CULP Options History — August 2022

In August 2022, CULP traded between $4.67 and $5.68. ATM implied volatility averaged 68.7%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 7.1% (HV 20d: 61.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 3.32.

Notable Days

2022-08-24: Highest Volume — 211 contracts
2022-08-19: Largest IV spike — 125.7% change
2022-08-05: Highest IV Rank — 30.2%
2022-08-17: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.97	$4.67	$5.68	$5.04	$4.67
Max Pain	$4.67	$2.50	$5.00	$5.00	$2.50
ATM IV	68.7%	41.9%	115.3%	55.1%	68.0%
Expected Move	19.4%	12.0%	32.4%	15.8%	19.5%
HV 20d	61.5%	52.9%	73.3%	58.2%	65.4%
HV 60d	56.6%	51.9%	62.3%	53.3%	62.3%
IV Rank	14.8%	6.0%	30.2%	10.3%	14.6%
IV Percentile	54.8%	11.9%	93.7%	42.9%	56.3%
Term Structure	-11.0%	-64.5%	47.6%	3.0%	-22.1%
VWIV	105.9%	47.6%	197.8%	64.8%	67.9%
Skew 25d	9.3%	-13.3%	32.6%	16.3%	0.5%
Skew 10d	14.3%	-18.4%	39.6%	11.3%	-4.0%
Call IV 25d	58.9%	40.6%	85.3%	53.8%	53.1%
Put IV 25d	68.2%	53.6%	82.0%	70.0%	53.6%
Bid-Ask Spread %	108.27	65.29	138.43	126.51	65.29
Gamma HHI	0.57	0.37	0.89	0.38	0.89
Net GEX	-429	-1.3K	233	89	-857
Net DEX	19.0K	-3.3K	34.0K	6.9K	34.0K
Net VEX	-198	-257	-147	-192	-147
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.32	0.00	6.81	6.81	1.55
Total Volume	64.174	0	211	164	79
Total OI	780.522	458	923	580	915

Daily Data (23 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
2022-08-01	$5.04	$5.00	55.1%	15.8%	58.2%	10.3%	64.8%	16.3%	3.0%	89	6.9K	-192	6.81	126.51	N/A	N/A	21	143	256	324
2022-08-02	$5.00	$5.00	53.0%	15.2%	58.0%	9.6%	68.6%	-13.3%	27.0%	233	-380	-209	6.81	114.37	N/A	N/A	21	143	258	423
2022-08-03	$5.05	$5.00	49.8%	14.3%	57.8%	8.6%	51.4%	17.0%	12.0%	-95	8.6K	-161	3.68	131.72	N/A	N/A	25	92	258	423
2022-08-04	$4.94	$5.00	86.3%	13.7%	58.9%	20.6%	47.6%	-7.2%	28.4%	-218	18.2K	-251	6.33	96.58	N/A	N/A	21	133	264	502
2022-08-05	$4.84	$5.00	115.3%	24.4%	57.2%	30.2%	91.9%	-11.1%	-25.5%	-847	33.9K	-225	5.67	131.87	N/A	N/A	21	119	269	570
2022-08-08	$4.88	$5.00	53.4%	29.1%	56.0%	9.8%	99.7%	30.6%	-16.9%	23	8.9K	-257	5.67	138.43	N/A	N/A	21	119	269	624
2022-08-09	$4.99	$5.00	49.3%	13.4%	56.2%	8.4%	0.0%	5.3%	3.2%	-643	24.6K	-187	0.00	97.74	N/A	N/A	0	0	269	624
2022-08-10	$5.06	$5.00	46.9%	13.5%	55.5%	7.6%	0.0%	11.9%	-0.6%	-774	24.1K	-181	0.00	89.27	N/A	N/A	3	0	269	624
2022-08-11	$5.13	$5.00	54.3%	15.6%	52.9%	10.1%	0.0%	12.1%	-4.6%	-1.3K	27.4K	-165	1.00	107.83	N/A	N/A	1	1	272	624
2022-08-12	$5.05	$5.00	70.4%	20.2%	53.3%	15.4%	0.0%	14.2%	-25.7%	-395	19.9K	-210	0.00	113.67	N/A	N/A	0	0	273	625
2022-08-15	$4.99	$5.00	63.2%	18.1%	53.1%	13.0%	68.1%	22.3%	-30.1%	-832	23.6K	-187	0.40	117.10	N/A	N/A	10	4	273	625
2022-08-16	$5.17	$2.50	81.2%	23.3%	53.2%	18.9%	103.6%	32.6%	-56.7%	-632	14.6K	-208	1.00	115.31	N/A	N/A	6	6	283	627
2022-08-17	$5.68	$5.00	113.0%	32.4%	56.5%	29.4%	173.1%	14.2%	-13.6%	-301	-3.3K	-225	6.00	103.03	N/A	N/A	1	6	289	633
2022-08-18	$4.97	$5.00	41.9%	12.0%	73.3%	6.0%	0.0%	-7.8%	47.6%	23	17.6K	-220	0.00	99.09	N/A	N/A	0	0	290	633
2022-08-19	$4.90	$5.00	94.5%	27.1%	72.7%	23.3%	138.0%	-5.5%	-41.5%	4	13.2K	-253	0.50	116.78	N/A	N/A	2	1	290	633
2022-08-22	$4.87	$5.00	94.1%	27.0%	72.7%	23.2%	154.6%	9.9%	-64.5%	-757	23.9K	-185	0.00	138.08	N/A	N/A	0	9	286	172
2022-08-23	$4.88	$5.00	63.5%	18.2%	72.2%	13.1%	0.0%	1.1%	-16.1%	-1.0K	27.7K	-167	0.00	87.01	N/A	N/A	1	0	286	181
2022-08-24	$4.83	$5.00	85.2%	24.4%	70.6%	20.3%	141.0%	17.8%	-44.7%	-472	28.4K	-172	0.00	112.38	N/A	N/A	0	211	287	181
2022-08-25	$4.88	$5.00	47.8%	13.7%	69.4%	7.9%	0.0%	8.9%	12.9%	-176	17.3K	-192	0.00	85.71	N/A	N/A	0	0	287	392
2022-08-26	$4.80	$5.00	51.3%	14.7%	64.1%	9.1%	197.8%	19.8%	37.5%	215	14.2K	-218	0.00	130.79	N/A	N/A	0	169	287	392
2022-08-29	$4.84	$5.00	55.5%	15.9%	64.2%	10.4%	0.0%	11.1%	-2.2%	-575	24.9K	-170	0.00	87.80	N/A	N/A	0	0	287	561
2022-08-30	$4.86	$2.50	86.9%	24.9%	64.2%	20.8%	121.0%	13.7%	-60.1%	-514	28.2K	-162	4.44	83.75	N/A	N/A	16	71	287	555
2022-08-31	$4.67	$2.50	68.0%	19.5%	65.4%	14.6%	67.9%	0.5%	-22.1%	-857	34.0K	-147	1.55	65.29	N/A	N/A	31	48	289	626