CULP Options History — September 2019 In September 2019, CULP traded between $13.35 and $17.35. ATM implied volatility averaged 37.5%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 7.7% (HV 20d: 45.2%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.13.
Notable Days 2019-09-06 : Highest Volume — 74 contracts2019-09-12 : Largest IV drop — 37.8% change2019-09-04 : Highest IV Rank — 48.3%2019-09-04 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.01 $13.35 $17.35 $13.58 $16.57 Max Pain $17.38 $15.00 $20.00 $17.50 $15.00 ATM IV 37.5% 25.1% 60.8% 57.8% 30.8% Expected Move 10.5% 7.2% 17.4% 16.6% 8.8% HV 20d 45.2% 34.1% 53.3% 35.1% 43.5% HV 60d 34.0% 27.5% 36.4% 27.7% 36.3% IV Rank 18.1% 2.0% 48.3% 44.4% 9.3% IV Percentile 36.6% 1.2% 99.2% 98.4% 10.3% Term Structure 1.3% -11.6% 5.8% -6.5% 3.1% VWIV 41.1% 32.3% 60.9% 51.9% 34.9% Skew 25d 8.8% 4.4% 23.9% 5.6% 8.9% Skew 10d 12.4% 4.7% 22.4% 10.9% 11.6% Call IV 25d 33.7% 27.9% 52.2% 52.2% 35.1% Put IV 25d 42.5% 34.4% 61.3% 57.8% 44.0% Bid-Ask Spread % 105.73 87.84 117.84 108.97 105.13 Gamma HHI 0.63 0.37 0.89 0.38 0.69 Net GEX 2.4K -138 8.4K -138 1.3K Net DEX -38.2K -81.0K 10.3K 8.2K -26.5K Net VEX -149 -204 -99 -99 -155 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.67 0.05 0.00 Total Volume 12.25 0 74 21 0 Total OI 113.75 58 200 58 72
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 2019-09-03 $13.58 $17.50 57.8% 16.6% 35.1% 44.4% 51.9% 5.6% -6.5% -138 8.2K -99 0.05 108.97 N/A N/A 20 1 35 23 2019-09-04 $13.35 $15.00 60.8% 17.4% 35.0% 48.3% 60.9% 23.9% -11.6% 91 8.3K -101 0.00 111.61 N/A N/A 0 4 45 24 2019-09-05 $13.41 $20.00 58.2% 13.1% 34.1% 45.0% 35.3% 6.9% -3.4% -89 10.3K -100 0.29 87.84 N/A N/A 28 8 45 28 2019-09-06 $13.95 $17.50 36.7% 10.1% 37.6% 17.1% 0.0% 9.1% 2.4% 530 2.5K -138 0.42 91.79 N/A N/A 52 22 73 51 2019-09-09 $14.69 $17.50 37.6% 10.5% 43.0% 18.3% 0.0% 11.4% 1.0% 7.3K -45.9K -199 0.00 89.82 N/A N/A 2 0 129 71 2019-09-10 $15.24 $17.50 35.9% 10.4% 45.1% 16.1% 36.4% 15.7% 2.0% 8.4K -81.0K -204 0.09 109.43 N/A N/A 45 4 127 71 2019-09-11 $16.48 $17.50 40.4% 11.6% 53.3% 21.8% 32.3% 5.3% 1.6% 2.9K -71.3K -181 0.00 117.84 N/A N/A 9 0 84 72 2019-09-12 $16.43 $17.50 25.1% 7.2% 52.4% 2.0% 36.1% 5.0% 5.6% 3.0K -73.7K -161 0.67 96.57 N/A N/A 3 2 83 72 2019-09-13 $16.31 $17.50 27.9% 8.0% 52.3% 5.7% 0.0% 7.0% 5.8% 3.0K -61.3K -161 0.00 111.22 N/A N/A 0 0 79 72 2019-09-16 $16.52 $17.50 28.6% 8.2% 52.2% 6.6% 0.0% 4.4% 4.0% 3.0K -67.0K -161 0.00 110.57 N/A N/A 6 0 79 72 2019-09-17 $17.03 $17.50 32.0% 9.2% 52.8% 11.0% 0.0% 6.6% 3.0% 3.0K -71.6K -156 0.00 108.39 N/A N/A 7 0 74 72 2019-09-18 $17.21 $17.50 31.6% 9.0% 52.8% 10.4% 0.0% 7.0% 4.5% 3.7K -75.0K -149 0.00 114.87 N/A N/A 11 0 74 72 2019-09-19 $17.23 $17.50 29.8% 8.5% 50.3% 8.1% 0.0% 6.5% 5.4% 4.2K -57.7K -149 0.00 105.73 N/A N/A 0 1 64 72 2019-09-20 $17.35 $17.50 30.9% 8.8% 50.2% 9.5% 0.0% 10.8% 5.4% 1.5K -54.0K -141 0.00 116.88 N/A N/A 0 0 64 71 2019-09-23 $17.34 $17.50 34.9% 10.0% 41.5% 14.8% 0.0% 8.6% 2.0% 1.2K -25.7K -141 0.00 116.28 N/A N/A 0 0 35 24 2019-09-24 $17.09 $17.50 37.8% 10.8% 42.4% 18.5% 0.0% 8.9% -0.5% 1.1K -22.9K -139 0.00 105.64 N/A N/A 2 0 35 24 2019-09-25 $17.14 $17.50 37.8% 10.8% 42.0% 18.5% 0.0% 10.6% 0.1% 1.2K -24.7K -149 0.00 105.94 N/A N/A 0 0 37 24 2019-09-26 $16.61 $17.50 37.0% 10.6% 44.6% 17.4% 0.0% 7.8% 0.8% 1.0K -18.4K -143 0.00 107.23 N/A N/A 0 4 37 24 2019-09-27 $16.62 $17.50 38.4% 11.0% 44.5% 19.3% 34.9% 6.6% 0.7% 974 -17.4K -154 0.00 92.86 N/A N/A 14 0 37 28 2019-09-30 $16.57 $15.00 30.8% 8.8% 43.5% 9.3% 0.0% 8.9% 3.1% 1.3K -26.5K -155 0.00 105.13 N/A N/A 0 0 44 28
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