CULP Options History — December 2024

In December 2024, CULP traded between $4.91 and $5.89. ATM implied volatility averaged 41.4%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 2.9% (HV 20d: 38.4%). 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 10 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2024-12-20: Highest Volume — 546 contracts
2024-12-11: Largest IV drop — 46.1% change
2024-12-04: Highest IV Rank — 20.9%
2024-12-04: Largest Expected Move — 20.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.39	$4.91	$5.89	$5.20	$5.89
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	41.4%	29.4%	70.0%	61.8%	46.4%
Expected Move	11.2%	8.2%	20.1%	17.7%	13.3%
HV 20d	38.4%	23.0%	47.9%	23.0%	47.3%
HV 60d	39.2%	36.3%	41.6%	41.3%	36.4%
IV Rank	9.0%	3.8%	20.9%	17.5%	10.8%
IV Percentile	35.4%	8.7%	78.6%	72.2%	54.4%
Term Structure	34.4%	-20.3%	408.3%	-14.3%	-18.6%
VWIV	58.6%	37.6%	69.3%	68.9%	69.3%
Bid-Ask Spread %	117.82	69.01	135.76	128.63	79.04
Gamma HHI	0.55	0.50	0.75	0.75	0.51
Net GEX	2.8K	2.1K	3.8K	2.1K	3.5K
Net DEX	-124.0K	-173.1K	-74.0K	-79.7K	-170.4K
Net VEX	-449	-552	-252	-354	-524
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	4.75	0.00	0.00
Total Volume	40.524	0	546	25	0
Total OI	893.476	766	926	766	922

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
2024-12-02	$5.20	$5.00	61.8%	17.7%	23.0%	17.5%	0.0%	0.0%	-14.3%	2.1K	-79.7K	-354	0.00	128.63	N/A	N/A	0	25	661	105
2024-12-03	$5.08	$5.00	56.5%	16.2%	24.4%	15.4%	0.0%	0.0%	-19.0%	2.3K	-74.0K	-388	0.00	76.78	N/A	N/A	0	25	661	105
2024-12-04	$5.17	$5.00	70.0%	20.1%	25.3%	20.9%	68.9%	0.0%	-20.3%	2.3K	-88.8K	-482	0.00	69.01	N/A	N/A	118	0	661	114
2024-12-05	$5.01	$5.00	46.9%	8.4%	26.9%	11.4%	0.0%	0.0%	1.7%	2.9K	-84.4K	-456	0.06	130.57	N/A	N/A	32	2	784	114
2024-12-06	$4.91	$5.00	41.5%	9.4%	26.2%	9.3%	0.0%	0.0%	4.4%	2.7K	-79.8K	-486	0.00	123.15	N/A	N/A	12	0	788	115
2024-12-09	$4.95	$5.00	41.0%	12.3%	26.5%	9.0%	0.0%	0.0%	-18.5%	3.8K	-79.1K	-427	2.00	113.60	N/A	N/A	1	2	800	115
2024-12-10	$5.31	$5.00	55.3%	8.2%	37.2%	14.9%	0.0%	0.0%	12.4%	2.9K	-126.8K	-477	0.00	117.06	N/A	N/A	0	0	801	115
2024-12-11	$5.50	$5.00	29.8%	8.5%	38.6%	4.5%	0.0%	0.0%	0.9%	2.9K	-154.2K	-534	0.00	128.27	N/A	N/A	10	0	801	115
2024-12-12	$5.71	$5.00	34.4%	9.9%	37.4%	6.4%	37.6%	0.0%	-7.6%	3.1K	-173.1K	-476	0.00	109.20	N/A	N/A	36	0	811	115
2024-12-13	$5.49	$5.00	30.8%	8.8%	40.7%	4.9%	0.0%	0.0%	7.3%	2.7K	-137.5K	-489	0.00	124.90	N/A	N/A	6	0	784	115
2024-12-16	$5.29	$5.00	31.3%	9.0%	43.3%	5.1%	0.0%	0.0%	-0.9%	2.6K	-120.6K	-493	0.00	129.12	N/A	N/A	24	0	784	115
2024-12-17	$5.35	$5.00	33.1%	9.5%	43.4%	5.8%	0.0%	0.0%	-3.9%	2.6K	-122.6K	-470	0.00	132.43	N/A	N/A	1	0	802	115
2024-12-18	$5.27	$5.00	32.6%	9.3%	43.8%	5.6%	0.0%	0.0%	-2.3%	2.3K	-126.7K	-552	0.00	134.55	N/A	N/A	1	0	801	115
2024-12-19	$5.28	$5.00	30.8%	8.8%	43.4%	4.9%	0.0%	0.0%	367.6%	2.6K	-117.0K	-497	0.00	129.30	N/A	N/A	1	0	802	115
2024-12-20	$5.25	$5.00	29.4%	8.4%	43.3%	3.8%	0.0%	0.0%	408.3%	2.4K	-123.0K	-480	4.75	132.86	N/A	N/A	95	451	802	115
2024-12-23	$5.49	$5.00	36.6%	10.5%	45.4%	6.8%	69.3%	0.0%	-3.9%	3.8K	-123.6K	-424	0.33	135.76	N/A	N/A	3	1	811	103
2024-12-24	$5.75	$5.00	41.0%	11.8%	47.9%	8.6%	0.0%	0.0%	13.1%	2.9K	-156.1K	-318	0.00	124.11	N/A	N/A	0	0	814	104
2024-12-26	$5.73	$5.00	43.6%	12.5%	47.7%	9.6%	0.0%	0.0%	11.2%	3.3K	-147.6K	-361	0.00	128.34	N/A	N/A	5	0	814	104
2024-12-27	$5.80	$5.00	31.2%	8.9%	47.7%	4.5%	0.0%	0.0%	12.8%	2.5K	-162.3K	-252	0.00	125.01	N/A	N/A	0	0	819	104
2024-12-30	$5.82	$5.00	44.6%	12.8%	47.7%	10.1%	0.0%	0.0%	-7.1%	3.5K	-155.8K	-487	0.00	102.50	N/A	N/A	0	0	818	104
2024-12-31	$5.89	$5.00	46.4%	13.3%	47.3%	10.8%	0.0%	0.0%	-18.6%	3.5K	-170.4K	-524	0.00	79.04	N/A	N/A	0	0	818	104