CULP Options History — May 2023 In May 2023, CULP traded between $4.32 and $5.52. ATM implied volatility averaged 55.2%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 25.6% (HV 20d: 29.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.23.
Notable Days 2023-05-25 : Highest Volume — 94 contracts2023-05-25 : Largest IV spike — 138.7% change2023-05-26 : Highest IV Rank — 29.2%2023-05-26 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.01 $4.32 $5.52 $5.52 $4.32 Max Pain $2.92 $2.50 $5.00 $2.50 $2.50 ATM IV 55.2% 32.7% 115.3% 32.7% 65.3% Expected Move 14.6% 9.4% 33.0% 9.4% 18.7% HV 20d 29.6% 18.4% 37.4% 19.5% 36.5% HV 60d 26.5% 22.8% 30.8% 22.8% 30.8% IV Rank 9.1% 1.6% 29.2% 1.6% 12.5% IV Percentile 33.4% 2.4% 91.7% 2.4% 57.5% Term Structure -2.2% -35.8% 25.8% -5.9% -18.1% VWIV 137.2% 44.0% 248.3% 44.0% 119.2% Bid-Ask Spread % 100.90 66.32 133.17 82.19 94.35 Gamma HHI 0.58 0.29 0.93 0.29 0.92 Net GEX 202 -112 703 -17 621 Net DEX -2.1K -13.1K 3.6K -2.4K 39 Net VEX -50 -82 -35 -55 -47 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 0.83 0.50 0.00 Total Volume 5.955 0 94 0 5 Total OI 239.727 99 300 278 196
Daily Data (22 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 2023-05-01 $5.52 $2.50 32.7% 9.4% 19.5% 1.6% 0.0% 0.0% -5.9% -17 -2.4K -55 0.00 82.19 N/A N/A 0 0 232 46 2023-05-02 $5.46 $2.50 60.2% 17.3% 18.6% 10.8% 0.0% 0.0% 9.1% 520 -5.7K -74 0.50 128.31 N/A N/A 2 1 232 46 2023-05-03 $5.50 $2.50 42.0% 12.0% 18.4% 4.7% 0.0% 0.0% -13.8% 19 -1.5K -55 0.00 89.62 N/A N/A 1 0 234 47 2023-05-04 $5.20 $0.00 72.3% 11.0% 27.6% 14.8% 0.0% 0.0% 25.8% 410 -3.9K -65 0.00 124.08 N/A N/A 0 0 235 47 2023-05-05 $5.20 $0.00 55.5% 11.9% 27.5% 9.2% 0.0% 0.0% 0.8% 128 -1.6K -48 0.00 122.53 N/A N/A 0 0 235 47 2023-05-08 $5.27 $0.00 53.6% 11.1% 27.7% 8.6% 0.0% 0.0% 19.7% 31 -616 -48 0.00 68.87 N/A N/A 0 0 235 47 2023-05-09 $5.27 $0.00 71.8% 11.7% 27.5% 14.7% 0.0% 0.0% 6.3% 129 -446 -44 0.00 115.77 N/A N/A 0 0 235 47 2023-05-10 $5.33 $0.00 38.6% 11.1% 27.8% 3.6% 0.0% 0.0% 24.2% 474 -5.2K -55 0.00 85.48 N/A N/A 0 0 235 47 2023-05-11 $5.32 $0.00 38.5% 11.0% 27.8% 3.5% 0.0% 0.0% 4.2% -47 -195 -40 0.00 98.30 N/A N/A 10 0 235 47 2023-05-12 $5.30 $0.00 58.4% 16.7% 27.8% 10.2% 0.0% 0.0% -33.1% 703 -11.8K -65 0.00 123.69 N/A N/A 0 0 244 47 2023-05-15 $5.18 $0.00 51.5% 14.8% 29.0% 7.9% 0.0% 0.0% -9.4% 140 -1.9K -37 0.00 121.66 N/A N/A 0 0 244 47 2023-05-16 $5.02 $0.00 35.5% 10.2% 30.8% 2.5% 0.0% 0.0% 25.3% 119 -2.0K -36 0.00 122.97 N/A N/A 0 0 244 47 2023-05-17 $4.91 $0.00 40.8% 11.7% 31.6% 4.3% 44.0% 0.0% -6.2% 190 -155 -35 0.83 68.43 N/A N/A 6 5 244 47 2023-05-18 $4.91 $5.00 39.6% 11.4% 31.5% 3.9% 0.0% 0.0% 0.4% 147 1.6K -40 0.00 98.93 N/A N/A 0 0 248 52 2023-05-19 $4.94 $5.00 50.2% 14.4% 31.6% 7.4% 248.3% 0.0% -8.7% -112 2.8K -40 0.00 109.74 N/A N/A 4 0 248 52 2023-05-22 $4.88 $2.50 41.3% 11.8% 31.4% 4.5% 0.0% 0.0% 25.0% -21 -205 -46 0.00 75.57 N/A N/A 0 0 48 51 2023-05-23 $4.70 $2.50 36.0% 10.3% 33.5% 2.7% 0.0% 0.0% 12.7% -93 1.7K -38 0.00 102.81 N/A N/A 0 0 48 51 2023-05-24 $4.79 $2.50 41.2% 11.8% 34.6% 4.4% 0.0% 0.0% -4.8% -69 2.9K -42 0.00 66.32 N/A N/A 0 0 48 51 2023-05-25 $4.47 $2.50 98.3% 28.2% 37.3% 23.5% 119.2% 0.0% -31.4% -62 3.6K -42 0.00 118.39 N/A N/A 94 0 48 51 2023-05-26 $4.46 $2.50 115.3% 33.0% 37.4% 29.2% 0.0% 0.0% -35.8% 541 -13.1K -82 0.50 133.17 N/A N/A 2 1 142 51 2023-05-30 $4.38 $2.50 76.1% 21.8% 36.5% 16.1% 0.0% 0.0% -35.5% 703 -7.2K -60 0.00 68.68 N/A N/A 0 0 144 52 2023-05-31 $4.32 $2.50 65.3% 18.7% 36.5% 12.5% 0.0% 0.0% -18.1% 621 39 -47 0.00 94.35 N/A N/A 5 0 144 52
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