CULP Options History — January 2022

In January 2022, CULP traded between $8.64 and $10.02. ATM implied volatility averaged 59.1%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 11.8% (HV 20d: 47.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.96.

Notable Days

2022-01-03: Highest Volume — 174 contracts
2022-01-04: Largest IV spike — 89.2% change
2022-01-27: Highest IV Rank — 69.6%
2022-01-27: Largest Expected Move — 27.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.16	$8.64	$10.02	$10.02	$8.90
Max Pain	$10.75	$10.00	$15.00	$15.00	$10.00
ATM IV	59.1%	23.8%	96.3%	23.8%	84.4%
Expected Move	16.7%	6.8%	27.6%	6.8%	24.2%
HV 20d	47.4%	45.3%	52.6%	45.3%	46.4%
HV 60d	42.3%	40.5%	43.3%	40.5%	41.7%
IV Rank	33.9%	0.0%	69.6%	0.0%	58.2%
IV Percentile	60.4%	0.0%	98.8%	0.0%	96.4%
Term Structure	4.2%	-32.5%	92.5%	11.9%	-17.0%
VWIV	57.7%	23.8%	84.6%	23.8%	84.6%
Skew 25d	31.1%	-16.8%	217.6%	30.5%	32.2%
Skew 10d	37.5%	-18.1%	245.5%	41.0%	41.8%
Call IV 25d	56.4%	25.7%	102.9%	71.0%	102.9%
Put IV 25d	87.5%	49.1%	261.6%	101.4%	135.0%
Bid-Ask Spread %	113.35	51.97	130.88	51.97	129.57
Gamma HHI	0.44	0.32	0.56	0.42	0.39
Net GEX	41	-745	1.8K	-400	-745
Net DEX	152.2K	62.5K	203.5K	200.5K	63.4K
Net VEX	-235	-280	-196	-196	-226
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.66	1.47	0.66	1.47
Total Volume	152.6	121	174	174	126
Total OI	417.45	176	534	475	183

Daily Data (20 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
2022-01-03	$10.02	$15.00	23.8%	6.8%	45.3%	0.0%	23.8%	30.5%	11.9%	-400	200.5K	-196	0.66	51.97	N/A	N/A	105	69	211	264
2022-01-04	$9.83	$15.00	45.1%	12.9%	45.7%	20.4%	46.5%	-1.8%	-1.1%	1.2K	182.1K	-228	0.74	89.87	N/A	N/A	93	69	250	264
2022-01-05	$9.62	$15.00	42.1%	12.1%	46.0%	17.5%	42.3%	217.6%	-8.5%	1.2K	179.6K	-269	0.74	91.23	N/A	N/A	93	69	248	264
2022-01-06	$9.55	$10.00	60.9%	11.6%	46.1%	35.6%	40.2%	101.2%	11.7%	936	177.4K	-273	0.80	111.80	N/A	N/A	93	74	248	264
2022-01-07	$9.92	$10.00	49.9%	12.6%	48.2%	25.0%	46.1%	52.4%	11.7%	1.8K	181.4K	-267	0.80	110.35	N/A	N/A	93	74	248	269
2022-01-10	$9.29	$10.00	69.6%	17.2%	52.6%	44.0%	60.4%	-16.8%	-12.2%	697	182.3K	-221	0.78	123.81	N/A	N/A	93	73	248	270
2022-01-11	$9.35	$10.00	54.8%	20.6%	52.6%	29.7%	72.5%	9.0%	-16.7%	743	180.8K	-280	0.69	110.77	N/A	N/A	93	64	248	274
2022-01-12	$9.12	$10.00	48.4%	13.9%	50.5%	23.6%	42.1%	7.4%	-18.2%	414	192.1K	-217	0.74	109.75	N/A	N/A	93	69	248	275
2022-01-13	$9.19	$10.00	45.0%	12.9%	49.0%	20.3%	41.2%	13.5%	0.1%	426	193.7K	-243	0.76	98.25	N/A	N/A	93	71	248	280
2022-01-14	$9.10	$10.00	58.7%	16.8%	49.1%	33.5%	58.0%	0.9%	-13.8%	340	196.1K	-241	0.76	125.93	N/A	N/A	93	71	248	286
2022-01-18	$9.10	$10.00	47.9%	13.7%	48.6%	23.1%	47.1%	-1.6%	14.1%	-626	191.6K	-271	0.76	120.17	N/A	N/A	93	71	248	284
2022-01-19	$8.98	$10.00	59.5%	17.1%	45.4%	34.3%	62.4%	-5.4%	0.0%	-644	203.5K	-218	0.76	128.54	N/A	N/A	93	71	240	284
2022-01-20	$8.64	$10.00	70.3%	20.2%	47.6%	44.7%	40.7%	-6.3%	92.5%	-568	190.5K	-249	0.76	125.78	N/A	N/A	93	71	240	284
2022-01-21	$8.75	$10.00	69.9%	20.0%	45.4%	44.2%	72.9%	1.2%	0.7%	-657	202.4K	-201	0.76	130.88	N/A	N/A	93	71	240	284
2022-01-24	$8.80	$10.00	62.6%	18.0%	45.4%	37.3%	74.9%	30.5%	-0.8%	-624	67.5K	-205	1.37	110.18	N/A	N/A	51	70	49	127
2022-01-25	$8.80	$10.00	53.9%	15.4%	45.4%	28.8%	73.1%	67.2%	39.1%	-681	70.3K	-203	1.47	118.24	N/A	N/A	51	75	49	133
2022-01-26	$8.86	$10.00	51.2%	14.7%	45.5%	26.3%	68.9%	46.6%	40.5%	-674	63.3K	-238	1.47	125.75	N/A	N/A	51	75	49	134
2022-01-27	$8.64	$10.00	96.3%	27.6%	46.3%	69.6%	74.3%	-0.1%	-16.9%	-622	62.5K	-230	1.47	130.59	N/A	N/A	51	75	49	134
2022-01-28	$8.65	$10.00	88.5%	25.4%	46.1%	62.1%	82.2%	43.1%	-32.5%	-639	63.5K	-230	1.47	123.65	N/A	N/A	51	75	49	134
2022-01-31	$8.90	$10.00	84.4%	24.2%	46.4%	58.2%	84.6%	32.2%	-17.0%	-745	63.4K	-226	1.47	129.57	N/A	N/A	51	75	49	134