CULP Options History — September 2021

In September 2021, CULP traded between $12.15 and $13.49. ATM implied volatility averaged 45.2%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 2.3% (HV 20d: 42.9%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-09-01: Highest Volume — 73 contracts
  • 2021-09-02: Largest IV drop — 30.0% change
  • 2021-09-01: Highest IV Rank — 35.3%
  • 2021-09-01: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.76$12.15$13.49$13.24$12.87
Max Pain$17.26$12.50$17.50$12.50$17.50
ATM IV45.2%39.3%58.1%58.1%43.8%
Expected Move12.6%11.3%16.6%16.6%12.5%
HV 20d42.9%24.3%52.6%24.3%50.1%
HV 60d37.5%31.4%40.7%34.0%39.3%
IV Rank19.4%12.0%35.3%35.3%17.5%
IV Percentile22.6%7.5%63.1%63.1%18.7%
Term Structure8.6%-20.2%78.5%-20.2%8.7%
VWIV42.0%33.8%53.6%53.6%45.5%
Skew 25d26.2%-3.1%118.7%-3.1%11.3%
Skew 10d38.8%-9.9%181.2%-9.9%10.2%
Call IV 25d36.9%22.6%55.5%55.5%39.4%
Put IV 25d63.1%36.5%156.0%52.4%50.7%
Bid-Ask Spread %95.4553.90110.2565.46106.77
Gamma HHI0.550.320.760.370.63
Net GEX-3.1K-6.4K-1.7K-6.4K-2.1K
Net DEX828.8K796.7K896.9K868.4K824.0K
Net VEX-787-943-574-844-795
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.000.090.00
Total Volume8.714073732
Total OI987.5718851,042885989

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$13.24$12.5058.1%16.6%24.3%35.3%53.6%-3.1%-20.2%-6.4K868.4K-8440.0965.46N/AN/A676103782
2021-09-02$13.49$17.5040.6%11.3%25.7%13.7%42.4%2.2%-1.7%-5.5K896.9K-7080.33102.89N/AN/A62114787
2021-09-03$13.36$17.5047.0%11.4%25.1%21.6%34.0%17.2%0.4%-4.5K874.3K-8110.0093.91N/AN/A05184796
2021-09-07$12.81$17.5055.9%11.5%28.7%32.6%40.0%22.8%-0.0%-3.7K877.0K-6370.2853.90N/AN/A329186796
2021-09-08$12.24$17.5040.2%11.5%32.0%13.1%0.0%18.2%7.2%-3.0K857.6K-5740.0091.46N/AN/A01186796
2021-09-09$13.26$17.5044.9%12.9%44.4%18.9%45.0%24.3%-6.1%-4.5K818.1K-9430.0071.24N/AN/A110239795
2021-09-10$12.80$17.5046.0%13.2%45.8%20.4%0.0%24.5%-5.0%-3.0K808.7K-9000.0098.83N/AN/A10239795
2021-09-13$12.84$17.5048.7%14.0%45.0%23.6%0.0%22.1%-2.1%-2.9K808.2K-9180.0098.11N/AN/A00249793
2021-09-14$12.67$17.5043.2%12.4%44.7%16.9%0.0%6.4%2.1%-2.3K805.1K-8540.0099.90N/AN/A100249793
2021-09-15$12.45$17.5043.3%12.4%44.8%17.0%0.0%3.6%5.3%-1.7K800.5K-8310.00100.23N/AN/A00249793
2021-09-16$12.47$17.5043.8%12.6%44.6%17.6%0.0%91.1%78.5%-2.2K816.6K-7670.0096.93N/AN/A01249793
2021-09-17$12.66$17.5044.5%12.8%45.2%18.5%0.0%5.9%75.0%-2.6K796.7K-8430.00105.88N/AN/A30249793
2021-09-20$12.15$17.5049.1%14.1%46.9%24.2%0.0%38.3%19.2%-2.2K799.0K-7610.00104.21N/AN/A00181781
2021-09-21$12.65$17.5042.2%12.1%49.8%15.6%0.0%5.4%-1.2%-2.3K844.9K-6850.00110.25N/AN/A01181781
2021-09-22$12.85$17.5045.9%13.2%50.3%20.2%0.0%6.7%-5.6%-2.7K838.6K-7560.00107.63N/AN/A00181781
2021-09-23$13.08$17.5046.3%13.3%50.9%20.7%0.0%11.9%-3.8%-3.3K828.1K-8360.00101.35N/AN/A00181781
2021-09-24$12.55$17.5044.8%12.8%52.6%18.8%0.0%5.9%0.7%-2.5K804.1K-7960.0097.17N/AN/A200181781
2021-09-27$12.50$17.5039.3%11.3%52.4%12.0%33.8%114.9%4.5%-2.4K820.9K-7180.00101.48N/AN/A40181781
2021-09-28$12.49$17.5040.3%11.5%49.0%13.2%45.5%118.7%9.6%-2.1K819.0K-7461.0099.53N/AN/A11201782
2021-09-29$12.53$17.5042.4%12.1%49.0%15.8%0.0%1.0%14.6%-2.2K799.2K-8040.0097.30N/AN/A00205782
2021-09-30$12.87$17.5043.8%12.5%50.1%17.5%0.0%11.3%8.7%-2.1K824.0K-7950.00106.77N/AN/A20206783