CULP Options History — March 2023 In March 2023, CULP traded between $5.21 and $5.55. ATM implied volatility averaged 64.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 39.1% (HV 20d: 25.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-24 : Highest Volume — 102 contracts2023-03-13 : Largest IV spike — 155.8% change2023-03-14 : Highest IV Rank — 62.6%2023-03-31 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.34 $5.21 $5.55 $5.54 $5.21 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 64.1% 30.0% 216.2% 66.1% 87.2% Expected Move 13.7% 8.6% 25.0% 19.0% 25.0% HV 20d 25.0% 15.7% 31.4% 16.6% 30.9% HV 60d 28.7% 25.7% 30.6% 28.9% 25.7% IV Rank 11.4% 0.0% 62.6% 12.0% 19.3% IV Percentile 32.8% 0.0% 98.8% 52.0% 75.8% Term Structure 2.7% -48.8% 279.0% -29.7% -29.8% VWIV 61.5% 61.5% 61.5% 61.5% 61.5% Bid-Ask Spread % 94.13 59.64 128.66 86.46 126.26 Gamma HHI 0.56 0.26 0.80 0.42 0.60 Net GEX -66 -296 219 9 219 Net DEX 4.1K 1.6K 6.6K 2.5K 2.0K Net VEX -38 -59 -27 -35 -59 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.01 0.01 0.00 Total Volume 6.087 0 102 12 1 Total OI 129.696 86 212 86 212
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 2023-03-01 $5.54 $5.00 66.1% 19.0% 16.6% 12.0% 61.5% 0.0% -29.7% 9 2.5K -35 0.00 86.46 N/A N/A 0 12 40 46 2023-03-02 $5.45 $5.00 31.3% 9.0% 16.2% 0.2% 0.0% 0.0% 3.7% -83 3.0K -37 0.00 59.64 N/A N/A 0 0 40 58 2023-03-03 $5.42 $5.00 53.8% 15.4% 15.7% 7.8% 0.0% 0.0% -38.9% -233 4.8K -35 0.00 65.24 N/A N/A 0 0 40 58 2023-03-06 $5.33 $5.00 37.3% 9.8% 16.9% 2.2% 0.0% 0.0% 1.9% -235 4.4K -34 0.00 88.83 N/A N/A 0 0 40 58 2023-03-07 $5.35 $5.00 42.5% 11.2% 16.7% 4.0% 0.0% 0.0% -6.4% -273 4.7K -32 0.00 92.87 N/A N/A 0 0 40 58 2023-03-08 $5.38 $5.00 52.1% 13.9% 16.6% 7.3% 0.0% 0.0% -3.7% -233 4.0K -33 0.00 101.11 N/A N/A 0 2 40 58 2023-03-09 $5.30 $5.00 109.8% 9.0% 17.5% 26.7% 0.0% 0.0% 16.5% -144 5.6K -41 0.00 60.55 N/A N/A 0 18 40 60 2023-03-10 $5.21 $5.00 69.5% 17.7% 18.5% 13.1% 0.0% 0.0% -23.5% -296 6.6K -40 0.00 128.66 N/A N/A 0 2 40 78 2023-03-13 $5.33 $5.00 177.7% 16.6% 20.0% 49.6% 0.0% 0.0% -11.3% -138 5.9K -42 0.00 122.36 N/A N/A 0 0 40 80 2023-03-14 $5.55 $5.00 216.2% 16.8% 22.5% 62.6% 0.0% 0.0% -30.3% -163 5.0K -39 0.00 117.14 N/A N/A 0 0 40 80 2023-03-15 $5.33 $5.00 73.0% 20.9% 26.7% 14.3% 0.0% 0.0% -48.8% -272 5.1K -41 0.00 120.82 N/A N/A 0 0 40 80 2023-03-16 $5.50 $5.00 42.1% 12.1% 29.1% 3.9% 0.0% 0.0% 279.0% -3 3.3K -35 0.00 105.84 N/A N/A 0 0 40 80 2023-03-17 $5.45 $5.00 50.0% 14.3% 29.2% 6.5% 0.0% 0.0% -1.4% -34 4.1K -33 0.00 103.60 N/A N/A 0 0 40 80 2023-03-20 $5.27 $5.00 30.2% 8.7% 31.4% 0.0% 0.0% 0.0% 12.5% -46 4.4K -29 0.00 64.02 N/A N/A 0 0 40 67 2023-03-21 $5.29 $5.00 38.2% 11.0% 31.3% 2.7% 0.0% 0.0% -19.2% -30 4.5K -30 0.00 73.60 N/A N/A 0 0 40 67 2023-03-22 $5.26 $5.00 30.0% 8.6% 31.2% 0.0% 0.0% 0.0% 32.2% -9 4.1K -48 0.00 73.04 N/A N/A 0 0 40 67 2023-03-23 $5.28 $5.00 37.4% 10.7% 31.3% 2.5% 0.0% 0.0% 2.0% -41 4.7K -31 0.00 76.98 N/A N/A 0 0 40 67 2023-03-24 $5.25 $5.00 34.1% 9.8% 31.2% 1.4% 0.0% 0.0% -3.4% -36 4.5K -27 0.01 92.64 N/A N/A 101 1 40 67 2023-03-27 $5.32 $5.00 54.4% 15.6% 31.3% 8.2% 0.0% 0.0% -34.1% 144 3.1K -46 0.00 107.59 N/A N/A 2 0 141 68 2023-03-28 $5.33 $5.00 52.9% 15.2% 31.3% 7.7% 0.0% 0.0% 1.4% 112 3.4K -43 0.00 82.15 N/A N/A 0 0 143 68 2023-03-29 $5.29 $5.00 52.1% 14.9% 31.2% 7.4% 0.0% 0.0% -16.7% 180 1.6K -54 0.00 112.00 N/A N/A 0 0 143 68 2023-03-30 $5.24 $5.00 36.0% 10.3% 30.9% 2.0% 0.0% 0.0% 9.4% 81 3.8K -39 0.00 103.56 N/A N/A 0 1 143 68 2023-03-31 $5.21 $5.00 87.2% 25.0% 30.9% 19.3% 0.0% 0.0% -29.8% 219 2.0K -59 0.00 126.26 N/A N/A 0 1 143 69
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