CULP Options History — October 2024

In October 2024, CULP traded between $5.25 and $6.25. ATM implied volatility averaged 48.0%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 1.3% (HV 20d: 49.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 2.67.

Notable Days

  • 2024-10-17: Highest Volume — 86 contracts
  • 2024-10-14: Largest IV spike — 67.4% change
  • 2024-10-08: Highest IV Rank — 24.3%
  • 2024-10-14: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.81$5.25$6.25$6.25$5.25
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV48.0%33.9%78.3%57.0%37.0%
Expected Move12.5%9.7%17.8%16.3%10.6%
HV 20d49.3%29.6%60.2%58.4%33.4%
HV 60d44.7%43.5%45.4%43.5%44.5%
IV Rank11.9%6.1%24.3%15.6%7.4%
IV Percentile52.4%20.6%81.7%66.7%27.4%
Term Structure-13.6%-56.2%6.0%-29.0%-2.2%
VWIV43.9%38.8%47.8%38.8%44.9%
Bid-Ask Spread %85.5753.02114.57104.0390.74
Gamma HHI0.530.500.700.530.70
Net GEX2.8K2.4K3.3K3.3K2.9K
Net DEX-148.6K-197.6K-93.8K-197.6K-93.8K
Net VEX-459-512-379-454-429
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.670.0013.330.000.00
Total Volume5.52208620
Total OI646.957631755640632

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$6.25$5.0057.0%16.3%58.4%15.6%0.0%0.0%-29.0%3.3K-197.6K-4540.00104.03N/AN/A2054298
2024-10-02$6.07$5.0054.1%15.5%60.2%14.4%0.0%0.0%-24.9%3.0K-179.4K-5030.0088.11N/AN/A0554298
2024-10-03$5.96$5.0049.8%9.7%58.7%12.6%0.0%0.0%-3.8%2.7K-159.3K-4710.0078.80N/AN/A01542103
2024-10-04$5.92$5.0061.6%10.7%58.5%17.5%0.0%0.0%-10.2%2.8K-160.5K-5080.0083.03N/AN/A01542104
2024-10-07$6.11$5.0063.0%10.9%57.2%18.0%38.8%0.0%-4.9%3.1K-175.6K-5120.0077.10N/AN/A20542105
2024-10-08$5.80$5.0078.3%11.4%59.2%24.3%0.0%0.0%-11.6%2.8K-149.0K-4560.0088.87N/AN/A00545105
2024-10-09$5.80$5.0033.9%9.7%58.5%6.1%47.8%0.0%-3.1%2.8K-147.8K-4920.0053.02N/AN/A01545105
2024-10-10$5.83$5.0035.9%10.3%55.4%7.0%0.0%0.0%-6.0%3.0K-166.0K-3790.0079.35N/AN/A00545106
2024-10-11$5.97$5.0037.2%10.7%55.3%7.5%0.0%0.0%-5.9%2.9K-160.7K-4770.0079.85N/AN/A00545106
2024-10-14$6.04$5.0062.2%17.8%55.2%17.7%44.9%0.0%-56.2%3.2K-172.2K-5080.0064.89N/AN/A01545106
2024-10-15$5.94$5.0040.2%11.5%54.1%8.7%0.0%0.0%-13.6%2.6K-160.4K-4530.0061.11N/AN/A00545104
2024-10-16$5.90$5.0042.4%12.2%54.1%9.6%0.0%0.0%-10.1%2.8K-157.4K-4680.0089.86N/AN/A020545104
2024-10-17$5.93$5.0044.8%12.8%49.9%10.6%0.0%0.0%-10.5%2.5K-159.3K-44313.3386.58N/AN/A680545124
2024-10-18$5.88$5.0041.9%12.0%47.4%9.4%0.0%0.0%-8.1%2.6K-158.0K-4440.0082.61N/AN/A40551204
2024-10-21$5.78$5.0047.3%13.6%45.3%11.6%0.0%0.0%-18.7%2.7K-141.0K-4310.0087.23N/AN/A30530102
2024-10-22$5.67$5.0037.9%10.9%45.6%7.8%0.0%0.0%6.0%2.6K-134.5K-4610.0082.82N/AN/A01529102
2024-10-23$5.58$5.0038.5%11.0%44.7%8.0%0.0%0.0%-6.2%2.4K-122.6K-4520.0093.06N/AN/A00529103
2024-10-24$5.62$5.0046.5%13.3%44.8%11.3%0.0%0.0%-18.7%2.7K-127.9K-4510.0095.67N/AN/A00529103
2024-10-25$5.69$5.0045.8%13.1%45.0%11.0%0.0%0.0%-17.4%2.6K-132.5K-4510.0095.66N/AN/A00529103
2024-10-28$5.55$5.0047.6%13.7%32.8%11.8%0.0%0.0%-14.8%2.9K-126.3K-4390.0093.70N/AN/A00529103
2024-10-29$5.51$5.0050.1%14.4%30.7%12.8%0.0%0.0%-21.0%2.8K-119.7K-4560.00114.57N/AN/A00529103
2024-10-30$5.52$5.0051.4%14.7%29.6%13.3%0.0%0.0%-21.9%2.5K-117.0K-4240.0097.35N/AN/A00529103
2024-10-31$5.25$5.0037.0%10.6%33.4%7.4%0.0%0.0%-2.2%2.9K-93.8K-4290.0090.74N/AN/A00529103