CULP Options History — November 2019 In November 2019, CULP traded between $15.45 and $16.90. ATM implied volatility averaged 49.9%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 28.0% (HV 20d: 21.9%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-01 : Highest Volume — 4 contracts2019-11-14 : Largest IV spike — 217.7% change2019-11-11 : Highest IV Rank — 100.0%2019-11-14 : Largest Expected Move — 34.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.12 $15.45 $16.90 $15.45 $16.11 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 49.9% 27.0% 120.2% 27.0% 47.6% Expected Move 12.9% 7.7% 34.5% 7.7% 13.6% HV 20d 21.9% 19.0% 28.2% 20.5% 27.5% HV 60d 37.2% 35.0% 38.9% 38.9% 36.1% IV Rank 32.0% 4.5% 100.0% 4.5% 24.9% IV Percentile 54.7% 2.0% 100.0% 2.0% 85.3% Term Structure -2.9% -32.4% 13.2% 13.2% -5.9% VWIV 42.2% 36.8% 47.6% 47.6% 36.8% Skew 25d 7.2% -21.5% 12.5% -2.8% 7.8% Skew 10d 16.6% -5.3% 27.5% -5.3% 9.1% Call IV 25d 43.3% 32.4% 171.6% 32.4% 39.0% Put IV 25d 50.4% 29.6% 150.1% 29.6% 46.7% Bid-Ask Spread % 101.83 87.84 146.87 108.44 102.26 Gamma HHI 0.69 0.54 0.84 0.57 0.80 Net GEX 1.1K 397 1.9K 676 1.6K Net DEX -15.6K -27.0K -8.0K -8.3K -17.5K Net VEX -110 -130 -98 -109 -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 0.55 0 4 4 3 Total OI 49.65 44 57 54 56
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 2019-11-01 $15.45 $15.00 27.0% 7.7% 20.5% 4.5% 0.0% -2.8% 13.2% 676 -8.3K -109 0.00 108.44 N/A N/A 0 4 38 16 2019-11-04 $15.57 $15.00 31.6% 11.7% 19.7% 10.4% 0.0% 9.9% -1.5% 617 -8.0K -98 0.00 100.15 N/A N/A 0 0 34 12 2019-11-05 $15.64 $15.00 41.1% 12.5% 19.5% 22.8% 0.0% 12.5% -1.2% 707 -9.2K -105 0.00 87.84 N/A N/A 0 0 34 12 2019-11-06 $15.62 $15.00 36.9% 12.1% 19.0% 33.9% 0.0% 11.1% -0.3% 688 -8.6K -99 0.00 94.77 N/A N/A 0 0 34 12 2019-11-07 $15.91 $15.00 37.1% 12.3% 19.9% 34.5% 0.0% 10.8% -2.1% 820 -11.8K -108 0.00 98.14 N/A N/A 0 0 34 12 2019-11-08 $15.88 $15.00 36.8% 12.1% 19.9% 33.6% 0.0% 9.4% -1.1% 790 -11.5K -106 0.00 88.51 N/A N/A 0 0 34 12 2019-11-11 $16.02 $15.00 101.8% 12.2% 19.8% 100.0% 0.0% 8.2% -0.4% 865 -11.9K -103 0.00 92.45 N/A N/A 0 0 34 12 2019-11-12 $15.97 $15.00 113.7% 12.5% 19.8% 100.0% 0.0% 8.8% -2.0% 847 -11.1K -102 0.00 91.92 N/A N/A 0 0 34 12 2019-11-13 $16.35 $15.00 37.8% 10.8% 20.8% 15.8% 0.0% 9.4% -2.0% 1.0K -15.3K -107 0.00 95.78 N/A N/A 0 0 34 12 2019-11-14 $16.41 $15.00 120.2% 34.5% 20.6% 100.0% 0.0% -21.5% -32.4% 397 -24.4K -120 0.00 146.87 N/A N/A 0 0 34 12 2019-11-15 $16.23 $15.00 43.5% 12.5% 20.8% 20.6% 0.0% 6.6% -2.8% 1.1K -14.1K -103 0.00 98.86 N/A N/A 0 0 34 12 2019-11-18 $16.56 $15.00 38.6% 11.1% 20.9% 15.6% 47.6% 9.5% -3.2% 1.2K -16.9K -103 0.00 103.04 N/A N/A 0 1 34 10 2019-11-19 $16.56 $15.00 39.0% 11.2% 19.9% 15.9% 0.0% 11.4% -1.6% 1.2K -17.2K -106 0.00 104.22 N/A N/A 0 0 34 11 2019-11-20 $16.20 $15.00 44.9% 12.9% 21.7% 22.1% 0.0% 7.3% -1.3% 1.4K -18.9K -121 0.00 104.94 N/A N/A 0 0 44 11 2019-11-21 $15.88 $15.00 45.7% 13.1% 22.3% 22.9% 0.0% 12.1% -4.1% 1.3K -14.5K -113 0.00 102.13 N/A N/A 0 0 44 11 2019-11-22 $16.10 $15.00 43.6% 12.5% 22.6% 20.8% 0.0% 5.9% -1.7% 1.4K -16.8K -117 0.00 105.42 N/A N/A 0 0 44 11 2019-11-25 $16.90 $15.00 38.5% 11.0% 27.7% 15.4% 0.0% 10.0% -3.8% 1.9K -27.0K -124 0.00 103.67 N/A N/A 2 0 44 11 2019-11-26 $16.67 $15.00 36.9% 10.6% 28.2% 13.8% 0.0% 9.2% -2.0% 1.8K -26.4K -130 0.00 101.74 N/A N/A 0 0 46 11 2019-11-27 $16.39 $15.00 36.0% 10.3% 27.0% 12.9% 36.8% 7.5% -1.5% 1.7K -21.7K -122 0.00 105.47 N/A N/A 1 0 46 11 2019-11-29 $16.11 $15.00 47.6% 13.6% 27.5% 24.9% 0.0% 7.8% -5.9% 1.6K -17.5K -109 0.00 102.26 N/A N/A 3 0 45 11
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