CULP Options History — February 2024

In February 2024, CULP traded between $4.89 and $5.13. ATM implied volatility averaged 46.3%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 24.8% (HV 20d: 21.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2024-02-27: Highest Volume — 134 contracts
2024-02-27: Largest IV spike — 182.6% change
2024-02-29: Highest IV Rank — 36.9%
2024-02-29: Largest Expected Move — 27.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.97	$4.89	$5.13	$5.00	$4.89
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	46.3%	27.2%	94.3%	59.2%	94.3%
Expected Move	12.9%	7.8%	27.0%	10.5%	27.0%
HV 20d	21.5%	16.8%	25.0%	16.8%	25.0%
HV 60d	28.8%	28.2%	29.4%	28.7%	29.0%
IV Rank	13.4%	4.1%	36.9%	19.8%	36.9%
IV Percentile	42.0%	7.1%	92.5%	69.0%	92.5%
Term Structure	-10.1%	-109.9%	16.5%	-4.6%	-60.0%
VWIV	53.9%	29.0%	145.4%	38.3%	46.0%
Bid-Ask Spread %	104.62	82.80	134.14	100.23	122.11
Gamma HHI	0.72	0.57	0.95	0.68	0.95
Net GEX	45	-312	2.2K	-285	2.1K
Net DEX	-3.7K	-64.5K	5.9K	3.9K	-51.8K
Net VEX	-63	-141	-41	-61	-133
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.02	0.00	0.00
Total Volume	12.85	0	134	0	0
Total OI	109.1	78	316	84	313

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
2024-02-01	$5.00	$5.00	59.2%	10.5%	16.8%	19.8%	0.0%	0.0%	-4.6%	-285	3.9K	-61	0.00	100.23	N/A	N/A	0	0	47	37
2024-02-02	$4.91	$5.00	38.3%	10.6%	17.2%	9.5%	0.0%	0.0%	-3.9%	-290	4.8K	-63	0.00	103.14	N/A	N/A	0	0	47	37
2024-02-05	$4.92	$5.00	36.5%	10.3%	17.0%	8.6%	0.0%	0.0%	-1.7%	-283	5.1K	-61	0.00	103.29	N/A	N/A	0	0	47	37
2024-02-06	$4.97	$5.00	40.7%	10.5%	17.4%	10.7%	0.0%	0.0%	-1.3%	-278	4.6K	-59	0.00	101.97	N/A	N/A	0	1	47	37
2024-02-07	$4.89	$5.00	38.3%	11.0%	17.7%	9.5%	38.3%	0.0%	-4.1%	-301	5.9K	-58	0.00	107.98	N/A	N/A	0	7	47	38
2024-02-08	$5.00	$0.00	34.0%	9.7%	20.2%	7.4%	0.0%	0.0%	-1.2%	-207	2.8K	-53	0.00	98.81	N/A	N/A	0	0	47	31
2024-02-09	$5.05	$0.00	36.1%	10.4%	20.9%	8.5%	0.0%	0.0%	4.4%	-125	1.5K	-55	0.00	82.80	N/A	N/A	0	0	47	31
2024-02-12	$5.13	$0.00	36.9%	10.6%	22.1%	8.8%	0.0%	0.0%	-3.9%	-199	1.4K	-56	0.00	97.12	N/A	N/A	0	0	47	31
2024-02-13	$4.98	$0.00	52.3%	15.0%	23.9%	16.4%	57.3%	0.0%	-10.0%	-168	2.9K	-54	0.00	108.82	N/A	N/A	0	1	47	31
2024-02-14	$4.94	$5.00	32.0%	9.2%	21.6%	6.4%	0.0%	0.0%	9.3%	-193	3.4K	-52	0.00	112.56	N/A	N/A	0	0	47	32
2024-02-15	$5.06	$5.00	58.3%	16.7%	23.6%	19.3%	0.0%	0.0%	-25.9%	-267	3.4K	-46	0.00	134.14	N/A	N/A	0	0	47	32
2024-02-16	$4.97	$5.00	39.6%	11.4%	24.0%	10.2%	0.0%	0.0%	-2.1%	-248	5.2K	-43	0.00	116.47	N/A	N/A	0	0	47	32
2024-02-20	$4.95	$5.00	38.0%	10.9%	23.8%	9.4%	0.0%	0.0%	-5.3%	-255	3.3K	-54	0.00	92.74	N/A	N/A	0	0	47	32
2024-02-21	$4.96	$5.00	39.9%	11.4%	23.0%	10.3%	0.0%	0.0%	-3.4%	-236	3.9K	-47	0.00	90.84	N/A	N/A	0	0	47	32
2024-02-22	$4.96	$5.00	27.2%	7.8%	22.7%	4.1%	29.0%	0.0%	4.6%	-300	4.5K	-41	0.00	104.21	N/A	N/A	1	0	47	32
2024-02-23	$4.96	$5.00	30.0%	8.6%	22.7%	5.5%	31.2%	0.0%	-0.6%	-312	4.3K	-43	0.00	99.51	N/A	N/A	3	0	48	32
2024-02-26	$4.98	$5.00	32.6%	9.3%	22.8%	6.7%	30.4%	0.0%	1.1%	-250	3.4K	-43	0.00	100.76	N/A	N/A	102	0	50	32
2024-02-27	$4.92	$5.00	92.0%	26.4%	23.1%	35.8%	145.4%	0.0%	-109.9%	757	-21.2K	-87	0.02	113.11	N/A	N/A	131	3	152	32
2024-02-28	$5.02	$5.00	69.9%	20.0%	24.2%	25.0%	46.0%	0.0%	16.5%	2.2K	-64.5K	-141	0.00	101.87	N/A	N/A	8	0	283	33
2024-02-29	$4.89	$5.00	94.3%	27.0%	25.0%	36.9%	0.0%	0.0%	-60.0%	2.1K	-51.8K	-133	0.00	122.11	N/A	N/A	0	0	280	33