CULP Options History — December 2020

In December 2020, CULP traded between $14.20 and $16.84. ATM implied volatility averaged 51.3%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 9.5% (HV 20d: 41.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.53.

Notable Days

  • 2020-12-02: Highest Volume — 159 contracts
  • 2020-12-22: Largest IV spike — 35.9% change
  • 2020-12-02: Highest IV Rank — 26.5%
  • 2020-12-02: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.83$14.20$16.84$14.39$15.42
Max Pain$12.27$10.00$12.50$10.00$12.50
ATM IV51.3%39.3%65.8%60.8%47.6%
Expected Move14.7%11.3%18.9%17.4%13.7%
HV 20d41.8%32.2%45.8%33.7%43.4%
HV 60d46.2%42.8%47.6%43.4%42.8%
IV Rank17.6%10.6%26.5%23.5%12.2%
IV Percentile28.9%13.2%55.6%46.8%17.6%
Term Structure2.0%-25.5%46.7%-25.5%6.2%
VWIV68.9%40.3%136.5%136.5%57.1%
Skew 25d7.7%-13.8%27.4%-13.8%26.3%
Skew 10d3.0%-28.9%44.0%-23.2%44.0%
Call IV 25d48.7%33.3%73.1%66.6%39.1%
Put IV 25d56.5%41.7%77.1%52.9%65.5%
Bid-Ask Spread %109.8094.29130.64104.91114.10
Gamma HHI0.590.380.820.630.50
Net GEX-7.5K-19.3K5.4K-16.8K-2.0K
Net DEX-153.6K-378.8K115.5K81.1K-77.7K
Net VEX-721-1.9K-265-1.9K-265
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.0016.6716.670.05
Total Volume22.318015900
Total OI1,855.0911,6682,0421,7911,668

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$14.39$10.0060.8%17.4%33.7%23.5%0.0%-13.8%-25.5%-16.8K81.1K-1.9K0.00104.91N/AN/A002271,564
2020-12-02$14.20$10.0065.8%18.9%32.2%26.5%136.5%-3.8%-16.1%-19.3K115.5K-1.9K16.67113.34N/AN/A91502271,564
2020-12-03$15.25$12.5058.6%15.4%39.9%22.1%0.0%12.4%-6.1%-12.7K-82.7K-1.3K0.03107.02N/AN/A9132361,714
2020-12-04$15.62$12.5050.1%14.8%39.5%17.0%60.7%-9.6%-10.3%-11.5K-208.1K-1.3K0.02103.89N/AN/A12933251,717
2020-12-07$16.70$12.5052.1%13.9%42.2%18.2%49.6%13.9%5.3%-4.3K-256.5K-6870.00101.81N/AN/A3002531,717
2020-12-08$16.68$12.5040.6%13.4%41.4%11.4%0.0%7.5%1.9%-8.2K-313.0K-5250.04101.04N/AN/A2512611,717
2020-12-09$16.84$12.5043.4%12.4%41.1%13.0%40.3%9.8%8.0%5.4K-378.8K-3040.00106.47N/AN/A1402801,717
2020-12-10$16.34$12.5039.3%11.3%43.0%10.6%0.0%7.9%7.0%-1.5K-287.8K-6050.00106.44N/AN/A002771,717
2020-12-11$16.36$12.5048.3%13.9%41.6%16.0%0.0%5.3%1.2%-4.0K-291.5K-6700.00107.95N/AN/A002771,717
2020-12-14$16.38$12.5040.2%11.5%41.7%11.1%0.0%14.6%6.2%-337-298.4K-5320.00108.68N/AN/A102771,714
2020-12-15$16.20$12.5046.9%13.4%42.3%15.1%0.0%0.8%3.1%-2.8K-295.7K-5030.0094.29N/AN/A022721,714
2020-12-16$16.54$12.5040.2%11.5%42.6%11.1%0.0%9.9%14.3%-2.2K-302.8K-5140.00111.11N/AN/A102671,716
2020-12-17$16.25$12.5044.4%12.7%43.6%13.7%0.0%2.2%46.7%-4.4K-260.4K-5600.00112.29N/AN/A1002671,716
2020-12-18$16.09$12.5047.3%13.6%43.6%15.4%0.0%13.9%9.5%-4.9K-268.1K-4890.00109.21N/AN/A102621,716
2020-12-21$15.59$12.5046.5%13.3%45.8%14.9%0.0%17.8%32.5%-6.7K-55.8K-6000.00119.50N/AN/A001231,565
2020-12-22$15.60$12.5063.2%18.1%45.7%24.9%57.1%15.8%0.2%-11.7K-4.8K-8340.05109.48N/AN/A2011231,565
2020-12-23$15.84$12.5053.3%15.3%42.9%19.0%0.0%5.6%-6.0%-6.4K-49.8K-4660.00109.01N/AN/A001031,565
2020-12-24$15.55$12.5059.4%17.0%43.4%22.6%0.0%27.4%-5.1%-13.9K-48.4K-5010.00113.28N/AN/A001031,565
2020-12-28$15.71$12.5052.0%14.9%43.0%18.2%0.0%1.2%7.3%-4.4K-66.2K-3690.00105.37N/AN/A001031,565
2020-12-29$15.30$12.5065.3%18.7%43.9%26.2%0.0%2.0%-18.9%-15.9K-3.3K-5820.00125.80N/AN/A001031,565
2020-12-30$15.33$12.5064.2%18.4%43.8%23.7%0.0%3.4%-16.7%-15.4K-25.5K-4890.00130.64N/AN/A001031,565
2020-12-31$15.42$12.5047.6%13.7%43.4%12.2%0.0%26.3%6.2%-2.0K-77.7K-2650.00114.10N/AN/A001031,565