CULP Options History — October 2019

In October 2019, CULP traded between $14.99 and $15.70. ATM implied volatility averaged 38.5%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 0.3% (HV 20d: 38.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.11.

Notable Days

2019-10-16: Highest Volume — 14 contracts
2019-10-31: Largest IV spike — 20.3% change
2019-10-08: Highest IV Rank — 33.2%
2019-10-02: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.31	$14.99	$15.70	$15.59	$15.39
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	38.5%	27.6%	49.1%	44.4%	33.1%
Expected Move	10.9%	7.9%	13.2%	12.7%	9.5%
HV 20d	38.2%	23.3%	51.7%	47.9%	23.3%
HV 60d	40.0%	38.3%	40.7%	38.3%	38.9%
IV Rank	19.4%	5.2%	33.2%	27.0%	12.4%
IV Percentile	41.4%	2.4%	87.3%	71.8%	15.9%
Term Structure	3.3%	-2.5%	15.0%	-1.1%	6.6%
VWIV	37.9%	31.7%	47.1%	47.1%	31.7%
Skew 25d	8.0%	2.3%	17.3%	10.1%	2.6%
Skew 10d	13.6%	5.5%	26.6%	15.4%	11.4%
Call IV 25d	34.2%	26.8%	42.5%	35.9%	34.6%
Put IV 25d	42.1%	32.4%	50.5%	46.0%	37.3%
Bid-Ask Spread %	109.24	102.43	116.78	112.27	110.63
Gamma HHI	0.51	0.40	0.66	0.55	0.59
Net GEX	752	449	1.0K	956	695
Net DEX	-9.8K	-18.9K	-3.7K	-13.6K	-8.4K
Net VEX	-118	-145	-97	-141	-111
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.33	0.33	0.00
Total Volume	1.652	0	14	4	0
Total OI	64.522	46	75	72	54

Daily Data (23 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
2019-10-01	$15.59	$15.00	44.4%	12.7%	47.9%	27.0%	47.1%	10.1%	-1.1%	956	-13.6K	-141	0.33	112.27	N/A	N/A	3	1	44	28
2019-10-02	$14.99	$15.00	46.0%	13.2%	50.0%	29.1%	0.0%	3.4%	-2.5%	660	-6.1K	-131	0.00	111.38	N/A	N/A	0	0	46	29
2019-10-03	$15.61	$15.00	47.7%	12.4%	51.5%	31.3%	0.0%	10.3%	0.7%	996	-14.6K	-145	0.00	109.95	N/A	N/A	0	0	46	29
2019-10-04	$15.14	$15.00	40.9%	11.7%	51.7%	22.5%	37.3%	8.9%	1.3%	831	-8.2K	-130	0.00	111.73	N/A	N/A	4	0	46	29
2019-10-07	$15.41	$15.00	47.2%	12.4%	48.9%	30.7%	0.0%	10.6%	-0.3%	953	-13.4K	-135	0.00	113.65	N/A	N/A	0	0	46	28
2019-10-08	$15.29	$15.00	49.1%	12.7%	47.3%	33.2%	0.0%	11.7%	-1.4%	861	-11.4K	-136	0.00	116.19	N/A	N/A	0	0	46	29
2019-10-09	$15.13	$15.00	42.9%	12.3%	37.3%	25.2%	0.0%	9.1%	0.4%	816	-9.0K	-132	0.00	104.41	N/A	N/A	0	0	46	29
2019-10-10	$15.14	$15.00	43.0%	12.3%	37.3%	25.2%	0.0%	8.8%	0.6%	838	-8.8K	-126	0.00	109.18	N/A	N/A	0	0	46	29
2019-10-11	$15.26	$15.00	40.9%	11.7%	37.5%	22.5%	0.0%	7.9%	1.2%	887	-10.9K	-129	0.00	112.18	N/A	N/A	0	0	46	29
2019-10-14	$15.16	$15.00	39.8%	11.4%	37.1%	21.1%	0.0%	17.3%	1.7%	932	-10.0K	-119	0.00	105.83	N/A	N/A	0	0	46	28
2019-10-15	$15.15	$15.00	38.4%	11.0%	34.8%	19.2%	0.0%	16.4%	3.2%	971	-10.3K	-116	0.00	102.43	N/A	N/A	0	0	46	28
2019-10-16	$15.36	$15.00	37.1%	10.6%	35.0%	17.6%	0.0%	8.2%	3.6%	1.0K	-14.1K	-113	0.00	105.64	N/A	N/A	14	0	46	28
2019-10-17	$15.53	$15.00	34.9%	10.0%	35.4%	14.8%	0.0%	8.7%	5.1%	771	-18.9K	-113	0.00	110.33	N/A	N/A	0	0	46	28
2019-10-18	$15.40	$15.00	35.9%	10.3%	35.1%	16.0%	0.0%	7.7%	3.8%	627	-18.0K	-108	0.00	112.67	N/A	N/A	0	0	46	28
2019-10-21	$15.70	$15.00	35.5%	10.2%	36.2%	15.5%	35.6%	9.7%	4.8%	739	-9.3K	-110	0.00	105.76	N/A	N/A	0	1	32	14
2019-10-22	$15.46	$15.00	34.9%	10.0%	36.3%	14.8%	0.0%	7.5%	5.0%	579	-7.6K	-111	0.00	103.30	N/A	N/A	0	0	32	15
2019-10-23	$15.41	$15.00	35.0%	10.0%	36.2%	14.8%	0.0%	6.7%	5.0%	550	-6.5K	-104	0.00	105.50	N/A	N/A	0	0	32	15
2019-10-24	$15.18	$15.00	33.3%	9.5%	35.0%	12.7%	0.0%	4.4%	5.2%	463	-4.8K	-99	0.00	106.86	N/A	N/A	0	0	32	15
2019-10-25	$15.13	$15.00	31.6%	9.1%	35.0%	10.4%	31.7%	3.8%	6.4%	449	-4.0K	-97	0.33	106.86	N/A	N/A	6	2	32	15
2019-10-28	$15.16	$15.00	33.8%	9.7%	35.1%	13.3%	0.0%	4.2%	5.7%	503	-5.2K	-102	0.00	106.69	N/A	N/A	0	0	35	16
2019-10-29	$15.04	$15.00	32.7%	9.4%	28.1%	11.9%	0.0%	3.4%	6.1%	455	-3.7K	-97	0.00	112.28	N/A	N/A	2	0	35	16
2019-10-30	$15.56	$15.00	27.6%	7.9%	27.2%	5.2%	0.0%	2.3%	15.0%	722	-9.4K	-110	0.00	116.78	N/A	N/A	5	0	37	16
2019-10-31	$15.39	$15.00	33.1%	9.5%	23.3%	12.4%	0.0%	2.6%	6.6%	695	-8.4K	-111	0.00	110.63	N/A	N/A	0	0	38	16