CULP Options History — November 2024 In November 2024, CULP traded between $4.99 and $5.33. ATM implied volatility averaged 48.6%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 20.9% (HV 20d: 27.7%). 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 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-27 : Highest Volume — 175 contracts2024-11-13 : Largest IV drop — 55.9% change2024-11-12 : Highest IV Rank — 21.6%2024-11-29 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.18 $4.99 $5.33 $5.31 $5.27 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 48.6% 31.7% 71.9% 37.0% 57.1% Expected Move 12.4% 9.1% 16.4% 10.6% 16.4% HV 20d 27.7% 23.0% 34.0% 34.0% 23.0% HV 60d 43.7% 41.5% 44.5% 44.2% 41.5% IV Rank 12.2% 5.3% 21.6% 7.4% 15.6% IV Percentile 52.9% 13.5% 81.0% 27.0% 67.1% Term Structure -5.7% -20.2% 21.3% -8.5% -20.2% VWIV 52.9% 52.9% 52.9% 52.9% 52.9% Bid-Ask Spread % 118.83 94.07 137.13 94.07 111.98 Gamma HHI 0.74 0.63 0.97 0.64 0.65 Net GEX 2.4K 1.1K 3.2K 2.7K 2.5K Net DEX -86.7K -105.3K -68.1K -103.7K -90.9K Net VEX -382 -443 -328 -434 -382 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 11.7 0 175 0 0 Total OI 617.05 572 766 632 766
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 2024-11-01 $5.31 $5.00 37.0% 10.6% 34.0% 7.4% 0.0% 0.0% -8.5% 2.7K -103.7K -434 0.00 94.07 N/A N/A 0 0 529 103 2024-11-04 $5.29 $5.00 46.1% 12.8% 31.1% 11.1% 0.0% 0.0% -13.5% 2.7K -100.0K -428 0.00 100.38 N/A N/A 0 0 529 103 2024-11-05 $5.31 $5.00 51.8% 11.3% 26.3% 13.5% 0.0% 0.0% 7.5% 2.9K -101.1K -427 0.00 115.78 N/A N/A 0 0 529 103 2024-11-06 $5.22 $5.00 40.5% 10.9% 26.7% 8.9% 0.0% 0.0% -4.9% 2.9K -94.3K -397 0.00 117.25 N/A N/A 0 0 529 103 2024-11-07 $5.33 $5.00 61.5% 10.3% 28.0% 17.4% 0.0% 0.0% 2.5% 2.8K -102.9K -407 0.00 132.90 N/A N/A 0 0 529 103 2024-11-08 $5.29 $5.00 57.8% 13.8% 26.0% 15.9% 0.0% 0.0% -17.3% 2.6K -97.4K -386 0.00 127.07 N/A N/A 0 0 529 98 2024-11-11 $5.26 $5.00 65.4% 10.5% 25.1% 19.0% 0.0% 0.0% 21.3% 3.1K -105.3K -443 0.00 137.13 N/A N/A 0 0 529 98 2024-11-12 $5.18 $5.00 71.9% 12.3% 25.0% 21.6% 0.0% 0.0% 5.8% 3.2K -94.5K -408 0.00 119.39 N/A N/A 0 0 529 98 2024-11-13 $4.99 $5.00 31.7% 9.1% 27.3% 5.3% 0.0% 0.0% -2.1% 2.9K -71.3K -356 0.00 123.93 N/A N/A 0 0 529 98 2024-11-14 $5.04 $5.00 44.4% 12.7% 27.7% 10.4% 0.0% 0.0% -7.0% 3.1K -79.3K -383 0.00 121.12 N/A N/A 0 0 529 98 2024-11-15 $5.04 $5.00 47.1% 13.5% 27.8% 11.5% 0.0% 0.0% -14.5% 2.7K -89.3K -383 0.00 116.93 N/A N/A 40 0 529 98 2024-11-18 $5.07 $5.00 45.8% 13.1% 28.0% 11.0% 0.0% 0.0% -3.3% 2.0K -70.5K -378 0.00 107.81 N/A N/A 3 0 477 95 2024-11-19 $5.07 $5.00 34.1% 9.8% 27.7% 6.2% 0.0% 0.0% -10.1% 1.1K -70.2K -358 0.00 123.23 N/A N/A 6 0 480 95 2024-11-20 $5.00 $5.00 39.4% 11.3% 27.6% 8.4% 0.0% 0.0% 0.7% 1.2K -68.1K -358 0.00 120.79 N/A N/A 0 0 486 95 2024-11-21 $5.08 $5.00 50.8% 14.6% 28.3% 13.0% 0.0% 0.0% -16.9% 1.6K -71.2K -349 0.00 134.63 N/A N/A 0 0 486 95 2024-11-22 $5.19 $5.00 39.3% 11.3% 29.2% 8.4% 0.0% 0.0% -8.8% 1.6K -78.1K -338 0.00 132.45 N/A N/A 0 0 486 95 2024-11-25 $5.24 $5.00 49.8% 14.3% 28.5% 12.6% 52.9% 0.0% -9.3% 1.7K -82.4K -342 0.00 100.69 N/A N/A 0 10 486 95 2024-11-26 $5.19 $5.00 51.0% 14.6% 28.6% 13.2% 0.0% 0.0% -12.4% 2.2K -79.9K -328 0.00 124.30 N/A N/A 0 0 486 105 2024-11-27 $5.25 $5.00 49.8% 14.3% 29.0% 12.6% 0.0% 0.0% -3.4% 1.8K -83.5K -359 0.00 114.68 N/A N/A 175 0 486 105 2024-11-29 $5.27 $5.00 57.1% 16.4% 23.0% 15.6% 0.0% 0.0% -20.2% 2.5K -90.9K -382 0.00 111.98 N/A N/A 0 0 661 105
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