CULP Options History — December 2021 In December 2021, CULP traded between $8.69 and $10.61. ATM implied volatility averaged 61.4%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 22.2% (HV 20d: 39.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2021-12-01 : Highest Volume — 213 contracts2021-12-13 : Largest IV spike — 68.5% change2021-12-14 : Highest IV Rank — 83.4%2021-12-01 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.46 $8.69 $10.61 $10.61 $9.30 Max Pain $14.66 $12.50 $15.00 $12.50 $15.00 ATM IV 61.4% 34.6% 111.0% 79.4% 34.6% Expected Move 15.5% 9.9% 22.8% 22.8% 9.9% HV 20d 39.1% 35.6% 42.3% 41.1% 35.6% HV 60d 36.9% 35.7% 40.9% 40.9% 37.1% IV Rank 34.8% 8.6% 83.4% 52.4% 8.6% IV Percentile 61.7% 4.4% 99.2% 96.0% 4.4% Term Structure 7.3% -32.3% 137.4% -29.4% 30.3% VWIV 55.9% 36.6% 96.1% 96.1% 36.6% Skew 25d 22.2% -39.5% 192.9% -6.0% 192.9% Skew 10d 42.3% -39.9% 228.6% -39.9% 228.6% Call IV 25d 50.8% 27.5% 90.3% 90.3% 45.1% Put IV 25d 73.0% 29.6% 238.0% 84.3% 238.0% Bid-Ask Spread % 97.05 48.44 122.02 87.62 93.19 Gamma HHI 0.38 0.28 0.47 0.45 0.31 Net GEX -12 -497 533 131 -275 Net DEX 187.0K 152.0K 209.3K 152.0K 188.6K Net VEX -232 -418 -137 -418 -233 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.45 1.06 0.45 0.76 Total Volume 150.5 135 213 213 160 Total OI 442.091 395 476 395 475
Daily Data (22 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 2021-12-01 $10.61 $12.50 79.4% 22.8% 41.1% 52.4% 96.1% -6.0% -29.4% 131 152.0K -418 0.45 87.62 N/A N/A 147 66 175 220 2021-12-02 $10.19 $12.50 60.5% 17.3% 42.3% 33.9% 43.7% 23.9% -24.0% -210 163.8K -361 0.86 100.90 N/A N/A 77 66 199 225 2021-12-03 $10.25 $12.50 74.1% 21.2% 40.0% 47.3% 68.8% 9.2% -32.3% 417 172.3K -318 0.96 122.02 N/A N/A 69 66 203 221 2021-12-06 $10.24 $15.00 70.2% 18.5% 38.4% 43.4% 59.9% 29.7% -7.7% 247 169.1K -333 0.74 117.30 N/A N/A 89 66 203 221 2021-12-07 $10.09 $15.00 63.4% 15.3% 38.3% 36.8% 51.1% 34.8% -8.5% 533 184.8K -238 0.74 101.73 N/A N/A 89 66 203 221 2021-12-08 $10.08 $15.00 74.8% 15.8% 38.4% 48.0% 51.0% 36.8% -7.8% 504 183.1K -238 0.78 106.23 N/A N/A 80 62 203 221 2021-12-09 $10.00 $15.00 73.2% 15.9% 38.4% 46.4% 51.9% 30.9% -8.1% 500 179.3K -246 0.78 106.06 N/A N/A 80 62 205 221 2021-12-10 $9.71 $15.00 52.4% 15.3% 37.7% 26.1% 53.7% 29.1% -6.1% 372 182.3K -208 0.79 100.60 N/A N/A 80 63 205 222 2021-12-13 $9.76 $15.00 88.3% 15.5% 38.2% 61.2% 52.6% 6.2% -6.8% 480 185.8K -178 0.78 107.11 N/A N/A 81 63 206 222 2021-12-14 $9.30 $15.00 111.0% 10.2% 40.3% 83.4% 37.5% 9.7% 21.4% 218 186.2K -137 1.06 95.41 N/A N/A 84 89 208 222 2021-12-15 $8.98 $15.00 52.6% 15.1% 39.7% 26.2% 57.5% -14.7% -12.3% -1 193.4K -188 0.81 98.88 N/A N/A 84 68 209 248 2021-12-16 $8.94 $15.00 43.1% 12.4% 39.8% 17.0% 47.1% -0.4% 137.4% -203 196.2K -199 0.86 89.04 N/A N/A 84 72 209 257 2021-12-17 $9.12 $15.00 69.2% 19.8% 41.7% 42.5% 71.6% 21.2% 17.8% -110 184.3K -306 0.86 99.25 N/A N/A 84 72 209 267 2021-12-20 $8.69 $15.00 67.4% 19.3% 42.2% 40.8% 75.8% -7.1% 1.8% -338 171.5K -301 1.03 103.95 N/A N/A 68 70 185 263 2021-12-21 $8.71 $15.00 46.0% 13.2% 37.1% 19.8% 57.1% -39.5% -4.2% -225 196.7K -183 0.97 90.38 N/A N/A 71 69 186 264 2021-12-22 $9.07 $15.00 46.7% 13.4% 41.1% 20.5% 52.7% 27.1% 6.1% -390 207.0K -161 0.97 107.91 N/A N/A 71 69 190 264 2021-12-23 $8.98 $15.00 43.9% 12.6% 41.1% 17.7% 48.0% 26.8% 22.9% -497 209.3K -142 0.96 105.63 N/A N/A 72 69 190 264 2021-12-27 $8.97 $15.00 53.3% 15.3% 41.0% 26.9% 49.9% -5.3% 24.0% -385 205.2K -162 0.96 99.08 N/A N/A 72 69 191 264 2021-12-28 $9.00 $15.00 38.6% 11.1% 36.5% 12.5% 45.0% 29.7% 23.4% -438 201.2K -186 0.96 48.44 N/A N/A 72 69 191 264 2021-12-29 $8.99 $15.00 56.5% 16.2% 35.8% 30.1% 61.8% -4.0% -12.4% -277 201.8K -181 0.96 55.59 N/A N/A 72 69 191 264 2021-12-30 $9.08 $15.00 50.7% 14.5% 36.0% 24.4% 59.2% 57.3% 35.9% -326 201.1K -190 0.76 98.79 N/A N/A 91 69 191 264 2021-12-31 $9.30 $15.00 34.6% 9.9% 35.6% 8.6% 36.6% 192.9% 30.3% -275 188.6K -233 0.76 93.19 N/A N/A 91 69 211 264
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