CULP Options History — April 2022

In April 2022, CULP traded between $6.45 and $7.94. ATM implied volatility averaged 61.9%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 38.1% (HV 20d: 23.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.78.

Notable Days

2022-04-06: Highest Volume — 156 contracts
2022-04-11: Largest IV spike — 116.2% change
2022-04-29: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 37.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.50	$6.45	$7.94	$7.89	$6.45
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	61.9%	30.6%	129.6%	50.7%	129.6%
Expected Move	14.0%	8.7%	37.2%	13.9%	37.2%
HV 20d	23.8%	17.3%	40.3%	23.8%	39.6%
HV 60d	27.6%	24.2%	32.8%	30.6%	32.2%
IV Rank	36.5%	6.5%	100.0%	25.8%	100.0%
IV Percentile	47.5%	1.2%	100.0%	47.2%	100.0%
Term Structure	2.5%	-52.8%	42.3%	-13.9%	-52.8%
VWIV	49.1%	29.5%	144.8%	46.1%	144.8%
Skew 25d	-8.6%	-104.2%	38.9%	-6.0%	-104.2%
Skew 10d	13.7%	-48.4%	88.4%	88.4%	15.5%
Call IV 25d	67.3%	36.8%	154.0%	69.3%	154.0%
Put IV 25d	58.7%	37.1%	83.6%	63.3%	49.8%
Bid-Ask Spread %	98.11	64.84	125.28	105.84	114.27
Gamma HHI	0.41	0.36	0.49	0.43	0.37
Net GEX	-54	-578	185	-56	-129
Net DEX	58.0K	20.2K	86.8K	72.5K	50.6K
Net VEX	-381	-455	-254	-455	-285
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.78	1.00	3.42	2.06	3.42
Total Volume	87.6	3	156	153	53
Total OI	356.75	296	419	401	310

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
2022-04-01	$7.89	$7.50	50.7%	13.9%	23.8%	25.8%	46.1%	-6.0%	-13.9%	-56	72.5K	-455	2.06	105.84	N/A	N/A	50	103	189	212
2022-04-04	$7.94	$7.50	39.0%	9.4%	22.8%	14.5%	37.7%	-14.6%	-0.4%	129	85.8K	-351	2.06	120.39	N/A	N/A	50	103	189	212
2022-04-05	$7.88	$7.50	66.2%	16.4%	23.0%	40.7%	56.4%	38.1%	-30.0%	-253	86.1K	-362	2.06	89.32	N/A	N/A	50	103	189	212
2022-04-06	$7.82	$7.50	105.0%	12.5%	20.3%	77.9%	32.4%	18.6%	5.7%	33	83.8K	-409	2.12	111.61	N/A	N/A	50	106	189	218
2022-04-07	$7.82	$7.50	82.0%	12.7%	18.8%	55.8%	32.8%	38.9%	-3.5%	-578	86.8K	-385	2.10	109.40	N/A	N/A	49	103	189	222
2022-04-08	$7.69	$7.50	50.5%	8.7%	19.7%	25.6%	34.6%	-20.4%	5.5%	185	83.2K	-427	1.47	85.12	N/A	N/A	49	72	197	222
2022-04-11	$7.63	$7.50	109.1%	8.9%	19.4%	81.9%	35.8%	2.1%	3.4%	57	80.7K	-414	1.47	116.92	N/A	N/A	49	72	197	215
2022-04-12	$7.64	$7.50	77.0%	8.8%	19.5%	51.1%	35.2%	-23.6%	2.0%	71	80.4K	-414	1.47	85.20	N/A	N/A	49	72	197	215
2022-04-13	$7.68	$7.50	42.7%	12.3%	18.8%	18.2%	29.5%	18.7%	7.8%	54	80.3K	-413	1.47	107.50	N/A	N/A	49	72	197	215
2022-04-14	$7.72	$7.50	37.1%	10.6%	18.9%	12.8%	37.4%	7.3%	37.7%	1	73.4K	-446	1.45	95.78	N/A	N/A	49	71	197	215
2022-04-18	$7.68	$7.50	37.5%	10.7%	19.0%	13.1%	37.3%	3.7%	29.6%	85	21.0K	-418	1.00	117.77	N/A	N/A	18	18	158	138
2022-04-19	$7.64	$7.50	44.0%	12.6%	19.0%	19.4%	42.6%	-10.9%	22.9%	20	24.8K	-381	1.11	95.11	N/A	N/A	18	20	158	139
2022-04-20	$7.63	$7.50	36.0%	10.3%	18.6%	11.7%	36.8%	-19.9%	42.3%	11	25.3K	-392	1.28	66.79	N/A	N/A	18	23	158	146
2022-04-21	$7.62	$7.50	34.1%	9.8%	18.4%	9.9%	34.4%	9.5%	8.3%	6	28.9K	-362	1.28	86.82	N/A	N/A	18	23	158	147
2022-04-22	$7.63	$7.50	30.6%	8.8%	18.1%	6.5%	30.7%	8.4%	9.2%	-126	20.2K	-435	1.28	64.84	N/A	N/A	18	23	158	147
2022-04-25	$7.60	$7.50	31.2%	8.9%	17.3%	7.1%	31.3%	11.5%	12.2%	-33	28.2K	-384	1.22	86.23	N/A	N/A	18	22	158	146
2022-04-26	$6.81	$7.50	42.7%	12.2%	40.0%	18.1%	46.7%	-25.1%	28.4%	-208	51.3K	-254	1.92	78.26	N/A	N/A	12	23	158	149
2022-04-27	$6.66	$7.50	74.3%	21.3%	40.3%	48.4%	76.6%	-24.1%	-23.9%	-178	49.0K	-312	2.00	99.79	N/A	N/A	1	2	158	151
2022-04-28	$6.48	$7.50	118.6%	34.0%	40.1%	91.0%	122.7%	-80.6%	-40.3%	-175	48.0K	-322	3.42	125.28	N/A	N/A	12	41	159	151
2022-04-29	$6.45	$7.50	129.6%	37.2%	39.6%	100.0%	144.8%	-104.2%	-52.8%	-129	50.6K	-285	3.42	114.27	N/A	N/A	12	41	159	151