CULP Options History — June 2020

In June 2020, CULP traded between $7.70 and $9.33. ATM implied volatility averaged 80.5%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 5.0% (HV 20d: 75.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.85.

Notable Days

  • 2020-06-30: Highest Volume — 269 contracts
  • 2020-06-29: Largest IV spike — 214.4% change
  • 2020-06-29: Highest IV Rank — 76.7%
  • 2020-06-29: Largest Expected Move — 42.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.08$7.70$9.33$7.83$8.66
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV80.5%44.5%149.4%87.9%88.2%
Expected Move24.6%12.8%42.8%25.2%25.3%
HV 20d75.5%41.4%89.3%89.3%74.5%
HV 60d82.1%72.6%94.2%94.2%79.0%
IV Rank35.3%13.7%76.7%39.7%39.9%
IV Percentile76.4%49.6%97.6%83.2%80.8%
Term Structure12.0%-83.1%184.7%-46.9%-7.5%
VWIV86.6%14.6%136.3%127.8%86.6%
Skew 25d38.8%-12.8%77.1%61.6%4.7%
Skew 10d-3.3%-110.8%63.3%10.3%36.0%
Call IV 25d64.7%46.4%87.4%47.7%53.3%
Put IV 25d103.5%58.0%141.1%109.3%58.0%
Bid-Ask Spread %143.58110.31163.44141.55116.80
Gamma HHI0.580.470.820.470.68
Net GEX993-1.2K4.8K1784.8K
Net DEX-86.0K-229.0K-24.7K-24.7K-195.3K
Net VEX-608-1.0K-367-367-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.850.0025.000.000.01
Total Volume57.273126911269
Total OI504.409352919352919

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$7.83$7.5087.9%25.2%89.3%39.7%127.8%61.6%-46.9%178-24.7K-3670.00141.55N/AN/A110208144
2020-06-02$7.75$7.5097.7%28.0%86.4%45.6%0.0%34.2%39.9%140-29.4K-3980.00130.50N/AN/A10230144
2020-06-03$7.87$7.5087.4%25.1%83.3%39.4%114.6%65.7%-3.1%-185-38.1K-4060.00152.65N/AN/A410229144
2020-06-04$7.91$7.5081.7%33.3%83.3%36.0%65.7%77.1%-56.8%224-56.8K-4272.11132.91N/AN/A62131268144
2020-06-05$7.94$7.5072.2%41.2%82.9%30.3%136.3%0.0%-34.9%-191-62.8K-4430.03154.08N/AN/A311274144
2020-06-08$8.53$7.5071.2%29.3%84.2%29.7%82.0%0.0%-81.1%177-55.5K-3760.03156.87N/AN/A1023247145
2020-06-09$8.66$7.5092.1%21.0%77.3%42.2%0.0%-12.8%-14.0%1.1K-87.3K-6170.00126.36N/AN/A290310142
2020-06-10$8.41$7.5072.0%20.7%78.3%30.2%0.0%0.0%16.5%561-96.4K-6400.00149.43N/AN/A70331142
2020-06-11$7.99$7.50101.2%29.0%78.6%47.7%73.6%30.0%-24.3%301-74.9K-62425.00142.24N/AN/A125336142
2020-06-12$7.88$7.50102.8%29.5%79.0%48.6%101.9%62.6%-29.5%-614-68.1K-5920.71120.22N/AN/A75337132
2020-06-15$7.89$7.5065.9%18.9%79.2%26.5%77.2%28.1%-6.3%-1.2K-59.0K-5560.95144.71N/AN/A2019339136
2020-06-16$8.00$7.5044.5%12.8%78.9%13.7%14.6%0.0%71.0%-987-72.0K-6220.00156.37N/AN/A270359155
2020-06-17$8.13$7.5073.8%21.1%74.3%31.2%0.0%0.0%-16.6%432-94.3K-6370.00148.53N/AN/A160384155
2020-06-18$7.92$7.5051.1%14.7%71.9%17.7%0.0%51.8%182.7%-919-81.2K-6660.00148.04N/AN/A50405165
2020-06-19$7.82$7.5053.5%15.3%70.8%19.1%0.0%0.0%138.8%2.0K-112.4K-6590.00159.44N/AN/A130420165
2020-06-22$7.85$7.5068.0%19.5%70.8%27.8%0.0%0.0%61.6%2.8K-84.6K-6350.00149.96N/AN/A50041639
2020-06-23$7.96$7.5064.6%18.5%68.4%25.8%62.9%0.0%-50.3%2.6K-81.4K-5180.42147.39N/AN/A652746644
2020-06-24$7.70$7.5064.5%18.5%70.0%25.7%64.6%0.0%0.0%1.8K-83.3K-5642.00149.76N/AN/A183647244
2020-06-25$7.76$7.50132.8%38.1%69.4%66.6%92.9%0.0%0.0%2.2K-101.6K-7797.50163.44N/AN/A215490104
2020-06-26$7.99$7.5047.5%13.6%41.4%15.5%0.0%0.0%184.7%2.1K-104.5K-8110.00157.16N/AN/A05492119
2020-06-29$9.33$7.50149.4%42.8%68.6%76.7%112.1%24.3%-83.1%4.7K-229.0K-1.0K0.06110.31N/AN/A20313492124
2020-06-30$8.66$7.5088.2%25.3%74.5%39.9%86.6%4.7%-7.5%4.8K-195.3K-1.0K0.01116.80N/AN/A2672793126