CULP Options History — April 2021

In April 2021, CULP traded between $13.71 and $15.55. ATM implied volatility averaged 50.0%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 18.6% (HV 20d: 31.4%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 41.27.

Notable Days

  • 2021-04-13: Highest Volume — 395 contracts
  • 2021-04-12: Largest IV spike — 74.8% change
  • 2021-04-12: Highest IV Rank — 37.9%
  • 2021-04-22: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.53$13.71$15.55$15.40$14.29
Max Pain$13.81$10.00$17.50$15.00$10.00
ATM IV50.0%35.1%84.0%50.3%46.2%
Expected Move13.3%10.1%19.0%14.4%13.3%
HV 20d31.4%25.1%40.3%40.3%25.1%
HV 60d44.0%36.6%49.0%49.0%36.6%
IV Rank11.2%0.0%37.9%11.4%8.7%
IV Percentile18.9%0.0%82.1%16.7%10.3%
Term Structure-1.5%-26.8%22.3%-10.0%-1.4%
VWIV56.0%45.2%71.2%71.2%51.7%
Skew 25d4.4%-21.2%22.6%19.8%-18.1%
Skew 10d6.6%-36.1%28.9%28.9%-32.1%
Call IV 25d47.1%32.9%69.3%38.0%64.7%
Put IV 25d51.5%31.2%63.7%57.8%46.6%
Bid-Ask Spread %109.6196.22126.19114.98121.43
Gamma HHI0.980.951.000.970.98
Net GEX-42.6K-82.9K-16.7K-16.7K-52.5K
Net DEX1.2M468.9K1.9M468.9K1.4M
Net VEX-3.9K-4.4K-2.4K-2.4K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio41.270.00175.000.000.00
Total Volume63.66703952700
Total OI1,664.5711,0771,8751,0771,797

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$15.40$15.0050.3%14.4%40.3%11.4%71.2%19.8%-10.0%-16.7K468.9K-2.4K0.00114.98N/AN/A0270531,024
2021-04-05$15.55$17.5048.8%13.3%40.1%10.3%0.0%-3.1%2.4%-22.3K565.4K-3.2K0.00100.35N/AN/A00531,278
2021-04-06$15.52$17.5048.9%15.2%39.7%10.4%0.0%7.0%-6.6%-21.9K599.6K-3.2K0.0098.35N/AN/A50531,278
2021-04-07$15.24$17.5050.4%13.0%38.3%11.6%0.0%5.8%-5.5%-28.3K663.3K-3.2K16.5796.22N/AN/A7116571,278
2021-04-08$15.00$17.5046.5%14.0%38.4%8.4%0.0%12.3%-2.9%-24.9K669.4K-3.5K0.00100.63N/AN/A0155641,394
2021-04-09$14.94$17.5048.0%13.9%36.9%9.7%0.0%22.6%-7.6%-31.7K835.6K-4.0K0.00103.87N/AN/A00641,549
2021-04-12$14.78$17.5084.0%12.3%36.2%37.9%0.0%13.2%-4.0%-35.3K903.1K-3.9K0.00103.82N/AN/A091591,549
2021-04-13$14.47$17.5077.0%12.4%35.8%32.4%45.2%15.2%-2.7%-32.7K1.0M-4.1K14.80105.20N/AN/A25370591,640
2021-04-14$14.34$17.5043.2%12.4%30.9%5.9%0.0%19.2%-9.0%-42.7K1.2M-4.2K0.00106.41N/AN/A0116591,739
2021-04-15$14.49$17.5040.6%11.7%30.5%3.9%0.0%-21.2%22.0%-58.2K1.3M-4.3K0.00117.33N/AN/A00591,816
2021-04-16$14.17$17.5046.8%13.4%26.5%8.7%51.7%15.5%-7.4%-50.4K1.3M-4.2K175.00116.99N/AN/A1175591,816
2021-04-19$14.03$10.0044.1%12.7%26.2%6.6%0.0%9.6%0.5%-44.5K1.4M-4.4K0.00101.98N/AN/A03171,775
2021-04-20$13.75$10.0040.1%11.5%26.6%3.5%0.0%7.4%22.3%-41.1K1.4M-4.2K0.00107.24N/AN/A02171,777
2021-04-21$14.09$10.0040.7%11.7%26.1%3.9%0.0%15.3%3.6%-48.5K1.4M-4.4K0.00109.15N/AN/A00171,779
2021-04-22$13.71$10.0066.2%19.0%26.4%23.9%0.0%-1.0%-26.8%-47.3K1.6M-3.9K0.00126.19N/AN/A00171,779
2021-04-23$14.08$10.0043.6%12.5%27.1%6.2%0.0%-5.2%-0.3%-54.4K1.6M-4.1K0.00113.82N/AN/A00171,779
2021-04-26$14.39$10.0048.3%13.8%28.2%9.9%0.0%2.4%11.7%-56.0K1.5M-4.3K0.00120.60N/AN/A00171,779
2021-04-27$14.36$10.0054.5%15.6%27.7%14.7%0.0%3.2%-1.7%-82.9K1.9M-3.0K0.00121.90N/AN/A00171,779
2021-04-28$14.26$10.0045.6%13.1%27.2%7.8%0.0%-16.5%-4.8%-51.3K1.4M-4.4K0.00107.74N/AN/A10171,779
2021-04-29$14.26$10.0035.1%10.1%25.2%0.0%0.0%-11.8%-2.4%-51.3K1.4M-4.4K0.00107.57N/AN/A00181,779
2021-04-30$14.29$10.0046.2%13.3%25.1%8.7%0.0%-18.1%-1.4%-52.5K1.4M-4.3K0.00121.43N/AN/A00181,779