CULP Options History — August 2023

In August 2023, CULP traded between $5.50 and $5.72. ATM implied volatility averaged 75.7%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 53.4% (HV 20d: 22.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 3.55.

Notable Days

2023-08-16: Highest Volume — 114 contracts
2023-08-03: Largest IV spike — 173.8% change
2023-08-08: Highest IV Rank — 68.5%
2023-08-01: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.59	$5.50	$5.72	$5.71	$5.54
Max Pain	$4.35	$2.50	$5.00	$2.50	$5.00
ATM IV	75.7%	30.6%	217.0%	95.6%	42.1%
Expected Move	16.9%	8.8%	27.4%	27.4%	12.1%
HV 20d	22.3%	19.3%	24.4%	19.3%	22.8%
HV 60d	29.2%	24.0%	31.6%	31.1%	24.0%
IV Rank	17.5%	1.2%	68.5%	24.7%	5.4%
IV Percentile	56.5%	2.4%	99.6%	90.5%	19.4%
Term Structure	-5.1%	-84.7%	78.0%	-27.8%	-8.1%
VWIV	164.9%	70.9%	245.4%	245.4%	70.9%
Bid-Ask Spread %	108.60	41.54	148.07	131.50	105.09
Gamma HHI	0.69	0.54	0.87	0.87	0.54
Net GEX	319	109	464	296	109
Net DEX	-8.7K	-13.6K	-6.5K	-6.5K	-7.4K
Net VEX	-40	-61	-28	-38	-50
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.55	0.00	27.50	0.00	0.00
Total Volume	9.087	0	114	5	15
Total OI	90.609	74	188	74	142

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
2023-08-01	$5.71	$2.50	95.6%	27.4%	19.3%	24.7%	0.0%	0.0%	-27.8%	296	-6.5K	-38	0.00	131.50	N/A	N/A	5	0	66	8
2023-08-02	$5.60	$2.50	45.6%	13.1%	20.8%	6.6%	0.0%	0.0%	26.2%	322	-8.5K	-40	0.00	106.65	N/A	N/A	0	0	71	8
2023-08-03	$5.54	$5.00	124.9%	20.3%	21.5%	35.3%	0.0%	0.0%	-13.7%	402	-10.1K	-45	0.00	117.19	N/A	N/A	0	0	71	8
2023-08-04	$5.59	$5.00	154.7%	24.3%	21.4%	46.0%	0.0%	0.0%	-10.2%	369	-9.7K	-48	0.00	148.07	N/A	N/A	0	0	71	8
2023-08-07	$5.52	$5.00	146.3%	10.5%	21.9%	43.0%	0.0%	0.0%	78.0%	317	-11.5K	-59	0.00	129.60	N/A	N/A	1	0	71	8
2023-08-08	$5.60	$5.00	217.0%	19.1%	22.1%	68.5%	0.0%	0.0%	34.1%	464	-11.0K	-49	0.00	144.98	N/A	N/A	0	0	70	8
2023-08-09	$5.59	$5.00	60.0%	17.2%	22.0%	11.8%	0.0%	0.0%	-3.6%	280	-7.2K	-34	0.00	140.34	N/A	N/A	0	0	70	8
2023-08-10	$5.63	$5.00	88.3%	25.3%	21.7%	22.0%	0.0%	0.0%	-84.7%	259	-6.9K	-28	0.00	145.00	N/A	N/A	0	0	70	8
2023-08-11	$5.55	$5.00	65.4%	18.8%	22.4%	13.8%	0.0%	0.0%	-21.1%	262	-6.8K	-29	0.00	114.43	N/A	N/A	0	0	70	8
2023-08-14	$5.56	$5.00	30.6%	8.8%	22.4%	1.2%	0.0%	0.0%	47.3%	313	-8.0K	-33	0.00	104.85	N/A	N/A	0	0	70	8
2023-08-15	$5.63	$5.00	34.2%	9.8%	22.3%	2.5%	0.0%	0.0%	9.4%	328	-8.4K	-32	0.00	146.44	N/A	N/A	0	0	70	8
2023-08-16	$5.56	$5.00	52.8%	15.1%	21.8%	9.2%	245.4%	0.0%	14.6%	402	-10.7K	-45	27.50	121.34	N/A	N/A	4	110	70	8
2023-08-17	$5.72	$2.50	42.5%	12.2%	22.6%	5.5%	0.0%	0.0%	2.4%	319	-8.2K	-32	0.00	41.54	N/A	N/A	0	0	70	118
2023-08-18	$5.59	$2.50	48.8%	14.0%	22.9%	7.8%	178.5%	0.0%	16.7%	283	-13.6K	-61	0.00	115.36	N/A	N/A	2	0	70	118
2023-08-21	$5.50	$2.50	63.1%	18.1%	23.2%	12.9%	0.0%	0.0%	-26.1%	337	-7.8K	-32	0.00	113.12	N/A	N/A	4	0	69	7
2023-08-22	$5.51	$2.50	59.3%	17.0%	22.1%	11.6%	0.0%	0.0%	-35.0%	351	-9.3K	-48	0.00	115.35	N/A	N/A	0	0	73	7
2023-08-23	$5.62	$5.00	69.2%	19.8%	23.2%	15.1%	0.0%	0.0%	-16.4%	298	-7.3K	-35	0.00	116.81	N/A	N/A	0	0	72	7
2023-08-24	$5.54	$5.00	48.0%	13.8%	23.8%	7.5%	0.0%	0.0%	9.0%	330	-8.2K	-41	0.00	53.82	N/A	N/A	1	0	72	7
2023-08-25	$5.63	$5.00	73.3%	21.0%	24.4%	16.6%	0.0%	0.0%	-47.8%	380	-12.1K	-58	0.00	114.82	N/A	N/A	0	0	72	7
2023-08-28	$5.63	$5.00	41.7%	12.0%	22.9%	5.2%	0.0%	0.0%	-9.9%	287	-7.0K	-30	0.00	48.82	N/A	N/A	0	0	72	7
2023-08-29	$5.67	$5.00	72.5%	20.8%	23.1%	16.3%	0.0%	0.0%	-59.3%	332	-7.2K	-34	0.00	56.08	N/A	N/A	0	0	72	7
2023-08-30	$5.65	$5.00	65.5%	18.8%	22.0%	13.8%	70.9%	0.0%	8.0%	306	-7.1K	-30	0.91	66.63	N/A	N/A	35	32	72	7
2023-08-31	$5.54	$5.00	42.1%	12.1%	22.8%	5.4%	0.0%	0.0%	-8.1%	109	-7.4K	-50	0.00	105.09	N/A	N/A	15	0	104	38