CULP Options History — October 2021 In October 2021, CULP traded between $12.75 and $13.32. ATM implied volatility averaged 43.6%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 13.1% (HV 20d: 30.5%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.10.
Notable Days 2021-10-20 : Highest Volume — 196 contracts2021-10-12 : Largest IV spike — 133.4% change2021-10-12 : Highest IV Rank — 100.0%2021-10-05 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $13.03 $12.75 $13.32 $12.78 $13.20 Max Pain $12.74 $12.50 $17.50 $17.50 $12.50 ATM IV 43.6% 25.8% 111.4% 43.4% 35.5% Expected Move 11.8% 7.4% 15.9% 12.5% 10.2% HV 20d 30.5% 20.4% 50.1% 49.6% 21.0% HV 60d 35.3% 32.8% 39.2% 39.2% 34.1% IV Rank 18.4% 0.0% 100.0% 17.1% 11.3% IV Percentile 20.7% 0.0% 100.0% 18.3% 5.6% Term Structure 6.2% -9.8% 45.9% 13.5% 17.9% VWIV 37.9% 23.2% 55.0% 35.4% 33.0% Skew 25d 21.0% -7.8% 76.2% 13.2% 8.7% Skew 10d 52.0% -5.4% 146.5% 12.1% 17.0% Call IV 25d 40.6% 31.3% 58.7% 38.0% 33.4% Put IV 25d 61.6% 30.2% 121.6% 51.3% 42.0% Bid-Ask Spread % 114.32 103.30 123.57 103.30 111.68 Gamma HHI 0.55 0.42 0.70 0.70 0.55 Net GEX 631 -4.6K 5.3K -2.2K 5.3K Net DEX 293.4K -44.0K 825.5K 814.1K -44.0K Net VEX -904 -1.1K -771 -821 -993 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.00 10.00 0.00 0.52 Total Volume 83.476 0 196 1 191 Total OI 663.048 454 1,005 989 510
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $12.78 $17.50 43.4% 12.5% 49.6% 17.1% 0.0% 13.2% 13.5% -2.2K 814.1K -821 0.00 103.30 N/A N/A 0 1 206 783 2021-10-04 $13.02 $12.50 45.3% 10.4% 50.1% 19.5% 35.4% 49.5% -1.4% -2.0K 825.5K -795 0.00 122.51 N/A N/A 79 0 208 783 2021-10-05 $13.05 $12.50 44.5% 15.9% 47.7% 18.4% 0.0% 14.1% -2.4% -4.6K 791.0K -858 10.00 116.14 N/A N/A 1 10 213 782 2021-10-06 $13.04 $12.50 46.5% 15.6% 44.5% 21.0% 55.0% 12.8% -2.7% -2.3K 798.9K -846 2.00 118.48 N/A N/A 1 2 214 782 2021-10-07 $13.05 $12.50 57.6% 13.9% 34.0% 34.8% 0.0% 9.9% 3.0% -2.1K 798.1K -844 0.00 123.57 N/A N/A 0 0 214 788 2021-10-08 $13.04 $12.50 39.6% 14.8% 31.4% 12.4% 0.0% 8.0% -9.8% -2.5K 797.7K -827 0.00 113.15 N/A N/A 10 0 215 790 2021-10-11 $13.01 $12.50 47.7% 14.0% 31.4% 22.5% 0.0% 3.1% -8.8% -2.8K 288.8K -779 0.00 121.34 N/A N/A 1 0 210 391 2021-10-12 $12.97 $12.50 111.4% 13.2% 31.0% 100.0% 46.3% 72.1% -6.1% -2.4K 282.2K -771 0.00 114.96 N/A N/A 6 0 209 391 2021-10-13 $13.24 $12.50 48.4% 13.9% 30.9% 22.9% 0.0% 43.0% -8.2% -1.6K 271.5K -824 0.00 118.15 N/A N/A 0 0 223 391 2021-10-14 $13.25 $12.50 34.0% 9.7% 30.9% 5.3% 34.6% 24.6% 45.9% -1.1K 249.6K -839 1.56 107.26 N/A N/A 32 50 238 391 2021-10-15 $13.32 $12.50 33.5% 9.6% 30.6% 4.8% 0.0% 0.3% 13.5% 1.1K 240.4K -806 0.00 115.00 N/A N/A 0 1 243 391 2021-10-18 $13.08 $12.50 32.4% 9.3% 27.2% 3.3% 0.0% 1.6% 11.3% 1.5K 30.8K -981 0.00 110.56 N/A N/A 0 1 240 214 2021-10-19 $13.17 $12.50 33.5% 9.6% 23.6% 4.7% 29.9% 6.6% 18.6% 1.4K 23.2K -984 0.00 112.02 N/A N/A 10 0 240 214 2021-10-20 $12.78 $12.50 39.5% 11.3% 25.5% 12.1% 38.1% 76.2% 11.6% 3.1K 52.3K -922 0.50 115.38 N/A N/A 131 65 260 215 2021-10-21 $13.01 $12.50 39.4% 11.3% 25.6% 11.9% 38.6% 8.3% 0.9% 2.6K -3.9K -1.0K 0.50 109.08 N/A N/A 131 65 270 215 2021-10-22 $13.07 $12.50 25.8% 7.4% 20.4% 0.0% 23.2% -1.1% 13.4% 4.0K -35.9K -1.1K 0.50 110.82 N/A N/A 131 65 280 215 2021-10-25 $13.03 $12.50 33.4% 9.6% 20.4% 8.8% 33.0% 34.8% -1.4% 5.0K -14.3K -1.0K 0.50 109.83 N/A N/A 131 65 280 215 2021-10-26 $12.75 $12.50 49.6% 14.2% 22.1% 27.8% 50.4% -7.8% 1.8% 2.8K -13.5K -1.0K 0.52 119.27 N/A N/A 126 65 280 215 2021-10-27 $12.82 $12.50 35.9% 10.3% 22.1% 11.9% 36.0% 65.0% 12.9% 5.3K 15.8K -958 0.52 113.11 N/A N/A 126 65 285 215 2021-10-28 $13.00 $12.50 38.9% 11.2% 20.6% 15.4% 39.5% -2.5% 5.9% 4.6K -7.7K -968 0.52 115.02 N/A N/A 126 65 290 215 2021-10-29 $13.20 $12.50 35.5% 10.2% 21.0% 11.3% 33.0% 8.7% 17.9% 5.3K -44.0K -993 0.52 111.68 N/A N/A 126 65 295 215
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