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Culp, Inc. Common Stock CULP

CONSUMER CYCLICAL · TEXTILE MANUFACTURING
i

Market dataready · fetched 2026-11-11T14:57:38.995Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:30:01.452537186Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T14:57:38.386089+00:00

Share price$3.59
1D+0.0%
$3.59$3.59$3.59$3.59$3.595:30 AM6:30 AM9:00 AM1:00 PMCULP
Sold putSold call

Culp, Inc. Common Stock options

Live interpolated CULP call and put midpoint premiums by absolute delta.Culp, Inc. Common Stock$0.16$0.26$0.36$0.46$0.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECULP PRICE$0.53$0.17$0.21$0.26$0.31$0.35$0.40$0.44$0.49$0.53
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.72222.9%29.0%
25Δ2.86213.4%26.3%
30Δ3.00204.0%23.5%
35Δ3.15194.6%20.8%
40Δ5.77468.8%75.4%3.29185.2%18.1%
45Δ3.44175.8%15.3%
50Δ3.58166.4%12.6%
55Δ3.73157.0%9.8%
60Δ3.87147.5%7.1%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
222.9%
B/E move
29.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
213.4%
B/E move
26.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
204.0%
B/E move
23.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
194.6%
B/E move
20.8%

40Δ

Calls
Pseudo strike
5.77
IV
468.8%
B/E move
75.4%
Puts
Pseudo strike
3.29
IV
185.2%
B/E move
18.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
175.8%
B/E move
15.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
166.4%
B/E move
12.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
157.0%
B/E move
9.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.87
IV
147.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.77%
Daily EOD
CULP74.5%91.0%107.6%2026-10-19: 105.28%2026-10-20: 76.77%Oct 19Oct 20
2 observations2026-10-19 — 2026-10-20
Table
DateIV (%)
105.28%
76.77%