CULP Options History — January 2021 In January 2021, CULP traded between $14.82 and $16.93. ATM implied volatility averaged 64.8%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 24.6% (HV 20d: 40.3%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-01-19 : Highest Volume — 140 contracts2021-01-07 : Largest IV spike — 126.4% change2021-01-07 : Highest IV Rank — 51.3%2021-01-26 : Largest Expected Move — 21.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.55 $14.82 $16.93 $15.39 $15.32 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 64.8% 48.7% 110.2% 64.9% 63.7% Expected Move 16.9% 13.6% 21.9% 16.6% 18.3% HV 20d 40.3% 24.5% 53.4% 35.4% 53.4% HV 60d 43.2% 42.1% 47.1% 42.8% 43.9% IV Rank 22.9% 12.9% 51.3% 23.0% 22.2% IV Percentile 47.3% 19.2% 90.8% 53.6% 47.6% Term Structure 1.0% -17.5% 42.5% -7.6% -1.9% VWIV 73.9% 43.1% 147.3% 43.1% 147.3% Skew 25d 4.0% -12.8% 21.7% 0.1% 5.8% Skew 10d -9.5% -63.3% 13.9% 8.3% -32.0% Call IV 25d 55.9% 35.6% 96.4% 47.4% 70.1% Put IV 25d 59.9% 41.9% 83.9% 47.5% 76.0% Bid-Ask Spread % 113.98 103.38 129.92 103.38 114.00 Gamma HHI 0.52 0.29 0.78 0.56 0.54 Net GEX -2.1K -12.8K 3.0K -3.4K -1.2K Net DEX -34.1K -117.9K 15.5K -69.2K -13.9K Net VEX -247 -602 -103 -269 -203 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 15.474 0 140 0 0 Total OI 1,053.158 167 1,789 1,668 311
Daily Data (19 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 2021-01-04 $15.39 $0.00 64.9% 16.6% 35.4% 23.0% 0.0% 0.1% -7.6% -3.4K -69.2K -269 0.00 103.38 N/A N/A 0 0 103 1,565 2021-01-05 $15.47 $0.00 60.2% 16.0% 34.3% 20.0% 0.0% 1.0% -4.7% -2.5K -75.1K -241 0.00 104.43 N/A N/A 0 0 103 1,565 2021-01-06 $15.74 $0.00 48.7% 13.6% 24.5% 12.9% 43.1% -3.0% 4.6% 3.0K -117.9K -168 0.00 108.58 N/A N/A 0 130 103 1,566 2021-01-07 $15.80 $12.50 110.2% 18.0% 24.6% 51.3% 0.0% -3.8% -10.4% -12.8K 15.5K -602 0.00 129.31 N/A N/A 0 0 103 1,686 2021-01-08 $15.11 $12.50 59.7% 15.9% 28.3% 19.7% 61.1% 21.7% -4.9% -11.5K -13.7K -462 0.00 104.07 N/A N/A 0 2 103 1,686 2021-01-11 $14.82 $12.50 71.1% 16.0% 27.3% 26.8% 43.9% 12.4% -9.5% -597 -12.9K -270 0.00 107.96 N/A N/A 0 12 72 1,688 2021-01-12 $15.42 $12.50 89.3% 15.5% 31.5% 38.2% 0.0% 9.3% 3.1% -2.6K -32.5K -275 0.00 111.51 N/A N/A 0 0 72 1,688 2021-01-13 $15.29 $12.50 54.2% 15.5% 31.5% 16.3% 0.0% 13.8% 0.1% -649 -35.0K -255 0.00 111.54 N/A N/A 0 0 72 1,688 2021-01-14 $15.40 $12.50 54.6% 15.7% 31.6% 16.6% 0.0% 8.4% 42.5% 302 -62.1K -216 0.00 112.42 N/A N/A 6 0 72 1,688 2021-01-15 $15.23 $12.50 54.3% 15.6% 30.5% 16.4% 0.0% 13.8% 10.1% -891 -54.9K -227 0.00 108.77 N/A N/A 0 0 68 1,688 2021-01-19 $16.93 $12.50 48.9% 14.0% 49.1% 13.0% 147.3% -3.3% 12.1% 251 -44.1K -103 0.00 119.70 N/A N/A 0 140 40 127 2021-01-20 $16.30 $12.50 50.9% 14.6% 51.0% 14.2% 0.0% -3.0% 12.4% -10 -33.6K -159 0.00 108.04 N/A N/A 0 0 40 267 2021-01-21 $15.66 $12.50 52.2% 15.0% 51.8% 15.1% 0.0% -1.3% 22.3% -673 -21.2K -204 0.00 118.93 N/A N/A 0 0 40 267 2021-01-22 $15.44 $12.50 59.4% 17.0% 52.0% 19.5% 0.0% 11.2% -3.2% -1.4K -18.5K -195 0.00 123.54 N/A N/A 0 0 40 267 2021-01-25 $15.66 $12.50 69.2% 19.8% 52.0% 25.6% 0.0% 10.8% -8.6% -1.3K -20.3K -192 0.00 118.79 N/A N/A 0 0 40 267 2021-01-26 $15.42 $12.50 76.5% 21.9% 51.8% 30.2% 0.0% -12.8% -16.8% -1.3K -5.3K -238 0.00 129.92 N/A N/A 0 0 40 267 2021-01-27 $15.22 $12.50 70.1% 20.1% 51.9% 26.2% 0.0% 4.0% -4.2% -1.1K -15.0K -202 0.00 115.05 N/A N/A 0 4 40 267 2021-01-28 $15.74 $12.50 73.8% 21.1% 52.4% 28.5% 0.0% -9.5% -17.5% -923 -17.8K -210 0.00 115.68 N/A N/A 0 0 40 271 2021-01-29 $15.32 $12.50 63.7% 18.3% 53.4% 22.2% 0.0% 5.8% -1.9% -1.2K -13.9K -203 0.00 114.00 N/A N/A 0 0 40 271
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