CULP Options History — December 2023 In December 2023, CULP traded between $5.03 and $5.79. ATM implied volatility averaged 35.3%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 2.0% (HV 20d: 37.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.15.
Notable Days 2023-12-06 : Highest Volume — 1,561 contracts2023-12-13 : Largest IV drop — 69.9% change2023-12-04 : Highest IV Rank — 20.4%2023-12-01 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.53 $5.03 $5.79 $5.06 $5.79 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 35.3% 18.8% 64.6% 50.3% 36.1% Expected Move 7.7% 5.4% 14.4% 14.4% 10.4% HV 20d 37.3% 23.2% 40.5% 23.5% 38.2% HV 60d 32.7% 30.4% 38.7% 35.2% 31.3% IV Rank 7.1% 0.0% 20.4% 13.2% 8.5% IV Percentile 20.9% 0.0% 70.2% 44.4% 21.0% Term Structure 5.5% -17.8% 38.4% -11.2% -17.8% VWIV 24.6% 9.0% 41.9% 41.9% 11.2% Bid-Ask Spread % 54.62 13.28 96.22 45.23 48.21 Gamma HHI 0.94 0.50 0.99 0.99 0.98 Net GEX 10.7K 11 28.7K 10.9K 14.3K Net DEX -1.4M -2.2M -146.4K -156.7K -1.7M Net VEX -260 -848 -51 -238 -359 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 2.05 0.27 0.00 Total Volume 226.65 0 1,561 14 46 Total OI 2,904.05 718 4,254 718 3,242
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 2023-12-01 $5.06 $5.00 50.3% 14.4% 23.5% 13.2% 41.9% 0.0% -11.2% 10.9K -156.7K -238 0.27 45.23 N/A N/A 11 3 717 1 2023-12-04 $5.03 $5.00 64.6% 10.1% 23.2% 20.4% 35.3% 0.0% -5.3% 10.1K -146.4K -234 2.05 89.73 N/A N/A 56 115 732 3 2023-12-05 $5.46 $5.00 37.4% 6.7% 38.5% 6.7% 9.0% 0.0% 17.7% 4.2K -284.5K -109 0.01 83.18 N/A N/A 1,094 14 747 117 2023-12-06 $5.33 $5.00 41.1% 11.4% 39.4% 8.6% 39.6% 0.0% -3.0% 24.2K -630.4K -779 0.00 96.22 N/A N/A 1,558 3 1,773 116 2023-12-07 $5.51 $5.00 38.9% 6.6% 40.5% 7.5% 0.0% 0.0% 19.9% 23.4K -1.6M -494 0.00 13.28 N/A N/A 5 0 3,201 112 2023-12-08 $5.58 $5.00 48.2% 6.8% 38.7% 12.2% 25.7% 0.0% 20.4% 18.9K -1.6M -428 0.00 88.29 N/A N/A 124 0 3,203 112 2023-12-11 $5.68 $5.00 61.6% 7.0% 39.0% 18.9% 23.9% 0.0% 14.4% 7.7K -1.8M -171 0.13 58.38 N/A N/A 76 10 3,314 112 2023-12-12 $5.59 $5.00 63.6% 5.7% 39.6% 19.9% 21.6% 0.0% 0.9% 7.7K -1.8M -134 0.00 20.85 N/A N/A 125 0 3,361 142 2023-12-13 $5.60 $5.00 19.1% 5.5% 38.8% 0.0% 0.0% 0.0% 38.4% 4.5K -1.8M -92 0.00 56.62 N/A N/A 0 0 3,361 142 2023-12-14 $5.66 $5.00 23.4% 6.7% 38.7% 2.1% 21.3% 0.0% 23.9% 4.4K -1.8M -87 0.00 52.04 N/A N/A 775 0 3,361 142 2023-12-15 $5.58 $5.00 20.9% 6.0% 39.1% 0.9% 17.7% 0.0% 9.4% 1.8K -2.2M -51 0.00 57.28 N/A N/A 100 0 4,112 142 2023-12-18 $5.50 $5.00 22.1% 6.3% 39.5% 1.5% 0.0% 0.0% -2.9% 7.6K -1.6M -115 0.00 58.49 N/A N/A 0 30 3,184 9 2023-12-19 $5.59 $5.00 18.8% 5.4% 38.7% 0.0% 0.0% 0.0% 2.5% 817 -1.7M -61 0.00 54.73 N/A N/A 1 0 3,184 39 2023-12-20 $5.63 $5.00 27.0% 7.7% 38.2% 4.0% 0.0% 0.0% -13.6% 28.7K -1.5M -848 0.00 65.88 N/A N/A 175 0 3,185 39 2023-12-21 $5.55 $5.00 24.4% 7.0% 38.8% 2.8% 23.2% 0.0% -0.1% 7.2K -1.7M -142 0.00 53.68 N/A N/A 131 0 3,185 39 2023-12-22 $5.54 $5.00 25.3% 7.2% 38.8% 3.1% 0.0% 0.0% -4.4% 8.3K -1.6M -172 0.00 24.10 N/A N/A 0 0 3,199 39 2023-12-26 $5.63 $5.00 20.7% 5.9% 38.1% 0.9% 11.2% 0.0% 8.0% 11 -1.7M -64 0.00 15.83 N/A N/A 2 0 3,199 39 2023-12-27 $5.54 $5.00 28.0% 8.0% 37.5% 4.5% 0.0% 0.0% -6.1% 10.2K -1.6M -190 0.00 57.37 N/A N/A 0 0 3,199 39 2023-12-28 $5.71 $5.00 33.4% 9.6% 38.1% 7.1% 0.0% 0.0% 19.5% 19.7K -1.6M -438 0.00 52.95 N/A N/A 79 0 3,199 39 2023-12-29 $5.79 $5.00 36.1% 10.4% 38.2% 8.5% 0.0% 0.0% -17.8% 14.3K -1.7M -359 0.00 48.21 N/A N/A 46 0 3,203 39
« Nov 2023 | All History | Jan 2024 » Home CULP History December 2023