CULP Options History — July 2024

In July 2024, CULP traded between $4.38 and $5.38. ATM implied volatility averaged 38.5%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 0.3% (HV 20d: 38.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.01.

Notable Days

2024-07-19: Highest Volume — 37 contracts
2024-07-02: Largest IV spike — 186.0% change
2024-07-02: Highest IV Rank — 43.0%
2024-07-02: Largest Expected Move — 30.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.01	$4.38	$5.38	$4.39	$5.08
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	38.5%	25.8%	107.7%	37.7%	44.4%
Expected Move	10.3%	7.0%	30.9%	10.8%	12.7%
HV 20d	38.7%	23.1%	43.0%	23.1%	40.8%
HV 60d	27.2%	20.3%	28.9%	20.5%	28.6%
IV Rank	9.5%	3.4%	43.0%	9.1%	12.3%
IV Percentile	28.5%	4.8%	91.3%	30.6%	51.2%
Term Structure	29.5%	-129.2%	382.2%	-14.5%	-6.2%
VWIV	93.5%	24.6%	148.3%	148.3%	126.3%
Bid-Ask Spread %	121.36	84.11	146.00	84.11	129.05
Gamma HHI	0.75	0.47	0.96	0.76	0.54
Net GEX	279	-238	858	226	-130
Net DEX	-51.3K	-96.5K	3.3K	-65.2K	1.6K
Net VEX	-49	-86	-10	-23	-80
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.00	6.67	0.00	0.00
Total Volume	6.909	0	37	0	0
Total OI	223.818	110	308	291	121

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
2024-07-01	$4.39	$2.50	37.7%	10.8%	23.1%	9.1%	0.0%	0.0%	-14.5%	226	-65.2K	-23	0.00	84.11	N/A	N/A	0	0	232	59
2024-07-02	$4.38	$2.50	107.7%	30.9%	23.1%	43.0%	148.3%	0.0%	-129.2%	534	-67.8K	-52	0.00	110.01	N/A	N/A	2	0	232	59
2024-07-03	$4.72	$2.50	27.5%	7.9%	34.7%	4.2%	141.7%	0.0%	-6.5%	842	-74.7K	-39	0.00	95.81	N/A	N/A	0	25	234	59
2024-07-05	$4.55	$2.50	40.1%	7.4%	37.5%	10.3%	24.6%	0.0%	-1.7%	475	-63.6K	-33	3.00	129.60	N/A	N/A	5	15	234	74
2024-07-08	$4.75	$2.50	38.0%	7.0%	40.2%	9.3%	0.0%	0.0%	2.7%	753	-76.3K	-36	0.00	126.08	N/A	N/A	0	0	229	59
2024-07-09	$4.88	$2.50	53.2%	7.3%	40.7%	16.6%	0.0%	0.0%	2.3%	793	-82.5K	-41	0.00	146.00	N/A	N/A	0	0	229	59
2024-07-10	$5.02	$2.50	30.4%	8.7%	41.4%	5.6%	0.0%	0.0%	-11.2%	692	-88.6K	-34	0.00	126.43	N/A	N/A	1	0	229	59
2024-07-11	$5.08	$2.50	30.9%	8.9%	40.1%	5.9%	0.0%	0.0%	-2.6%	785	-91.0K	-37	0.00	105.72	N/A	N/A	4	0	229	59
2024-07-12	$5.06	$2.50	28.0%	8.0%	40.4%	4.4%	0.0%	0.0%	12.3%	835	-89.6K	-36	0.00	126.38	N/A	N/A	1	0	228	59
2024-07-15	$5.21	$2.50	25.8%	7.4%	40.6%	3.4%	26.6%	0.0%	11.2%	858	-96.5K	-29	0.00	135.97	N/A	N/A	26	0	227	59
2024-07-16	$5.23	$2.50	26.0%	7.5%	40.2%	3.5%	0.0%	0.0%	2.8%	257	-86.9K	-10	0.00	108.17	N/A	N/A	0	0	202	59
2024-07-17	$5.27	$2.50	25.8%	7.4%	40.0%	3.4%	0.0%	0.0%	12.9%	227	-89.0K	-11	0.00	103.46	N/A	N/A	0	0	202	59
2024-07-18	$5.25	$2.50	26.6%	7.6%	40.3%	3.7%	0.0%	0.0%	382.2%	245	-87.7K	-11	6.67	109.70	N/A	N/A	3	20	202	59
2024-07-19	$5.25	$2.50	31.7%	9.1%	39.2%	6.2%	0.0%	0.0%	380.2%	-119	-86.4K	-37	1.47	132.93	N/A	N/A	15	22	202	79
2024-07-22	$5.38	$2.50	41.3%	11.8%	38.9%	10.9%	0.0%	0.0%	1.1%	-222	3.2K	-78	0.00	132.38	N/A	N/A	1	0	18	92
2024-07-23	$5.30	$2.50	38.6%	11.1%	39.8%	9.5%	126.3%	0.0%	2.8%	-238	3.3K	-74	0.00	112.62	N/A	N/A	11	0	19	92
2024-07-24	$5.14	$2.50	38.9%	11.2%	42.2%	9.7%	0.0%	0.0%	-9.7%	-113	1.1K	-84	0.00	132.25	N/A	N/A	0	0	30	92
2024-07-25	$5.14	$2.50	34.7%	9.9%	42.3%	7.7%	0.0%	0.0%	26.6%	-159	1.4K	-86	0.00	132.29	N/A	N/A	0	0	30	92
2024-07-26	$5.04	$2.50	33.7%	9.7%	43.0%	7.2%	0.0%	0.0%	-2.9%	-101	2.2K	-85	0.00	132.79	N/A	N/A	0	0	30	92
2024-07-29	$5.09	$2.50	38.9%	11.2%	42.3%	9.7%	0.0%	0.0%	1.2%	-145	2.5K	-75	0.00	129.16	N/A	N/A	0	0	30	92
2024-07-30	$5.08	$2.50	45.9%	13.2%	40.9%	13.1%	0.0%	0.0%	-5.2%	-155	2.5K	-77	0.00	129.05	N/A	N/A	1	0	30	92
2024-07-31	$5.08	$2.50	44.4%	12.7%	40.8%	12.3%	0.0%	0.0%	-6.2%	-130	1.6K	-80	0.00	129.05	N/A	N/A	0	0	29	92