CULP Options History — February 2021 In February 2021, CULP traded between $15.62 and $17.41. ATM implied volatility averaged 68.0%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 15.5% (HV 20d: 52.5%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.17.
Notable Days 2021-02-18 : Highest Volume — 80 contracts2021-02-05 : Largest IV drop — 40.0% change2021-02-01 : Highest IV Rank — 37.2%2021-02-01 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.77 $15.62 $17.41 $15.79 $17.41 Max Pain $14.46 $12.50 $15.00 $12.50 $15.00 ATM IV 68.0% 49.5% 87.7% 87.7% 56.9% Expected Move 19.3% 16.2% 25.1% 25.1% 16.3% HV 20d 52.5% 41.5% 62.0% 54.4% 43.6% HV 60d 45.5% 43.6% 46.3% 43.6% 46.1% IV Rank 22.1% 13.3% 37.2% 37.2% 13.9% IV Percentile 51.8% 15.6% 76.8% 76.8% 28.4% Term Structure -7.3% -20.3% 9.0% -14.9% 9.0% VWIV 104.2% 65.0% 143.3% 65.0% 143.3% Skew 25d 7.3% -47.2% 33.6% 33.6% 11.9% Skew 10d 9.6% -20.6% 20.9% 20.9% 13.4% Call IV 25d 69.3% 56.7% 92.0% 62.4% 61.6% Put IV 25d 76.5% 44.8% 111.6% 96.0% 73.6% Bid-Ask Spread % 123.82 96.49 137.49 128.32 126.52 Gamma HHI 0.37 0.28 0.51 0.45 0.43 Net GEX 344 -1.2K 787 -598 708 Net DEX -37.4K -46.2K -12.8K -24.6K -46.2K Net VEX -128 -211 -99 -178 -99 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 1.00 0.00 0.00 Total Volume 5 0 80 0 2 Total OI 271 139 394 311 140
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 2021-02-01 $15.79 $12.50 87.7% 25.1% 54.4% 37.2% 0.0% 33.6% -14.9% -598 -24.6K -178 0.00 128.32 N/A N/A 0 0 40 271 2021-02-02 $15.62 $12.50 86.2% 24.7% 54.6% 36.3% 0.0% 14.8% -20.3% -1.2K -12.8K -211 0.00 128.87 N/A N/A 0 0 40 271 2021-02-03 $16.98 $12.50 74.5% 21.4% 62.0% 29.0% 0.0% 31.6% -5.3% 787 -42.3K -123 0.00 132.21 N/A N/A 0 0 40 271 2021-02-04 $16.93 $0.00 82.5% 18.1% 61.9% 33.9% 0.0% 1.3% -18.1% 187 -39.9K -136 0.00 125.44 N/A N/A 6 0 40 271 2021-02-05 $17.02 $0.00 49.5% 16.2% 61.9% 13.3% 0.0% -47.2% -1.4% 498 -40.9K -125 0.00 111.17 N/A N/A 0 1 39 271 2021-02-08 $16.66 $0.00 68.1% 16.6% 60.0% 21.2% 0.0% 1.5% -1.4% 353 -36.4K -128 1.00 96.49 N/A N/A 1 1 39 272 2021-02-09 $16.56 $0.00 57.7% 18.8% 59.4% 14.4% 0.0% 10.5% -9.8% 299 -35.5K -133 0.00 114.90 N/A N/A 0 0 40 272 2021-02-10 $16.39 $0.00 57.3% 16.4% 58.3% 14.2% 65.0% 8.3% 4.4% 358 -34.0K -131 0.00 114.11 N/A N/A 0 1 40 272 2021-02-11 $16.46 $15.00 57.1% 16.4% 58.1% 14.0% 0.0% 6.3% -2.3% 372 -34.9K -129 0.00 112.14 N/A N/A 1 0 40 273 2021-02-12 $16.72 $15.00 66.9% 19.2% 58.3% 20.4% 0.0% 27.8% -13.6% -176 -32.7K -144 0.00 120.94 N/A N/A 0 0 41 273 2021-02-16 $17.32 $15.00 73.6% 21.1% 59.0% 24.8% 0.0% 14.2% -11.4% 389 -43.5K -116 0.00 134.79 N/A N/A 0 0 41 273 2021-02-17 $16.97 $15.00 59.0% 16.9% 46.5% 15.2% 0.0% 6.8% 4.9% 649 -41.1K -116 0.00 126.19 N/A N/A 0 0 41 273 2021-02-18 $16.84 $15.00 65.4% 18.8% 44.4% 19.5% 143.3% 9.8% -4.5% 685 -39.6K -111 0.00 126.03 N/A N/A 0 80 41 273 2021-02-19 $17.20 $15.00 73.0% 20.9% 42.0% 24.4% 0.0% 15.0% -10.9% 637 -43.5K -109 0.00 131.28 N/A N/A 1 0 41 353 2021-02-22 $17.41 $15.00 75.8% 21.7% 41.5% 26.2% 0.0% -6.1% -17.1% 644 -44.1K -109 0.00 137.49 N/A N/A 0 0 39 100 2021-02-23 $16.79 $15.00 67.6% 19.4% 43.9% 20.9% 0.0% -6.7% -6.9% 636 -38.9K -112 0.00 130.55 N/A N/A 0 0 39 100 2021-02-24 $16.53 $15.00 71.7% 20.6% 43.9% 23.6% 0.0% -3.0% -18.8% 613 -37.1K -114 0.00 128.50 N/A N/A 1 0 39 100 2021-02-25 $17.01 $15.00 61.4% 17.6% 44.4% 16.8% 0.0% 7.8% -0.1% 673 -42.8K -106 0.00 126.60 N/A N/A 0 0 40 100 2021-02-26 $17.41 $15.00 56.9% 16.3% 43.6% 13.9% 0.0% 11.9% 9.0% 708 -46.2K -99 0.00 126.52 N/A N/A 2 0 40 100
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