CULP Options History — September 2023

In September 2023, CULP traded between $5.23 and $5.83. ATM implied volatility averaged 67.1%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 28.6% (HV 20d: 38.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2023-09-13: Highest Volume — 50 contracts
2023-09-12: Largest IV spike — 174.5% change
2023-09-12: Highest IV Rank — 70.7%
2023-09-25: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.63	$5.23	$5.83	$5.56	$5.58
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	67.1%	33.3%	223.1%	42.8%	34.2%
Expected Move	11.9%	8.4%	20.5%	12.3%	9.8%
HV 20d	38.5%	21.7%	49.5%	22.6%	49.2%
HV 60d	28.3%	21.0%	33.3%	23.4%	33.2%
IV Rank	16.0%	3.1%	70.7%	5.6%	3.6%
IV Percentile	44.6%	4.8%	99.6%	22.2%	6.7%
Term Structure	-13.2%	-71.6%	24.7%	-20.3%	-10.3%
VWIV	44.4%	37.7%	50.7%	50.7%	37.7%
Bid-Ask Spread %	94.62	27.29	126.96	98.95	67.28
Gamma HHI	0.57	0.50	0.72	0.60	0.50
Net GEX	303	28	617	183	265
Net DEX	-12.1K	-20.5K	-7.2K	-15.4K	-11.2K
Net VEX	-50	-67	-34	-39	-43
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	3.5	0	50	0	1
Total OI	156.65	146	181	157	153

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
2023-09-01	$5.56	$5.00	42.8%	12.3%	22.6%	5.6%	0.0%	0.0%	-20.3%	183	-15.4K	-39	0.00	98.95	N/A	N/A	0	0	119	38
2023-09-05	$5.52	$5.00	48.3%	11.4%	22.3%	7.6%	0.0%	0.0%	0.9%	276	-13.9K	-50	0.00	82.17	N/A	N/A	0	0	119	38
2023-09-06	$5.53	$5.00	113.1%	9.3%	21.7%	31.0%	0.0%	0.0%	-8.9%	61	-10.9K	-44	0.00	117.46	N/A	N/A	0	0	119	38
2023-09-07	$5.61	$5.00	116.7%	8.4%	22.3%	32.3%	0.0%	0.0%	19.2%	28	-13.6K	-48	0.00	107.05	N/A	N/A	0	0	119	38
2023-09-08	$5.62	$5.00	120.5%	8.4%	22.2%	33.6%	0.0%	0.0%	24.7%	31	-14.4K	-49	1.00	126.96	N/A	N/A	1	1	119	38
2023-09-11	$5.45	$5.00	81.3%	9.1%	24.2%	19.5%	0.0%	0.0%	0.2%	102	-14.2K	-50	0.00	27.29	N/A	N/A	2	0	120	38
2023-09-12	$5.23	$5.00	223.1%	9.0%	28.1%	70.7%	0.0%	0.0%	2.1%	287	-7.2K	-65	0.00	123.44	N/A	N/A	0	0	122	39
2023-09-13	$5.79	$5.00	37.2%	10.7%	46.5%	3.6%	50.7%	0.0%	4.6%	374	-20.5K	-57	0.00	40.75	N/A	N/A	50	0	122	39
2023-09-14	$5.83	$5.00	38.9%	11.2%	46.2%	4.2%	0.0%	0.0%	-5.3%	322	-11.6K	-50	0.00	121.22	N/A	N/A	0	0	142	39
2023-09-15	$5.80	$5.00	52.5%	15.1%	45.2%	12.9%	0.0%	0.0%	-53.4%	617	-12.7K	-64	0.00	105.03	N/A	N/A	0	0	142	39
2023-09-18	$5.82	$5.00	34.4%	9.9%	44.4%	3.7%	45.1%	0.0%	-19.9%	366	-12.0K	-49	0.75	60.14	N/A	N/A	4	3	139	7
2023-09-19	$5.79	$5.00	37.0%	10.6%	43.9%	5.0%	44.1%	0.0%	-16.8%	301	-11.9K	-40	0.00	89.23	N/A	N/A	3	0	143	10
2023-09-20	$5.68	$5.00	33.3%	9.5%	44.6%	3.1%	0.0%	0.0%	-1.5%	255	-9.3K	-34	0.00	109.74	N/A	N/A	0	0	140	10
2023-09-21	$5.60	$5.00	56.2%	16.1%	44.4%	14.8%	0.0%	0.0%	-9.8%	439	-9.7K	-56	0.00	117.89	N/A	N/A	0	0	140	10
2023-09-22	$5.83	$5.00	59.2%	17.0%	46.3%	16.3%	0.0%	0.0%	-52.9%	482	-10.6K	-47	0.00	108.69	N/A	N/A	0	0	140	10
2023-09-25	$5.57	$5.00	71.7%	20.5%	49.0%	22.7%	0.0%	0.0%	-36.6%	589	-11.6K	-67	0.00	98.93	N/A	N/A	0	0	140	10
2023-09-26	$5.57	$5.00	43.2%	12.4%	49.0%	8.2%	0.0%	0.0%	0.3%	265	-10.2K	-49	0.00	79.09	N/A	N/A	1	0	140	10
2023-09-27	$5.54	$5.00	64.5%	18.5%	48.9%	19.0%	0.0%	0.0%	-71.6%	543	-10.1K	-55	0.00	101.48	N/A	N/A	4	0	141	10
2023-09-28	$5.65	$5.00	34.1%	9.8%	49.5%	3.5%	0.0%	0.0%	-9.4%	277	-11.3K	-42	0.00	109.58	N/A	N/A	0	0	143	10
2023-09-29	$5.58	$5.00	34.2%	9.8%	49.2%	3.6%	37.7%	0.0%	-10.3%	265	-11.2K	-43	0.00	67.28	N/A	N/A	1	0	143	10