CULP Options History — August 2024 In August 2024, CULP traded between $4.53 and $5.04. ATM implied volatility averaged 74.7%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 41.2% (HV 20d: 33.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-26 : Highest Volume — 200 contracts2024-08-05 : Largest IV spike — 366.0% change2024-08-13 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.82 $4.53 $5.04 $5.03 $5.02 Max Pain $4.77 $2.50 $5.00 $2.50 $5.00 ATM IV 74.7% 34.2% 263.7% 40.0% 41.7% Expected Move 13.8% 9.8% 35.6% 11.5% 12.0% HV 20d 33.5% 29.5% 35.5% 32.5% 35.1% HV 60d 32.5% 28.6% 33.9% 28.6% 33.7% IV Rank 25.2% 6.3% 100.0% 10.2% 9.4% IV Percentile 57.8% 23.0% 100.0% 39.7% 46.8% Term Structure -7.1% -62.4% 65.2% -18.6% -16.2% VWIV 95.8% 29.5% 162.1% 162.1% 29.5% Bid-Ask Spread % 119.70 90.04 144.09 134.96 107.93 Gamma HHI 0.68 0.35 0.98 0.74 0.98 Net GEX 453 -282 3.0K -109 3.0K Net DEX -11.1K -76.3K 7.9K 3.5K -74.7K Net VEX -149 -435 -69 -73 -428 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 12.318 0 200 0 0 Total OI 179.818 121 385 121 385
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 2024-08-01 $5.03 $2.50 40.0% 11.5% 32.5% 10.2% 0.0% 0.0% -18.6% -109 3.5K -73 0.00 134.96 N/A N/A 0 0 29 92 2024-08-02 $4.97 $2.50 44.9% 12.9% 29.5% 12.6% 0.0% 0.0% -15.4% -130 3.2K -79 0.00 136.32 N/A N/A 0 1 29 92 2024-08-05 $4.68 $5.00 209.3% 32.1% 34.0% 92.1% 162.1% 0.0% 65.2% -255 5.3K -79 0.00 144.09 N/A N/A 0 1 29 93 2024-08-06 $4.64 $5.00 100.1% 35.6% 32.5% 39.3% 0.0% 0.0% -62.4% -282 6.6K -72 0.00 130.11 N/A N/A 0 0 29 94 2024-08-07 $4.53 $5.00 108.3% 10.1% 31.2% 43.2% 29.5% 0.0% -9.4% -161 7.9K -79 0.00 98.50 N/A N/A 0 1 29 94 2024-08-08 $4.65 $5.00 75.2% 9.9% 32.6% 27.2% 0.0% 0.0% -3.5% -97 6.8K -85 0.00 102.44 N/A N/A 0 0 29 93 2024-08-09 $4.61 $5.00 84.5% 11.2% 32.6% 31.8% 0.0% 0.0% -0.0% -156 7.3K -74 0.00 123.74 N/A N/A 0 0 29 93 2024-08-12 $4.66 $5.00 183.3% 11.6% 30.7% 79.5% 0.0% 0.0% 1.2% -206 7.2K -69 0.00 126.11 N/A N/A 8 0 29 93 2024-08-13 $4.67 $5.00 263.7% 15.4% 30.6% 100.0% 0.0% 0.0% -3.6% -111 5.4K -81 0.00 127.32 N/A N/A 0 0 37 93 2024-08-14 $4.73 $5.00 46.0% 13.2% 31.0% 11.1% 0.0% 0.0% -4.5% -118 4.8K -77 0.00 122.50 N/A N/A 0 0 37 93 2024-08-15 $4.89 $5.00 34.2% 9.8% 33.9% 6.3% 0.0% 0.0% -3.9% -23 2.5K -78 0.00 120.51 N/A N/A 0 0 37 93 2024-08-16 $4.75 $5.00 39.7% 11.4% 35.0% 8.5% 0.0% 0.0% -3.8% -137 5.1K -74 0.00 101.92 N/A N/A 10 0 37 93 2024-08-19 $4.88 $5.00 36.3% 10.4% 35.3% 7.1% 0.0% 0.0% 4.7% 28 2.0K -94 0.00 121.36 N/A N/A 0 0 42 93 2024-08-20 $4.81 $5.00 34.6% 9.9% 35.3% 6.4% 0.0% 0.0% -7.7% 88 3.8K -99 0.00 117.99 N/A N/A 5 0 42 93 2024-08-21 $4.88 $5.00 35.3% 10.1% 34.5% 6.7% 0.0% 0.0% -8.5% 138 857 -99 0.00 119.69 N/A N/A 0 0 47 93 2024-08-22 $4.81 $5.00 45.0% 12.9% 34.8% 10.7% 0.0% 0.0% -24.2% 110 3.1K -94 0.00 126.69 N/A N/A 45 0 47 93 2024-08-23 $4.85 $5.00 43.5% 12.5% 34.5% 10.1% 0.0% 0.0% -17.7% 689 -8.7K -128 0.00 124.35 N/A N/A 0 0 92 93 2024-08-26 $4.96 $5.00 40.9% 11.7% 35.3% 9.0% 0.0% 0.0% -1.5% 858 -12.6K -128 0.00 125.65 N/A N/A 200 0 92 93 2024-08-27 $5.00 $5.00 53.8% 15.4% 35.5% 14.3% 0.0% 0.0% -4.8% 1.9K -73.1K -435 0.00 90.04 N/A N/A 0 0 292 93 2024-08-28 $5.02 $5.00 42.4% 12.2% 35.5% 9.6% 0.0% 0.0% -4.8% 2.4K -73.5K -431 0.00 110.27 N/A N/A 0 0 292 93 2024-08-29 $5.04 $5.00 40.6% 11.7% 35.4% 8.9% 0.0% 0.0% -16.8% 2.6K -76.3K -429 0.00 120.84 N/A N/A 0 0 292 93 2024-08-30 $5.02 $5.00 41.7% 12.0% 35.1% 9.4% 0.0% 0.0% -16.2% 3.0K -74.7K -428 0.00 107.93 N/A N/A 0 0 292 93
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