CULP Options History — May 2024

In May 2024, CULP traded between $4.37 and $4.58. ATM implied volatility averaged 85.7%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 66.9% (HV 20d: 18.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.67.

Notable Days

2024-05-17: Highest Volume — 29 contracts
2024-05-15: Largest IV drop — 85.9% change
2024-05-14: Highest IV Rank — 100.0%
2024-05-03: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.43	$4.37	$4.58	$4.53	$4.44
Max Pain	$4.61	$2.50	$5.00	$5.00	$5.00
ATM IV	85.7%	31.7%	225.7%	84.9%	49.7%
Expected Move	13.1%	7.9%	24.8%	24.3%	14.2%
HV 20d	18.8%	15.1%	22.8%	22.3%	15.9%
HV 60d	25.9%	24.8%	27.3%	27.2%	25.1%
IV Rank	32.6%	6.2%	100.0%	32.3%	14.9%
IV Percentile	64.6%	12.7%	100.0%	86.1%	52.8%
Term Structure	8.5%	-108.6%	55.4%	-99.6%	55.4%
VWIV	62.8%	24.2%	110.4%	24.2%	110.4%
Bid-Ask Spread %	127.97	119.24	138.53	119.45	129.07
Gamma HHI	0.84	0.60	0.98	0.97	0.60
Net GEX	-645	-2.4K	195	-2.3K	180
Net DEX	54.1K	-3.4K	116.1K	79.6K	-3.4K
Net VEX	-41	-109	-7	-109	-17
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	1.00	1.00	1.00
Total Volume	1.591	0	29	0	0
Total OI	202.409	42	312	312	45

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
2024-05-01	$4.53	$5.00	84.9%	24.3%	22.3%	32.3%	0.0%	0.0%	-99.6%	-2.3K	79.6K	-109	0.00	119.45	N/A	N/A	0	0	44	268
2024-05-02	$4.58	$5.00	84.5%	24.2%	22.6%	32.1%	0.0%	0.0%	-101.1%	-2.4K	77.5K	-107	0.00	122.70	N/A	N/A	0	0	44	268
2024-05-03	$4.51	$5.00	86.4%	24.8%	22.7%	33.1%	0.0%	0.0%	-108.6%	-2.3K	81.3K	-97	0.00	119.24	N/A	N/A	0	0	44	268
2024-05-06	$4.46	$0.00	109.9%	7.9%	21.9%	44.6%	0.0%	0.0%	32.4%	-2.1K	80.7K	-85	0.00	125.93	N/A	N/A	0	0	44	268
2024-05-07	$4.46	$0.00	110.6%	8.0%	21.8%	44.9%	0.0%	0.0%	32.5%	-2.1K	82.0K	-82	0.00	125.24	N/A	N/A	0	0	44	268
2024-05-08	$4.37	$0.00	176.0%	15.5%	22.8%	77.0%	24.2%	0.0%	37.9%	-1.5K	73.9K	-81	1.00	125.06	N/A	N/A	1	1	44	268
2024-05-09	$4.42	$5.00	133.2%	7.9%	22.4%	56.0%	0.0%	0.0%	37.7%	-1.9K	79.8K	-75	0.00	128.85	N/A	N/A	0	0	45	267
2024-05-10	$4.42	$5.00	158.3%	8.0%	22.2%	68.3%	0.0%	0.0%	37.9%	-1.8K	77.5K	-74	0.00	124.22	N/A	N/A	0	0	45	267
2024-05-13	$4.41	$5.00	202.1%	8.8%	19.7%	89.7%	0.0%	0.0%	14.3%	154	116.0K	-10	0.00	125.88	N/A	N/A	0	0	45	267
2024-05-14	$4.44	$5.00	225.7%	10.5%	17.7%	100.0%	0.0%	0.0%	38.4%	155	115.9K	-15	0.00	134.71	N/A	N/A	0	0	45	267
2024-05-15	$4.39	$5.00	31.7%	9.1%	18.0%	6.2%	0.0%	0.0%	11.7%	150	115.8K	-9	0.00	125.06	N/A	N/A	0	0	45	267
2024-05-16	$4.44	$5.00	35.6%	10.2%	18.5%	8.1%	0.0%	0.0%	23.6%	152	116.1K	-13	0.00	137.98	N/A	N/A	0	0	45	267
2024-05-17	$4.43	$5.00	35.9%	10.3%	17.5%	8.3%	40.9%	0.0%	23.6%	158	115.8K	-13	0.00	138.53	N/A	N/A	29	0	45	267
2024-05-20	$4.40	$2.50	39.8%	11.4%	16.9%	10.1%	0.0%	0.0%	-3.4%	178	-1.7K	-7	0.00	126.34	N/A	N/A	0	0	42	0
2024-05-21	$4.37	$2.50	45.2%	13.0%	15.1%	12.8%	97.7%	0.0%	23.0%	175	-3.0K	-13	0.00	130.12	N/A	N/A	0	1	42	0
2024-05-22	$4.38	$2.50	43.4%	12.4%	15.1%	11.9%	40.6%	0.0%	22.9%	184	-2.4K	-13	1.00	130.64	N/A	N/A	1	1	42	1
2024-05-23	$4.43	$5.00	42.2%	12.1%	15.8%	11.3%	0.0%	0.0%	22.8%	195	-2.7K	-17	0.00	134.54	N/A	N/A	0	0	43	2
2024-05-24	$4.39	$5.00	45.1%	12.9%	16.0%	12.7%	0.0%	0.0%	22.5%	163	-2.1K	-13	0.00	128.32	N/A	N/A	0	0	43	2
2024-05-28	$4.43	$5.00	49.3%	14.1%	15.8%	14.7%	0.0%	0.0%	21.5%	188	-2.7K	-15	0.00	126.92	N/A	N/A	0	0	43	2
2024-05-29	$4.39	$5.00	46.5%	13.3%	15.5%	13.4%	0.0%	0.0%	20.9%	167	-2.1K	-13	0.00	128.96	N/A	N/A	0	0	43	2
2024-05-30	$4.46	$5.00	48.9%	14.0%	16.5%	14.6%	110.4%	0.0%	20.9%	190	-2.6K	-15	0.00	127.58	N/A	N/A	0	1	43	2
2024-05-31	$4.44	$5.00	49.7%	14.2%	15.9%	14.9%	0.0%	0.0%	55.4%	180	-3.4K	-17	0.00	129.07	N/A	N/A	0	0	43	2