CULP Options History — November 2022

In November 2022, CULP traded between $4.85 and $5.32. ATM implied volatility averaged 54.5%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 6.5% (HV 20d: 48.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 7.88.

Notable Days

2022-11-14: Highest Volume — 268 contracts
2022-11-18: Largest IV spike — 71.4% change
2022-11-18: Highest IV Rank — 16.8%
2022-11-04: Largest Expected Move — 23.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.11	$4.85	$5.32	$5.09	$5.17
Max Pain	$3.10	$2.50	$5.00	$5.00	$2.50
ATM IV	54.5%	41.6%	74.9%	45.4%	50.7%
Expected Move	16.3%	11.9%	23.6%	13.0%	14.5%
HV 20d	48.0%	24.4%	57.1%	57.1%	26.4%
HV 60d	67.9%	64.5%	73.3%	73.3%	64.9%
IV Rank	10.1%	5.9%	16.8%	7.1%	8.9%
IV Percentile	29.3%	6.7%	59.9%	12.3%	24.2%
Term Structure	-6.0%	-48.0%	21.9%	7.2%	4.4%
VWIV	60.0%	21.8%	93.2%	45.3%	59.7%
Bid-Ask Spread %	110.05	92.49	139.62	94.91	108.92
Gamma HHI	0.86	0.71	0.96	0.85	0.81
Net GEX	557	194	1.1K	629	348
Net DEX	-12.9K	-20.6K	-8.2K	-14.3K	-12.4K
Net VEX	-61	-76	-51	-74	-58
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.88	0.00	17.36	1.15	0.00
Total Volume	153.429	0	268	58	2
Total OI	254.571	133	382	133	175

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
2022-11-01	$5.09	$5.00	45.4%	13.0%	57.1%	7.1%	45.3%	0.0%	7.2%	629	-14.3K	-74	1.15	94.91	N/A	N/A	27	31	83	50
2022-11-02	$5.09	$5.00	71.4%	20.5%	56.7%	15.7%	72.6%	0.0%	-5.6%	619	-13.9K	-73	1.15	107.49	N/A	N/A	27	31	83	50
2022-11-03	$5.00	$5.00	46.1%	18.3%	55.1%	7.3%	63.7%	0.0%	-20.5%	600	-13.8K	-76	7.11	115.73	N/A	N/A	27	192	83	50
2022-11-04	$5.05	$5.00	54.1%	23.6%	55.1%	10.0%	83.8%	0.0%	-34.4%	662	-12.8K	-74	6.86	107.99	N/A	N/A	28	192	85	227
2022-11-07	$5.00	$5.00	54.0%	14.4%	54.7%	9.9%	51.2%	0.0%	-2.4%	670	-11.6K	-67	10.37	92.49	N/A	N/A	19	197	85	227
2022-11-08	$4.94	$2.50	49.0%	15.7%	55.1%	8.3%	54.7%	0.0%	-11.1%	704	-11.0K	-64	10.37	99.33	N/A	N/A	19	197	86	232
2022-11-09	$4.85	$2.50	49.0%	14.0%	55.5%	8.3%	55.9%	0.0%	-3.2%	643	-8.2K	-58	10.37	115.52	N/A	N/A	19	197	86	232
2022-11-10	$4.98	$2.50	65.0%	18.6%	56.0%	13.6%	58.0%	0.0%	10.8%	327	-11.6K	-62	7.77	122.88	N/A	N/A	26	202	86	232
2022-11-11	$5.12	$2.50	44.8%	12.8%	56.4%	6.9%	44.6%	0.0%	6.5%	672	-15.2K	-65	7.77	112.50	N/A	N/A	26	202	87	242
2022-11-14	$5.13	$2.50	60.4%	17.3%	56.5%	12.1%	69.0%	0.0%	-7.6%	606	-14.5K	-61	9.31	118.44	N/A	N/A	26	242	87	242
2022-11-15	$5.10	$2.50	47.8%	13.7%	56.7%	7.9%	65.4%	0.0%	-6.8%	1.1K	-16.0K	-61	9.68	126.44	N/A	N/A	25	242	87	292
2022-11-16	$5.16	$2.50	61.9%	17.7%	53.0%	12.6%	62.2%	0.0%	-8.4%	1.0K	-17.3K	-56	9.72	109.83	N/A	N/A	25	243	87	294
2022-11-17	$5.11	$2.50	43.7%	12.5%	49.6%	6.5%	50.3%	0.0%	-1.4%	1.1K	-16.7K	-58	17.36	97.38	N/A	N/A	14	243	87	294
2022-11-18	$5.19	$2.50	74.9%	21.5%	49.6%	16.8%	79.8%	0.0%	-25.7%	194	-20.6K	-57	17.36	94.71	N/A	N/A	14	243	88	294
2022-11-21	$5.28	$2.50	56.0%	16.0%	49.2%	10.6%	48.4%	0.0%	9.4%	242	-9.4K	-56	5.15	97.23	N/A	N/A	13	67	65	101
2022-11-22	$5.32	$2.50	73.2%	21.0%	48.5%	16.3%	93.2%	0.0%	-48.0%	221	-10.5K	-53	5.15	103.77	N/A	N/A	13	67	65	102
2022-11-23	$5.28	$2.50	46.9%	13.4%	42.5%	7.6%	21.8%	0.0%	20.2%	233	-11.0K	-56	5.15	107.68	N/A	N/A	13	67	65	102
2022-11-25	$5.27	$2.50	54.8%	15.7%	24.4%	10.2%	0.0%	0.0%	-14.7%	306	-12.0K	-51	0.00	139.62	N/A	N/A	0	0	69	102
2022-11-28	$5.10	$2.50	41.6%	11.9%	25.8%	5.9%	0.0%	0.0%	21.9%	397	-9.3K	-53	0.00	101.47	N/A	N/A	0	0	69	102
2022-11-29	$5.04	$2.50	55.0%	15.8%	24.8%	10.3%	60.9%	0.0%	-16.7%	320	-8.4K	-53	0.00	136.67	N/A	N/A	4	0	69	102
2022-11-30	$5.17	$2.50	50.7%	14.5%	26.4%	8.9%	59.7%	0.0%	4.4%	348	-12.4K	-58	0.00	108.92	N/A	N/A	0	2	73	102