CULP Options History — August 2019

In August 2019, CULP traded between $13.97 and $18.15. ATM implied volatility averaged 47.3%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 19.0% (HV 20d: 28.4%). 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 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2019-08-30: Highest Volume — 12 contracts
2019-08-07: Largest IV spike — 37.4% change
2019-08-12: Highest IV Rank — 47.2%
2019-08-26: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.40	$13.97	$18.15	$18.15	$14.04
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	47.3%	36.9%	59.9%	36.9%	44.5%
Expected Move	13.3%	10.6%	14.6%	10.6%	12.8%
HV 20d	28.4%	17.0%	37.5%	17.0%	35.8%
HV 60d	24.1%	20.5%	27.1%	20.5%	27.0%
IV Rank	30.9%	17.3%	47.2%	17.3%	27.2%
IV Percentile	82.2%	41.7%	99.2%	41.7%	75.0%
Term Structure	-3.1%	-6.9%	4.4%	4.4%	-3.4%
VWIV	34.0%	26.3%	41.7%	26.3%	41.7%
Skew 25d	9.9%	1.7%	20.4%	9.5%	6.7%
Skew 10d	16.2%	-7.6%	28.4%	16.7%	-7.6%
Call IV 25d	42.5%	29.1%	54.3%	29.1%	47.7%
Put IV 25d	52.3%	38.6%	58.8%	38.6%	54.4%
Bid-Ask Spread %	102.98	94.49	118.69	117.80	106.80
Gamma HHI	0.40	0.32	0.45	0.32	0.39
Net GEX	-60	-605	247	-226	-165
Net DEX	2.8K	-3.8K	11.5K	5.8K	6.3K
Net VEX	-114	-147	-38	-45	-109
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	1.591	0	12	10	12
Total OI	57.091	38	63	38	62

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
2019-08-01	$18.15	$17.50	36.9%	10.6%	17.0%	17.3%	26.3%	9.5%	4.4%	-226	5.8K	-45	117.80	N/A	N/A	10	0	10	28
2019-08-02	$17.56	$17.50	37.3%	10.7%	20.2%	17.8%	0.0%	3.5%	3.1%	-479	7.4K	-38	118.69	N/A	N/A	0	0	10	28
2019-08-05	$16.86	$0.00	42.9%	12.5%	24.0%	25.2%	0.0%	7.6%	-2.6%	-605	10.4K	-41	99.04	N/A	N/A	0	0	10	28
2019-08-06	$16.52	$0.00	38.2%	11.9%	24.6%	19.1%	0.0%	6.9%	-2.2%	-592	11.5K	-42	96.27	N/A	N/A	0	0	10	28
2019-08-07	$15.94	$0.00	52.6%	13.6%	25.7%	37.7%	0.0%	12.1%	-1.9%	32	-2.9K	-145	100.01	N/A	N/A	0	0	35	28
2019-08-08	$16.12	$0.00	49.2%	13.0%	26.5%	33.3%	0.0%	10.8%	-1.3%	69	-3.8K	-147	99.31	N/A	N/A	0	0	35	28
2019-08-09	$15.96	$0.00	48.8%	13.1%	26.3%	32.8%	0.0%	10.6%	-0.9%	76	-2.5K	-141	101.00	N/A	N/A	0	0	35	28
2019-08-12	$15.73	$0.00	59.9%	14.1%	26.4%	47.2%	0.0%	11.8%	-3.5%	98	-949	-140	103.30	N/A	N/A	0	0	35	28
2019-08-13	$15.68	$0.00	52.8%	13.7%	25.6%	38.0%	0.0%	10.8%	-3.4%	156	-113	-141	99.77	N/A	N/A	0	0	35	28
2019-08-14	$15.31	$0.00	50.7%	14.5%	26.0%	35.2%	0.0%	11.6%	-4.3%	97	2.0K	-134	100.84	N/A	N/A	0	0	35	28
2019-08-15	$15.14	$0.00	49.5%	14.2%	26.0%	33.7%	0.0%	10.3%	-4.1%	77	3.6K	-131	96.38	N/A	N/A	0	0	35	28
2019-08-16	$15.03	$0.00	47.1%	13.5%	26.0%	30.6%	0.0%	9.7%	-3.0%	61	3.5K	-130	101.98	N/A	N/A	0	3	35	28
2019-08-19	$15.30	$0.00	47.4%	13.6%	27.4%	31.0%	0.0%	14.7%	-3.5%	73	-2.4K	-134	97.71	N/A	N/A	0	0	25	27
2019-08-20	$15.28	$0.00	49.2%	14.1%	27.6%	33.4%	41.7%	12.8%	-6.6%	63	-2.4K	-133	94.49	N/A	N/A	10	0	25	27
2019-08-21	$14.72	$17.50	44.5%	12.8%	29.4%	27.2%	0.0%	15.8%	-1.8%	153	392	-133	105.94	N/A	N/A	0	0	35	27
2019-08-22	$14.99	$17.50	47.5%	13.6%	30.9%	31.1%	0.0%	20.4%	-4.6%	247	-2.1K	-137	105.94	N/A	N/A	0	0	35	27
2019-08-23	$13.99	$17.50	49.3%	14.1%	37.5%	33.4%	0.0%	10.7%	-5.7%	-78	5.5K	-124	112.27	N/A	N/A	0	0	35	27
2019-08-26	$14.07	$17.50	51.0%	14.6%	35.2%	35.6%	0.0%	11.3%	-6.8%	-80	4.7K	-121	103.35	N/A	N/A	0	0	35	27
2019-08-27	$13.97	$17.50	47.9%	13.7%	34.3%	31.7%	0.0%	5.6%	-6.9%	-134	7.1K	-113	99.78	N/A	N/A	0	0	35	27
2019-08-28	$14.11	$17.50	48.9%	14.0%	35.1%	32.9%	0.0%	1.7%	-6.4%	-107	5.3K	-117	107.24	N/A	N/A	0	0	35	27
2019-08-29	$14.33	$17.50	45.6%	13.1%	36.6%	28.6%	0.0%	2.1%	-3.9%	-58	4.0K	-116	97.56	N/A	N/A	0	0	35	27
2019-08-30	$14.04	$17.50	44.5%	12.8%	35.8%	27.2%	0.0%	6.7%	-3.4%	-165	6.3K	-109	106.80	N/A	N/A	0	12	35	27