CULP Options History — June 2024

In June 2024, CULP traded between $4.27 and $4.50. ATM implied volatility averaged 67.2%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 50.0% (HV 20d: 17.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 3.08.

Notable Days

2024-06-11: Highest Volume — 340 contracts
2024-06-21: Largest IV spike — 105.7% change
2024-06-11: Highest IV Rank — 51.9%
2024-06-05: Largest Expected Move — 27.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.36	$4.27	$4.50	$4.43	$4.50
Max Pain	$4.21	$2.50	$5.00	$5.00	$2.50
ATM IV	67.2%	33.1%	126.3%	79.2%	34.8%
Expected Move	16.2%	9.5%	27.8%	22.7%	10.0%
HV 20d	17.2%	13.3%	21.4%	15.1%	21.4%
HV 60d	21.7%	19.2%	24.5%	24.5%	19.9%
IV Rank	23.4%	6.9%	51.9%	29.2%	7.7%
IV Percentile	61.1%	17.1%	95.6%	81.3%	21.4%
Term Structure	-21.7%	-61.8%	29.5%	3.0%	-6.6%
VWIV	59.1%	34.8%	107.9%	37.3%	34.8%
Bid-Ask Spread %	108.26	59.05	131.20	126.80	59.05
Gamma HHI	0.75	0.38	1.00	0.62	0.87
Net GEX	153	-206	480	174	480
Net DEX	-11.3K	-69.6K	4.0K	-3.4K	-68.3K
Net VEX	-19	-42	-4	-16	-30
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.08	0.00	10.00	0.00	0.73
Total Volume	55.105	0	340	0	19
Total OI	359.053	45	904	45	300

Daily Data (19 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
2024-06-03	$4.43	$5.00	79.2%	22.7%	15.1%	29.2%	0.0%	0.0%	3.0%	174	-3.4K	-16	0.00	126.80	N/A	N/A	0	0	43	2
2024-06-04	$4.36	$5.00	90.6%	26.0%	15.6%	34.7%	0.0%	0.0%	-50.7%	155	-2.2K	-11	0.00	128.73	N/A	N/A	0	0	43	2
2024-06-05	$4.35	$5.00	97.1%	27.8%	15.6%	37.8%	0.0%	0.0%	-54.1%	178	-2.6K	-14	0.00	131.20	N/A	N/A	0	0	43	2
2024-06-06	$4.35	$5.00	100.2%	16.4%	13.9%	39.3%	0.0%	0.0%	-36.4%	156	-2.2K	-11	0.00	119.74	N/A	N/A	0	0	43	2
2024-06-07	$4.32	$5.00	107.3%	17.8%	13.3%	42.8%	0.0%	0.0%	-37.8%	156	-2.4K	-12	0.00	120.16	N/A	N/A	0	0	43	2
2024-06-10	$4.38	$5.00	117.5%	18.0%	14.4%	47.7%	0.0%	0.0%	-39.2%	151	-2.5K	-11	0.00	119.57	N/A	N/A	4	0	43	2
2024-06-11	$4.29	$5.00	126.3%	18.7%	16.1%	51.9%	0.0%	0.0%	-61.8%	169	-2.8K	-15	0.00	118.67	N/A	N/A	0	340	47	2
2024-06-12	$4.33	$5.00	45.6%	13.1%	16.3%	12.9%	0.0%	0.0%	29.5%	-206	4.0K	-33	0.00	119.39	N/A	N/A	0	330	47	371
2024-06-13	$4.30	$5.00	40.9%	11.7%	16.0%	10.7%	0.0%	0.0%	-9.2%	132	1.2K	-10	7.73	120.94	N/A	N/A	11	85	47	701
2024-06-14	$4.27	$5.00	43.6%	12.5%	15.4%	12.0%	0.0%	0.0%	-17.7%	122	1.3K	-10	0.00	119.02	N/A	N/A	0	10	58	786
2024-06-17	$4.36	$5.00	41.7%	12.0%	17.4%	11.1%	0.0%	0.0%	-15.3%	150	1.1K	-11	0.00	119.09	N/A	N/A	0	0	58	796
2024-06-18	$4.42	$5.00	38.0%	10.9%	18.0%	9.3%	0.0%	0.0%	-4.5%	168	980	-11	0.00	105.32	N/A	N/A	0	0	58	796
2024-06-20	$4.34	$5.00	40.6%	11.6%	19.0%	10.5%	37.3%	0.0%	0.0%	103	2.1K	-4	10.00	106.00	N/A	N/A	5	50	58	796
2024-06-21	$4.30	$2.50	83.4%	23.9%	19.2%	31.2%	0.0%	0.0%	-3.7%	119	402	-42	0.00	105.52	N/A	N/A	0	1	58	846
2024-06-24	$4.39	$2.50	56.3%	16.1%	20.3%	18.1%	0.0%	0.0%	-28.9%	118	-1.2K	-28	0.00	104.41	N/A	N/A	0	0	48	50
2024-06-25	$4.40	$2.50	33.1%	9.5%	20.0%	6.9%	107.9%	0.0%	-10.7%	64	-441	-25	0.00	84.60	N/A	N/A	150	0	48	50
2024-06-26	$4.42	$2.50	46.6%	13.4%	19.8%	13.4%	56.5%	0.0%	-14.9%	144	-67.3K	-30	0.05	87.47	N/A	N/A	40	2	197	50
2024-06-27	$4.38	$2.50	54.2%	15.5%	19.8%	17.1%	0.0%	0.0%	-31.3%	374	-69.6K	-34	0.00	61.30	N/A	N/A	0	0	232	52
2024-06-28	$4.50	$2.50	34.8%	10.0%	21.4%	7.7%	34.8%	0.0%	-6.6%	480	-68.3K	-30	0.73	59.05	N/A	N/A	11	8	240	60