CULP Options History — January 2024 In January 2024, CULP traded between $4.96 and $5.79. ATM implied volatility averaged 35.6%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 12.4% (HV 20d: 23.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-02 : Highest Volume — 239 contracts2024-01-17 : Largest IV spike — 159.1% change2024-01-17 : Highest IV Rank — 24.5%2024-01-17 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.38 $4.96 $5.79 $5.79 $4.96 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 35.6% 20.1% 68.9% 40.1% 28.9% Expected Move 9.4% 5.8% 19.8% 11.5% 8.3% HV 20d 23.2% 15.5% 38.4% 38.1% 15.9% HV 60d 29.5% 27.7% 31.5% 31.3% 28.7% IV Rank 8.2% 0.6% 24.5% 10.4% 4.9% IV Percentile 22.7% 0.8% 79.4% 31.7% 9.9% Term Structure 2.5% -39.1% 19.6% -16.2% 10.6% Bid-Ask Spread % 82.95 32.66 112.44 57.57 99.65 Gamma HHI 0.81 0.54 0.99 0.97 0.63 Net GEX 8.2K -252 41.5K 10.7K -218 Net DEX -1.0M -1.7M 5.2K -1.7M 5.2K Net VEX -119 -237 -62 -216 -63 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 17.905 0 239 239 0 Total OI 2,040.952 77 3,247 3,242 84
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 2024-01-02 $5.79 $5.00 40.1% 11.5% 38.1% 10.4% 0.0% 0.0% -16.2% 10.7K -1.7M -216 0.00 57.57 N/A N/A 239 0 3,203 39 2024-01-03 $5.72 $5.00 43.9% 12.6% 38.4% 12.3% 0.0% 0.0% 10.6% 11.2K -1.7M -235 0.00 77.28 N/A N/A 0 0 3,207 39 2024-01-04 $5.66 $0.00 37.0% 6.8% 26.5% 8.9% 0.0% 0.0% 8.2% 5.9K -1.7M -122 0.00 81.91 N/A N/A 0 0 3,207 39 2024-01-05 $5.56 $0.00 35.2% 6.4% 25.7% 8.0% 0.0% 0.0% 8.7% 9.1K -1.7M -157 0.00 79.00 N/A N/A 0 0 3,207 39 2024-01-08 $5.60 $0.00 42.2% 8.2% 23.1% 11.4% 0.0% 0.0% -10.2% 8.2K -1.7M -131 0.00 79.50 N/A N/A 0 0 3,207 39 2024-01-09 $5.57 $0.00 41.1% 6.6% 22.8% 10.9% 0.0% 0.0% -0.7% 7.3K -1.7M -126 0.00 76.37 N/A N/A 0 0 3,207 39 2024-01-10 $5.59 $0.00 32.2% 9.2% 21.8% 6.5% 0.0% 0.0% -7.2% 18.5K -1.6M -237 0.00 100.92 N/A N/A 0 0 3,207 39 2024-01-11 $5.57 $0.00 26.2% 7.5% 21.1% 3.6% 0.0% 0.0% 2.0% 10.2K -1.7M -135 0.00 77.44 N/A N/A 0 0 3,207 39 2024-01-12 $5.57 $0.00 26.6% 7.6% 21.1% 3.8% 0.0% 0.0% -6.4% 10.2K -1.7M -130 0.00 55.85 N/A N/A 0 0 3,207 39 2024-01-16 $5.54 $0.00 26.6% 7.6% 20.8% 3.8% 0.0% 0.0% -6.0% 11.2K -1.6M -105 0.00 81.52 N/A N/A 0 5 3,207 39 2024-01-17 $5.36 $0.00 68.9% 19.8% 23.3% 24.5% 0.0% 0.0% -39.1% 41.5K -1.5M -199 0.00 112.44 N/A N/A 0 0 3,207 39 2024-01-18 $5.30 $0.00 57.3% 16.4% 23.1% 18.8% 0.0% 0.0% 15.3% 30.4K -1.5M -113 0.00 104.05 N/A N/A 1 0 3,207 39 2024-01-19 $5.23 $0.00 25.0% 7.2% 22.4% 3.0% 0.0% 0.0% 7.5% -101 -1.6M -70 0.00 74.23 N/A N/A 124 0 3,208 39 2024-01-22 $5.26 $0.00 38.3% 11.0% 22.3% 9.5% 0.0% 0.0% -10.7% -134 -534 -62 0.00 110.86 N/A N/A 0 7 47 30 2024-01-23 $5.16 $0.00 28.0% 8.0% 22.7% 4.5% 0.0% 0.0% 9.6% -246 1.5K -66 0.00 107.09 N/A N/A 0 0 47 37 2024-01-24 $5.10 $0.00 26.5% 7.6% 22.8% 3.7% 0.0% 0.0% 19.6% -185 4.4K -63 0.00 80.06 N/A N/A 0 0 47 37 2024-01-25 $5.09 $0.00 27.5% 7.9% 21.6% 4.2% 0.0% 0.0% 14.6% -235 2.1K -66 0.00 66.72 N/A N/A 0 0 47 37 2024-01-26 $5.10 $0.00 20.1% 5.8% 21.3% 0.6% 0.0% 0.0% 15.6% -252 2.2K -65 0.00 32.66 N/A N/A 0 0 47 37 2024-01-29 $5.10 $0.00 47.3% 13.5% 17.1% 13.9% 0.0% 0.0% 11.5% -159 2.6K -69 0.00 110.84 N/A N/A 0 0 47 37 2024-01-30 $5.06 $0.00 28.6% 8.2% 15.5% 4.8% 0.0% 0.0% 14.7% -239 2.7K -66 0.00 75.99 N/A N/A 0 0 47 37 2024-01-31 $4.96 $0.00 28.9% 8.3% 15.9% 4.9% 0.0% 0.0% 10.6% -218 5.2K -63 0.00 99.65 N/A N/A 0 0 47 37
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