CULP Options History — August 2021

In August 2021, CULP traded between $13.25 and $14.74. ATM implied volatility averaged 53.6%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 25.0% (HV 20d: 28.6%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2021-08-02: Highest Volume — 33 contracts
  • 2021-08-13: Largest IV spike — 43.4% change
  • 2021-08-09: Highest IV Rank — 54.5%
  • 2021-08-31: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.10$13.25$14.74$14.74$13.25
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV53.6%37.2%73.6%63.1%63.3%
Expected Move14.6%10.7%18.2%18.1%18.2%
HV 20d28.6%15.7%46.2%46.2%24.6%
HV 60d33.4%32.4%34.3%33.9%34.0%
IV Rank29.8%9.4%54.5%41.5%41.8%
IV Percentile44.8%5.2%91.3%72.6%77.8%
Term Structure-15.4%-44.4%0.6%-14.6%-44.4%
VWIV45.5%41.0%52.9%52.9%42.7%
Skew 25d4.2%-12.0%12.9%6.7%6.2%
Skew 10d11.1%-2.3%28.9%7.1%16.3%
Call IV 25d49.8%35.7%60.0%58.6%45.7%
Put IV 25d53.9%39.0%67.0%65.3%51.8%
Bid-Ask Spread %110.9095.30121.26118.42116.92
Gamma HHI0.490.340.640.640.36
Net GEX-12.0K-14.9K-6.7K-14.5K-7.4K
Net DEX816.9K727.8K880.6K727.8K873.7K
Net VEX-1.5K-2.0K-822-2.0K-863
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.000.830.830.36
Total Volume3.4090333319
Total OI855.5822863822863

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$14.74$0.0063.1%18.1%46.2%41.5%0.0%6.7%-14.6%-14.5K727.8K-2.0K0.83118.42N/AN/A181564758
2021-08-03$14.72$0.0052.6%15.1%40.7%28.5%0.0%-4.9%-22.8%-14.9K755.8K-1.8K0.00121.26N/AN/A0064761
2021-08-04$14.49$0.0058.3%16.7%40.9%35.5%0.0%6.4%-0.1%-14.4K778.5K-1.9K0.00119.77N/AN/A0082776
2021-08-05$14.44$12.5066.6%16.8%40.6%45.8%0.0%6.3%-16.2%-13.9K758.8K-1.9K0.00115.62N/AN/A0082776
2021-08-06$14.16$12.5057.4%12.5%39.5%34.4%0.0%-12.0%-29.5%-13.6K731.6K-2.0K0.00115.88N/AN/A0082776
2021-08-09$14.07$12.5073.6%15.6%38.4%54.5%0.0%3.1%-18.0%-12.2K781.0K-1.7K0.00117.28N/AN/A0082776
2021-08-10$14.07$12.5071.7%14.6%36.8%52.2%0.0%5.8%-19.2%-11.9K833.9K-1.4K0.00118.38N/AN/A0082776
2021-08-11$14.14$12.5048.2%13.8%37.0%23.0%0.0%4.0%-7.3%-12.4K809.6K-1.6K0.00102.40N/AN/A0082776
2021-08-12$14.19$12.5037.2%10.7%35.9%9.4%0.0%7.0%0.6%-12.4K834.3K-1.5K0.00111.68N/AN/A0082776
2021-08-13$14.47$12.5053.3%15.3%35.6%29.4%0.0%8.7%-11.4%-13.9K820.0K-1.6K0.00105.66N/AN/A0082776
2021-08-16$14.18$12.5048.9%14.0%31.7%23.9%0.0%7.1%-6.0%-12.9K820.2K-1.5K0.00105.04N/AN/A0082776
2021-08-17$13.95$12.5042.5%12.2%26.2%15.9%0.0%3.1%-8.1%-11.5K831.5K-1.3K0.00104.55N/AN/A0082776
2021-08-18$14.06$12.5048.8%14.0%17.7%23.8%0.0%3.0%-11.0%-11.9K838.4K-1.3K0.00104.05N/AN/A0082776
2021-08-19$13.99$12.5046.4%13.3%16.9%20.8%0.0%4.2%-7.7%-11.6K836.9K-1.3K0.00109.18N/AN/A0082776
2021-08-20$14.03$12.5051.7%14.8%16.7%27.4%0.0%2.3%-28.7%-13.0K793.8K-1.5K0.00116.00N/AN/A0182776
2021-08-23$13.95$12.5057.1%16.4%15.8%34.0%52.9%-0.9%-15.0%-11.5K825.6K-1.3K0.0098.17N/AN/A0182776
2021-08-24$13.98$12.5040.8%11.7%15.8%13.8%0.0%-2.1%-18.0%-10.8K873.3K-1.1K0.00107.26N/AN/A0082777
2021-08-25$13.99$12.5052.5%15.1%15.8%28.4%0.0%0.3%-20.5%-9.6K880.6K-1.1K0.00111.46N/AN/A0082778
2021-08-26$13.94$12.5041.5%11.9%15.7%14.7%0.0%12.4%-10.9%-10.9K854.8K-1.2K0.00109.64N/AN/A0082778
2021-08-27$14.07$12.5058.6%16.8%16.1%36.0%0.0%11.7%-16.4%-11.8K843.7K-1.3K0.0095.30N/AN/A2082778
2021-08-30$13.31$12.5046.0%13.2%24.6%20.3%41.0%12.9%-14.0%-6.7K868.9K-8220.00115.94N/AN/A19082778
2021-08-31$13.25$12.5063.3%18.2%24.6%41.8%42.7%6.2%-44.4%-7.4K873.7K-8630.36116.92N/AN/A14585778