CULP Options History — July 2019

In July 2019, CULP traded between $17.69 and $19.19. ATM implied volatility averaged 31.4%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 15.4% (HV 20d: 16.0%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2019-07-31: Highest Volume — 10 contracts
2019-07-11: Largest IV spike — 21.1% change
2019-07-12: Highest IV Rank — 16.3%
2019-07-12: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.53	$17.69	$19.19	$19.19	$18.30
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	31.4%	23.6%	36.1%	25.4%	33.3%
Expected Move	9.1%	6.8%	10.3%	7.3%	9.6%
HV 20d	16.0%	14.4%	17.9%	15.0%	17.1%
HV 60d	21.3%	20.9%	22.6%	22.6%	20.9%
IV Rank	10.1%	0.0%	16.3%	0.8%	12.7%
IV Percentile	19.8%	0.0%	38.9%	0.4%	25.4%
Term Structure	6.1%	0.6%	12.3%	2.8%	7.8%
VWIV	29.1%	18.9%	35.3%	28.3%	26.3%
Skew 25d	8.7%	2.6%	18.9%	7.9%	7.8%
Skew 10d	10.4%	-2.1%	24.2%	8.8%	15.6%
Call IV 25d	26.2%	17.7%	31.7%	28.4%	27.6%
Put IV 25d	34.9%	26.8%	36.7%	36.3%	35.4%
Bid-Ask Spread %	107.33	97.46	125.98	109.07	120.20
Gamma HHI	0.60	0.38	0.86	0.84	0.44
Net GEX	1.9K	-635	5.2K	5.2K	-560
Net DEX	-4.2K	-24.0K	8.5K	-24.0K	5.7K
Net VEX	-63	-117	-30	-117	-30
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	1.727	0	10	1	10
Total OI	68.091	28	95	89	28

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2019-07-01	$19.19	$17.50	25.4%	7.3%	15.0%	0.8%	28.3%	7.9%	2.8%	5.2K	-24.0K	-117	109.07	N/A	N/A	1	0	60	29
2019-07-02	$18.91	$17.50	23.6%	6.8%	16.2%	0.0%	20.4%	13.9%	9.4%	4.0K	-16.4K	-103	117.19	N/A	N/A	1	0	60	29
2019-07-03	$19.01	$17.50	24.6%	7.0%	14.9%	1.3%	18.9%	6.4%	11.1%	5.1K	-18.2K	-90	120.58	N/A	N/A	1	0	60	29
2019-07-05	$19.01	$0.00	28.2%	8.8%	14.9%	6.1%	0.0%	7.2%	3.9%	5.0K	-23.5K	-106	97.46	N/A	N/A	1	0	60	29
2019-07-08	$18.94	$0.00	26.1%	8.6%	14.6%	3.2%	0.0%	7.1%	4.6%	4.3K	-21.2K	-98	102.56	N/A	N/A	0	0	60	29
2019-07-09	$18.77	$0.00	29.1%	8.6%	15.1%	7.2%	0.0%	6.3%	4.3%	3.5K	-7.6K	-56	99.14	N/A	N/A	0	2	60	29
2019-07-10	$18.99	$0.00	28.2%	8.1%	15.3%	6.0%	0.0%	7.2%	6.1%	4.8K	-17.0K	-91	104.59	N/A	N/A	0	2	60	31
2019-07-11	$18.72	$0.00	34.1%	9.8%	16.6%	13.7%	0.0%	5.7%	5.3%	3.4K	-7.6K	-78	104.19	N/A	N/A	0	2	60	31
2019-07-12	$18.75	$0.00	36.1%	10.3%	15.9%	16.3%	0.0%	7.1%	0.6%	3.6K	-9.6K	-67	99.54	N/A	N/A	0	2	60	31
2019-07-15	$18.55	$0.00	34.4%	9.9%	16.3%	14.1%	0.0%	5.7%	3.8%	1.3K	2.1K	-49	104.88	N/A	N/A	0	0	60	31
2019-07-16	$18.74	$0.00	30.6%	8.8%	16.5%	9.2%	35.3%	5.4%	12.3%	3.5K	-17.9K	-62	98.60	N/A	N/A	0	4	60	31
2019-07-17	$18.70	$17.50	31.3%	9.0%	15.6%	10.0%	35.3%	6.4%	10.3%	2.7K	-1.6K	-60	99.97	N/A	N/A	0	4	60	35
2019-07-18	$18.47	$17.50	32.1%	9.2%	16.4%	11.1%	34.3%	5.9%	8.3%	-545	6.6K	-44	110.82	N/A	N/A	0	4	60	35
2019-07-19	$18.22	$17.50	33.0%	9.5%	16.8%	12.3%	34.1%	2.6%	6.0%	-558	7.1K	-44	101.60	N/A	N/A	0	4	60	35
2019-07-22	$18.26	$17.50	34.5%	9.9%	16.6%	14.2%	0.0%	4.0%	6.1%	-557	7.1K	-43	100.11	N/A	N/A	0	0	0	28
2019-07-23	$18.06	$17.50	35.4%	10.1%	16.8%	15.3%	0.0%	12.3%	2.7%	-582	7.6K	-43	108.19	N/A	N/A	0	0	0	28
2019-07-24	$17.94	$17.50	32.9%	9.4%	16.7%	12.2%	0.0%	11.7%	5.6%	-623	7.5K	-38	104.39	N/A	N/A	0	0	0	28
2019-07-25	$17.94	$17.50	34.9%	10.0%	15.8%	14.7%	0.0%	14.2%	4.1%	-607	7.8K	-42	100.56	N/A	N/A	0	0	0	28
2019-07-26	$17.69	$17.50	35.0%	10.0%	14.4%	14.9%	0.0%	12.0%	4.2%	-635	8.5K	-44	125.98	N/A	N/A	0	0	0	28
2019-07-29	$18.19	$17.50	34.3%	9.8%	17.9%	14.0%	0.0%	15.7%	5.8%	-611	7.0K	-40	114.44	N/A	N/A	0	0	0	28
2019-07-30	$18.35	$17.50	33.9%	9.7%	17.7%	13.4%	0.0%	18.9%	8.4%	-530	5.6K	-30	117.16	N/A	N/A	0	0	0	28
2019-07-31	$18.30	$17.50	33.3%	9.6%	17.1%	12.7%	26.3%	7.8%	7.8%	-560	5.7K	-30	120.20	N/A	N/A	10	0	0	28