CULP Options History — July 2020 In July 2020, CULP traded between $9.00 and $11.24. ATM implied volatility averaged 75.7%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 15.3% (HV 20d: 91.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2020-07-01 : Highest Volume — 1,785 contracts2020-07-24 : Largest IV spike — 55.8% change2020-07-01 : Highest IV Rank — 68.5%2020-07-01 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $9.92 $9.00 $11.24 $9.93 $11.07 Max Pain $9.09 $7.50 $10.00 $7.50 $10.00 ATM IV 75.7% 43.3% 135.9% 135.9% 73.9% Expected Move 20.8% 12.4% 38.9% 38.9% 21.2% HV 20d 91.0% 56.6% 97.8% 87.9% 56.6% HV 60d 82.5% 77.5% 86.7% 83.5% 77.7% IV Rank 32.4% 13.0% 68.5% 68.5% 31.3% IV Percentile 70.2% 39.6% 96.4% 96.4% 69.2% Term Structure -5.7% -88.9% 40.5% -57.5% 15.0% VWIV 73.8% 34.8% 188.3% 137.6% 68.7% Skew 25d 16.2% -11.4% 42.1% -11.4% 10.2% Skew 10d 23.4% -6.6% 93.5% 93.5% 25.9% Call IV 25d 61.6% 40.2% 156.6% 156.6% 75.4% Put IV 25d 77.9% 42.5% 145.2% 145.2% 85.6% Bid-Ask Spread % 117.36 82.02 174.19 82.02 113.01 Gamma HHI 0.54 0.43 0.77 0.43 0.49 Net GEX 9.0K 2.7K 24.8K 8.0K 6.6K Net DEX -297.3K -602.4K -130.9K -420.1K -328.6K Net VEX -1.1K -1.4K -871 -1.4K -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.00 1.96 0.18 0.00 Total Volume 201.136 5 1,785 1,785 11 Total OI 1,441.045 530 2,583 1,182 662
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 2020-07-01 $9.93 $7.50 135.9% 38.9% 87.9% 68.5% 137.6% -11.4% -57.5% 8.0K -420.1K -1.4K 0.18 82.02 N/A N/A 1,510 275 1,054 128 2020-07-02 $9.26 $10.00 63.1% 18.1% 92.5% 24.9% 71.2% 16.7% 24.0% 17.3K -338.1K -1.4K 0.42 94.31 N/A N/A 475 201 2,216 367 2020-07-06 $10.21 $7.50 93.0% 20.5% 97.8% 42.8% 70.2% 0.0% -88.9% 24.8K -602.4K -1.4K 0.16 174.19 N/A N/A 559 89 2,027 345 2020-07-07 $10.38 $7.50 84.7% 28.0% 95.3% 37.8% 78.4% 35.4% -14.6% 20.7K -555.3K -1.4K 0.00 160.90 N/A N/A 138 0 1,850 330 2020-07-08 $10.30 $7.50 76.8% 26.5% 95.5% 33.1% 66.2% -8.2% 4.4% 19.9K -488.1K -1.3K 0.02 155.00 N/A N/A 303 5 1,785 330 2020-07-09 $9.95 $7.50 93.2% 22.3% 95.8% 42.9% 188.3% 0.0% -4.8% 17.5K -451.1K -1.4K 0.33 166.19 N/A N/A 12 4 1,903 326 2020-07-10 $9.41 $7.50 91.1% 23.2% 96.2% 41.6% 0.0% 0.0% 3.8% 14.0K -345.0K -1.3K 0.25 153.45 N/A N/A 12 3 1,908 322 2020-07-13 $9.37 $7.50 103.7% 17.1% 96.0% 49.2% 0.0% 0.0% 40.5% 13.0K -268.1K -927 0.06 166.05 N/A N/A 16 1 1,887 319 2020-07-14 $9.00 $7.50 87.2% 22.9% 97.5% 39.3% 73.2% 0.0% -21.0% 2.7K -180.4K -925 1.18 153.39 N/A N/A 11 13 1,883 319 2020-07-15 $9.07 $10.00 54.9% 15.7% 97.5% 19.9% 56.1% 20.0% -18.4% 2.9K -174.8K -871 0.13 92.30 N/A N/A 467 62 1,878 319 2020-07-16 $9.30 $10.00 43.3% 12.4% 97.6% 13.0% 0.0% 32.6% 0.0% 3.1K -130.9K -910 1.96 105.47 N/A N/A 23 45 1,824 319 2020-07-17 $9.62 $10.00 56.5% 16.2% 97.3% 20.9% 57.9% 26.5% 5.5% 3.2K -157.7K -915 0.88 86.95 N/A N/A 8 7 1,830 315 2020-07-20 $9.56 $10.00 71.2% 20.4% 97.1% 29.7% 72.0% 42.1% -14.3% 3.5K -186.9K -924 0.00 104.78 N/A N/A 15 0 432 98 2020-07-21 $9.80 $10.00 69.9% 20.0% 97.2% 28.9% 34.8% 8.9% -4.6% 3.6K -197.7K -915 0.00 100.58 N/A N/A 5 0 435 98 2020-07-22 $9.76 $10.00 48.5% 13.9% 97.4% 16.1% 45.6% 12.9% 32.1% 3.8K -185.1K -894 0.00 118.67 N/A N/A 10 0 440 98 2020-07-23 $9.95 $10.00 50.7% 14.5% 96.0% 17.4% 36.2% -2.6% 3.8% 4.3K -203.4K -924 0.00 93.20 N/A N/A 40 0 449 98 2020-07-24 $10.05 $10.00 79.0% 22.7% 96.0% 34.4% 0.0% 18.6% -8.4% 4.8K -230.6K -1.0K 0.00 103.76 N/A N/A 20 0 494 98 2020-07-27 $10.08 $10.00 74.3% 21.3% 95.9% 31.6% 74.1% 14.9% -8.1% 5.0K -227.9K -970 0.71 94.07 N/A N/A 7 5 514 98 2020-07-28 $10.07 $10.00 74.3% 21.3% 79.5% 31.6% 74.3% 20.9% -5.3% 5.0K -233.3K -987 0.00 85.67 N/A N/A 6 0 520 103 2020-07-29 $10.84 $10.00 64.4% 18.5% 77.5% 25.6% 65.5% 26.7% 11.4% 6.5K -289.9K -1.0K 0.00 93.79 N/A N/A 43 0 524 103 2020-07-30 $11.24 $10.00 76.5% 21.9% 62.7% 32.9% 58.0% 11.9% -14.4% 7.0K -345.7K -1.1K 0.04 84.13 N/A N/A 23 1 552 103 2020-07-31 $11.07 $10.00 73.9% 21.2% 56.6% 31.3% 68.7% 10.2% 15.0% 6.6K -328.6K -1.1K 0.00 113.01 N/A N/A 11 0 558 104
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