CULP Options History — October 2023

In October 2023, CULP traded between $5.49 and $5.93. ATM implied volatility averaged 43.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.5% (HV 20d: 36.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2023-10-17: Highest Volume — 110 contracts
2023-10-11: Largest IV drop — 70.1% change
2023-10-10: Highest IV Rank — 31.4%
2023-10-23: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.60	$5.49	$5.93	$5.59	$5.49
Max Pain	$7.05	$5.00	$7.50	$5.00	$5.00
ATM IV	43.1%	24.0%	88.7%	36.7%	44.4%
Expected Move	10.8%	6.6%	16.5%	10.5%	12.7%
HV 20d	36.6%	26.6%	49.3%	49.1%	29.3%
HV 60d	34.2%	32.7%	35.5%	33.2%	34.9%
IV Rank	9.1%	0.0%	31.4%	4.8%	10.3%
IV Percentile	25.3%	0.0%	88.1%	10.3%	29.8%
Term Structure	-9.0%	-104.3%	25.7%	-12.1%	25.7%
VWIV	42.1%	39.9%	44.3%	39.9%	44.3%
Bid-Ask Spread %	83.72	22.60	115.32	104.94	98.50
Gamma HHI	0.62	0.50	0.81	0.50	0.56
Net GEX	476	249	1.5K	278	1.5K
Net DEX	-11.8K	-45.3K	-8.3K	-10.1K	-45.3K
Net VEX	-54	-82	-37	-37	-82
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.10	0.00	0.00
Total Volume	14.409	0	110	1	47
Total OI	173.273	146	361	152	220

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
2023-10-02	$5.59	$5.00	36.7%	10.5%	49.1%	4.8%	39.9%	0.0%	-12.1%	278	-10.1K	-37	0.00	104.94	N/A	N/A	1	0	142	10
2023-10-03	$5.55	$5.00	35.9%	10.3%	49.1%	4.4%	0.0%	0.0%	-11.9%	266	-9.4K	-39	0.00	107.77	N/A	N/A	0	0	141	10
2023-10-04	$5.62	$5.00	48.3%	13.8%	49.3%	10.8%	0.0%	0.0%	18.8%	255	-9.9K	-43	0.00	94.37	N/A	N/A	0	0	141	10
2023-10-05	$5.62	$7.50	71.6%	13.1%	49.1%	22.7%	0.0%	0.0%	-38.6%	417	-10.0K	-50	0.00	49.13	N/A	N/A	0	0	141	10
2023-10-06	$5.58	$7.50	59.1%	7.4%	49.1%	16.3%	0.0%	0.0%	7.8%	312	-9.1K	-41	0.00	101.88	N/A	N/A	0	0	141	10
2023-10-09	$5.56	$7.50	55.0%	6.6%	47.8%	14.2%	0.0%	0.0%	12.5%	290	-9.3K	-39	0.00	100.80	N/A	N/A	0	0	141	10
2023-10-10	$5.63	$7.50	88.7%	16.2%	45.3%	31.4%	0.0%	0.0%	-62.8%	365	-9.7K	-43	0.00	115.32	N/A	N/A	0	0	141	10
2023-10-11	$5.63	$7.50	26.5%	7.6%	26.6%	0.0%	0.0%	0.0%	7.2%	249	-10.1K	-39	0.00	99.12	N/A	N/A	0	0	141	10
2023-10-12	$5.56	$7.50	24.0%	6.9%	26.7%	0.0%	0.0%	0.0%	12.7%	286	-9.5K	-38	0.00	52.20	N/A	N/A	0	0	141	10
2023-10-13	$5.52	$7.50	38.3%	11.0%	26.8%	7.2%	0.0%	0.0%	5.8%	417	-10.4K	-45	0.00	93.51	N/A	N/A	0	0	141	10
2023-10-16	$5.86	$7.50	31.7%	9.1%	34.7%	3.9%	0.0%	0.0%	-2.9%	257	-11.3K	-37	0.00	61.15	N/A	N/A	0	0	141	10
2023-10-17	$5.93	$7.50	32.4%	9.3%	34.9%	4.2%	0.0%	0.0%	3.9%	273	-12.0K	-43	0.10	22.60	N/A	N/A	100	10	141	10
2023-10-18	$5.71	$7.50	37.3%	10.7%	36.9%	6.7%	0.0%	0.0%	-7.4%	739	-15.7K	-81	0.00	50.89	N/A	N/A	0	0	241	20
2023-10-19	$5.67	$7.50	41.3%	11.8%	36.6%	8.7%	0.0%	0.0%	22.3%	460	-11.6K	-48	0.00	102.49	N/A	N/A	0	80	241	40
2023-10-20	$5.54	$7.50	51.5%	14.8%	34.3%	13.8%	0.0%	0.0%	-36.3%	541	-11.7K	-60	0.00	91.21	N/A	N/A	5	0	241	120
2023-10-23	$5.52	$7.50	57.4%	16.5%	30.4%	16.8%	0.0%	0.0%	-52.1%	646	-9.9K	-79	0.00	79.76	N/A	N/A	0	0	142	4
2023-10-24	$5.56	$7.50	32.5%	9.3%	30.5%	4.3%	0.0%	0.0%	-5.5%	604	-9.5K	-74	0.00	83.57	N/A	N/A	0	0	142	4
2023-10-25	$5.54	$7.50	36.5%	10.5%	30.5%	6.3%	0.0%	0.0%	7.5%	619	-9.3K	-71	0.00	104.81	N/A	N/A	0	0	142	4
2023-10-26	$5.53	$7.50	29.0%	8.3%	29.6%	2.5%	0.0%	0.0%	23.9%	553	-8.5K	-66	0.00	92.67	N/A	N/A	0	0	142	4
2023-10-27	$5.54	$7.50	38.2%	11.0%	29.3%	7.1%	0.0%	0.0%	-12.1%	598	-8.9K	-71	0.00	59.98	N/A	N/A	0	0	142	4
2023-10-30	$5.54	$7.50	32.0%	9.2%	29.2%	4.0%	0.0%	0.0%	-104.3%	561	-8.3K	-63	0.00	75.08	N/A	N/A	74	0	142	4
2023-10-31	$5.49	$5.00	44.4%	12.7%	29.3%	10.3%	44.3%	0.0%	25.7%	1.5K	-45.3K	-82	0.00	98.50	N/A	N/A	47	0	216	4