5% 21.8% 15.2% HV 60d 24.5% 23.1% 25.5% 25.3% 23.2% IV Rank 24.7% 3.1% 50.3% 38.5% 3.1% IV Percentile 60.2% 2.0% 98.0% 95.6% 2.0% Term Structure -0.8% -10.4% 6.4% -9.4% 3.8% VWIV 39.0% 27.8% 58.2% 43.9% 27.8% Skew 25d 9.6% 3.4% 20.2% 15.6% 7.2% Skew 10d 14.5% 2.2% 25.9% 24.0% 8.1% Call IV 25d 36.6% 18.0% 46.6% 45.2% 28.0% Put IV 25d 46.2% 35.1% 63.4% 60.8% 35.1% Bid-Ask Spread % 92.96 62.83 111.18 99.46 110.24 Gamma HHI 0.60 0.49 0.79 0.59 0.79 Net GEX 85 -5.9K 4.1K 988 4.1K Net DEX -3.8K -32.1K 28.6K 1 -19.1K Net VEX -139 -227 -100 -135 -123 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.10 5.00 0.10 0.10 Total Volume 38.25 1 287 2 11 Total OI 176.25 80 356 88 90
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 2019-06-03 $16.96 $20.00 54.0% 15.5% 21.8% 38.5% 0.0% 15.6% -9.4% 988 1 -135 0.00 99.46 N/A N/A 0 2 60 28 2019-06-04 $17.23 $20.00 54.6% 15.7% 23.7% 39.3% 0.0% 15.8% -10.4% 1.1K -519 -145 0.00 102.18 N/A N/A 0 2 60 30 2019-06-05 $17.02 $20.00 53.7% 15.4% 23.2% 38.1% 0.0% 16.8% -9.4% 900 2.1K -137 0.00 97.44 N/A N/A 0 2 60 30 2019-06-06 $17.20 $17.50 56.1% 12.5% 23.5% 41.3% 43.9% 7.9% -2.9% 1.1K -1.3K -137 0.10 78.90 N/A N/A 20 2 60 28 2019-06-07 $17.07 $17.50 53.3% 12.7% 23.1% 37.6% 44.1% 7.6% -3.1% 1.5K -6.4K -140 0.30 76.35 N/A N/A 20 6 61 28 2019-06-10 $17.30 $17.50 62.9% 12.9% 23.8% 50.3% 0.0% 9.3% -3.4% 1.5K -8.1K -136 0.50 62.83 N/A N/A 2 1 61 29 2019-06-11 $17.43 $17.50 58.4% 12.7% 22.8% 44.3% 0.0% 7.4% -2.9% 1.6K -9.3K -138 0.83 76.62 N/A N/A 6 5 62 30 2019-06-12 $17.52 $17.50 45.0% 12.9% 22.9% 26.6% 41.0% 9.1% -3.7% 1.6K -9.7K -147 0.65 64.45 N/A N/A 174 113 66 35 2019-06-13 $17.80 $17.50 38.9% 11.2% 23.9% 18.6% 36.2% 7.8% 0.4% -4.9K 28.6K -227 0.10 85.71 N/A N/A 168 16 205 151 2019-06-14 $18.00 $17.50 37.8% 10.8% 24.0% 17.1% 36.9% 8.5% 2.0% -4.0K 13.6K -204 0.14 89.39 N/A N/A 147 20 202 149 2019-06-17 $18.12 $17.50 39.1% 11.2% 24.0% 18.8% 38.8% 7.8% 0.5% -3.1K -2.0K -162 5.00 92.83 N/A N/A 1 5 201 133 2019-06-18 $17.88 $17.50 38.6% 11.1% 24.3% 18.2% 39.1% 8.5% 2.2% -2.6K 13.4K -156 2.50 99.75 N/A N/A 2 5 201 133 2019-06-19 $17.95 $17.50 37.3% 10.7% 24.4% 16.4% 37.6% 7.8% 2.9% -5.9K -575 -131 3.00 99.26 N/A N/A 2 6 201 133 2019-06-20 $18.15 $17.50 36.6% 10.5% 24.5% 15.5% 39.0% 10.8% 6.4% -3.3K -12.4K -125 1.50 99.92 N/A N/A 2 3 201 132 2019-06-21 $18.29 $17.50 37.1% 10.6% 23.4% 16.2% 37.2% 3.4% 2.9% 1.8K -32.1K -113 0.60 100.32 N/A N/A 5 3 201 134 2019-06-24 $18.13 $17.50 38.1% 10.9% 23.6% 17.6% 58.2% 10.2% 1.4% 1.5K -2.9K -105 0.00 97.00 N/A N/A 0 1 50 30 2019-06-25 $18.26 $17.50 37.4% 10.7% 23.4% 16.7% 37.0% 3.7% 1.1% 1.7K -4.0K -100 0.00 108.27 N/A N/A 0 1 50 30 2019-06-26 $18.51 $17.50 36.9% 10.6% 19.8% 16.0% 39.2% 20.2% 1.6% 2.1K -7.8K -100 0.00 107.10 N/A N/A 0 1 50 30 2019-06-27 $18.86 $17.50 27.8% 8.0% 18.2% 3.9% 28.5% 6.7% 4.0% 3.8K -17.4K -122 0.10 111.18 N/A N/A 10 1 60 30 2019-06-28 $18.98 $17.50 27.2% 7.8% 15.2% 3.1% 27.8% 7.2% 3.8% 4.1K -19.1K -123 0.10 110.24 N/A N/A 10 1 60 30
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