CULP Options History — March 2024

In March 2024, CULP traded between $4.47 and $4.97. ATM implied volatility averaged 76.3%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 48.2% (HV 20d: 28.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 7.50.

Notable Days

2024-03-15: Highest Volume — 31 contracts
2024-03-19: Largest IV spike — 99.4% change
2024-03-12: Highest IV Rank — 69.5%
2024-03-01: Largest Expected Move — 36.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.71	$4.47	$4.97	$4.83	$4.79
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	76.3%	31.9%	160.7%	128.2%	62.3%
Expected Move	15.2%	9.0%	36.8%	36.8%	17.9%
HV 20d	28.1%	24.6%	34.7%	25.1%	33.6%
HV 60d	24.3%	22.0%	29.1%	29.1%	26.0%
IV Rank	28.2%	6.4%	69.5%	53.6%	21.3%
IV Percentile	73.8%	15.5%	98.4%	97.6%	73.0%
Term Structure	11.9%	-69.8%	440.5%	-69.8%	-30.4%
VWIV	65.3%	38.7%	92.0%	38.7%	92.0%
Bid-Ask Spread %	95.34	79.05	116.32	116.32	104.13
Gamma HHI	0.75	0.50	0.97	0.92	0.52
Net GEX	1.5K	-138	6.7K	1.6K	-59
Net DEX	-20.3K	-57.1K	7.7K	-50.9K	584
Net VEX	-71	-131	-33	-131	-50
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.50	0.00	30.00	0.00	0.00
Total Volume	2.55	0	31	0	0
Total OI	224.1	98	332	313	104

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
2024-03-01	$4.83	$5.00	128.2%	36.8%	25.1%	53.6%	0.0%	0.0%	-69.8%	1.6K	-50.9K	-131	0.00	116.32	N/A	N/A	0	0	280	33
2024-03-04	$4.75	$5.00	95.8%	10.4%	25.0%	37.7%	0.0%	0.0%	-3.1%	2.3K	-39.9K	-111	0.00	91.88	N/A	N/A	0	0	280	33
2024-03-05	$4.73	$5.00	92.2%	9.0%	25.0%	35.9%	0.0%	0.0%	5.7%	2.5K	-37.3K	-115	0.00	90.50	N/A	N/A	0	0	289	33
2024-03-06	$4.71	$5.00	76.0%	10.5%	24.6%	28.0%	0.0%	0.0%	-2.9%	3.1K	-29.4K	-99	0.00	87.81	N/A	N/A	0	0	289	33
2024-03-07	$4.83	$5.00	99.0%	9.0%	25.9%	39.2%	0.0%	0.0%	-2.7%	2.7K	-43.9K	-105	0.00	80.44	N/A	N/A	0	0	289	33
2024-03-08	$4.93	$5.00	96.2%	15.8%	25.7%	37.9%	0.0%	0.0%	-10.5%	3.2K	-51.1K	-105	0.00	103.97	N/A	N/A	14	0	289	33
2024-03-11	$4.97	$5.00	124.6%	14.9%	25.6%	51.8%	0.0%	0.0%	-10.6%	6.7K	-57.1K	-105	0.00	102.75	N/A	N/A	0	0	299	33
2024-03-12	$4.88	$5.00	160.7%	10.5%	25.5%	69.5%	0.0%	0.0%	-3.4%	2.9K	-50.6K	-92	0.00	110.45	N/A	N/A	0	0	299	33
2024-03-13	$4.76	$5.00	44.3%	12.7%	24.9%	12.5%	0.0%	0.0%	-17.5%	2.7K	-43.2K	-80	0.00	100.16	N/A	N/A	0	0	299	33
2024-03-14	$4.72	$5.00	41.3%	11.8%	24.9%	11.0%	0.0%	0.0%	440.5%	1.8K	-45.3K	-74	0.00	102.70	N/A	N/A	0	0	299	32
2024-03-15	$4.47	$5.00	39.1%	11.2%	29.1%	9.9%	38.7%	0.0%	57.9%	-138	7.7K	-37	30.00	101.51	N/A	N/A	1	30	299	32
2024-03-18	$4.55	$5.00	31.9%	9.1%	30.0%	6.4%	0.0%	0.0%	28.3%	-119	7.6K	-33	0.00	79.05	N/A	N/A	0	0	68	30
2024-03-19	$4.53	$5.00	63.6%	18.2%	30.0%	21.9%	0.0%	0.0%	-24.6%	1	3.4K	-48	0.00	83.49	N/A	N/A	0	0	68	30
2024-03-20	$4.53	$5.00	40.3%	11.6%	29.9%	10.5%	0.0%	0.0%	23.2%	-101	6.4K	-38	0.00	105.64	N/A	N/A	0	0	68	30
2024-03-21	$4.49	$5.00	68.1%	19.5%	29.9%	24.1%	0.0%	0.0%	-27.0%	-7	4.6K	-38	0.00	101.00	N/A	N/A	5	0	68	30
2024-03-22	$4.55	$5.00	61.7%	17.7%	30.6%	21.0%	0.0%	0.0%	-27.2%	-29	4.8K	-38	0.00	79.21	N/A	N/A	0	0	73	30
2024-03-25	$4.63	$5.00	65.8%	18.9%	31.4%	23.0%	92.0%	0.0%	-29.3%	-5	3.1K	-43	0.00	81.41	N/A	N/A	1	0	73	30
2024-03-26	$4.63	$5.00	64.4%	18.5%	31.3%	22.3%	0.0%	0.0%	-30.6%	-23	3.5K	-40	0.00	82.75	N/A	N/A	0	0	74	30
2024-03-27	$4.84	$5.00	71.2%	20.4%	34.7%	25.6%	0.0%	0.0%	-28.1%	19	284	-46	0.00	101.54	N/A	N/A	0	0	74	30
2024-03-28	$4.79	$5.00	62.3%	17.9%	33.6%	21.3%	0.0%	0.0%	-30.4%	-59	584	-50	0.00	104.13	N/A	N/A	0	0	74	30