CULP Options History — January 2023 In January 2023, CULP traded between $4.69 and $5.50. ATM implied volatility averaged 60.3%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 23.2% (HV 20d: 37.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.21.
Notable Days 2023-01-04 : Highest Volume — 19 contracts2023-01-10 : Largest IV spike — 90.2% change2023-01-10 : Highest IV Rank — 21.4%2023-01-26 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.32 $4.69 $5.50 $4.69 $5.31 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 60.3% 44.6% 94.0% 54.9% 60.4% Expected Move 16.5% 11.4% 23.3% 15.7% 17.3% HV 20d 37.1% 25.2% 39.4% 25.2% 36.9% HV 60d 38.9% 31.2% 43.3% 38.8% 31.2% IV Rank 10.2% 5.3% 21.4% 10.2% 10.0% IV Percentile 38.8% 10.3% 79.8% 34.1% 40.5% Term Structure -7.5% -49.4% 23.5% 17.8% -7.4% VWIV 51.7% 44.6% 58.7% 44.6% 58.7% Bid-Ask Spread % 109.64 39.23 146.86 39.23 118.55 Gamma HHI 0.55 0.33 0.80 0.72 0.44 Net GEX -85 -319 113 -198 57 Net DEX -3.0K -13.9K 7.8K 7.8K 1.9K Net VEX -58 -74 -47 -50 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.11 0.00 0.00 Total Volume 1.9 0 19 1 0 Total OI 122.95 67 157 139 69
Daily Data (20 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 2023-01-03 $4.69 $5.00 54.9% 15.7% 25.2% 10.2% 0.0% 0.0% 17.8% -198 7.8K -50 0.00 39.23 N/A N/A 1 0 78 61 2023-01-04 $5.04 $5.00 44.6% 12.8% 36.6% 6.8% 44.6% 0.0% -9.4% -319 1.3K -56 1.11 59.05 N/A N/A 9 10 78 61 2023-01-05 $5.26 $0.00 46.2% 18.3% 39.4% 5.3% 58.7% 0.0% -27.9% -285 -4.8K -69 0.00 88.84 N/A N/A 3 0 83 71 2023-01-06 $5.35 $5.00 65.8% 16.7% 37.7% 11.9% 0.0% 0.0% -31.8% -159 -6.4K -65 0.00 130.97 N/A N/A 2 0 86 71 2023-01-09 $5.31 $5.00 49.4% 11.5% 37.9% 6.3% 0.0% 0.0% 3.6% -204 -7.7K -59 0.00 97.58 N/A N/A 0 0 86 71 2023-01-10 $5.47 $5.00 94.0% 11.4% 37.7% 21.4% 0.0% 0.0% 14.2% -114 -7.4K -63 1.00 84.18 N/A N/A 2 2 86 71 2023-01-11 $5.42 $5.00 55.1% 15.8% 38.2% 8.2% 0.0% 0.0% -0.5% -147 -5.9K -66 0.00 98.99 N/A N/A 0 0 84 71 2023-01-12 $5.29 $5.00 64.8% 18.6% 38.0% 11.5% 0.0% 0.0% -15.3% -176 -3.7K -65 0.00 117.96 N/A N/A 0 0 84 71 2023-01-13 $5.47 $5.00 53.8% 15.4% 38.9% 7.8% 0.0% 0.0% 2.2% -92 -6.6K -74 0.00 69.68 N/A N/A 1 0 84 71 2023-01-17 $5.50 $5.00 56.9% 16.3% 37.7% 8.8% 0.0% 0.0% -9.8% -144 -7.4K -65 0.00 146.86 N/A N/A 2 0 82 71 2023-01-18 $5.47 $5.00 55.1% 15.8% 37.4% 8.3% 0.0% 0.0% 23.5% -171 -10.4K -54 0.00 123.00 N/A N/A 0 1 81 71 2023-01-19 $5.38 $5.00 68.9% 19.8% 37.8% 12.9% 0.0% 0.0% 11.6% 113 -13.9K -60 0.00 126.13 N/A N/A 0 0 81 72 2023-01-20 $5.33 $5.00 54.2% 15.5% 38.4% 7.9% 0.0% 0.0% 14.7% 18 -11.8K -50 0.00 125.31 N/A N/A 3 0 81 72 2023-01-23 $5.38 $5.00 51.2% 14.7% 37.5% 6.9% 0.0% 0.0% -5.4% 15 3.2K -48 0.00 133.69 N/A N/A 1 0 38 29 2023-01-24 $5.41 $5.00 56.5% 16.2% 37.4% 8.7% 0.0% 0.0% 8.0% -35 3.3K -47 0.00 138.70 N/A N/A 1 0 39 29 2023-01-25 $5.38 $5.00 60.8% 17.4% 37.6% 10.2% 0.0% 0.0% -33.1% 60 1.7K -52 0.00 129.87 N/A N/A 0 0 40 29 2023-01-26 $5.30 $5.00 81.4% 23.3% 37.6% 17.1% 0.0% 0.0% -49.4% 43 2.1K -57 0.00 127.96 N/A N/A 0 0 40 29 2023-01-27 $5.31 $5.00 59.5% 17.1% 36.9% 9.7% 0.0% 0.0% -27.5% 13 3.2K -48 0.00 116.36 N/A N/A 0 0 40 29 2023-01-30 $5.29 $5.00 73.2% 21.0% 36.9% 14.3% 0.0% 0.0% -28.5% 33 2.4K -53 0.00 119.96 N/A N/A 0 0 40 29 2023-01-31 $5.31 $5.00 60.4% 17.3% 36.9% 10.0% 0.0% 0.0% -7.4% 57 1.9K -52 0.00 118.55 N/A N/A 0 0 40 29
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