CULP Options History — November 2023

In November 2023, CULP traded between $5.04 and $5.50. ATM implied volatility averaged 45.7%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 21.2% (HV 20d: 24.5%). Max pain ranged from $5.00 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 0.03.

Notable Days

2023-11-16: Highest Volume — 420 contracts
2023-11-02: Largest IV spike — 172.8% change
2023-11-06: Highest IV Rank — 33.9%
2023-11-15: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.25	$5.04	$5.50	$5.42	$5.08
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	45.7%	24.7%	91.5%	31.3%	35.7%
Expected Move	11.2%	7.1%	18.7%	9.0%	10.2%
HV 20d	24.5%	18.4%	31.6%	29.2%	24.0%
HV 60d	34.9%	34.6%	35.4%	34.8%	35.4%
IV Rank	10.9%	0.4%	33.9%	3.6%	5.9%
IV Percentile	31.4%	0.4%	89.7%	4.0%	15.1%
Term Structure	-3.0%	-28.0%	11.2%	-3.2%	2.1%
VWIV	34.9%	29.6%	38.3%	38.3%	29.6%
Bid-Ask Spread %	86.98	35.72	111.87	81.26	58.13
Gamma HHI	0.87	0.65	0.99	0.66	0.98
Net GEX	8.1K	2.0K	16.2K	2.0K	12.7K
Net DEX	-135.1K	-238.9K	-67.0K	-81.1K	-166.6K
Net VEX	-189	-304	-73	-73	-248
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.17	0.00	0.00
Total Volume	33.524	0	420	0	0
Total OI	550.667	288	936	288	718

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
2023-11-01	$5.42	$5.00	31.3%	9.0%	29.2%	3.6%	0.0%	0.0%	-3.2%	2.0K	-81.1K	-73	0.00	81.26	N/A	N/A	0	0	284	4
2023-11-02	$5.47	$0.00	85.2%	11.4%	29.4%	30.8%	0.0%	0.0%	-5.1%	2.2K	-67.0K	-122	0.00	102.02	N/A	N/A	1	0	284	4
2023-11-03	$5.50	$0.00	55.5%	11.4%	29.5%	15.8%	38.3%	0.0%	-0.3%	2.3K	-78.1K	-97	0.00	103.09	N/A	N/A	99	0	284	4
2023-11-06	$5.50	$5.00	91.5%	11.8%	29.4%	33.9%	0.0%	0.0%	-1.9%	3.5K	-113.1K	-150	0.00	35.72	N/A	N/A	0	0	383	4
2023-11-07	$5.50	$5.00	65.8%	11.3%	29.0%	21.0%	36.7%	0.0%	-0.8%	3.5K	-121.5K	-134	0.00	102.97	N/A	N/A	96	0	383	4
2023-11-08	$5.38	$5.00	34.8%	10.0%	30.0%	5.4%	0.0%	0.0%	-0.4%	5.1K	-124.5K	-194	0.00	103.36	N/A	N/A	0	0	479	4
2023-11-09	$5.21	$5.00	43.3%	12.4%	31.6%	9.7%	0.0%	0.0%	-3.9%	6.2K	-109.7K	-180	0.00	43.98	N/A	N/A	0	0	479	4
2023-11-10	$5.22	$5.00	41.0%	11.8%	31.6%	8.5%	0.0%	0.0%	4.6%	4.8K	-107.0K	-199	0.00	75.71	N/A	N/A	0	0	479	4
2023-11-13	$5.20	$5.00	38.8%	11.1%	21.3%	7.4%	0.0%	0.0%	-9.4%	5.3K	-101.1K	-148	0.00	84.35	N/A	N/A	0	0	479	4
2023-11-14	$5.33	$5.00	35.5%	10.2%	23.1%	5.8%	0.0%	0.0%	5.5%	5.3K	-136.1K	-124	0.00	106.40	N/A	N/A	0	5	479	4
2023-11-15	$5.29	$5.00	65.1%	18.7%	19.8%	20.6%	0.0%	0.0%	-27.4%	4.9K	-124.1K	-128	0.00	95.97	N/A	N/A	0	0	479	9
2023-11-16	$5.26	$5.00	33.3%	9.5%	19.7%	4.7%	29.6%	0.0%	-2.3%	5.0K	-134.5K	-114	0.17	91.98	N/A	N/A	360	60	479	54
2023-11-17	$5.23	$5.00	60.7%	17.4%	18.4%	18.4%	0.0%	0.0%	-28.0%	6.1K	-238.9K	-304	0.00	104.77	N/A	N/A	0	43	822	114
2023-11-20	$5.12	$5.00	44.1%	12.6%	19.5%	10.1%	0.0%	0.0%	-6.8%	15.8K	-146.1K	-259	0.00	71.06	N/A	N/A	0	0	679	1
2023-11-21	$5.06	$5.00	29.0%	8.3%	19.3%	2.5%	0.0%	0.0%	10.7%	13.6K	-154.8K	-286	0.00	95.56	N/A	N/A	0	0	679	1
2023-11-22	$5.04	$5.00	24.7%	7.1%	19.3%	0.4%	0.0%	0.0%	11.2%	16.2K	-150.9K	-279	0.00	74.23	N/A	N/A	0	0	679	1
2023-11-24	$5.09	$5.00	28.0%	8.0%	19.9%	2.0%	0.0%	0.0%	9.3%	14.7K	-164.6K	-256	0.00	111.87	N/A	N/A	0	0	679	1
2023-11-27	$5.23	$5.00	31.3%	9.0%	22.8%	3.7%	0.0%	0.0%	0.8%	12.3K	-207.8K	-189	0.00	87.91	N/A	N/A	40	0	679	1
2023-11-28	$5.11	$5.00	50.8%	14.6%	23.8%	13.5%	0.0%	0.0%	-9.9%	12.7K	-148.1K	-239	0.00	105.78	N/A	N/A	0	0	717	1
2023-11-29	$5.05	$5.00	34.2%	9.8%	23.9%	5.1%	0.0%	0.0%	-7.8%	16.2K	-161.3K	-253	0.00	90.41	N/A	N/A	0	0	717	1
2023-11-30	$5.08	$5.00	35.7%	10.2%	24.0%	5.9%	0.0%	0.0%	2.1%	12.7K	-166.6K	-248	0.00	58.13	N/A	N/A	0	0	717	1