CULP Options History — February 2022

In February 2022, CULP traded between $8.09 and $8.97. ATM implied volatility averaged 76.6%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 44.9% (HV 20d: 31.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 2.31.

Notable Days

2022-02-25: Highest Volume — 137 contracts
2022-02-02: Largest IV spike — 80.7% change
2022-02-03: Highest IV Rank — 80.8%
2022-02-02: Largest Expected Move — 29.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.48	$8.09	$8.97	$8.97	$8.15
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	76.6%	49.8%	108.0%	57.2%	88.8%
Expected Move	21.1%	14.3%	29.6%	16.4%	25.5%
HV 20d	31.7%	25.3%	37.4%	36.9%	33.4%
HV 60d	40.0%	38.4%	41.8%	40.6%	38.4%
IV Rank	50.7%	25.0%	80.8%	32.0%	62.4%
IV Percentile	86.5%	44.8%	98.8%	66.3%	97.2%
Term Structure	-8.3%	-32.7%	26.3%	26.3%	-21.0%
VWIV	62.5%	33.1%	83.1%	77.5%	83.1%
Skew 25d	20.1%	-48.0%	59.7%	30.6%	43.2%
Skew 10d	34.7%	-32.0%	141.3%	-32.0%	47.7%
Call IV 25d	59.8%	26.7%	133.1%	27.8%	48.4%
Put IV 25d	79.9%	55.6%	105.4%	58.4%	91.6%
Bid-Ask Spread %	113.92	86.66	127.18	127.18	121.09
Gamma HHI	0.48	0.38	0.70	0.52	0.41
Net GEX	-758	-1.0K	-630	-692	-816
Net DEX	76.6K	59.3K	90.2K	71.6K	81.5K
Net VEX	-209	-248	-156	-198	-236
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.31	1.94	2.79	2.00	2.11
Total Volume	117.263	102	137	102	137
Total OI	204.632	183	236	183	236

Daily Data (19 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
2022-02-01	$8.97	$10.00	57.2%	16.4%	36.9%	32.0%	77.5%	30.6%	26.3%	-692	71.6K	-198	2.00	127.18	N/A	N/A	34	68	49	134
2022-02-02	$8.73	$10.00	103.3%	29.6%	37.4%	76.4%	55.0%	59.7%	-15.0%	-763	75.3K	-190	2.00	95.69	N/A	N/A	34	68	52	138
2022-02-03	$8.66	$10.00	108.0%	20.7%	36.9%	80.8%	62.1%	21.1%	5.9%	-673	59.3K	-248	2.00	122.25	N/A	N/A	34	68	52	138
2022-02-04	$8.56	$10.00	74.2%	19.6%	37.0%	48.4%	47.1%	47.8%	-2.4%	-655	63.9K	-227	2.00	120.77	N/A	N/A	34	68	52	138
2022-02-07	$8.74	$10.00	85.3%	22.7%	34.7%	59.0%	33.1%	42.0%	-23.8%	-697	70.6K	-207	2.00	86.66	N/A	N/A	34	68	52	138
2022-02-08	$8.64	$10.00	81.7%	21.0%	26.9%	55.6%	56.3%	34.3%	10.0%	-630	69.3K	-204	2.00	113.41	N/A	N/A	34	68	52	138
2022-02-09	$8.58	$10.00	83.3%	23.9%	26.7%	57.1%	54.0%	35.9%	-22.9%	-654	62.9K	-221	2.00	102.47	N/A	N/A	34	68	52	138
2022-02-10	$8.59	$10.00	74.6%	21.4%	25.6%	48.7%	57.5%	48.5%	-23.3%	-662	79.4K	-156	2.00	116.83	N/A	N/A	34	68	52	138
2022-02-11	$8.55	$10.00	49.8%	14.3%	25.3%	25.0%	64.1%	15.5%	0.7%	-693	74.4K	-181	1.94	105.20	N/A	N/A	35	68	52	138
2022-02-14	$8.25	$10.00	88.6%	25.4%	27.7%	62.2%	54.5%	21.4%	-32.7%	-635	76.6K	-161	2.79	109.30	N/A	N/A	34	95	50	138
2022-02-15	$8.61	$10.00	65.6%	18.8%	32.4%	40.1%	67.7%	1.9%	3.1%	-881	86.8K	-215	2.79	122.11	N/A	N/A	34	95	51	168
2022-02-16	$8.45	$10.00	62.7%	18.0%	32.7%	37.4%	58.5%	-1.6%	-16.9%	-924	83.0K	-230	2.79	117.40	N/A	N/A	34	95	51	168
2022-02-17	$8.45	$10.00	68.3%	19.6%	29.9%	42.7%	64.9%	-19.1%	5.3%	-750	81.1K	-228	2.79	117.94	N/A	N/A	34	95	51	168
2022-02-18	$8.29	$10.00	72.2%	20.7%	30.1%	46.5%	78.4%	15.4%	-17.9%	-780	90.2K	-190	2.79	117.05	N/A	N/A	34	95	51	168
2022-02-22	$8.09	$10.00	78.6%	22.5%	30.9%	52.6%	69.1%	39.8%	-20.5%	-806	80.9K	-212	2.67	112.56	N/A	N/A	36	96	50	163
2022-02-23	$8.13	$10.00	64.9%	18.6%	31.0%	39.5%	53.0%	4.3%	-19.1%	-813	84.1K	-213	2.58	116.20	N/A	N/A	36	93	53	169
2022-02-24	$8.41	$10.00	78.9%	22.6%	33.6%	52.9%	77.8%	-48.0%	12.6%	-1.0K	82.6K	-229	2.58	122.33	N/A	N/A	36	93	53	172
2022-02-25	$8.23	$10.00	68.9%	19.8%	33.3%	43.3%	73.6%	-9.9%	-6.6%	-884	81.6K	-225	2.11	117.95	N/A	N/A	44	93	53	172
2022-02-28	$8.15	$10.00	88.8%	25.5%	33.4%	62.4%	83.1%	43.2%	-21.0%	-816	81.5K	-236	2.11	121.09	N/A	N/A	44	93	64	172