CULP Options History — September 2022 In September 2022, CULP traded between $4.34 and $5.48. ATM implied volatility averaged 76.2%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 6.0% (HV 20d: 82.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 25.88.
Notable Days 2022-09-22 : Highest Volume — 240 contracts2022-09-13 : Largest IV spike — 256.0% change2022-09-13 : Highest IV Rank — 92.6%2022-09-14 : Largest Expected Move — 25.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.62 $4.34 $5.48 $4.69 $4.36 Max Pain $6.19 $5.00 $7.50 $5.00 $5.00 ATM IV 76.2% 33.6% 304.4% 41.8% 47.9% Expected Move 14.7% 9.6% 25.2% 12.0% 13.7% HV 20d 82.3% 63.8% 95.1% 65.1% 94.3% HV 60d 71.0% 62.0% 80.4% 62.4% 73.6% IV Rank 17.3% 3.2% 92.6% 5.9% 7.9% IV Percentile 45.2% 3.2% 99.6% 11.1% 22.6% Term Structure 28.0% -41.9% 341.5% 28.5% -13.4% VWIV 46.5% 27.5% 58.1% 48.8% 49.7% Skew 25d 37.9% -94.6% 97.0% 56.7% 4.3% Skew 10d 38.1% -83.1% 109.2% 84.5% 17.1% Call IV 25d 60.0% 26.6% 191.6% 64.5% 68.7% Put IV 25d 97.9% 63.4% 154.9% 121.3% 73.0% Bid-Ask Spread % 91.17 64.78 115.98 74.54 93.18 Gamma HHI 0.82 0.33 0.97 0.73 0.94 Net GEX -827 -1.7K 266 -678 -604 Net DEX 37.0K -74.3K 56.9K 36.5K 50.8K Net VEX -138 -328 -88 -166 -88 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 25.88 0.00 210.00 111.00 0.79 Total Volume 78.429 0 240 112 77 Total OI 972.667 454 1,562 955 749
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 2022-09-01 $4.69 $5.00 41.8% 12.0% 65.1% 5.9% 48.8% 56.7% 28.5% -678 36.5K -166 111.00 74.54 N/A N/A 1 111 304 651 2022-09-02 $4.60 $5.00 33.6% 9.6% 65.1% 3.2% 0.0% 67.9% 24.8% -862 52.8K -119 0.00 78.21 N/A N/A 0 10 303 760 2022-09-06 $4.56 $7.50 90.8% 13.4% 65.0% 22.1% 46.8% 29.1% -1.2% -1.2K 37.6K -137 0.80 100.66 N/A N/A 40 32 303 770 2022-09-07 $4.55 $7.50 110.9% 14.1% 64.3% 28.7% 50.6% 26.0% 3.5% -955 44.7K -126 1.11 95.42 N/A N/A 47 52 312 780 2022-09-08 $4.58 $7.50 119.6% 18.9% 64.1% 31.6% 0.0% 77.4% -12.0% -806 50.0K -127 0.00 107.40 N/A N/A 0 106 322 810 2022-09-09 $4.62 $7.50 128.5% 12.5% 63.9% 34.5% 0.0% 55.0% -0.1% -1.2K 44.9K -132 210.00 94.23 N/A N/A 1 210 322 909 2022-09-12 $4.63 $7.50 85.5% 13.8% 63.8% 20.4% 0.0% 77.4% -0.7% -954 47.4K -130 9.00 100.46 N/A N/A 10 90 323 1,119 2022-09-13 $4.59 $7.50 304.4% 17.6% 63.8% 92.6% 58.1% 97.0% -9.3% -1.7K 56.9K -154 2.49 108.90 N/A N/A 51 127 328 1,209 2022-09-14 $5.48 $7.50 87.8% 25.2% 89.9% 21.1% 0.0% 63.6% -41.9% 208 -32.3K -290 0.00 115.98 N/A N/A 0 10 333 1,209 2022-09-15 $5.46 $7.50 59.0% 16.9% 83.2% 11.6% 0.0% -94.6% 341.5% 266 -74.3K -328 0.00 111.24 N/A N/A 0 10 333 1,219 2022-09-16 $4.57 $7.50 45.8% 13.1% 93.4% 7.2% 48.4% 21.1% 21.7% -1.1K 56.3K -116 0.92 84.55 N/A N/A 51 47 333 1,229 2022-09-19 $4.72 $7.50 57.3% 16.4% 94.2% 11.1% 27.5% 60.9% 43.9% -587 33.9K -143 0.00 109.77 N/A N/A 16 0 280 174 2022-09-20 $4.67 $5.00 40.6% 11.6% 94.3% 5.5% 0.0% 52.2% 36.6% -1.4K 42.4K -127 0.00 81.94 N/A N/A 0 0 295 174 2022-09-21 $4.58 $5.00 35.4% 10.2% 94.4% 3.8% 0.0% 58.0% 39.7% -1.3K 48.0K -107 0.00 74.52 N/A N/A 0 0 295 174 2022-09-22 $4.57 $5.00 38.8% 11.1% 94.4% 4.9% 0.0% 26.3% 35.3% -1.2K 48.6K -106 23.00 100.92 N/A N/A 10 230 295 174 2022-09-23 $4.41 $5.00 39.7% 11.4% 95.0% 5.2% 0.0% 7.4% 0.8% -788 52.0K -90 0.00 82.44 N/A N/A 0 0 305 404 2022-09-26 $4.35 $5.00 46.7% 13.4% 94.9% 7.6% 46.6% 0.7% 19.6% -708 50.2K -90 0.79 83.42 N/A N/A 43 34 305 404 2022-09-27 $4.35 $5.00 68.0% 19.5% 94.8% 14.6% 53.2% 32.9% 28.9% -575 41.5K -108 0.79 84.79 N/A N/A 43 34 315 414 2022-09-28 $4.42 $5.00 66.3% 19.0% 95.1% 14.0% 41.7% 50.8% 11.8% -623 41.0K -118 0.79 64.78 N/A N/A 43 34 315 424 2022-09-29 $4.34 $5.00 52.1% 14.9% 94.3% 9.3% 40.6% 25.0% 30.3% -659 47.8K -99 0.79 67.20 N/A N/A 43 34 315 434 2022-09-30 $4.36 $5.00 47.9% 13.7% 94.3% 7.9% 49.7% 4.3% -13.4% -604 50.8K -88 0.79 93.18 N/A N/A 43 34 315 434
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