CULP Options History — July 2022

In July 2022, CULP traded between $4.16 and $5.44. ATM implied volatility averaged 96.8%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 27.8% (HV 20d: 69.0%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 3.35.

Notable Days

2022-07-15: Highest Volume — 142 contracts
2022-07-11: Largest IV spike — 134.3% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-27: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.68	$4.16	$5.44	$4.22	$5.03
Max Pain	$3.68	$2.50	$7.50	$7.50	$5.00
ATM IV	96.8%	46.4%	327.0%	79.9%	46.7%
Expected Move	18.4%	13.3%	24.0%	22.9%	13.4%
HV 20d	69.0%	59.3%	76.8%	61.1%	59.3%
HV 60d	49.8%	46.1%	54.8%	46.2%	53.6%
IV Rank	30.9%	7.4%	100.0%	36.3%	7.5%
IV Percentile	67.6%	24.2%	100.0%	78.6%	25.8%
Term Structure	-3.8%	-54.7%	80.9%	5.9%	35.0%
VWIV	73.6%	41.7%	146.1%	123.2%	54.9%
Skew 25d	13.4%	-32.1%	133.3%	49.4%	18.5%
Skew 10d	8.4%	-51.1%	133.3%	28.4%	25.7%
Call IV 25d	98.0%	42.0%	334.0%	56.0%	49.0%
Put IV 25d	111.4%	55.9%	393.3%	105.4%	67.5%
Bid-Ask Spread %	117.05	90.26	129.66	90.26	126.71
Gamma HHI	0.49	0.35	0.75	0.56	0.51
Net GEX	-95	-426	237	-116	-196
Net DEX	30.1K	1.2K	57.4K	53.4K	11.5K
Net VEX	-124	-192	-55	-70	-154
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.35	1.56	5.78	1.56	5.78
Total Volume	85.25	53	142	92	122
Total OI	430.75	348	520	451	520

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
2022-07-01	$4.22	$7.50	79.9%	22.9%	61.1%	36.3%	123.2%	49.4%	5.9%	-116	53.4K	-70	1.56	90.26	N/A	N/A	36	56	286	165
2022-07-05	$4.17	$0.00	93.1%	17.2%	61.1%	44.8%	56.1%	-6.7%	-7.5%	-83	57.4K	-55	2.17	105.93	N/A	N/A	24	52	286	165
2022-07-06	$4.16	$2.50	112.2%	17.8%	60.4%	57.1%	74.9%	35.3%	4.0%	-80	50.8K	-67	2.26	117.83	N/A	N/A	23	52	301	167
2022-07-07	$4.19	$2.50	125.0%	14.9%	60.8%	65.4%	75.3%	133.3%	12.6%	40	45.5K	-99	2.89	119.48	N/A	N/A	18	52	303	167
2022-07-08	$4.42	$2.50	139.5%	17.6%	65.2%	74.8%	67.5%	8.1%	-10.6%	61	40.0K	-121	1.73	112.53	N/A	N/A	22	38	300	167
2022-07-11	$4.30	$2.50	327.0%	17.0%	65.5%	100.0%	62.3%	13.0%	6.7%	237	39.3K	-144	2.53	114.60	N/A	N/A	15	38	304	161
2022-07-12	$4.30	$2.50	230.2%	23.3%	65.6%	68.1%	70.8%	19.4%	-10.8%	-155	53.6K	-57	2.53	126.46	N/A	N/A	15	38	304	161
2022-07-13	$4.44	$2.50	57.9%	16.6%	67.1%	11.2%	61.0%	16.3%	-7.2%	-76	53.1K	-74	5.11	108.68	N/A	N/A	18	92	304	161
2022-07-14	$4.68	$2.50	67.7%	19.4%	70.4%	14.5%	72.7%	-14.9%	80.9%	-63	51.5K	-154	2.14	124.56	N/A	N/A	43	92	335	184
2022-07-15	$4.72	$2.50	50.6%	14.5%	70.6%	8.8%	53.1%	-3.5%	-38.9%	-307	55.4K	-124	2.30	119.80	N/A	N/A	43	99	336	184
2022-07-18	$4.64	$2.50	53.8%	15.4%	70.4%	9.9%	56.3%	-12.2%	-10.8%	-416	20.1K	-102	3.75	114.63	N/A	N/A	12	45	247	101
2022-07-19	$4.53	$2.50	57.5%	16.5%	70.7%	11.1%	60.1%	8.5%	-17.5%	-426	20.9K	-99	3.75	117.38	N/A	N/A	12	45	248	102
2022-07-20	$4.89	$2.50	71.7%	20.5%	75.8%	15.8%	75.0%	-32.1%	-24.8%	128	4.1K	-192	5.00	115.68	N/A	N/A	9	45	248	102
2022-07-21	$5.14	$5.00	46.4%	13.3%	76.0%	7.4%	41.7%	-22.2%	43.3%	38	7.0K	-183	2.50	122.68	N/A	N/A	18	45	248	102
2022-07-22	$4.99	$5.00	79.7%	22.9%	76.8%	18.4%	80.4%	14.4%	-14.4%	30	6.7K	-168	2.50	124.50	N/A	N/A	18	45	257	102
2022-07-25	$4.95	$5.00	78.3%	22.5%	75.1%	18.0%	78.6%	5.5%	-25.8%	-66	12.2K	-151	2.50	127.25	N/A	N/A	18	45	257	102
2022-07-26	$5.06	$5.00	66.5%	19.1%	75.5%	14.1%	69.7%	10.6%	-21.1%	-233	10.2K	-135	5.11	116.70	N/A	N/A	19	97	256	102
2022-07-27	$5.26	$5.00	83.7%	24.0%	76.8%	19.7%	92.1%	9.2%	-54.7%	-175	7.2K	-143	5.42	129.66	N/A	N/A	19	103	256	154
2022-07-28	$5.44	$5.00	68.5%	19.6%	76.7%	14.7%	146.1%	18.8%	-20.1%	-49	1.2K	-181	5.42	105.77	N/A	N/A	19	103	256	214
2022-07-29	$5.03	$5.00	46.7%	13.4%	59.3%	7.5%	54.9%	18.5%	35.0%	-196	11.5K	-154	5.78	126.71	N/A	N/A	18	104	256	264