CULP Options History — July 2023

In July 2023, CULP traded between $5.00 and $5.70. ATM implied volatility averaged 46.5%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 25.6% (HV 20d: 20.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2023-07-18: Highest Volume — 120 contracts
2023-07-21: Largest IV spike — 98.3% change
2023-07-26: Highest IV Rank — 20.2%
2023-07-11: Largest Expected Move — 24.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.29	$5.00	$5.70	$5.04	$5.70
Max Pain	$3.25	$2.50	$5.00	$5.00	$2.50
ATM IV	46.5%	27.2%	83.1%	31.9%	39.2%
Expected Move	13.7%	7.8%	24.9%	9.1%	11.2%
HV 20d	20.9%	16.4%	32.4%	32.4%	19.4%
HV 60d	33.1%	32.7%	34.0%	32.7%	33.3%
IV Rank	6.8%	0.0%	20.2%	1.3%	4.3%
IV Percentile	27.7%	0.0%	82.9%	2.4%	12.3%
Term Structure	-1.0%	-30.9%	40.7%	7.1%	27.7%
VWIV	82.1%	23.3%	227.7%	32.9%	78.0%
Bid-Ask Spread %	99.02	52.71	137.55	52.71	119.63
Gamma HHI	0.92	0.61	0.99	0.98	0.85
Net GEX	2.0K	144	4.8K	3.4K	302
Net DEX	-32.9K	-66.0K	-4.5K	-40.6K	-7.0K
Net VEX	-60	-108	-26	-108	-40
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.40	0.00	0.00
Total Volume	10	0	120	1	0
Total OI	200.1	72	281	280	74

Daily Data (20 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
2023-07-03	$5.04	$5.00	31.9%	9.1%	32.4%	1.3%	32.9%	0.0%	7.1%	3.4K	-40.6K	-108	0.00	52.71	N/A	N/A	1	0	210	70
2023-07-05	$5.00	$5.00	27.2%	7.8%	31.5%	0.0%	23.3%	0.0%	18.3%	3.9K	-35.5K	-102	0.00	94.44	N/A	N/A	1	0	210	70
2023-07-06	$5.06	$0.00	42.5%	11.5%	27.8%	5.1%	0.0%	0.0%	-2.1%	3.0K	-40.6K	-100	0.00	65.13	N/A	N/A	12	0	211	70
2023-07-07	$5.12	$0.00	46.9%	10.8%	26.6%	6.6%	0.0%	0.0%	2.5%	2.5K	-43.7K	-91	0.00	104.91	N/A	N/A	0	0	199	70
2023-07-10	$5.09	$0.00	35.3%	12.2%	20.0%	2.7%	0.0%	0.0%	7.3%	3.6K	-45.0K	-83	0.00	102.63	N/A	N/A	0	0	199	70
2023-07-11	$5.15	$0.00	55.1%	24.9%	20.3%	9.3%	0.0%	0.0%	-23.7%	2.5K	-46.9K	-80	0.00	114.19	N/A	N/A	0	0	199	70
2023-07-12	$5.21	$0.00	60.7%	17.4%	19.4%	11.2%	0.0%	0.0%	-0.6%	3.4K	-66.0K	-60	0.00	83.94	N/A	N/A	0	0	199	70
2023-07-13	$5.18	$0.00	56.8%	16.3%	19.5%	10.7%	0.0%	0.0%	-30.6%	3.6K	-59.6K	-62	0.00	125.01	N/A	N/A	0	0	199	70
2023-07-14	$5.15	$0.00	39.5%	11.3%	19.7%	4.4%	0.0%	0.0%	1.6%	3.9K	-54.7K	-64	0.00	108.82	N/A	N/A	0	0	199	70
2023-07-17	$5.16	$0.00	38.8%	11.1%	17.2%	4.2%	0.0%	0.0%	1.3%	3.9K	-56.4K	-52	0.00	71.31	N/A	N/A	0	0	199	70
2023-07-18	$5.13	$0.00	36.4%	10.4%	17.4%	3.3%	0.0%	0.0%	-0.5%	4.8K	-56.7K	-45	0.00	108.28	N/A	N/A	120	0	199	70
2023-07-19	$5.26	$0.00	39.5%	11.3%	16.9%	4.4%	39.9%	0.0%	3.8%	144	-17.8K	-26	0.04	67.57	N/A	N/A	51	2	89	70
2023-07-20	$5.38	$5.00	33.6%	9.6%	16.4%	2.3%	227.7%	0.0%	40.7%	267	-27.7K	-44	0.00	111.55	N/A	N/A	4	0	132	72
2023-07-21	$5.51	$2.50	66.7%	19.1%	17.3%	14.2%	91.0%	0.0%	15.1%	283	-29.3K	-44	0.40	60.38	N/A	N/A	5	2	133	72
2023-07-24	$5.44	$2.50	42.7%	12.2%	18.6%	5.6%	0.0%	0.0%	1.7%	226	-5.3K	-38	0.00	104.56	N/A	N/A	1	0	64	8
2023-07-25	$5.55	$2.50	53.1%	15.2%	19.1%	9.3%	78.0%	0.0%	-30.9%	259	-6.3K	-42	0.00	110.48	N/A	N/A	1	0	65	8
2023-07-26	$5.55	$2.50	83.1%	23.8%	19.3%	20.2%	0.0%	0.0%	-17.0%	197	-4.5K	-28	0.00	137.55	N/A	N/A	0	0	66	8
2023-07-27	$5.54	$2.50	45.4%	13.0%	19.5%	6.5%	0.0%	0.0%	-21.2%	249	-5.7K	-35	0.00	112.57	N/A	N/A	0	0	66	8
2023-07-28	$5.57	$2.50	54.7%	15.7%	19.1%	9.9%	0.0%	0.0%	-20.1%	342	-8.1K	-50	0.00	124.83	N/A	N/A	0	0	66	8
2023-07-31	$5.70	$2.50	39.2%	11.2%	19.4%	4.3%	0.0%	0.0%	27.7%	302	-7.0K	-40	0.00	119.63	N/A	N/A	0	0	66	8