CULP Options History — September 2024

In September 2024, CULP traded between $4.80 and $6.58. ATM implied volatility averaged 49.5%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 5.3% (HV 20d: 44.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.32.

Notable Days

2024-09-20: Highest Volume — 321 contracts
2024-09-30: Largest IV spike — 68.4% change
2024-09-30: Highest IV Rank — 24.8%
2024-09-30: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.80	$4.80	$6.58	$4.80	$6.50
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	49.5%	36.4%	79.5%	52.7%	79.5%
Expected Move	13.2%	7.2%	22.8%	15.1%	22.8%
HV 20d	44.2%	31.7%	59.1%	31.9%	59.1%
HV 60d	40.1%	35.0%	43.6%	35.1%	43.3%
IV Rank	12.5%	7.2%	24.8%	13.8%	24.8%
IV Percentile	55.4%	29.0%	82.5%	62.7%	82.5%
Term Structure	-13.2%	-89.5%	18.6%	-30.3%	-89.5%
VWIV	51.6%	33.7%	70.4%	70.4%	59.2%
Bid-Ask Spread %	93.16	57.11	120.69	91.77	100.44
Gamma HHI	0.81	0.50	0.98	0.96	0.58
Net GEX	2.6K	1.2K	5.5K	2.9K	3.8K
Net DEX	-160.0K	-214.8K	-55.0K	-55.0K	-206.7K
Net VEX	-412	-547	-212	-425	-547
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	4.00	0.00	0.00
Total Volume	30.1	0	321	3	5
Total OI	519.35	385	635	385	635

Daily Data (20 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
2024-09-03	$4.80	$5.00	52.7%	15.1%	31.9%	13.8%	0.0%	0.0%	-30.3%	2.9K	-55.0K	-425	0.00	91.77	N/A	N/A	3	0	292	93
2024-09-04	$4.81	$5.00	70.0%	20.1%	31.7%	20.9%	70.4%	0.0%	-15.5%	2.1K	-60.7K	-423	0.12	57.68	N/A	N/A	90	11	301	93
2024-09-05	$5.09	$5.00	36.4%	7.2%	35.6%	7.2%	0.0%	0.0%	18.6%	5.5K	-111.0K	-485	0.00	98.81	N/A	N/A	2	0	391	104
2024-09-06	$5.22	$5.00	45.5%	9.7%	35.6%	10.9%	33.7%	0.0%	1.3%	4.4K	-126.6K	-462	0.00	120.69	N/A	N/A	7	0	390	104
2024-09-09	$5.48	$5.00	47.8%	8.4%	38.2%	11.8%	0.0%	0.0%	12.2%	3.1K	-159.5K	-385	0.00	95.58	N/A	N/A	31	0	383	104
2024-09-10	$5.70	$5.00	66.2%	10.9%	39.7%	19.3%	41.2%	0.0%	-13.7%	2.1K	-161.8K	-358	0.00	102.95	N/A	N/A	10	0	359	104
2024-09-11	$5.57	$5.00	36.7%	10.5%	41.4%	7.3%	0.0%	0.0%	-9.4%	2.0K	-142.5K	-406	0.00	113.69	N/A	N/A	0	0	353	104
2024-09-12	$5.87	$5.00	41.8%	12.0%	44.2%	9.4%	0.0%	0.0%	-13.8%	1.9K	-171.0K	-315	0.00	102.24	N/A	N/A	1	0	353	104
2024-09-13	$5.73	$5.00	41.2%	11.8%	45.0%	9.1%	0.0%	0.0%	-7.9%	1.8K	-143.6K	-399	0.00	107.47	N/A	N/A	27	0	353	104
2024-09-16	$5.82	$5.00	43.3%	12.4%	42.9%	10.0%	53.1%	0.0%	-12.6%	1.9K	-173.1K	-390	4.00	101.14	N/A	N/A	5	20	379	104
2024-09-17	$6.03	$5.00	45.4%	13.0%	43.4%	10.8%	50.5%	0.0%	-22.0%	1.7K	-205.9K	-212	0.00	65.85	N/A	N/A	4	0	384	124
2024-09-18	$5.99	$5.00	47.3%	13.5%	42.9%	11.6%	0.0%	0.0%	-24.3%	1.7K	-185.3K	-357	0.00	89.00	N/A	N/A	0	0	388	124
2024-09-19	$6.33	$5.00	60.4%	17.3%	45.7%	17.0%	53.1%	0.0%	-7.4%	1.4K	-214.8K	-258	0.70	113.09	N/A	N/A	30	21	388	124
2024-09-20	$6.58	$5.00	40.3%	11.6%	45.3%	8.8%	59.2%	0.0%	-2.6%	1.2K	-202.9K	-302	0.02	114.89	N/A	N/A	316	5	358	144
2024-09-23	$6.29	$5.00	37.8%	10.8%	50.2%	7.8%	0.0%	0.0%	2.7%	3.0K	-175.3K	-416	0.00	85.64	N/A	N/A	4	0	518	98
2024-09-24	$6.21	$5.00	40.7%	11.7%	50.9%	8.9%	0.0%	0.0%	-0.0%	3.2K	-191.4K	-519	0.00	58.74	N/A	N/A	10	0	527	98
2024-09-25	$6.02	$5.00	43.9%	12.6%	53.0%	10.2%	0.0%	0.0%	-12.8%	3.0K	-176.9K	-528	0.00	57.11	N/A	N/A	0	0	537	98
2024-09-26	$5.96	$5.00	65.1%	18.7%	53.5%	18.9%	0.0%	0.0%	-21.4%	3.1K	-166.6K	-526	0.00	103.76	N/A	N/A	0	0	537	98
2024-09-27	$5.99	$5.00	47.2%	13.5%	53.4%	11.6%	0.0%	0.0%	-15.6%	3.0K	-169.8K	-520	0.00	82.63	N/A	N/A	0	0	537	98
2024-09-30	$6.50	$5.00	79.5%	22.8%	59.1%	24.8%	0.0%	0.0%	-89.5%	3.8K	-206.7K	-547	0.00	100.44	N/A	N/A	5	0	537	98