CULP Options History — February 2023 In February 2023, CULP traded between $5.21 and $5.60. ATM implied volatility averaged 60.6%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 40.4% (HV 20d: 20.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 4.83.
Notable Days 2023-02-17 : Highest Volume — 34 contracts2023-02-13 : Largest IV spike — 47.5% change2023-02-01 : Highest IV Rank — 22.4%2023-02-01 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.44 $5.21 $5.60 $5.21 $5.60 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 60.6% 42.1% 97.0% 97.0% 71.7% Expected Move 15.6% 12.1% 27.8% 27.8% 20.6% HV 20d 20.2% 15.8% 37.6% 37.6% 15.9% HV 60d 30.3% 28.8% 31.3% 31.2% 28.8% IV Rank 10.1% 3.9% 22.4% 22.4% 13.9% IV Percentile 36.8% 7.1% 82.1% 82.1% 58.3% Term Structure -8.6% -61.9% 7.1% -30.3% -61.9% VWIV 49.7% 49.7% 49.7% 49.7% 49.7% Bid-Ask Spread % 97.38 65.35 135.68 111.66 101.79 Gamma HHI 0.42 0.31 0.68 0.37 0.68 Net GEX 18 -124 71 2 -124 Net DEX 2.3K -129 3.7K 3.5K 3.2K Net VEX -42 -53 -26 -45 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.83 0.00 14.50 0.00 14.50 Total Volume 5.158 0 34 0 0 Total OI 75.105 69 112 69 86
Daily Data (19 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 2023-02-01 $5.21 $5.00 97.0% 27.8% 37.6% 22.4% 0.0% 0.0% -30.3% 2 3.5K -45 0.00 111.66 N/A N/A 0 0 40 29 2023-02-02 $5.29 $0.00 83.0% 13.9% 28.6% 17.7% 0.0% 0.0% 1.2% 71 1.7K -47 0.00 92.54 N/A N/A 0 0 40 29 2023-02-03 $5.29 $0.00 63.3% 12.8% 24.3% 11.0% 0.0% 0.0% 4.3% 42 3.0K -43 0.00 98.08 N/A N/A 1 0 40 29 2023-02-06 $5.25 $0.00 90.7% 18.5% 23.6% 20.3% 0.0% 0.0% -17.2% 31 3.5K -48 0.00 85.15 N/A N/A 0 0 41 29 2023-02-07 $5.29 $0.00 82.7% 13.3% 23.6% 17.6% 49.7% 0.0% 5.4% 67 3.7K -40 0.00 91.41 N/A N/A 0 1 41 29 2023-02-08 $5.30 $5.00 46.6% 13.4% 20.9% 5.4% 0.0% 0.0% 4.0% 44 3.4K -47 0.00 92.95 N/A N/A 2 0 41 30 2023-02-09 $5.31 $5.00 43.5% 12.5% 20.7% 4.3% 0.0% 0.0% -8.9% 37 1.8K -42 0.00 122.48 N/A N/A 0 0 43 30 2023-02-10 $5.36 $5.00 45.5% 13.0% 19.1% 5.0% 0.0% 0.0% -8.5% 33 1.4K -46 0.00 118.97 N/A N/A 0 0 43 30 2023-02-13 $5.52 $5.00 67.2% 19.3% 18.2% 12.3% 0.0% 0.0% -19.5% -36 1.2K -38 0.00 65.35 N/A N/A 0 0 43 30 2023-02-14 $5.52 $5.00 52.8% 15.1% 18.1% 7.5% 0.0% 0.0% 6.6% 39 1.2K -46 0.00 88.30 N/A N/A 0 0 43 30 2023-02-15 $5.48 $5.00 62.9% 18.0% 18.2% 10.9% 0.0% 0.0% -13.3% 32 1.0K -40 0.00 112.48 N/A N/A 0 12 43 30 2023-02-16 $5.50 $5.00 50.2% 14.4% 17.1% 6.6% 0.0% 0.0% 1.6% 56 -129 -49 14.50 105.47 N/A N/A 2 29 43 42 2023-02-17 $5.53 $5.00 45.8% 13.1% 16.7% 5.1% 0.0% 0.0% -6.9% 22 1.8K -40 0.00 135.68 N/A N/A 0 34 41 71 2023-02-21 $5.57 $5.00 46.1% 13.2% 16.6% 5.2% 0.0% 0.0% -8.2% -30 2.8K -38 0.00 110.17 N/A N/A 0 0 40 30 2023-02-22 $5.58 $5.00 47.8% 13.7% 16.5% 5.8% 0.0% 0.0% -3.8% 12 2.7K -34 0.00 80.95 N/A N/A 0 0 40 30 2023-02-23 $5.59 $5.00 42.1% 12.1% 16.3% 3.9% 0.0% 0.0% 1.9% -1 2.5K -33 0.00 86.28 N/A N/A 0 6 40 30 2023-02-24 $5.53 $5.00 61.9% 17.7% 15.8% 10.5% 0.0% 0.0% -16.8% 49 1.5K -53 0.00 73.08 N/A N/A 0 1 40 35 2023-02-27 $5.59 $5.00 49.7% 14.2% 16.1% 6.4% 0.0% 0.0% 7.1% 5 2.9K -39 0.00 77.48 N/A N/A 0 10 40 36 2023-02-28 $5.60 $5.00 71.7% 20.6% 15.9% 13.9% 0.0% 0.0% -61.9% -124 3.2K -26 0.00 101.79 N/A N/A 0 0 40 46
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