CULP Options History — May 2022 In May 2022, CULP traded between $5.34 and $6.25. ATM implied volatility averaged 105.2%, placing in the 57.9% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 61.9% (HV 20d: 43.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.29.
Notable Days 2022-05-09 : Highest Volume — 136 contracts2022-05-09 : Largest IV spike — 103.2% change2022-05-02 : Highest IV Rank — 100.0%2022-05-16 : Largest Expected Move — 41.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.76 $5.34 $6.25 $6.25 $5.54 Max Pain $5.94 $5.00 $7.50 $7.50 $5.00 ATM IV 105.2% 58.1% 178.6% 130.6% 111.5% Expected Move 29.6% 17.1% 41.3% 37.4% 32.0% HV 20d 43.3% 32.8% 48.1% 40.3% 34.2% HV 60d 33.9% 32.6% 35.4% 32.6% 33.8% IV Rank 57.9% 32.1% 100.0% 100.0% 56.6% IV Percentile 91.9% 64.3% 100.0% 100.0% 96.8% Term Structure -30.3% -63.4% 12.7% -15.1% -28.0% VWIV 124.5% 55.1% 177.1% 76.1% 116.2% Skew 25d 11.4% -155.8% 88.6% 34.8% 52.5% Skew 10d 61.2% -31.9% 140.9% 30.5% 120.4% Call IV 25d 97.2% 43.8% 203.0% 85.6% 83.5% Put IV 25d 108.6% 41.4% 170.6% 120.4% 136.0% Bid-Ask Spread % 124.75 102.75 135.07 118.60 131.86 Gamma HHI 0.36 0.33 0.48 0.35 0.37 Net GEX 148 -192 569 -129 214 Net DEX 43.2K 16.4K 61.6K 40.8K 53.7K Net VEX -279 -436 -127 -332 -198 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.29 0.21 3.42 3.42 3.00 Total Volume 48.619 29 136 53 32 Total OI 383.286 310 418 310 404
Daily Data (21 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 2022-05-02 $6.25 $7.50 130.6% 37.4% 40.3% 100.0% 76.1% 34.8% -15.1% -129 40.8K -332 3.42 118.60 N/A N/A 12 41 159 151 2022-05-03 $6.07 $7.50 105.4% 30.2% 40.1% 76.4% 177.1% -155.8% -52.4% -59 42.0K -318 3.42 102.75 N/A N/A 12 41 160 151 2022-05-04 $5.90 $7.50 75.1% 21.5% 40.4% 48.1% 90.5% -59.4% 12.7% -43 46.3K -288 3.42 116.87 N/A N/A 12 41 160 151 2022-05-05 $6.24 $0.00 58.1% 23.7% 47.5% 32.1% 128.3% 16.1% -42.3% -177 53.2K -227 2.28 125.37 N/A N/A 18 41 160 151 2022-05-06 $6.12 $0.00 75.0% 17.1% 47.4% 48.0% 107.5% -1.3% 8.0% -125 49.0K -240 3.15 115.27 N/A N/A 13 41 166 151 2022-05-09 $6.04 $0.00 152.5% 38.7% 47.4% 100.0% 140.7% -29.5% -33.1% -192 40.8K -285 0.21 133.73 N/A N/A 112 24 165 151 2022-05-10 $5.94 $0.00 178.6% 41.1% 47.4% 100.0% 128.5% -13.0% -42.3% 504 16.4K -436 0.21 128.80 N/A N/A 112 24 262 154 2022-05-11 $5.80 $0.00 137.2% 39.3% 47.3% 73.3% 156.0% -24.4% -56.0% 235 45.9K -272 1.79 135.07 N/A N/A 14 25 262 154 2022-05-12 $5.78 $0.00 102.1% 29.3% 46.9% 50.6% 164.3% -2.7% -58.4% 380 21.5K -426 1.79 121.77 N/A N/A 14 25 263 155 2022-05-13 $5.90 $0.00 77.7% 22.3% 48.0% 34.8% 157.1% 13.9% 2.8% 449 36.8K -345 1.79 132.19 N/A N/A 14 25 263 155 2022-05-16 $5.87 $0.00 144.0% 41.3% 48.0% 77.7% 163.1% 41.8% -57.8% 382 31.4K -383 1.92 134.00 N/A N/A 13 25 261 155 2022-05-17 $5.73 $0.00 92.3% 26.5% 48.1% 44.3% 121.2% 44.5% -63.4% 306 27.8K -363 1.92 119.72 N/A N/A 13 25 261 154 2022-05-18 $5.60 $0.00 102.7% 29.4% 47.9% 51.0% 132.6% -10.6% -40.8% 569 41.7K -300 2.50 130.25 N/A N/A 10 25 261 154 2022-05-19 $5.50 $0.00 103.8% 29.8% 47.6% 51.7% 154.8% 65.8% -20.9% 232 40.9K -276 2.40 131.12 N/A N/A 10 24 262 156 2022-05-20 $5.37 $0.00 84.8% 24.3% 47.2% 39.4% 122.7% 37.4% -40.9% 301 46.3K -251 1.71 122.33 N/A N/A 14 24 262 156 2022-05-23 $5.40 $0.00 105.0% 30.1% 47.7% 52.5% 119.4% 88.6% -19.5% 284 45.5K -261 2.63 123.64 N/A N/A 8 21 252 151 2022-05-24 $5.34 $5.00 94.6% 27.1% 32.8% 45.7% 98.2% 70.3% -15.6% -107 61.6K -127 2.63 121.28 N/A N/A 8 21 252 152 2022-05-25 $5.40 $5.00 103.1% 29.6% 33.6% 51.2% 109.7% 50.6% -22.1% 21 51.7K -193 2.63 116.60 N/A N/A 8 21 252 152 2022-05-26 $5.50 $5.00 96.2% 27.6% 34.5% 46.7% 95.0% 42.3% -26.7% -113 60.6K -133 2.63 128.25 N/A N/A 8 21 252 152 2022-05-27 $5.58 $5.00 78.4% 22.5% 35.4% 35.3% 55.1% -22.9% -24.5% 182 54.1K -206 2.63 130.40 N/A N/A 8 21 252 152 2022-05-31 $5.54 $5.00 111.5% 32.0% 34.2% 56.6% 116.2% 52.5% -28.0% 214 53.7K -198 3.00 131.86 N/A N/A 8 24 252 152
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