CULP Options History — December 2019

In December 2019, CULP traded between $13.94 and $15.73. ATM implied volatility averaged 34.5%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 6.6% (HV 20d: 41.1%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2019-12-05: Highest Volume — 166 contracts
2019-12-30: Largest IV drop — 33.7% change
2019-12-03: Highest IV Rank — 26.7%
2019-12-03: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.81	$13.94	$15.73	$15.73	$13.94
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	34.5%	21.7%	49.4%	47.6%	25.8%
Expected Move	9.8%	6.2%	14.2%	13.7%	7.4%
HV 20d	41.1%	29.0%	46.2%	29.0%	41.2%
HV 60d	34.2%	31.3%	35.9%	35.7%	31.3%
IV Rank	11.5%	0.0%	26.7%	24.9%	4.1%
IV Percentile	28.5%	0.0%	89.7%	85.7%	2.0%
Term Structure	2.4%	-7.6%	9.7%	-5.0%	4.8%
VWIV	34.4%	27.0%	49.4%	49.4%	27.0%
Skew 25d	33.8%	-7.3%	117.5%	3.6%	117.5%
Skew 10d	50.8%	-2.3%	143.2%	4.1%	143.2%
Call IV 25d	32.4%	24.5%	45.8%	45.8%	24.6%
Put IV 25d	66.1%	24.0%	142.0%	49.4%	142.0%
Bid-Ask Spread %	110.43	100.63	123.78	106.45	123.78
Gamma HHI	0.55	0.44	0.80	0.80	0.51
Net GEX	-120	-2.4K	1.6K	1.4K	-779
Net DEX	19.0K	-15.1K	53.8K	-15.0K	34.6K
Net VEX	-172	-307	-69	-99	-72
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	3.57	0.00	3.57
Total Volume	12.667	0	166	3	25
Total OI	193.238	56	235	59	198

Daily Data (21 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
2019-12-02	$15.73	$15.00	47.6%	13.7%	29.0%	24.9%	0.0%	3.6%	-5.0%	1.4K	-15.0K	-99	0.00	106.45	N/A	N/A	3	0	48	11
2019-12-03	$14.91	$15.00	49.4%	14.2%	34.7%	26.7%	49.4%	22.4%	-7.1%	667	-2.8K	-69	0.00	102.41	N/A	N/A	12	0	45	11
2019-12-04	$14.70	$15.00	46.5%	13.3%	34.9%	23.7%	0.0%	17.2%	-7.6%	977	-9.3K	-93	0.00	114.81	N/A	N/A	0	0	57	11
2019-12-05	$15.28	$15.00	47.1%	11.3%	37.9%	24.3%	38.2%	9.0%	1.3%	1.4K	-15.1K	-103	0.55	100.63	N/A	N/A	107	59	57	11
2019-12-06	$15.26	$15.00	37.0%	10.4%	37.2%	13.9%	33.1%	18.1%	1.9%	1.6K	1.3K	-307	1.00	113.86	N/A	N/A	4	4	165	68
2019-12-09	$14.58	$15.00	33.0%	9.8%	40.3%	9.8%	0.0%	10.8%	4.8%	-245	30.9K	-211	0.00	108.21	N/A	N/A	0	1	162	65
2019-12-10	$14.61	$15.00	32.5%	10.3%	40.0%	9.3%	0.0%	10.7%	3.3%	2	29.5K	-218	0.00	107.79	N/A	N/A	0	0	162	65
2019-12-11	$15.17	$15.00	35.9%	10.3%	42.8%	12.7%	35.8%	14.8%	3.1%	1.1K	8.2K	-265	0.00	110.82	N/A	N/A	1	0	162	65
2019-12-12	$15.28	$15.00	36.6%	10.5%	41.8%	13.5%	0.0%	16.3%	1.8%	1.6K	58	-279	0.00	111.97	N/A	N/A	0	0	162	65
2019-12-13	$14.84	$15.00	34.3%	9.8%	42.7%	11.1%	0.0%	10.1%	3.3%	74	23.4K	-222	0.00	107.41	N/A	N/A	0	0	162	65
2019-12-16	$15.41	$15.00	32.4%	9.3%	45.2%	9.1%	0.0%	45.8%	5.4%	1.2K	-865	-243	0.00	113.30	N/A	N/A	0	3	162	65
2019-12-17	$14.88	$15.00	31.2%	9.0%	45.8%	8.0%	31.2%	63.4%	5.5%	-603	28.6K	-200	0.00	110.25	N/A	N/A	5	0	162	68
2019-12-18	$15.08	$15.00	32.5%	9.3%	46.2%	9.3%	32.5%	56.5%	4.4%	545	15.3K	-216	0.00	111.10	N/A	N/A	5	0	167	68
2019-12-19	$15.08	$15.00	31.6%	9.1%	45.8%	8.3%	0.0%	57.4%	5.9%	302	16.7K	-210	0.00	107.36	N/A	N/A	0	1	167	68
2019-12-20	$14.72	$15.00	31.3%	9.0%	46.0%	8.0%	0.0%	67.4%	5.0%	-1.7K	38.5K	-174	0.00	110.26	N/A	N/A	0	2	167	68
2019-12-23	$14.48	$15.00	29.5%	8.5%	45.7%	6.2%	30.0%	78.3%	3.9%	-2.4K	43.1K	-140	0.00	108.88	N/A	N/A	1	0	156	62
2019-12-24	$14.56	$15.00	29.4%	8.4%	41.4%	6.1%	0.0%	78.3%	3.4%	-2.4K	39.7K	-145	0.00	108.16	N/A	N/A	1	0	157	62
2019-12-26	$14.26	$15.00	25.9%	7.4%	41.6%	2.4%	0.0%	8.8%	3.7%	-2.0K	47.0K	-126	0.00	111.66	N/A	N/A	0	0	157	62
2019-12-27	$14.13	$15.00	32.8%	9.4%	41.5%	9.5%	32.3%	9.8%	-0.5%	-2.1K	53.8K	-130	3.57	114.09	N/A	N/A	7	25	157	68
2019-12-30	$14.18	$15.00	21.7%	6.2%	41.5%	0.0%	0.0%	-7.3%	9.7%	-1.1K	32.4K	-81	0.00	115.90	N/A	N/A	0	0	155	43
2019-12-31	$13.94	$15.00	25.8%	7.4%	41.2%	4.1%	27.0%	117.5%	4.8%	-779	34.6K	-72	0.00	123.78	N/A	N/A	0	25	155	43