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Culp, Inc. Common Stock CULP

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Market datapartial · fetched 2026-10-22T04:41:23.340Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:05:59.947211724Z

FundamentalsAlpha Vantage · unavailable

Share price$3.59
1D-6.5%
AH$3.51$3.60$3.68$3.77$3.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCULP
Sold putSold callAH

Culp, Inc. Common Stock options

Live interpolated CULP call and put midpoint premiums by absolute delta.Culp, Inc. Common Stock$0.38$0.57$0.77$0.96$1.16$1.70$2.70$3.69$4.69$5.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CULP spot · $3.59CULP PRICE$0.57$0.53$0.48$0.55$0.62$0.68$0.75$0.81$1.10$0.40$0.42$0.43$0.45$0.46$0.47$0.48$0.50$0.51$0.52
PutsExpensive1.31×
CallsExpensive1.21×
SkewBullish-14.38 pp
Implied moveBalanced±$0.97
TiltBullish13.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.48186.1%41.9%
25Δ2.86148.2%32.0%
30Δ3.08127.4%26.3%
35Δ3.21116.7%23.1%
40Δ6.51215.2%97.3%3.33106.0%20.0%
45Δ5.05158.6%55.5%3.4695.3%16.8%
50Δ3.98108.6%24.2%3.5884.6%13.6%
55Δ3.79104.8%20.8%3.7173.9%10.5%
60Δ3.60101.1%17.4%3.8463.2%7.3%
65Δ3.4197.3%14.0%3.9652.5%4.2%
70Δ3.2293.5%10.6%
75Δ3.0389.8%7.2%
80Δ2.70109.0%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.48
IV
186.1%
B/E move
41.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
148.2%
B/E move
32.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
127.4%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
116.7%
B/E move
23.1%

40Δ

Calls
Pseudo strike
6.51
IV
215.2%
B/E move
97.3%
Puts
Pseudo strike
3.33
IV
106.0%
B/E move
20.0%

45Δ

Calls
Pseudo strike
5.05
IV
158.6%
B/E move
55.5%
Puts
Pseudo strike
3.46
IV
95.3%
B/E move
16.8%

50Δ

Calls
Pseudo strike
3.98
IV
108.6%
B/E move
24.2%
Puts
Pseudo strike
3.58
IV
84.6%
B/E move
13.6%

55Δ

Calls
Pseudo strike
3.79
IV
104.8%
B/E move
20.8%
Puts
Pseudo strike
3.71
IV
73.9%
B/E move
10.5%

60Δ

Calls
Pseudo strike
3.60
IV
101.1%
B/E move
17.4%
Puts
Pseudo strike
3.84
IV
63.2%
B/E move
7.3%

65Δ

Calls
Pseudo strike
3.41
IV
97.3%
B/E move
14.0%
Puts
Pseudo strike
3.96
IV
52.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
3.22
IV
93.5%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.03
IV
89.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.70
IV
109.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations