CULP Options History — June 2023

In June 2023, CULP traded between $4.25 and $5.08. ATM implied volatility averaged 68.5%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 27.7% (HV 20d: 40.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2023-06-29: Highest Volume — 80 contracts
2023-06-02: Largest IV spike — 64.7% change
2023-06-06: Highest IV Rank — 30.9%
2023-06-02: Largest Expected Move — 32.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.78	$4.25	$5.08	$4.25	$4.97
Max Pain	$4.76	$2.50	$5.00	$2.50	$5.00
ATM IV	68.5%	32.3%	120.4%	69.5%	36.2%
Expected Move	15.6%	9.2%	32.8%	19.9%	10.4%
HV 20d	40.8%	32.6%	46.7%	35.8%	32.6%
HV 60d	32.4%	30.9%	34.0%	30.9%	32.5%
IV Rank	13.6%	1.4%	30.9%	13.9%	2.8%
IV Percentile	52.2%	2.4%	93.7%	63.5%	6.3%
Term Structure	-6.3%	-110.9%	37.0%	-13.8%	12.7%
VWIV	71.8%	32.3%	182.6%	42.0%	32.3%
Bid-Ask Spread %	82.33	28.09	103.52	102.28	72.36
Gamma HHI	0.85	0.50	0.97	0.94	0.96
Net GEX	1.2K	194	3.1K	593	2.3K
Net DEX	-14.8K	-36.2K	268	268	-34.3K
Net VEX	-65	-116	-45	-45	-116
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.83	0.00	0.00
Total Volume	7.476	0	80	1	0
Total OI	196.19	136	280	201	280

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
2023-06-01	$4.25	$2.50	69.5%	19.9%	35.8%	13.9%	0.0%	0.0%	-13.8%	593	268	-45	0.00	102.28	N/A	N/A	0	1	149	52
2023-06-02	$4.33	$2.50	114.5%	32.8%	33.6%	29.0%	0.0%	0.0%	-110.9%	555	-8.2K	-61	0.00	95.33	N/A	N/A	5	0	149	53
2023-06-05	$4.47	$5.00	114.1%	16.3%	36.5%	28.8%	0.0%	0.0%	-21.2%	740	-9.9K	-61	0.00	77.87	N/A	N/A	0	0	153	53
2023-06-06	$4.68	$5.00	120.4%	10.8%	40.6%	30.9%	42.0%	0.0%	-1.3%	795	-15.2K	-65	0.00	95.14	N/A	N/A	25	0	153	53
2023-06-07	$4.81	$5.00	109.8%	14.2%	42.3%	27.4%	0.0%	0.0%	-6.3%	1.3K	-23.6K	-84	0.00	91.25	N/A	N/A	0	0	178	53
2023-06-08	$5.06	$5.00	58.7%	12.3%	46.3%	10.3%	0.0%	0.0%	3.1%	2.5K	-36.1K	-88	0.00	87.13	N/A	N/A	0	0	178	53
2023-06-09	$5.08	$5.00	57.6%	13.1%	46.4%	9.9%	0.0%	0.0%	-1.7%	2.4K	-36.2K	-83	0.00	91.19	N/A	N/A	0	0	178	53
2023-06-12	$4.99	$5.00	77.4%	13.8%	46.7%	16.5%	0.0%	0.0%	5.3%	2.5K	-30.5K	-78	0.00	87.67	N/A	N/A	0	0	178	53
2023-06-13	$4.97	$5.00	89.9%	14.0%	46.1%	20.7%	0.0%	0.0%	-5.0%	2.6K	-29.6K	-76	0.00	99.24	N/A	N/A	0	0	178	53
2023-06-14	$4.99	$5.00	45.0%	12.9%	44.9%	5.7%	0.0%	0.0%	5.5%	3.1K	-29.4K	-70	0.00	73.50	N/A	N/A	0	0	178	53
2023-06-15	$4.87	$5.00	49.9%	14.3%	45.0%	7.3%	182.6%	0.0%	0.0%	1.8K	-23.9K	-61	0.00	65.72	N/A	N/A	4	0	178	53
2023-06-16	$4.88	$5.00	52.8%	15.1%	45.0%	8.3%	0.0%	0.0%	-8.7%	265	-5.7K	-55	0.00	85.83	N/A	N/A	0	0	179	53
2023-06-20	$4.78	$5.00	51.5%	14.8%	45.5%	7.9%	0.0%	0.0%	37.0%	269	-3.1K	-51	0.00	73.85	N/A	N/A	0	0	83	53
2023-06-21	$4.71	$5.00	67.3%	19.3%	45.6%	13.2%	0.0%	0.0%	-22.2%	221	-3.0K	-52	0.00	101.42	N/A	N/A	0	0	83	53
2023-06-22	$4.71	$5.00	78.1%	22.4%	43.6%	16.8%	0.0%	0.0%	1.6%	194	-3.0K	-51	0.00	103.52	N/A	N/A	0	0	83	53
2023-06-23	$4.71	$5.00	60.0%	17.2%	43.0%	10.7%	0.0%	0.0%	-11.0%	241	-1.8K	-47	0.00	103.47	N/A	N/A	0	0	83	53
2023-06-26	$4.76	$5.00	48.0%	13.8%	34.7%	6.7%	47.7%	0.0%	-4.3%	297	-2.1K	-47	0.83	60.85	N/A	N/A	6	5	83	53
2023-06-27	$4.78	$5.00	51.2%	14.7%	34.7%	7.8%	0.0%	0.0%	-8.4%	285	-1.4K	-49	0.00	77.63	N/A	N/A	0	0	89	58
2023-06-28	$4.79	$5.00	53.9%	15.5%	33.7%	8.7%	54.2%	0.0%	-4.1%	354	-3.1K	-52	0.00	28.09	N/A	N/A	31	0	89	58
2023-06-29	$4.87	$5.00	32.3%	9.2%	33.3%	1.4%	32.3%	0.0%	28.3%	1.3K	-10.7K	-80	0.00	55.67	N/A	N/A	80	0	132	70
2023-06-30	$4.97	$5.00	36.2%	10.4%	32.6%	2.8%	0.0%	0.0%	12.7%	2.3K	-34.3K	-116	0.00	72.36	N/A	N/A	0	0	210	70