CULP Options History — March 2020 In March 2020, CULP traded between $7.12 and $8.93. ATM implied volatility averaged 105.4%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 34.8% (HV 20d: 70.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.06.
Notable Days 2020-03-03 : Highest Volume — 15 contracts2020-03-18 : Largest IV spike — 123.3% change2020-03-18 : Highest IV Rank — 100.0%2020-03-10 : Largest Expected Move — 54.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.82 $7.12 $8.93 $8.93 $7.12 Max Pain $10.34 $10.00 $12.50 $12.50 $10.00 ATM IV 105.4% 64.5% 188.3% 80.7% 74.4% Expected Move 30.0% 18.5% 54.4% 23.1% 21.3% HV 20d 70.6% 27.3% 109.6% 29.8% 109.3% HV 60d 50.4% 33.4% 67.5% 34.8% 67.5% IV Rank 53.7% 28.2% 100.0% 40.0% 31.6% IV Percentile 95.9% 90.0% 100.0% 97.6% 90.8% Term Structure -2.2% -139.8% 69.3% -10.2% -16.5% VWIV 68.9% 58.7% 86.1% 58.7% 68.4% Skew 25d 15.3% -40.3% 60.7% 28.6% -7.7% Skew 10d 7.5% -39.4% 122.9% 50.1% -19.1% Call IV 25d 89.1% 40.8% 151.3% 60.6% 64.3% Put IV 25d 104.4% 56.6% 166.5% 89.1% 56.6% Bid-Ask Spread % 134.03 114.41 165.71 123.82 129.69 Gamma HHI 0.52 0.27 1.00 0.78 0.60 Net GEX -106 -665 108 -665 -43 Net DEX 23.8K 7.6K 36.0K 27.8K 13.4K Net VEX -30 -68 -9 -47 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.22 0.00 0.00 Total Volume 1.682 0 15 0 0 Total OI 76.727 48 94 68 51
Daily Data (22 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 2020-03-02 $8.93 $12.50 80.7% 23.1% 29.8% 40.0% 0.0% 28.6% -10.2% -665 27.8K -47 0.00 123.82 N/A N/A 0 0 18 50 2020-03-03 $8.80 $12.50 98.5% 28.2% 29.3% 52.0% 0.0% 13.4% -54.1% -484 31.6K -38 0.00 133.99 N/A N/A 15 0 18 50 2020-03-04 $8.78 $12.50 64.5% 18.5% 29.1% 29.0% 58.7% 35.4% 29.5% -428 28.1K -57 0.22 114.41 N/A N/A 9 2 33 50 2020-03-05 $8.56 $10.00 134.0% 31.7% 27.3% 76.1% 0.0% 53.5% 63.2% -338 24.3K -68 0.00 136.14 N/A N/A 1 0 42 52 2020-03-06 $8.05 $10.00 91.5% 43.0% 30.8% 47.3% 0.0% -40.3% 13.5% 25 27.3K -48 0.00 131.35 N/A N/A 1 0 43 51 2020-03-09 $7.52 $10.00 164.5% 22.5% 34.3% 96.8% 0.0% -38.3% 47.9% -11 30.1K -34 0.00 137.73 N/A N/A 0 1 43 51 2020-03-10 $7.32 $10.00 152.0% 54.4% 32.4% 88.3% 0.0% 28.0% -60.9% -126 24.4K -46 0.00 133.85 N/A N/A 0 0 43 51 2020-03-11 $7.85 $10.00 108.5% 31.1% 46.9% 58.8% 0.0% 5.4% -4.4% -177 27.3K -43 0.00 134.59 N/A N/A 0 0 43 51 2020-03-12 $7.46 $10.00 0.0% 0.0% 47.9% 0.0% 0.0% 0.0% 0.0% -190 36.0K -10 0.00 165.71 N/A N/A 0 0 43 51 2020-03-13 $7.43 $10.00 144.7% 41.5% 48.4% 83.4% 0.0% 37.1% 69.3% -98 31.9K -28 0.00 147.77 N/A N/A 0 0 43 51 2020-03-16 $7.20 $10.00 0.0% 0.0% 48.2% 0.0% 0.0% 0.0% 0.0% -100 34.0K -9 0.00 159.62 N/A N/A 0 0 43 49 2020-03-17 $8.55 $10.00 84.3% 24.2% 82.9% 42.4% 86.1% 15.1% 26.4% 108 33.7K -31 0.00 131.25 N/A N/A 0 2 43 49 2020-03-18 $7.15 $10.00 188.3% 54.0% 101.7% 100.0% 0.0% 0.0% -139.8% -30 27.5K -34 0.00 137.63 N/A N/A 0 0 43 51 2020-03-19 $7.19 $10.00 101.3% 29.1% 101.9% 47.8% 0.0% 20.3% 1.6% 39 30.7K -23 0.00 129.40 N/A N/A 0 0 43 51 2020-03-20 $7.33 $10.00 94.7% 27.1% 102.7% 43.8% 0.0% 57.4% -3.8% 33 31.9K -21 0.00 139.01 N/A N/A 0 0 43 51 2020-03-23 $7.74 $10.00 110.6% 31.7% 105.7% 53.3% 0.0% 30.1% 0.0% 43 9.7K -22 0.00 130.79 N/A N/A 0 0 28 20 2020-03-24 $8.24 $10.00 68.6% 19.7% 109.1% 28.2% 62.4% -17.5% 0.0% 68 10.6K -19 0.00 122.14 N/A N/A 0 2 28 20 2020-03-25 $7.92 $10.00 123.8% 35.5% 109.6% 61.3% 0.0% 60.7% 24.5% 52 7.6K -27 0.00 134.46 N/A N/A 0 0 28 20 2020-03-26 $7.87 $10.00 76.6% 22.0% 108.4% 33.0% 0.0% -34.7% -21.5% 42 10.6K -18 0.00 124.42 N/A N/A 0 3 28 20 2020-03-27 $7.55 $10.00 69.8% 20.0% 108.8% 28.9% 68.4% 56.6% -17.7% -17 13.1K -16 0.00 128.41 N/A N/A 0 1 28 23 2020-03-30 $7.41 $10.00 76.0% 21.8% 108.8% 32.6% 0.0% -13.0% 13.1% -29 13.0K -16 0.00 122.45 N/A N/A 0 0 28 23 2020-03-31 $7.12 $10.00 74.4% 21.3% 109.3% 31.6% 0.0% -7.7% -16.5% -43 13.4K -13 0.00 129.69 N/A N/A 0 0 28 23
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