CULP Options History — May 2020 In May 2020, CULP traded between $5.38 and $7.80. ATM implied volatility averaged 95.1%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded above realized volatility by 16.9% (HV 20d: 78.1%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.45.
Notable Days 2020-05-29 : Highest Volume — 193 contracts2020-05-08 : Largest IV spike — 190.2% change2020-05-08 : Highest IV Rank — 84.9%2020-05-01 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.22 $5.38 $7.80 $6.83 $7.80 Max Pain $5.18 $5.00 $7.50 $5.00 $7.50 ATM IV 95.1% 50.3% 163.1% 135.6% 90.2% Expected Move 28.3% 20.3% 38.9% 38.9% 25.9% HV 20d 78.1% 69.6% 91.9% 79.2% 91.9% HV 60d 85.0% 81.1% 94.3% 81.1% 94.3% IV Rank 44.0% 17.2% 84.9% 68.4% 41.1% IV Percentile 86.3% 68.8% 98.8% 97.2% 84.0% Term Structure 5.1% -68.8% 69.3% -30.4% 32.7% VWIV 83.4% 44.7% 109.1% 73.2% 109.1% Skew 25d 14.4% -27.1% 97.8% -21.3% 45.7% Skew 10d 6.7% -56.8% 93.0% -19.7% 24.7% Call IV 25d 103.5% 43.6% 145.0% 101.4% 85.8% Put IV 25d 117.9% 80.1% 186.1% 80.1% 131.5% Bid-Ask Spread % 141.18 111.32 164.55 134.15 118.62 Gamma HHI 0.50 0.26 0.90 0.36 0.44 Net GEX 166 -49 736 -49 736 Net DEX -9.8K -46.4K 2.1K 1.8K -46.4K Net VEX -76 -237 -6 -15 -237 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.00 1.44 0.00 1.44 Total Volume 17.55 0 193 0 193 Total OI 62.8 18 161 18 161
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 2020-05-01 $6.83 $5.00 135.6% 38.9% 79.2% 68.4% 0.0% -21.3% -30.4% -49 1.8K -15 0.00 134.15 N/A N/A 0 0 5 13 2020-05-04 $6.45 $0.00 125.6% 26.1% 78.8% 62.3% 0.0% 4.9% 11.4% -40 1.0K -16 0.00 164.55 N/A N/A 0 0 5 13 2020-05-05 $6.12 $0.00 50.3% 33.3% 80.7% 17.2% 0.0% -6.7% 47.9% -42 2.1K -6 0.00 160.78 N/A N/A 0 0 5 13 2020-05-06 $6.19 $0.00 55.0% 30.9% 80.5% 20.0% 0.0% 20.0% 7.9% -5 854 -14 0.00 157.90 N/A N/A 0 0 5 13 2020-05-07 $6.12 $0.00 56.2% 23.5% 79.0% 20.7% 0.0% -6.3% 16.5% -7 1.0K -14 0.00 152.71 N/A N/A 0 0 5 13 2020-05-08 $6.47 $0.00 163.1% 34.3% 81.8% 84.9% 0.0% 97.8% 28.3% -1 310 -15 0.00 159.80 N/A N/A 0 0 5 13 2020-05-11 $6.00 $0.00 74.0% 25.2% 83.8% 31.4% 73.2% -6.8% 18.7% -7 1.0K -13 0.00 128.01 N/A N/A 1 0 5 13 2020-05-12 $5.91 $5.00 80.5% 21.4% 81.5% 35.3% 74.5% -27.1% 69.3% 0 591 -13 1.00 133.24 N/A N/A 1 1 6 13 2020-05-13 $5.63 $5.00 109.3% 31.3% 79.4% 52.6% 0.0% -8.3% -60.7% -14 1.3K -12 0.00 130.16 N/A N/A 0 0 6 14 2020-05-14 $5.61 $5.00 72.7% 20.9% 79.0% 30.6% 0.0% -8.7% 44.4% -8 912 -13 0.00 157.28 N/A N/A 0 0 6 14 2020-05-15 $5.69 $5.00 101.8% 29.2% 74.8% 48.1% 44.7% 49.8% 5.6% -19 1.5K -11 0.00 140.23 N/A N/A 86 0 6 14 2020-05-18 $5.68 $5.00 94.3% 27.0% 69.6% 43.5% 93.4% -26.7% 28.8% 227 -16.3K -124 0.00 140.72 N/A N/A 0 1 92 7 2020-05-19 $5.38 $5.00 117.2% 33.6% 70.6% 57.3% 0.0% 5.9% 27.1% 181 -19.2K -123 0.00 136.76 N/A N/A 0 0 92 7 2020-05-20 $5.86 $5.00 100.3% 28.8% 78.0% 47.2% 0.0% 0.0% 9.8% 246 -16.3K -125 0.00 150.87 N/A N/A 1 0 92 7 2020-05-21 $6.20 $5.00 124.0% 35.6% 79.0% 61.4% 0.0% 0.0% -68.8% 204 -27.1K -144 0.00 150.42 N/A N/A 0 10 92 7 2020-05-22 $6.34 $5.00 89.0% 25.5% 72.8% 40.4% 82.2% 74.0% -28.1% 284 -11.7K -134 0.00 111.32 N/A N/A 2 0 92 17 2020-05-26 $6.73 $5.00 98.9% 28.3% 74.8% 46.3% 96.8% 50.5% -31.9% 308 -19.2K -155 0.00 130.60 N/A N/A 31 0 92 17 2020-05-27 $6.76 $5.00 70.9% 20.3% 74.8% 29.5% 0.0% 8.3% 9.7% 671 -30.4K -178 0.00 130.66 N/A N/A 0 0 121 17 2020-05-28 $6.65 $5.00 92.0% 26.4% 72.4% 42.2% 93.5% 14.4% -35.8% 655 -22.4K -160 1.18 134.88 N/A N/A 11 13 121 17 2020-05-29 $7.80 $7.50 90.2% 25.9% 91.9% 41.1% 109.1% 45.7% 32.7% 736 -46.4K -237 1.44 118.62 N/A N/A 79 114 131 30
« Apr 2020 | All History | Jun 2020 » Home CULP History May 2020