CULP Options History — April 2023

In April 2023, CULP traded between $5.25 and $5.50. ATM implied volatility averaged 55.6%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 34.4% (HV 20d: 21.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.22.

Notable Days

2023-04-21: Highest Volume — 96 contracts
2023-04-21: Largest IV spike — 99.7% change
2023-04-11: Highest IV Rank — 29.5%
2023-04-03: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.31	$5.25	$5.50	$5.33	$5.45
Max Pain	$4.34	$2.50	$5.00	$5.00	$2.50
ATM IV	55.6%	27.9%	117.7%	92.3%	45.8%
Expected Move	14.2%	8.0%	26.5%	26.5%	13.1%
HV 20d	21.2%	13.1%	31.7%	31.6%	19.4%
HV 60d	22.6%	21.5%	24.6%	24.6%	22.9%
IV Rank	9.0%	0.0%	29.5%	21.0%	6.0%
IV Percentile	32.6%	0.0%	90.1%	78.2%	15.1%
Term Structure	-3.5%	-37.4%	28.7%	-12.9%	-37.4%
VWIV	65.2%	65.2%	65.2%	65.2%	65.2%
Bid-Ask Spread %	103.72	57.97	127.80	120.87	70.18
Gamma HHI	0.55	0.36	0.75	0.57	0.55
Net GEX	157	-71	423	235	149
Net DEX	344	-3.8K	3.7K	-374	-2.7K
Net VEX	-56	-83	-38	-71	-49
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	1.00	1.00	0.00
Total Volume	5.789	0	96	2	0
Total OI	235.211	213	278	213	278

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
2023-04-03	$5.33	$5.00	92.3%	26.5%	31.6%	21.0%	0.0%	0.0%	-12.9%	235	-374	-71	1.00	120.87	N/A	N/A	1	1	143	70
2023-04-04	$5.29	$5.00	69.4%	19.9%	31.7%	13.3%	0.0%	0.0%	-34.2%	210	1.8K	-62	0.00	103.71	N/A	N/A	0	0	144	71
2023-04-05	$5.30	$5.00	59.3%	17.0%	31.6%	9.9%	0.0%	0.0%	-10.7%	423	-3.4K	-83	0.00	107.73	N/A	N/A	0	0	144	71
2023-04-06	$5.25	$5.00	55.7%	10.3%	31.3%	8.7%	0.0%	0.0%	22.1%	54	3.5K	-47	0.00	123.80	N/A	N/A	0	0	144	71
2023-04-10	$5.30	$5.00	93.3%	16.5%	30.9%	21.3%	0.0%	0.0%	3.4%	348	-1.6K	-75	0.00	57.97	N/A	N/A	1	0	144	71
2023-04-11	$5.26	$5.00	117.7%	17.2%	29.9%	29.5%	0.0%	0.0%	13.4%	351	-1.4K	-75	0.11	116.45	N/A	N/A	9	1	145	71
2023-04-12	$5.29	$5.00	59.4%	17.0%	25.8%	9.9%	0.0%	0.0%	-33.6%	176	2.6K	-53	0.00	120.26	N/A	N/A	0	0	152	72
2023-04-13	$5.29	$5.00	38.4%	11.0%	21.5%	2.8%	0.0%	0.0%	23.5%	202	1.6K	-60	0.00	87.96	N/A	N/A	0	0	152	72
2023-04-14	$5.30	$5.00	70.6%	20.2%	18.0%	13.7%	0.0%	0.0%	-24.1%	379	-2.8K	-76	0.00	127.80	N/A	N/A	0	0	152	72
2023-04-17	$5.29	$5.00	29.1%	8.3%	17.8%	0.0%	0.0%	0.0%	6.8%	-40	3.7K	-40	0.00	82.53	N/A	N/A	0	0	152	72
2023-04-18	$5.25	$5.00	27.9%	8.0%	13.5%	0.0%	0.0%	0.0%	17.5%	3	3.6K	-44	0.00	119.97	N/A	N/A	0	0	152	72
2023-04-19	$5.25	$5.00	37.3%	10.7%	13.4%	3.1%	0.0%	0.0%	28.7%	52	3.2K	-55	0.00	120.19	N/A	N/A	0	0	152	72
2023-04-20	$5.28	$5.00	35.1%	10.1%	13.4%	2.4%	0.0%	0.0%	-3.5%	61	2.4K	-41	0.00	87.78	N/A	N/A	0	0	152	72
2023-04-21	$5.28	$5.00	70.2%	20.1%	13.3%	14.1%	65.2%	0.0%	-15.5%	292	-3.8K	-67	0.00	116.62	N/A	N/A	96	0	152	72
2023-04-24	$5.33	$2.50	29.8%	8.5%	13.5%	0.6%	0.0%	0.0%	7.1%	-71	416	-38	0.00	100.68	N/A	N/A	0	0	231	46
2023-04-25	$5.28	$2.50	32.9%	9.4%	13.1%	1.7%	0.0%	0.0%	-1.6%	-31	694	-39	0.00	83.19	N/A	N/A	1	0	231	46
2023-04-26	$5.28	$2.50	39.7%	11.4%	13.1%	3.9%	0.0%	0.0%	-7.9%	1	478	-43	0.00	108.73	N/A	N/A	0	0	232	46
2023-04-27	$5.50	$2.50	52.3%	15.0%	19.4%	8.2%	0.0%	0.0%	-7.0%	184	-1.5K	-44	0.00	114.32	N/A	N/A	0	0	232	46
2023-04-28	$5.45	$2.50	45.8%	13.1%	19.4%	6.0%	0.0%	0.0%	-37.4%	149	-2.7K	-49	0.00	70.18	N/A	N/A	0	0	232	46