CULP Options History — June 2022 In June 2022, CULP traded between $4.32 and $5.57. ATM implied volatility averaged 91.9%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 64.4% (HV 20d: 27.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.97.
Notable Days 2022-06-30 : Highest Volume — 125 contracts2022-06-17 : Largest IV spike — 146.3% change2022-06-17 : Highest IV Rank — 81.7%2022-06-17 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.24 $4.32 $5.57 $5.52 $4.32 Max Pain $7.38 $5.00 $7.50 $5.00 $7.50 ATM IV 91.9% 49.7% 150.2% 115.4% 73.2% Expected Move 24.5% 14.3% 43.1% 33.1% 21.0% HV 20d 27.5% 21.2% 61.4% 33.1% 61.4% HV 60d 34.2% 32.6% 46.1% 33.7% 46.1% IV Rank 44.0% 16.7% 81.7% 59.2% 31.9% IV Percentile 82.4% 38.9% 99.2% 96.8% 69.4% Term Structure -7.8% -129.4% 423.7% -19.1% 6.8% VWIV 91.6% 63.3% 175.7% 114.1% 73.1% Skew 25d 34.0% -84.9% 132.8% 39.3% 1.3% Skew 10d 61.8% -95.7% 187.9% 78.4% 11.9% Call IV 25d 100.5% 45.5% 228.1% 87.1% 86.9% Put IV 25d 134.5% 68.8% 216.5% 126.4% 88.2% Bid-Ask Spread % 104.38 92.18 118.32 118.32 92.18 Gamma HHI 0.40 0.32 0.55 0.38 0.55 Net GEX 99 -473 417 63 -138 Net DEX 52.9K 23.0K 73.5K 52.5K 73.5K Net VEX -198 -319 -87 -205 -87 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.97 1.77 5.27 3.25 2.47 Total Volume 44.238 32 125 34 125 Total OI 423.619 407 521 407 521
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 2022-06-01 $5.52 $5.00 115.4% 33.1% 33.1% 59.2% 114.1% 39.3% -19.1% 63 52.5K -205 3.25 118.32 N/A N/A 8 26 252 155 2022-06-02 $5.56 $7.50 108.9% 19.7% 32.1% 55.0% 90.0% -84.9% -39.4% 195 61.7K -152 3.25 100.21 N/A N/A 8 26 252 157 2022-06-03 $5.50 $7.50 123.0% 20.4% 23.4% 64.1% 65.1% 17.5% -30.7% 130 56.3K -184 3.25 100.11 N/A N/A 8 26 252 157 2022-06-06 $5.57 $7.50 93.7% 19.5% 23.8% 45.1% 101.5% -22.4% -17.3% 276 60.0K -163 3.25 102.28 N/A N/A 8 26 252 157 2022-06-07 $5.55 $7.50 86.3% 20.6% 23.6% 40.4% 74.7% 29.0% -21.8% 109 52.9K -208 2.70 93.28 N/A N/A 10 27 252 157 2022-06-08 $5.56 $7.50 49.7% 14.3% 23.2% 16.7% 109.6% -13.0% -15.1% 417 49.8K -246 2.70 100.23 N/A N/A 10 27 255 161 2022-06-09 $5.49 $7.50 82.9% 23.8% 22.2% 38.2% 118.3% -29.6% -29.7% 305 58.3K -175 2.70 101.51 N/A N/A 10 27 255 161 2022-06-10 $5.42 $7.50 70.6% 20.2% 22.5% 30.2% 76.3% 23.7% -40.3% -91 62.2K -141 2.70 97.56 N/A N/A 10 27 255 161 2022-06-13 $5.27 $7.50 64.1% 18.4% 22.3% 26.0% 73.2% 45.6% 24.0% 296 39.1K -292 2.70 98.66 N/A N/A 10 27 255 162 2022-06-14 $5.28 $7.50 110.1% 31.6% 22.4% 55.8% 87.5% 59.0% -52.9% 267 43.3K -260 2.70 107.42 N/A N/A 10 27 255 163 2022-06-15 $5.21 $7.50 109.2% 31.3% 21.6% 55.1% 89.0% 93.0% -39.5% 268 37.6K -279 2.70 111.52 N/A N/A 10 27 255 164 2022-06-16 $5.09 $7.50 61.0% 17.5% 21.6% 24.0% 63.3% 53.9% 423.7% 254 43.8K -254 2.80 104.24 N/A N/A 10 28 255 164 2022-06-17 $5.03 $7.50 150.2% 43.1% 21.2% 81.7% 175.7% 132.8% -129.4% -473 23.0K -319 2.80 117.53 N/A N/A 10 28 255 165 2022-06-21 $5.16 $7.50 88.8% 25.5% 22.4% 42.0% 74.2% 39.6% 1.4% 255 45.8K -238 2.20 111.31 N/A N/A 10 22 255 161 2022-06-22 $4.92 $7.50 81.2% 23.3% 27.4% 37.1% 72.8% -10.6% -23.3% 218 48.3K -212 1.77 109.73 N/A N/A 13 23 256 165 2022-06-23 $4.93 $7.50 98.9% 28.3% 27.4% 48.5% 92.3% 75.7% -20.9% 121 53.4K -179 2.90 111.25 N/A N/A 10 29 256 165 2022-06-24 $5.15 $7.50 73.4% 21.1% 31.9% 32.1% 76.4% 89.1% -20.4% -183 66.2K -115 2.90 102.73 N/A N/A 10 29 256 172 2022-06-27 $5.21 $7.50 117.9% 33.8% 31.4% 60.8% 120.9% 108.3% -38.9% 86 52.3K -208 2.90 115.77 N/A N/A 10 29 256 172 2022-06-28 $5.19 $7.50 89.4% 25.6% 30.7% 42.4% 93.5% 26.0% -48.5% -218 66.0K -114 4.40 99.95 N/A N/A 10 44 256 172 2022-06-29 $5.03 $7.50 82.1% 23.5% 32.2% 37.7% 82.3% 40.9% -32.1% -69 63.7K -127 5.27 96.08 N/A N/A 15 79 256 193 2022-06-30 $4.32 $7.50 73.2% 21.0% 61.4% 31.9% 73.1% 1.3% 6.8% -138 73.5K -87 2.47 92.18 N/A N/A 36 89 293 228
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