CULP Options History — November 2021

In November 2021, CULP traded between $10.40 and $13.92. ATM implied volatility averaged 66.2%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 28.1% (HV 20d: 38.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2021-11-04: Highest Volume — 238 contracts
  • 2021-11-03: Largest IV spike — 80.4% change
  • 2021-11-26: Highest IV Rank — 100.0%
  • 2021-11-26: Largest Expected Move — 36.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.08$10.40$13.92$13.92$10.55
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV66.2%40.0%128.0%53.9%70.6%
Expected Move18.4%11.5%36.7%15.5%20.3%
HV 20d38.1%27.3%47.0%27.3%41.1%
HV 60d38.6%35.6%41.6%35.6%41.6%
IV Rank45.4%16.6%100.0%32.8%43.9%
IV Percentile71.9%13.1%100.0%57.5%88.1%
Term Structure-9.7%-48.3%14.6%-9.8%-21.8%
VWIV66.7%40.0%174.5%57.3%102.5%
Skew 25d5.8%-38.8%51.5%10.2%-38.8%
Skew 10d11.3%-17.9%35.0%5.7%8.4%
Call IV 25d69.6%39.0%191.4%41.3%118.3%
Put IV 25d75.4%40.2%173.8%51.5%79.5%
Bid-Ask Spread %120.61110.13128.97116.65119.56
Gamma HHI0.540.430.740.490.44
Net GEX4.3K-62715.5K3.0K-167
Net DEX18.3K-125.9K172.7K-76.1K149.7K
Net VEX-765-1.1K-378-882-438
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.380.520.490.52
Total Volume219.619183238198184
Total OI519.571391580513395

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$13.92$12.5053.9%15.5%27.3%32.8%57.3%10.2%-9.8%3.0K-76.1K-8820.49116.65N/AN/A13365298215
2021-11-02$13.48$12.5042.2%12.1%30.1%19.2%46.0%-8.8%-13.2%3.7K-96.2K-1.0K0.38122.69N/AN/A17165310215
2021-11-03$13.35$12.5076.1%21.8%30.4%58.8%87.2%1.0%-48.3%4.2K-125.9K-1.1K0.38128.95N/AN/A17165360215
2021-11-04$12.65$12.5055.2%14.8%36.1%34.4%49.8%20.5%-7.5%7.0K-47.9K-1.0K0.39110.13N/AN/A17167360215
2021-11-05$12.92$12.5064.9%17.9%37.0%45.7%62.6%13.9%-18.7%6.0K-41.0K-9490.39120.74N/AN/A17167360218
2021-11-08$12.65$12.5053.3%13.9%37.7%32.1%48.3%-13.4%5.1%8.4K-61.9K-9350.39119.20N/AN/A17167360218
2021-11-09$12.60$12.5075.5%13.5%37.7%58.0%47.1%5.5%10.6%6.1K-38.8K-9650.38114.53N/AN/A17165360218
2021-11-10$12.50$12.5040.0%11.5%36.9%16.6%40.0%1.9%14.6%6.3K-22.8K-9200.38115.65N/AN/A17265360219
2021-11-11$12.68$12.5046.5%13.3%37.3%24.2%46.5%8.5%-0.0%6.5K-17.3K-8540.38114.29N/AN/A17265361219
2021-11-12$12.52$12.5053.5%15.3%37.4%32.4%53.5%17.8%2.1%15.5K-44.1K-8860.38119.45N/AN/A17265361219
2021-11-15$12.35$12.5057.5%16.5%37.2%37.0%57.5%-2.5%-5.1%5.4K-17.4K-8510.38127.15N/AN/A17165361217
2021-11-16$12.50$12.5061.4%17.6%37.4%41.6%61.4%-7.0%-1.6%4.6K-20.6K-8190.38128.97N/AN/A17165361217
2021-11-17$12.19$12.5051.9%14.9%37.0%30.5%51.9%4.6%-13.7%9.1K-8.2K-6700.38118.11N/AN/A17165361217
2021-11-18$12.00$12.5057.1%16.4%36.5%36.6%57.1%24.7%-10.9%6.2K29.9K-7020.38122.09N/AN/A17165361217
2021-11-19$11.49$12.5076.6%22.0%38.9%59.4%76.6%0.6%6.5%-62796.7K-6990.38126.26N/AN/A17165361217
2021-11-22$10.72$12.5082.7%23.7%44.8%66.5%61.4%18.4%-33.3%-478115.3K-5660.52115.32N/AN/A12163174217
2021-11-23$10.73$12.5092.0%26.4%44.7%77.3%82.7%23.7%-10.9%28163.7K-4130.51125.33N/AN/A12162175217
2021-11-24$10.57$12.5076.4%21.9%44.4%59.1%49.7%51.5%-15.1%-56164.0K-4000.51123.28N/AN/A12162175219
2021-11-26$10.40$12.50128.0%36.7%43.6%100.0%174.5%-17.7%-23.4%-349110.1K-5720.51126.63N/AN/A12162175219
2021-11-29$10.87$12.5074.9%21.5%47.0%48.1%87.8%6.5%-8.7%289172.7K-3780.52117.86N/AN/A12163175219
2021-11-30$10.55$12.5070.6%20.3%41.1%43.9%102.5%-38.8%-21.8%-167149.7K-4380.52119.56N/AN/A12163175220