CULP Options History — March 2022

In March 2022, CULP traded between $7.72 and $8.20. ATM implied volatility averaged 61.6%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 34.2% (HV 20d: 27.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.32.

Notable Days

  • 2022-03-14: Highest Volume — 279 contracts
  • 2022-03-30: Largest IV spike — 77.4% change
  • 2022-03-07: Highest IV Rank — 82.3%
  • 2022-03-07: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.95$7.72$8.20$8.11$7.93
Max Pain$9.38$7.50$10.00$10.00$7.50
ATM IV61.6%41.4%109.5%77.5%64.0%
Expected Move16.6%9.7%31.4%22.2%14.1%
HV 20d27.3%20.3%33.0%31.3%23.8%
HV 60d35.7%30.5%38.3%37.7%30.8%
IV Rank36.2%16.9%82.3%51.5%38.6%
IV Percentile64.0%17.5%98.8%92.1%76.6%
Term Structure-12.0%-53.6%21.7%-26.7%-15.0%
VWIV92.9%42.5%178.8%53.4%71.9%
Skew 25d30.6%-27.2%67.3%61.4%23.7%
Skew 10d81.8%13.5%206.8%206.8%103.4%
Call IV 25d83.9%44.9%230.7%60.4%71.5%
Put IV 25d114.5%51.0%298.0%121.8%95.1%
Bid-Ask Spread %111.9158.56166.5491.5181.28
Gamma HHI0.470.400.680.400.43
Net GEX-368-780171-756-238
Net DEX81.1K72.3K91.8K79.3K78.7K
Net VEX-368-465-232-240-424
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.632.232.111.94
Total Volume213.696137279137147
Total OI378.087236432236396

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$8.11$10.0077.5%22.2%31.3%51.5%53.4%61.4%-26.7%-75679.3K-2402.1191.51N/AN/A449364172
2022-03-02$8.07$10.0051.5%14.8%30.9%26.6%87.3%37.8%-16.0%-78081.2K-2321.4460.47N/AN/A7911464172
2022-03-03$7.90$10.0078.8%22.6%30.4%52.8%88.4%38.0%-15.2%-65891.8K-2641.74112.33N/AN/A6912099199
2022-03-04$7.87$10.0072.7%20.9%30.4%47.0%66.7%18.0%-12.6%-50386.0K-2851.7158.56N/AN/A70120119199
2022-03-07$7.72$10.00109.5%31.4%30.8%82.3%138.3%31.7%-9.0%-44186.7K-2510.63129.76N/AN/A169106120201
2022-03-08$7.74$10.0076.4%28.5%29.4%50.5%153.4%9.3%-30.9%11174.6K-4470.63123.72N/AN/A169106220201
2022-03-09$7.98$10.0051.2%22.5%32.0%26.3%178.8%28.5%-4.2%-16872.3K-4650.63113.49N/AN/A169106220201
2022-03-10$7.81$10.0053.2%19.4%32.6%28.2%137.5%10.5%-9.9%-2079.3K-4150.63103.13N/AN/A169106220201
2022-03-11$7.81$10.0052.1%18.2%32.6%27.2%100.6%33.6%-11.6%-26679.3K-4140.63112.01N/AN/A169106220201
2022-03-14$7.89$7.5051.4%12.4%33.0%26.4%42.5%31.7%-7.8%-19379.1K-4370.6599.14N/AN/A169110221207
2022-03-15$7.87$7.5054.4%12.5%30.8%29.3%43.1%45.8%-10.9%17178.4K-4260.65105.63N/AN/A169110221207
2022-03-16$7.98$7.5055.9%13.3%26.6%30.8%46.3%45.1%-8.5%-11481.3K-4110.65106.11N/AN/A169110221207
2022-03-17$7.98$0.0061.1%18.5%26.1%35.8%0.0%57.6%21.4%-67182.3K-3760.63143.49N/AN/A169106222208
2022-03-18$7.94$0.0044.0%13.8%26.1%19.4%0.0%12.8%21.7%-66083.4K-3770.63166.54N/AN/A169106222210
2022-03-21$7.90$0.0061.3%10.0%25.4%35.9%0.0%67.3%-22.9%-23188.3K-3420.72134.07N/AN/A145105168207
2022-03-22$7.97$0.0045.8%10.3%24.3%21.1%0.0%9.7%-10.7%-64083.5K-3512.23132.41N/AN/A47105168208
2022-03-23$8.00$0.0060.1%9.7%24.2%34.9%0.0%49.4%-7.5%-76379.8K-3762.23136.06N/AN/A47105169208
2022-03-24$7.90$0.0052.6%13.1%20.8%27.6%0.0%49.5%2.4%-42979.5K-4112.10121.80N/AN/A50105169208
2022-03-25$8.00$0.0041.4%13.0%20.3%16.9%0.0%-27.2%-4.2%-15285.2K-3752.11118.69N/AN/A4697174212
2022-03-28$8.20$0.0064.1%13.3%22.0%38.7%0.0%50.5%-53.6%-16581.3K-3742.11101.40N/AN/A4697175212
2022-03-29$8.10$0.0049.3%10.1%22.4%24.5%0.0%-4.8%-19.9%-37278.8K-3861.80102.93N/AN/A5497175212
2022-03-30$8.17$0.0087.5%17.6%22.5%61.1%0.0%24.0%-24.5%-52974.7K-3911.80119.30N/AN/A5497184212
2022-03-31$7.93$0.0064.0%14.1%23.8%38.6%71.9%23.7%-15.0%-23878.7K-4241.9481.28N/AN/A5097184212