CULP Options History — July 2021

In July 2021, CULP traded between $14.30 and $16.27. ATM implied volatility averaged 47.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 8.8% (HV 20d: 38.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2021-07-27: Highest Volume — 32 contracts
  • 2021-07-12: Largest IV spike — 98.5% change
  • 2021-07-29: Highest IV Rank — 36.4%
  • 2021-07-29: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.30$14.30$16.27$16.27$14.89
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV47.1%29.6%59.0%34.8%53.9%
Expected Move13.5%10.0%16.9%10.0%15.4%
HV 20d38.3%26.9%46.8%29.2%46.2%
HV 60d31.1%25.9%34.4%26.0%34.1%
IV Rank21.1%0.0%36.4%3.1%30.1%
IV Percentile27.8%0.0%61.9%1.2%44.0%
Term Structure0.5%-12.2%25.6%14.0%-6.8%
VWIV64.0%64.0%64.0%64.0%64.0%
Skew 25d1.6%-30.5%13.8%11.8%0.2%
Skew 10d1.9%-13.0%32.0%-5.4%-1.0%
Call IV 25d47.5%29.8%76.4%29.8%60.3%
Put IV 25d49.1%40.0%63.6%41.7%60.5%
Bid-Ask Spread %115.3495.48133.91104.93118.09
Gamma HHI0.720.510.900.740.63
Net GEX-75.6K-239.9K-14.3K-116.0K-15.3K
Net DEX976.7K625.9K2.0M1.1M728.4K
Net VEX-2.6K-3.8K-1.9K-3.7K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.002.000.000.00
Total Volume6.476032223
Total OI1,719.4767492,5792,552822

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$16.27$15.0034.8%10.0%29.2%3.1%0.0%11.8%14.0%-116.0K1.1M-3.7K0.00104.93N/AN/A220232,529
2021-07-02$16.10$15.0044.2%12.7%29.5%16.0%64.0%7.2%-3.6%-122.6K1.1M-3.7K0.00111.18N/AN/A02452,529
2021-07-06$15.12$0.0041.3%12.0%36.0%12.3%0.0%-1.1%-1.2%-165.3K1.9M-3.7K0.00100.14N/AN/A30452,529
2021-07-07$15.22$0.0039.5%12.3%36.2%10.0%0.0%2.8%0.8%-201.8K1.8M-3.8K0.00101.78N/AN/A01482,529
2021-07-08$14.99$0.0030.7%13.8%26.9%0.0%0.0%13.8%-6.0%-239.9K2.0M-3.6K0.00106.23N/AN/A023482,530
2021-07-09$15.41$0.0029.6%11.8%29.5%0.0%0.0%10.0%2.7%-216.8K1.3M-3.4K2.0095.48N/AN/A24482,530
2021-07-12$15.74$0.0058.8%10.8%30.9%36.2%0.0%6.9%-3.5%-142.0K1.2M-3.2K0.00116.40N/AN/A00482,531
2021-07-13$16.13$0.0056.5%12.0%32.5%33.3%0.0%-30.5%9.2%-83.2K802.3K-2.7K0.00122.33N/AN/A00482,531
2021-07-14$16.01$0.0036.7%10.5%32.5%8.8%0.0%8.8%14.4%-31.8K696.2K-2.4K0.00120.97N/AN/A30482,531
2021-07-15$15.51$0.0042.7%12.2%34.0%16.2%0.0%-0.5%25.6%-99.6K764.5K-2.3K0.00116.62N/AN/A00482,531
2021-07-16$15.87$0.0053.8%15.4%35.2%30.1%0.0%6.3%8.0%-16.9K660.0K-2.4K0.00133.91N/AN/A00482,531
2021-07-19$15.08$0.0049.2%14.1%38.9%24.3%0.0%-1.6%7.5%-14.6K625.9K-2.2K0.00120.22N/AN/A0028721
2021-07-20$14.30$0.0051.6%14.8%41.4%27.3%0.0%-7.9%-8.5%-15.1K716.1K-1.9K0.00122.18N/AN/A0328721
2021-07-21$15.06$0.0047.0%13.5%46.6%21.6%0.0%9.4%-5.9%-16.7K740.4K-2.0K0.00121.25N/AN/A0028724
2021-07-22$14.80$0.0045.1%12.9%46.6%19.3%0.0%-13.3%-5.5%-15.1K709.3K-2.0K0.00124.30N/AN/A29028724
2021-07-23$14.89$0.0052.3%15.0%46.8%28.2%0.0%6.8%-8.7%-15.1K718.4K-2.1K0.00124.72N/AN/A0257724
2021-07-26$15.07$0.0050.1%14.4%46.2%25.4%0.0%4.1%-9.2%-16.2K743.5K-2.0K0.00109.25N/AN/A7057724
2021-07-27$14.95$0.0057.9%16.6%46.2%35.1%0.0%6.4%3.3%-14.3K693.4K-2.1K0.00116.71N/AN/A03257726
2021-07-28$14.96$0.0053.9%15.5%46.2%30.2%0.0%1.6%-4.0%-14.7K710.1K-2.1K0.00118.69N/AN/A0064726
2021-07-29$14.83$0.0059.0%16.9%46.2%36.4%0.0%-6.7%-12.2%-14.9K735.6K-2.0K0.00116.77N/AN/A0064758
2021-07-30$14.89$0.0053.9%15.4%46.2%30.1%0.0%0.2%-6.8%-15.3K728.4K-2.0K0.00118.09N/AN/A0364758