CULP Options History — October 2022

In October 2022, CULP traded between $3.99 and $5.06. ATM implied volatility averaged 76.1%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 14.8% (HV 20d: 61.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 2.04.

Notable Days

2022-10-03: Highest Volume — 229 contracts
2022-10-10: Largest IV spike — 133.5% change
2022-10-06: Highest IV Rank — 46.4%
2022-10-05: Largest Expected Move — 36.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.40	$3.99	$5.06	$4.51	$5.06
Max Pain	$4.29	$2.50	$5.00	$5.00	$2.50
ATM IV	76.1%	41.2%	164.6%	51.2%	41.2%
Expected Move	18.8%	11.8%	36.7%	14.7%	11.8%
HV 20d	61.3%	28.9%	96.7%	95.0%	57.6%
HV 60d	71.3%	67.8%	73.3%	73.2%	73.3%
IV Rank	17.2%	5.7%	46.4%	9.0%	5.7%
IV Percentile	50.8%	6.7%	98.4%	29.0%	6.7%
Term Structure	1.3%	-107.3%	42.3%	7.0%	18.5%
VWIV	59.6%	34.0%	136.6%	45.8%	41.2%
Skew 25d	-25.1%	-110.9%	40.8%	34.6%	-49.5%
Skew 10d	-2.7%	-36.9%	36.1%	33.3%	-28.9%
Call IV 25d	131.6%	49.9%	211.7%	49.9%	186.7%
Put IV 25d	106.5%	84.5%	137.2%	84.5%	137.2%
Bid-Ask Spread %	103.77	36.33	147.64	86.43	75.51
Gamma HHI	0.67	0.34	0.94	0.94	0.87
Net GEX	-150	-892	610	-892	610
Net DEX	28.3K	-13.5K	56.5K	45.8K	-13.5K
Net VEX	-84	-144	-39	-103	-72
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.04	0.93	4.33	4.33	1.03
Total Volume	122.429	58	229	229	61
Total OI	673.143	104	908	759	131

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
2022-10-03	$4.51	$5.00	51.2%	14.7%	95.0%	9.0%	45.8%	34.6%	7.0%	-892	45.8K	-103	4.33	86.43	N/A	N/A	43	186	315	444
2022-10-04	$4.63	$5.00	100.5%	28.8%	95.5%	25.3%	82.9%	40.8%	-3.4%	-884	41.3K	-114	4.33	84.64	N/A	N/A	43	186	315	584
2022-10-05	$4.57	$5.00	128.0%	36.7%	95.6%	34.4%	136.6%	-0.0%	-107.3%	-435	26.8K	-144	4.33	107.14	N/A	N/A	43	186	315	584
2022-10-06	$4.40	$5.00	164.6%	18.0%	96.5%	46.4%	63.1%	-26.0%	-6.0%	-448	32.1K	-142	4.33	109.16	N/A	N/A	43	186	315	584
2022-10-07	$4.41	$5.00	55.4%	24.6%	96.4%	10.4%	80.4%	22.9%	-32.9%	-752	46.1K	-90	4.33	130.90	N/A	N/A	43	186	315	584
2022-10-10	$4.33	$5.00	129.4%	13.7%	96.6%	34.8%	54.7%	-65.1%	-4.2%	-464	35.7K	-108	4.33	101.75	N/A	N/A	43	186	315	584
2022-10-11	$4.37	$5.00	126.8%	16.9%	96.7%	34.0%	41.5%	-72.9%	3.1%	-509	35.7K	-101	0.93	117.70	N/A	N/A	42	39	315	580
2022-10-12	$4.33	$5.00	51.1%	14.7%	69.5%	9.0%	57.2%	-110.9%	-7.3%	-560	35.4K	-102	0.93	99.42	N/A	N/A	42	39	315	593
2022-10-13	$4.33	$5.00	62.4%	17.9%	69.6%	12.7%	39.0%	-49.5%	40.7%	-488	31.0K	-117	0.93	132.75	N/A	N/A	42	39	315	593
2022-10-14	$4.36	$5.00	76.3%	21.9%	31.5%	17.3%	56.1%	0.0%	42.3%	-457	28.2K	-127	0.93	120.38	N/A	N/A	42	39	315	593
2022-10-17	$4.38	$5.00	50.1%	14.4%	28.9%	8.7%	55.5%	0.0%	33.0%	208	53.1K	-69	0.93	112.63	N/A	N/A	42	39	315	593
2022-10-18	$4.40	$5.00	67.3%	19.3%	28.9%	14.3%	34.0%	0.0%	25.5%	184	55.0K	-57	1.48	147.64	N/A	N/A	44	65	315	593
2022-10-19	$4.20	$5.00	48.1%	13.8%	32.4%	8.0%	41.4%	0.0%	13.2%	165	56.5K	-41	1.48	127.09	N/A	N/A	44	65	315	593
2022-10-20	$4.02	$5.00	53.9%	15.4%	35.2%	9.9%	48.5%	0.0%	-9.5%	161	52.6K	-53	1.48	98.49	N/A	N/A	44	65	315	593
2022-10-21	$4.05	$5.00	81.2%	23.3%	33.8%	18.9%	48.3%	0.0%	27.6%	164	52.5K	-53	1.50	36.33	N/A	N/A	44	66	315	593
2022-10-24	$4.03	$2.50	54.8%	15.7%	33.6%	10.2%	123.0%	0.0%	-16.5%	98	-2.8K	-48	1.07	122.14	N/A	N/A	28	30	70	34
2022-10-25	$3.99	$2.50	87.0%	24.9%	33.7%	20.8%	54.6%	0.0%	22.0%	148	-985	-50	1.07	82.24	N/A	N/A	28	30	70	49
2022-10-26	$4.32	$2.50	44.4%	12.7%	44.5%	6.8%	35.8%	0.0%	9.4%	199	234	-39	1.07	88.40	N/A	N/A	28	30	70	49
2022-10-27	$4.79	$2.50	75.8%	21.7%	57.4%	17.1%	63.0%	0.0%	-61.3%	288	-6.5K	-63	1.00	104.61	N/A	N/A	30	30	70	49
2022-10-28	$4.94	$2.50	48.2%	13.8%	58.1%	8.0%	48.1%	0.0%	32.6%	508	-10.3K	-69	1.00	93.80	N/A	N/A	30	30	82	49
2022-10-31	$5.06	$2.50	41.2%	11.8%	57.6%	5.7%	41.2%	0.0%	18.5%	610	-13.5K	-72	1.03	75.51	N/A	N/A	30	31	82	49