CULP Options History — June 2021

In June 2021, CULP traded between $16.07 and $17.34. ATM implied volatility averaged 48.9%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 22.4% (HV 20d: 26.6%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 28.73.

Notable Days

  • 2021-06-29: Highest Volume — 468 contracts
  • 2021-06-09: Largest IV drop — 32.9% change
  • 2021-06-08: Highest IV Rank — 38.5%
  • 2021-06-02: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.72$16.07$17.34$16.23$16.23
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV48.9%32.5%77.0%58.9%38.9%
Expected Move13.1%9.3%21.8%16.9%11.1%
HV 20d26.6%21.2%29.7%21.9%29.3%
HV 60d28.0%25.8%31.8%30.6%26.3%
IV Rank14.7%0.7%38.5%23.1%6.9%
IV Percentile27.5%0.4%90.1%50.0%4.8%
Term Structure-7.4%-47.4%18.5%-8.0%-8.9%
VWIV42.1%26.1%75.3%40.0%26.1%
Skew 25d-2.6%-21.3%20.8%3.9%-19.9%
Skew 10d3.6%-36.5%33.2%12.7%-21.2%
Call IV 25d44.9%29.1%67.0%54.5%46.5%
Put IV 25d42.3%26.1%71.3%58.3%26.6%
Bid-Ask Spread %113.1293.54137.43107.96112.51
Gamma HHI0.630.530.730.650.71
Net GEX-73.6K-110.6K-52.2K-68.9K-110.6K
Net DEX1.0M573.6K1.4M1.3M1.2M
Net VEX-4.1K-5.4K-2.7K-5.4K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio28.730.00140.000.0035.00
Total Volume52.182046800
Total OI2,323.1822,2622,5522,2622,552

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$16.23$15.0058.9%16.9%21.9%23.1%0.0%3.9%-8.0%-68.9K1.3M-5.4K0.00107.96N/AN/A00182,244
2021-06-02$16.17$15.0075.9%21.8%21.9%37.6%0.0%4.3%-47.4%-82.5K1.3M-5.2K0.00137.43N/AN/A00182,244
2021-06-03$16.07$15.0053.7%14.2%21.6%18.7%0.0%5.0%-11.0%-68.6K1.4M-5.4K0.0093.54N/AN/A00182,244
2021-06-04$16.10$15.0056.5%13.2%21.2%21.1%0.0%7.0%-1.7%-76.1K1.4M-5.3K0.0096.76N/AN/A00182,244
2021-06-07$16.41$15.0066.2%11.9%21.7%29.3%0.0%4.7%-5.0%-76.3K1.2M-4.9K0.0099.62N/AN/A00182,244
2021-06-08$16.30$15.0077.0%13.8%22.2%38.5%0.0%5.3%-2.3%-74.3K1.3M-5.0K0.0097.28N/AN/A00182,244
2021-06-09$17.34$15.0051.7%14.8%29.7%17.0%0.0%20.4%-14.6%-59.8K973.3K-4.6K0.00105.62N/AN/A02182,244
2021-06-10$17.09$15.0039.3%11.3%28.1%6.5%0.0%20.8%-8.2%-59.1K957.0K-4.3K0.00104.50N/AN/A00182,244
2021-06-11$17.02$15.0045.9%13.2%28.5%12.1%0.0%15.2%-9.6%-64.7K968.4K-4.4K0.00100.87N/AN/A10182,244
2021-06-14$17.03$15.0054.1%15.5%28.6%19.1%0.0%0.0%-16.2%-69.5K936.9K-4.2K0.00128.07N/AN/A00192,244
2021-06-15$17.07$15.0055.3%15.8%28.6%20.1%0.0%-6.8%-22.3%-99.7K702.4K-3.1K0.00126.98N/AN/A00192,244
2021-06-16$17.01$15.0054.9%15.7%28.7%19.7%40.0%-6.7%-12.2%-64.6K989.2K-4.3K2.65122.38N/AN/A1745222,244
2021-06-17$17.13$15.0041.8%12.0%28.6%8.6%75.3%-21.3%18.5%-77.9K786.1K-3.5K0.00125.31N/AN/A30392,257
2021-06-18$16.90$15.0037.2%10.7%28.7%4.7%0.0%-13.5%2.2%-68.4K834.9K-3.6K0.00118.10N/AN/A02382,247
2021-06-21$17.19$15.0032.5%9.3%28.6%0.7%38.4%-18.4%6.7%-64.8K573.6K-2.7K140.00109.98N/AN/A1140222,244
2021-06-22$17.24$15.0033.9%9.7%26.4%1.9%0.0%-8.2%10.8%-60.3K650.2K-2.9K0.00111.29N/AN/A10222,379
2021-06-23$17.24$15.0034.9%10.0%26.1%2.7%30.5%-4.4%-2.3%-52.2K635.3K-3.0K23.46112.49N/AN/A13305232,379
2021-06-24$16.97$15.0035.6%10.2%26.8%3.4%0.0%-10.7%-2.8%-70.6K681.4K-2.9K0.00119.07N/AN/A00232,379
2021-06-25$16.44$15.0038.0%10.9%29.4%5.4%0.0%-1.7%10.4%-73.3K1.4M-4.1K0.00117.55N/AN/A00232,379
2021-06-28$16.43$15.0050.1%14.4%29.0%15.7%0.0%-11.0%-5.9%-65.4K1.3M-4.2K0.00122.27N/AN/A0150232,379
2021-06-29$16.22$15.0044.7%12.8%29.3%11.1%26.1%-21.2%-32.2%-110.6K1.2M-4.1K35.00119.04N/AN/A13455232,529
2021-06-30$16.23$15.0038.9%11.1%29.3%6.9%0.0%-19.9%-8.9%-110.6K1.2M-4.0K0.00112.51N/AN/A00232,529