CULP Options History — December 2022 In December 2022, CULP traded between $4.43 and $5.18. ATM implied volatility averaged 72.5%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 44.0% (HV 20d: 28.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 4.38.
Notable Days 2022-12-06 : Highest Volume — 25 contracts2022-12-02 : Largest IV spike — 112.7% change2022-12-12 : Highest IV Rank — 38.1%2022-12-02 : Largest Expected Move — 37.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.69 $4.43 $5.18 $5.18 $4.59 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 72.5% 41.5% 139.2% 61.2% 94.6% Expected Move 18.5% 11.9% 37.3% 17.5% 27.1% HV 20d 28.5% 26.3% 30.8% 26.4% 26.9% HV 60d 47.6% 39.4% 65.8% 64.9% 39.4% IV Rank 16.1% 5.8% 38.1% 12.3% 23.3% IV Percentile 52.1% 6.7% 96.4% 44.0% 81.3% Term Structure -19.9% -137.4% 17.4% -15.8% -69.7% VWIV 58.1% 44.6% 72.1% 59.1% 56.7% Bid-Ask Spread % 97.94 38.45 119.04 84.68 94.67 Gamma HHI 0.59 0.39 0.89 0.89 0.51 Net GEX -29 -174 357 357 -69 Net DEX 4.7K -10.7K 17.4K -10.7K 5.3K Net VEX -61 -84 -46 -51 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.38 0.00 11.50 0.30 0.00 Total Volume 4.524 0 25 0 0 Total OI 177.429 124 231 177 139
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 2022-12-01 $5.18 $5.00 61.2% 17.5% 26.4% 12.3% 0.0% 0.0% -15.8% 357 -10.7K -51 0.00 84.68 N/A N/A 0 0 73 104 2022-12-02 $4.97 $5.00 130.1% 37.3% 29.7% 35.1% 0.0% 0.0% -137.4% 150 -6.5K -55 0.00 108.81 N/A N/A 0 0 73 104 2022-12-05 $4.97 $5.00 72.2% 19.0% 29.5% 16.0% 0.0% 0.0% -21.2% 342 -6.6K -49 0.30 109.94 N/A N/A 10 3 73 104 2022-12-06 $4.93 $5.00 71.7% 17.7% 29.4% 15.8% 59.1% 0.0% -37.4% 178 -4.6K -67 11.50 103.97 N/A N/A 2 23 83 115 2022-12-07 $4.79 $5.00 72.2% 17.4% 30.8% 16.0% 0.0% 0.0% 3.0% 38 2.0K -84 0.00 119.04 N/A N/A 0 1 83 138 2022-12-08 $4.78 $5.00 63.2% 12.8% 30.2% 13.0% 44.6% 0.0% 17.4% -83 6.0K -78 0.13 93.38 N/A N/A 8 1 83 139 2022-12-09 $4.69 $5.00 84.9% 16.2% 29.0% 20.1% 0.0% 0.0% 11.4% -52 4.1K -75 0.00 98.73 N/A N/A 0 0 83 138 2022-12-12 $4.75 $5.00 139.2% 19.0% 27.4% 38.1% 0.0% 0.0% -4.7% -30 -285 -77 0.00 99.94 N/A N/A 0 1 83 138 2022-12-13 $4.63 $5.00 74.1% 16.3% 28.3% 16.6% 0.0% 0.0% 0.7% -47 12.0K -62 0.00 101.28 N/A N/A 0 0 83 139 2022-12-14 $4.61 $5.00 55.5% 15.9% 28.3% 10.4% 72.1% 0.0% 17.0% -82 10.2K -69 10.00 111.99 N/A N/A 1 10 83 139 2022-12-15 $4.53 $5.00 63.6% 18.2% 27.9% 13.1% 0.0% 0.0% -8.5% -99 12.9K -58 0.00 114.67 N/A N/A 0 0 82 149 2022-12-16 $4.48 $5.00 41.5% 11.9% 28.0% 5.8% 0.0% 0.0% -3.4% -149 17.4K -46 0.00 109.36 N/A N/A 0 0 82 149 2022-12-19 $4.43 $5.00 45.2% 13.0% 26.7% 7.1% 0.0% 0.0% -20.6% -130 10.4K -49 0.00 93.80 N/A N/A 0 0 63 61 2022-12-20 $4.49 $5.00 78.0% 22.4% 26.3% 17.9% 56.7% 0.0% -63.3% -89 5.5K -62 0.00 114.60 N/A N/A 0 20 63 61 2022-12-21 $4.63 $5.00 72.0% 20.6% 29.3% 15.9% 0.0% 0.0% -41.3% -122 5.4K -62 0.00 86.99 N/A N/A 15 0 63 61 2022-12-22 $4.63 $5.00 83.2% 23.8% 29.4% 19.6% 0.0% 0.0% -45.8% -107 4.9K -68 0.00 109.46 N/A N/A 0 0 78 61 2022-12-23 $4.70 $5.00 47.9% 13.7% 30.3% 7.9% 0.0% 0.0% -4.0% -174 6.9K -60 0.00 108.79 N/A N/A 0 0 78 61 2022-12-27 $4.63 $5.00 53.9% 15.4% 28.8% 9.9% 0.0% 0.0% 3.8% -154 7.7K -57 0.00 73.71 N/A N/A 0 0 78 61 2022-12-28 $4.57 $5.00 51.6% 14.8% 28.9% 9.2% 0.0% 0.0% 17.0% -173 9.2K -47 0.00 38.45 N/A N/A 0 0 78 61 2022-12-29 $4.55 $5.00 67.1% 19.2% 26.6% 14.3% 0.0% 0.0% -14.3% -111 7.4K -56 0.00 80.60 N/A N/A 0 0 78 61 2022-12-30 $4.59 $5.00 94.6% 27.1% 26.9% 23.3% 0.0% 0.0% -69.7% -69 5.3K -58 0.00 94.67 N/A N/A 0 0 78 61
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