CULP Options History — April 2024

In April 2024, CULP traded between $4.43 and $4.69. ATM implied volatility averaged 73.3%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 43.7% (HV 20d: 29.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 72.60.

Notable Days

2024-04-19: Highest Volume — 368 contracts
2024-04-22: Largest IV spike — 173.4% change
2024-04-05: Highest IV Rank — 45.8%
2024-04-22: Largest Expected Move — 28.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.54	$4.43	$4.69	$4.69	$4.57
Max Pain	$6.36	$5.00	$7.50	$5.00	$5.00
ATM IV	73.3%	36.7%	112.3%	71.6%	82.7%
Expected Move	18.5%	10.5%	28.7%	20.5%	23.7%
HV 20d	29.6%	22.5%	34.4%	34.1%	22.5%
HV 60d	26.8%	26.1%	27.6%	26.2%	27.2%
IV Rank	26.7%	8.7%	45.8%	25.8%	31.3%
IV Percentile	75.8%	27.8%	93.7%	82.1%	85.7%
Term Structure	-40.7%	-94.5%	31.5%	-39.8%	-94.5%
VWIV	43.7%	42.0%	46.1%	46.1%	42.0%
Bid-Ask Spread %	103.38	80.57	118.82	88.87	113.68
Gamma HHI	0.68	0.41	0.99	0.55	0.98
Net GEX	-734	-3.3K	202	-56	-2.4K
Net DEX	25.4K	-4.0K	93.5K	2.9K	77.2K
Net VEX	-57	-141	-16	-39	-112
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	72.60	72.60	72.60	72.60	72.60
Total Volume	25.636	0	368	0	0
Total OI	217.636	103	313	104	312

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
2024-04-01	$4.69	$5.00	71.6%	20.5%	34.1%	25.8%	0.0%	0.0%	-39.8%	-56	2.9K	-39	0.00	88.87	N/A	N/A	0	0	74	30
2024-04-02	$4.61	$5.00	79.6%	22.8%	34.2%	29.8%	46.1%	0.0%	-44.1%	-26	3.4K	-38	0.00	83.07	N/A	N/A	0	1	74	30
2024-04-03	$4.56	$5.00	85.1%	24.4%	34.3%	32.4%	0.0%	0.0%	-48.2%	-11	4.1K	-34	0.00	87.88	N/A	N/A	0	0	74	30
2024-04-04	$4.53	$7.50	91.2%	15.5%	34.4%	35.4%	0.0%	0.0%	-27.7%	6	4.1K	-35	0.00	113.57	N/A	N/A	0	1	74	30
2024-04-05	$4.47	$7.50	112.3%	16.8%	33.0%	45.8%	0.0%	0.0%	-29.3%	28	3.9K	-31	0.00	110.99	N/A	N/A	0	0	74	29
2024-04-08	$4.56	$7.50	98.3%	15.7%	33.0%	38.9%	0.0%	0.0%	-30.0%	-25	4.0K	-31	0.00	110.64	N/A	N/A	0	0	74	29
2024-04-09	$4.54	$7.50	111.7%	15.9%	32.7%	45.5%	0.0%	0.0%	-31.1%	7	4.0K	-29	0.00	110.64	N/A	N/A	0	0	74	29
2024-04-10	$4.51	$7.50	42.9%	12.3%	32.3%	11.8%	0.0%	0.0%	7.0%	0	4.6K	-27	0.00	94.85	N/A	N/A	0	93	74	29
2024-04-11	$4.43	$7.50	58.2%	16.7%	31.8%	19.3%	0.0%	0.0%	-34.8%	172	-3.1K	-22	0.00	106.67	N/A	N/A	0	100	74	94
2024-04-12	$4.47	$7.50	64.3%	18.4%	32.0%	22.3%	0.0%	0.0%	-35.1%	131	-2.9K	-24	0.00	112.84	N/A	N/A	0	0	74	194
2024-04-15	$4.59	$7.50	58.1%	16.6%	27.2%	19.2%	0.0%	0.0%	-35.7%	202	-4.0K	-22	0.00	111.42	N/A	N/A	0	0	74	194
2024-04-16	$4.47	$7.50	60.5%	17.3%	28.2%	20.4%	0.0%	0.0%	-39.4%	157	-3.0K	-19	0.00	101.68	N/A	N/A	0	0	74	194
2024-04-17	$4.49	$7.50	61.7%	17.7%	28.2%	21.0%	0.0%	0.0%	-40.2%	158	-2.6K	-16	0.00	110.79	N/A	N/A	0	0	74	194
2024-04-18	$4.48	$7.50	62.6%	18.0%	28.2%	21.4%	0.0%	0.0%	31.5%	161	-2.5K	-16	0.00	107.93	N/A	N/A	0	0	74	194
2024-04-19	$4.55	$7.50	36.7%	10.5%	28.6%	8.7%	42.9%	0.0%	6.9%	170	-3.2K	-19	72.60	118.82	N/A	N/A	5	363	74	194
2024-04-22	$4.48	$5.00	100.3%	28.7%	28.7%	39.9%	0.0%	0.0%	-59.0%	-1.7K	69.9K	-141	0.00	110.20	N/A	N/A	0	0	46	267
2024-04-23	$4.57	$5.00	42.8%	12.3%	28.9%	11.7%	42.0%	0.0%	-19.9%	-3.3K	93.5K	-109	0.00	103.10	N/A	N/A	0	1	44	267
2024-04-24	$4.58	$5.00	71.2%	20.4%	29.0%	25.6%	0.0%	0.0%	-79.0%	-2.4K	76.7K	-128	0.00	80.57	N/A	N/A	0	0	44	268
2024-04-25	$4.57	$5.00	72.7%	20.9%	23.6%	26.4%	0.0%	0.0%	-81.4%	-2.4K	77.8K	-129	0.00	100.26	N/A	N/A	0	0	44	268
2024-04-26	$4.58	$5.00	71.5%	20.5%	23.5%	25.8%	0.0%	0.0%	-83.2%	-2.5K	78.4K	-122	0.00	97.42	N/A	N/A	0	0	44	268
2024-04-29	$4.63	$5.00	77.5%	22.2%	22.8%	28.7%	0.0%	0.0%	-89.0%	-2.5K	75.7K	-121	0.00	98.45	N/A	N/A	0	0	44	268
2024-04-30	$4.57	$5.00	82.7%	23.7%	22.5%	31.3%	0.0%	0.0%	-94.5%	-2.4K	77.2K	-112	0.00	113.68	N/A	N/A	0	0	44	268