CULP Options History — May 2021

In May 2021, CULP traded between $14.10 and $16.18. ATM implied volatility averaged 50.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 26.4% (HV 20d: 24.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-05-11: Highest Volume — 265 contracts
  • 2021-05-28: Largest IV spike — 59.8% change
  • 2021-05-28: Highest IV Rank — 31.1%
  • 2021-05-28: Largest Expected Move — 19.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.93$14.10$16.18$14.10$16.18
Max Pain$14.25$10.00$15.00$10.00$15.00
ATM IV50.8%31.6%68.3%54.6%68.3%
Expected Move13.9%9.1%19.6%15.7%19.6%
HV 20d24.4%20.6%26.8%24.8%23.1%
HV 60d35.9%30.7%37.0%36.7%30.7%
IV Rank13.7%0.0%31.1%15.3%31.1%
IV Percentile27.7%0.0%74.6%33.7%74.6%
Term Structure-12.5%-32.6%4.6%-13.8%-13.6%
VWIV42.1%35.4%48.7%35.4%48.7%
Skew 25d-0.5%-20.0%13.8%1.3%2.5%
Skew 10d1.5%-14.0%18.2%-1.6%11.6%
Call IV 25d51.9%33.2%69.3%53.5%68.3%
Put IV 25d51.4%31.4%70.8%54.7%70.8%
Bid-Ask Spread %120.5896.74129.79123.52123.19
Gamma HHI0.830.670.990.990.67
Net GEX-74.4K-116.3K-53.1K-53.1K-71.4K
Net DEX1.6M1.3M2.1M1.5M1.4M
Net VEX-5.0K-5.8K-3.9K-4.1K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume29.3026500
Total OI2,129.11,7972,3731,7972,262

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$14.10$10.0054.6%15.7%24.8%15.3%0.0%1.3%-13.8%-53.1K1.5M-4.1K0.00123.52N/AN/A00181,779
2021-05-04$14.35$10.0058.6%16.8%26.1%18.3%0.0%-1.1%-16.9%-55.3K1.4M-4.2K0.00121.96N/AN/A00181,779
2021-05-05$14.22$10.0057.6%16.5%25.6%17.6%0.0%-0.6%-11.0%-59.0K1.5M-3.9K0.00122.29N/AN/A00181,779
2021-05-06$14.48$15.0062.4%11.8%26.3%21.3%0.0%1.2%-2.6%-58.6K1.4M-4.1K0.00123.99N/AN/A00181,779
2021-05-07$14.62$15.0061.3%12.7%26.5%20.5%0.0%2.7%-6.0%-61.4K1.4M-4.2K0.00120.28N/AN/A0131181,779
2021-05-10$14.68$15.0038.5%11.9%26.3%2.7%0.0%13.8%-3.0%-58.1K1.4M-4.6K0.0096.74N/AN/A00181,910
2021-05-11$14.65$15.0059.6%14.3%25.2%21.5%0.0%2.3%-14.1%-68.4K1.5M-4.5K0.00120.20N/AN/A0265181,910
2021-05-12$14.27$15.0058.3%16.7%26.8%20.3%0.0%3.1%-19.2%-63.2K1.9M-5.0K0.00118.48N/AN/A010182,175
2021-05-13$14.37$15.0040.9%11.7%26.6%5.1%0.0%2.7%-3.2%-68.4K1.9M-5.0K0.00123.71N/AN/A0119182,185
2021-05-14$14.47$15.0055.6%15.9%25.4%17.9%0.0%-8.3%-32.6%-66.8K2.1M-5.3K0.00129.79N/AN/A10182,304
2021-05-17$14.70$15.0049.5%14.2%25.6%12.6%0.0%-11.8%-22.3%-73.8K1.9M-5.6K0.00123.05N/AN/A00182,304
2021-05-18$14.70$15.0050.3%14.4%24.2%13.3%0.0%-16.5%-30.3%-115.0K2.1M-5.2K0.00123.90N/AN/A01182,304
2021-05-19$14.71$15.0050.2%14.4%22.9%13.2%0.0%6.9%-17.8%-87.0K1.9M-5.5K0.00120.29N/AN/A050182,305
2021-05-20$15.10$15.0046.6%13.4%21.6%10.1%0.0%6.7%-14.4%-99.3K1.9M-5.7K0.00127.19N/AN/A00182,355
2021-05-21$15.38$15.0036.0%10.3%20.6%0.8%35.4%-2.5%-5.8%-116.3K1.7M-5.6K0.00121.36N/AN/A30182,355
2021-05-24$15.93$15.0048.9%14.0%22.6%12.1%48.7%0.7%-12.5%-75.2K1.3M-5.6K0.00115.28N/AN/A60182,244
2021-05-25$15.82$15.0031.6%9.1%22.9%0.0%0.0%-6.4%-0.2%-83.8K1.4M-5.8K0.00117.61N/AN/A00182,244
2021-05-26$16.03$15.0044.3%12.7%22.6%10.7%0.0%13.6%4.6%-75.1K1.4M-5.7K0.00112.52N/AN/A00182,244
2021-05-27$15.94$15.0042.8%12.3%22.9%9.4%0.0%-20.0%-14.7%-78.0K1.4M-5.5K0.00126.19N/AN/A00182,244
2021-05-28$16.18$15.0068.3%19.6%23.1%31.1%0.0%2.5%-13.6%-71.4K1.4M-5.6K0.00123.19N/AN/A00182,244