CULP Options History — April 2020 In April 2020, CULP traded between $6.30 and $7.70. ATM implied volatility averaged 97.0%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 4.8% (HV 20d: 92.2%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-04-03 : Highest Volume — 6 contracts2020-04-16 : Largest IV spike — 108.1% change2020-04-03 : Highest IV Rank — 77.4%2020-04-01 : Largest Expected Move — 38.4%Monthly Statistics Metric Avg Min Max Open Close Price $6.96 $6.30 $7.70 $6.63 $7.21 Max Pain $5.71 $5.00 $10.00 $10.00 $5.00 ATM IV 97.0% 48.9% 150.6% 134.1% 96.8% Expected Move 24.3% 14.0% 38.4% 38.4% 27.7% HV 20d 92.2% 69.1% 113.9% 111.3% 78.7% HV 60d 73.5% 67.0% 80.6% 67.4% 80.6% IV Rank 45.2% 16.3% 77.4% 67.5% 45.0% IV Percentile 89.8% 71.6% 98.4% 98.0% 90.8% Term Structure 1.2% -38.6% 84.7% -20.6% -33.7% VWIV 93.7% 92.0% 95.4% 95.4% 92.0% Skew 25d 5.0% -26.3% 46.0% -3.8% 12.5% Skew 10d -4.3% -45.3% 75.0% -1.7% 4.8% Call IV 25d 88.9% 50.3% 122.8% 82.4% 84.2% Put IV 25d 93.8% 55.5% 151.6% 78.6% 96.7% Bid-Ask Spread % 134.92 88.64 150.90 130.94 140.01 Gamma HHI 0.40 0.25 0.90 0.39 0.28 Net GEX -41 -231 6 6 -18 Net DEX 3.9K 229 12.5K 11.5K 634 Net VEX -14 -18 -10 -15 -17 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 0.714 0 6 0 0 Total OI 34.238 16 55 51 18
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 2020-04-01 $6.63 $10.00 134.1% 38.4% 111.3% 67.5% 0.0% -3.8% -20.6% 6 11.5K -15 0.00 130.94 N/A N/A 0 0 28 23 2020-04-02 $6.31 $10.00 133.3% 25.9% 112.0% 67.0% 95.4% -26.3% -12.1% -8 11.6K -12 0.00 144.77 N/A N/A 0 4 28 23 2020-04-03 $6.72 $10.00 150.6% 22.1% 113.9% 77.4% 92.0% 15.2% 11.7% -38 12.5K -15 0.00 147.01 N/A N/A 0 6 28 24 2020-04-06 $6.63 $5.00 131.8% 16.7% 111.8% 66.0% 0.0% 27.0% -2.9% -46 11.1K -13 0.00 145.83 N/A N/A 0 0 28 27 2020-04-07 $6.75 $5.00 143.9% 22.8% 111.8% 73.4% 0.0% -15.1% -5.8% -27 4.2K -15 0.00 150.87 N/A N/A 0 0 28 17 2020-04-08 $7.01 $5.00 62.5% 17.9% 109.5% 24.5% 0.0% -22.1% 0.4% -22 4.0K -13 0.00 143.30 N/A N/A 0 0 28 17 2020-04-09 $7.11 $5.00 51.7% 14.8% 108.4% 18.0% 0.0% 5.2% -1.8% -65 4.7K -11 0.00 88.64 N/A N/A 0 0 28 17 2020-04-13 $7.38 $5.00 60.1% 17.2% 109.3% 23.1% 0.0% -23.5% 0.3% -137 3.4K -11 0.00 126.64 N/A N/A 3 0 28 15 2020-04-14 $7.70 $5.00 48.9% 14.0% 109.7% 16.3% 0.0% -5.3% 38.6% -231 2.1K -13 0.00 137.93 N/A N/A 0 0 31 15 2020-04-15 $7.15 $5.00 59.3% 17.0% 93.0% 22.6% 0.0% 7.1% 25.0% -32 3.8K -14 0.00 141.98 N/A N/A 0 0 31 15 2020-04-16 $6.91 $5.00 123.4% 35.4% 69.1% 61.1% 0.0% -15.5% 22.7% -25 2.9K -18 0.00 150.90 N/A N/A 0 0 31 15 2020-04-17 $7.36 $5.00 117.6% 33.7% 72.8% 57.6% 0.0% -2.9% 37.7% -21 3.1K -18 0.00 149.67 N/A N/A 0 0 31 15 2020-04-20 $6.75 $5.00 78.6% 22.5% 78.8% 34.2% 0.0% -23.4% 0.0% -49 1.7K -10 0.00 135.65 N/A N/A 0 0 5 11 2020-04-21 $6.88 $5.00 108.8% 31.2% 76.2% 52.3% 0.0% 46.0% 84.7% -28 715 -16 0.00 145.64 N/A N/A 0 0 5 11 2020-04-22 $6.64 $5.00 68.5% 19.6% 72.4% 28.1% 0.0% 23.1% 10.6% -30 1.2K -12 0.00 140.53 N/A N/A 0 0 5 11 2020-04-23 $6.30 $5.00 96.1% 27.5% 73.2% 44.6% 0.0% 1.9% -35.0% -43 1.4K -14 0.00 142.57 N/A N/A 0 0 5 11 2020-04-24 $6.86 $5.00 74.8% 21.5% 80.9% 31.9% 0.0% 19.9% 0.3% -4 518 -13 0.00 133.42 N/A N/A 0 0 5 11 2020-04-27 $7.13 $5.00 109.0% 31.3% 81.3% 52.4% 0.0% 25.4% -38.6% -16 713 -13 0.00 125.11 N/A N/A 0 0 5 11 2020-04-28 $7.15 $5.00 95.3% 27.3% 81.1% 44.2% 0.0% 33.1% -36.0% -15 543 -14 0.00 93.57 N/A N/A 0 2 5 11 2020-04-29 $7.51 $5.00 92.0% 26.4% 81.7% 42.2% 0.0% 25.7% -20.9% -10 229 -18 0.00 118.39 N/A N/A 0 0 5 13 2020-04-30 $7.21 $5.00 96.8% 27.7% 78.7% 45.0% 0.0% 12.5% -33.7% -18 634 -17 0.00 140.01 N/A N/A 0 0 5 13
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