CULP Options History — February 2020 In February 2020, CULP traded between $9.09 and $12.74. ATM implied volatility averaged 55.0%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 30.7% (HV 20d: 24.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-02-18 : Highest Volume — 33 contracts2020-02-27 : Largest IV spike — 169.7% change2020-02-27 : Highest IV Rank — 100.0%2020-02-27 : Largest Expected Move — 48.5%Monthly Statistics Metric Avg Min Max Open Close Price $11.31 $9.09 $12.74 $12.62 $9.09 Max Pain $11.97 $10.00 $12.50 $12.50 $12.50 ATM IV 55.0% 28.1% 169.2% 31.7% 50.5% Expected Move 15.7% 8.2% 48.5% 9.1% 14.5% HV 20d 24.3% 16.5% 33.7% 33.7% 30.0% HV 60d 35.0% 34.1% 36.7% 34.8% 35.9% IV Rank 30.7% 6.5% 100.0% 10.2% 19.6% IV Percentile 67.7% 5.6% 100.0% 15.5% 86.5% Term Structure 2.9% -45.5% 178.6% 8.1% 178.6% VWIV 79.1% 42.1% 116.7% 56.5% 113.0% Skew 25d 10.8% -14.2% 46.7% 3.5% 31.9% Skew 10d 15.7% -13.3% 92.9% 9.8% 0.5% Call IV 25d 58.3% 27.9% 172.9% 37.5% 134.2% Put IV 25d 69.2% 34.2% 190.5% 41.0% 166.1% Bid-Ask Spread % 124.89 110.24 143.89 118.83 142.96 Gamma HHI 0.58 0.44 0.76 0.51 0.70 Net GEX -338 -1.0K 121 -69 -663 Net DEX 12.9K -1.1K 33.2K 3.1K 30.0K Net VEX -63 -81 -40 -64 -53 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 2.895 0 33 0 0 Total OI 54.895 39 77 39 68
Daily Data (19 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 2020-02-03 $12.62 $12.50 31.7% 9.1% 33.7% 10.2% 0.0% 3.5% 8.1% -69 3.1K -64 0.00 118.83 N/A N/A 0 0 19 20 2020-02-04 $12.62 $12.50 28.4% 8.2% 26.7% 6.9% 0.0% -2.7% 11.2% -73 3.5K -63 0.00 113.28 N/A N/A 0 0 19 20 2020-02-05 $12.74 $12.50 31.6% 9.1% 17.4% 10.1% 0.0% 0.8% 9.4% -72 2.3K -62 0.00 110.24 N/A N/A 0 0 19 20 2020-02-06 $12.59 $12.50 28.1% 11.2% 17.6% 6.5% 0.0% 20.5% -1.8% 121 345 -69 0.00 110.69 N/A N/A 0 3 24 20 2020-02-07 $12.49 $12.50 37.3% 13.1% 17.6% 15.8% 0.0% 20.5% -9.2% 81 1.5K -69 0.00 127.64 N/A N/A 0 0 24 20 2020-02-10 $12.55 $12.50 45.7% 13.8% 17.9% 24.4% 0.0% -5.0% -16.4% 73 1.7K -65 0.00 120.02 N/A N/A 0 0 24 20 2020-02-11 $12.48 $12.50 78.6% 14.2% 16.5% 57.7% 0.0% 13.2% -2.0% 77 -1.1K -69 0.00 114.43 N/A N/A 0 0 24 20 2020-02-12 $12.17 $12.50 47.4% 13.6% 18.0% 26.0% 0.0% -1.8% -25.8% 31 3.0K -64 0.00 119.53 N/A N/A 0 0 24 20 2020-02-13 $11.84 $12.50 35.9% 10.3% 19.3% 14.4% 0.0% -4.5% -3.3% 14 6.7K -58 0.00 132.25 N/A N/A 0 0 24 20 2020-02-14 $11.73 $12.50 39.5% 11.3% 17.9% 18.1% 0.0% -0.9% -2.1% 18 5.8K -57 0.00 113.35 N/A N/A 0 0 24 20 2020-02-18 $11.01 $12.50 70.3% 20.2% 26.5% 49.4% 56.5% 16.3% -10.9% -127 12.3K -40 0.00 132.18 N/A N/A 0 33 24 20 2020-02-19 $10.74 $10.00 69.4% 19.9% 27.0% 48.4% 0.0% 20.0% 6.9% -684 22.9K -71 0.00 129.87 N/A N/A 1 0 24 52 2020-02-20 $10.33 $10.00 55.7% 16.0% 28.7% 34.5% 42.1% -4.5% -9.2% -895 24.5K -69 0.00 131.20 N/A N/A 0 1 24 52 2020-02-21 $10.24 $10.00 54.4% 15.6% 28.8% 33.2% 0.0% 3.5% -10.2% -939 26.8K -61 0.00 118.71 N/A N/A 0 3 24 53 2020-02-24 $10.24 $10.00 49.6% 14.2% 29.0% 28.4% 67.0% -14.2% -3.4% -1.0K 24.1K -60 0.00 126.78 N/A N/A 0 2 18 47 2020-02-25 $10.09 $12.50 59.3% 17.0% 28.9% 38.2% 116.7% 46.7% -12.0% -934 24.8K -61 0.00 132.09 N/A N/A 0 7 18 49 2020-02-26 $9.89 $12.50 62.7% 18.0% 28.8% 41.7% 113.0% 44.6% -7.5% -1.0K 33.2K -62 0.00 135.09 N/A N/A 0 5 18 56 2020-02-27 $9.38 $12.50 169.2% 48.5% 32.2% 100.0% 0.0% 17.6% -45.5% -298 18.8K -81 0.00 143.89 N/A N/A 0 0 18 53 2020-02-28 $9.09 $12.50 50.5% 14.5% 30.0% 19.6% 0.0% 31.9% 178.6% -663 30.0K -53 0.00 142.96 N/A N/A 0 0 18 50
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