INTC Options History — August 2013

In August 2013, INTC traded between $21.92 and $23.22. ATM implied volatility averaged 19.3%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.3% (HV 20d: 17.0%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.95.

Notable Days

2013-08-02: Highest Volume — 209,897 contracts
2013-08-15: Largest IV spike — 25.9% change
2013-08-29: Highest IV Rank — 36.5%
2013-08-29: Largest Expected Move — 6.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.45	$21.92	$23.22	$23.20	$21.98
Max Pain	$23.82	$23.00	$25.00	$23.00	$23.00
ATM IV	19.3%	15.8%	22.4%	19.8%	20.5%
Expected Move	5.6%	4.7%	6.4%	5.2%	6.3%
HV 20d	17.0%	13.1%	24.8%	24.8%	15.4%
HV 60d	22.2%	20.9%	23.0%	22.4%	20.9%
IV Rank	22.0%	5.6%	36.5%	26.4%	26.6%
IV Percentile	26.2%	1.6%	52.8%	28.2%	34.1%
Term Structure	2.7%	1.4%	3.3%	1.4%	3.0%
VWIV	20.3%	18.2%	26.3%	18.9%	23.3%
Skew 25d	2.2%	1.1%	2.8%	1.6%	2.4%
Skew 10d	4.4%	2.2%	5.9%	3.6%	4.6%
Call IV 25d	19.2%	17.0%	22.0%	17.9%	21.6%
Put IV 25d	21.4%	18.2%	24.1%	19.6%	24.0%
Bid-Ask Spread %	4.08	1.78	7.15	7.15	6.32
Gamma HHI	0.17	0.13	0.41	0.14	0.15
Net GEX	-10.9M	-43.8M	5.0M	-1.3M	-13.5M
Net DEX	349.8M	131.4M	642.5M	141.6M	493.9M
Net VEX	-7.8M	-8.1M	-7.3M	-8.0M	-7.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.20	3.56	1.74	0.86
Total Volume	86,015.636	31,475	209,897	94,952	73,747
Total OI	2,328,040.864	2,169,294	2,465,845	2,250,816	2,465,845

Daily Data (22 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 Vol	Put Vol	Call OI	Put OI
2013-08-01	$23.20	$23.00	19.8%	5.2%	24.8%	26.4%	18.9%	1.6%	1.4%	-1.3M	141.6M	-8.0M	1.74	7.15	34,594	60,358	1,194,422	1,056,394
2013-08-02	$23.22	$23.00	17.3%	4.7%	24.3%	13.3%	26.3%	1.1%	2.4%	-517.9K	131.4M	-8.1M	0.20	4.74	174,964	34,933	1,209,418	1,076,781
2013-08-05	$22.92	$25.00	18.5%	5.3%	20.9%	19.5%	18.7%	2.3%	3.0%	-5.6M	232.6M	-7.9M	0.58	3.94	27,203	15,839	1,195,841	1,077,704
2013-08-06	$22.80	$25.00	18.9%	5.2%	21.0%	21.4%	18.9%	2.4%	2.7%	-9.4M	264.9M	-7.7M	3.56	3.66	24,727	88,135	1,205,063	1,074,137
2013-08-07	$22.70	$25.00	16.3%	5.2%	20.9%	8.1%	18.5%	2.6%	2.9%	-12.7M	317.4M	-7.6M	0.41	3.41	38,142	15,473	1,212,016	1,091,565
2013-08-08	$22.45	$25.00	15.9%	5.4%	17.3%	6.2%	18.6%	1.9%	2.9%	-17.2M	430.9M	-7.5M	0.50	4.27	45,265	22,730	1,219,634	1,078,943
2013-08-09	$22.51	$25.00	15.8%	5.1%	17.4%	5.6%	18.4%	2.2%	2.8%	-14.6M	411.5M	-7.4M	0.79	3.54	23,153	18,359	1,238,016	1,080,322
2013-08-12	$22.64	$25.00	17.1%	5.1%	17.6%	12.3%	19.1%	2.5%	3.1%	-12.2M	328.1M	-7.4M	0.76	4.73	33,336	25,242	1,222,443	1,073,929
2013-08-13	$22.52	$25.00	17.0%	5.1%	16.6%	11.7%	18.4%	2.0%	3.0%	-13.9M	389.9M	-7.5M	0.80	3.22	21,462	17,116	1,238,403	1,086,180
2013-08-14	$22.57	$25.00	16.2%	5.0%	16.8%	7.6%	18.2%	2.0%	3.3%	-10.1M	352.5M	-7.4M	0.63	3.55	34,030	21,547	1,244,596	1,083,378
2013-08-15	$22.03	$24.00	20.3%	5.8%	13.2%	25.7%	20.4%	1.8%	2.3%	-26.3M	585.5M	-7.3M	1.07	3.67	83,445	89,636	1,245,255	1,083,807
2013-08-16	$21.92	$24.00	19.8%	5.7%	13.1%	22.9%	19.9%	1.3%	3.0%	-43.8M	642.5M	-7.3M	1.64	4.14	60,117	98,345	1,281,567	1,103,724
2013-08-19	$22.28	$23.00	21.3%	6.1%	14.2%	30.8%	20.8%	2.5%	2.7%	-7.5M	311.1M	-7.8M	0.69	2.81	83,957	57,912	1,131,028	1,038,266
2013-08-20	$22.52	$23.00	19.9%	5.7%	14.8%	23.2%	20.4%	2.7%	2.5%	181.1K	186.4M	-7.8M	1.20	1.78	65,958	79,424	1,170,428	1,070,344
2013-08-21	$22.17	$23.00	21.3%	6.1%	15.3%	30.9%	21.3%	2.2%	2.9%	-14.3M	382.7M	-8.0M	1.07	3.65	32,125	34,467	1,191,092	1,129,027
2013-08-22	$22.26	$23.00	21.0%	6.0%	15.3%	29.1%	20.4%	2.8%	2.9%	-14.7M	344.2M	-8.0M	0.72	5.11	18,249	13,226	1,202,160	1,152,424
2013-08-23	$22.44	$23.00	20.6%	5.9%	15.2%	27.0%	20.2%	2.2%	3.1%	5.0M	263.6M	-8.1M	0.98	3.53	38,770	37,958	1,208,201	1,158,014
2013-08-26	$22.28	$23.00	21.2%	6.1%	15.3%	30.1%	20.7%	2.2%	2.5%	-9.6M	340.3M	-7.9M	0.59	3.06	47,495	27,865	1,204,612	1,153,545
2013-08-27	$22.19	$23.00	22.2%	6.4%	15.0%	35.5%	21.9%	2.4%	2.6%	-6.6M	386.7M	-8.0M	0.82	7.05	35,069	28,896	1,234,536	1,162,107
2013-08-28	$22.29	$23.00	21.6%	6.2%	15.2%	32.7%	21.3%	2.1%	2.8%	-3.3M	321.4M	-8.1M	0.54	2.76	37,828	20,378	1,249,794	1,174,662
2013-08-29	$22.06	$23.00	22.4%	6.4%	15.4%	36.5%	22.4%	2.1%	2.5%	-7.0M	436.9M	-7.9M	0.67	3.76	30,452	20,417	1,269,150	1,178,126
2013-08-30	$21.98	$23.00	20.5%	6.3%	15.4%	26.6%	23.3%	2.4%	3.0%	-13.5M	493.9M	-7.8M	0.86	6.32	39,697	34,050	1,280,005	1,185,840