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Culp, Inc. Common Stock CULP

CONSUMER CYCLICAL · TEXTILE MANUFACTURING
i

Market dataready · fetched 2026-11-04T09:42:39.306Z

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 · 2026-11-03T21:00:00.699672382Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T09:42:39.153990+00:00

Share price$3.73
1D+4.2%
AH$3.55$3.61$3.67$3.72$3.785:30 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$0.30$0.86$1.41$1.97$2.53$-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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECULP PRICE$0.38$0.36$0.38$0.41$0.43$0.45$0.47$0.50$0.52$0.77$1.08$1.40$2.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.59310.4%40.2%
25Δ2.79283.7%35.6%
30Δ7.33350.8%106.5%2.98257.0%30.9%
35Δ3.18230.4%26.3%
40Δ3.37203.7%21.7%
45Δ3.57177.0%17.1%
50Δ3.76150.3%12.5%
55Δ3.96123.6%7.8%
60Δ4.26134.4%6.5%
65Δ4.59155.6%6.0%
70Δ4.92176.7%5.6%
75Δ5.89230.8%5.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
310.4%
B/E move
40.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
283.7%
B/E move
35.6%

30Δ

Calls
Pseudo strike
7.33
IV
350.8%
B/E move
106.5%
Puts
Pseudo strike
2.98
IV
257.0%
B/E move
30.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
230.4%
B/E move
26.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
203.7%
B/E move
21.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
177.0%
B/E move
17.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
150.3%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.96
IV
123.6%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
134.4%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
155.6%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.92
IV
176.7%
B/E move
5.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.89
IV
230.8%
B/E move
5.5%

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%