INTC Options History — October 2013

In October 2013, INTC traded between $22.48 and $24.52. ATM implied volatility averaged 21.5%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.4% (HV 20d: 17.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.85.

Notable Days

2013-10-15: Highest Volume — 378,376 contracts
2013-10-16: Largest IV drop — 33.6% change
2013-10-09: Highest IV Rank — 80.4%
2013-10-09: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.55	$22.48	$24.52	$22.83	$24.47
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	21.5%	16.0%	30.5%	21.1%	17.2%
Expected Move	7.0%	6.6%	7.4%	7.1%	6.7%
HV 20d	17.1%	14.9%	20.3%	19.9%	14.9%
HV 60d	17.3%	16.5%	18.8%	18.6%	17.1%
IV Rank	31.8%	2.2%	80.4%	29.4%	8.3%
IV Percentile	42.2%	1.2%	97.6%	41.3%	8.7%
Term Structure	-1.3%	-5.0%	1.5%	-4.5%	0.4%
VWIV	24.7%	23.5%	26.8%	24.7%	24.2%
Skew 25d	3.0%	2.1%	4.3%	2.6%	2.4%
Skew 10d	6.7%	4.2%	10.1%	6.3%	4.2%
Call IV 25d	21.0%	15.2%	29.4%	27.7%	16.6%
Put IV 25d	24.0%	17.8%	32.9%	30.3%	19.0%
Bid-Ask Spread %	3.68	2.92	4.72	3.96	3.15
Gamma HHI	0.22	0.16	0.57	0.16	0.22
Net GEX	27.4M	-12.4M	127.9M	-3.3M	45.2M
Net DEX	-292.5M	-744.5M	262.0M	101.7M	-702.5M
Net VEX	-7.8M	-8.1M	-7.4M	-8.0M	-8.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.18	2.79	0.86	0.99
Total Volume	115,686.217	39,415	378,376	51,554	97,400
Total OI	2,522,839.087	1,989,529	2,991,847	2,629,609	2,280,078

Daily Data (23 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
2013-10-01	$22.83	$22.00	21.1%	7.1%	19.9%	29.4%	24.7%	2.6%	-4.5%	-3.3M	101.7M	-8.0M	0.86	3.96	27,762	23,792	1,357,942	1,271,667
2013-10-02	$22.89	$22.00	21.3%	7.2%	17.8%	31.0%	24.5%	2.6%	-4.3%	-241.3K	37.3M	-7.9M	0.45	2.92	31,488	14,320	1,365,383	1,272,913
2013-10-03	$22.60	$22.00	26.3%	7.2%	18.4%	58.0%	25.9%	2.6%	-2.2%	-10.0M	206.5M	-7.7M	0.50	3.48	55,340	27,517	1,376,777	1,276,690
2013-10-04	$22.81	$22.00	25.6%	7.2%	18.6%	54.0%	24.3%	2.9%	-1.8%	-1.9M	82.5M	-7.8M	0.81	3.46	25,547	20,631	1,407,231	1,285,683
2013-10-07	$22.83	$22.00	26.7%	7.2%	18.3%	60.1%	25.4%	2.9%	-2.1%	-3.3M	75.4M	-7.8M	0.75	3.65	24,377	18,297	1,388,635	1,287,923
2013-10-08	$22.48	$22.00	28.9%	7.3%	19.0%	71.8%	26.5%	3.5%	-1.0%	-12.4M	262.0M	-7.7M	1.66	3.89	25,989	43,089	1,401,084	1,290,074
2013-10-09	$22.59	$22.00	30.5%	7.4%	18.9%	80.4%	24.5%	3.5%	-3.4%	-7.7M	187.7M	-7.7M	2.04	3.50	31,524	64,431	1,409,315	1,305,687
2013-10-10	$23.10	$22.00	27.3%	7.3%	20.3%	63.0%	24.9%	4.2%	-2.3%	8.7M	-100.4M	-7.9M	0.80	3.85	61,778	49,114	1,417,987	1,323,131
2013-10-11	$23.26	$22.00	25.4%	7.2%	16.1%	53.0%	25.0%	3.8%	-0.5%	14.0M	-202.3M	-7.7M	0.71	3.43	54,526	38,562	1,448,212	1,341,409
2013-10-14	$23.45	$22.00	26.5%	7.2%	16.3%	59.1%	25.3%	3.5%	-3.7%	23.0M	-328.1M	-7.7M	1.03	4.08	76,255	78,679	1,452,320	1,344,356
2013-10-15	$23.39	$22.00	27.4%	7.2%	15.4%	63.6%	26.8%	4.3%	-5.0%	21.6M	-276.7M	-7.9M	0.90	4.72	198,922	179,454	1,467,587	1,359,993
2013-10-16	$23.70	$22.00	18.2%	6.8%	16.0%	13.8%	24.0%	3.4%	0.8%	65.6M	-495.2M	-7.6M	0.57	4.09	143,709	81,414	1,547,402	1,434,856
2013-10-17	$23.92	$22.00	17.3%	6.8%	16.3%	9.2%	25.0%	3.1%	0.6%	115.0M	-744.5M	-7.6M	0.41	3.47	107,903	44,771	1,557,960	1,399,985
2013-10-18	$23.88	$22.00	16.7%	6.7%	16.2%	6.0%	23.6%	2.5%	0.2%	127.9M	-639.7M	-7.4M	0.55	3.70	91,885	50,958	1,579,147	1,412,700
2013-10-21	$24.14	$22.00	17.0%	6.7%	16.4%	7.7%	24.0%	2.6%	-0.1%	32.2M	-532.6M	-7.5M	0.73	4.28	72,090	52,437	1,045,668	943,861
2013-10-22	$24.07	$22.00	17.8%	6.7%	16.4%	11.6%	24.7%	3.0%	-0.1%	31.4M	-499.6M	-7.7M	2.79	3.75	38,481	107,173	1,082,187	970,456
2013-10-23	$23.74	$22.00	18.3%	6.6%	17.2%	14.5%	24.6%	2.9%	-1.1%	17.4M	-249.5M	-7.7M	1.00	3.72	45,485	45,407	1,094,822	1,013,718
2013-10-24	$23.78	$22.00	17.0%	6.6%	16.6%	7.4%	23.7%	3.0%	-0.5%	18.0M	-267.4M	-7.7M	0.63	3.04	24,134	15,281	1,094,130	1,023,898
2013-10-25	$24.24	$22.00	17.0%	6.6%	16.1%	7.6%	23.7%	3.2%	-0.8%	27.9M	-589.1M	-7.6M	0.36	3.53	89,748	32,306	1,100,589	1,028,213
2013-10-28	$24.36	$22.00	16.0%	6.6%	16.0%	2.2%	25.1%	2.6%	1.5%	35.6M	-629.9M	-7.7M	0.18	3.10	87,319	15,695	1,108,998	1,018,937
2013-10-29	$24.52	$22.00	17.6%	6.7%	15.9%	11.0%	23.5%	2.3%	-0.3%	39.2M	-706.6M	-8.0M	0.51	3.41	125,036	64,330	1,144,908	1,022,483
2013-10-30	$24.50	$22.00	17.2%	6.7%	15.9%	8.5%	23.9%	2.1%	0.9%	46.7M	-717.1M	-8.1M	0.33	4.52	42,489	13,938	1,207,711	1,060,593
2013-10-31	$24.47	$22.00	17.2%	6.7%	14.9%	8.3%	24.2%	2.4%	0.4%	45.2M	-702.5M	-8.1M	0.99	3.15	49,028	48,372	1,220,124	1,059,954