INTC Options History — May 2014

In May 2014, INTC traded between $25.82 and $27.32. ATM implied volatility averaged 14.2%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 2.0% (HV 20d: 12.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2014-05-02: Highest Volume — 321,510 contracts
  • 2014-05-27: Largest IV spike — 7.5% change
  • 2014-05-27: Highest IV Rank — 4.5%
  • 2014-05-02: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.37$25.82$27.32$26.45$27.32
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV14.2%12.8%15.5%15.5%13.7%
Expected Move5.9%5.7%6.1%6.1%5.9%
HV 20d12.2%9.6%17.4%17.4%11.2%
HV 60d13.4%13.2%14.2%14.2%13.5%
IV Rank1.4%0.0%4.5%0.0%4.2%
IV Percentile0.5%0.0%2.0%0.0%2.0%
Term Structure0.2%-0.3%0.7%0.2%0.2%
VWIV21.8%20.5%25.5%21.9%21.9%
Skew 25d1.6%1.0%2.1%2.1%1.0%
Skew 10d3.6%1.8%4.9%3.2%3.3%
Call IV 25d13.8%12.2%15.1%15.1%13.7%
Put IV 25d15.5%14.0%17.2%17.2%14.7%
Bid-Ask Spread %5.653.717.807.805.53
Gamma HHI0.260.200.360.230.30
Net GEX57.1M31.1M79.7M62.3M75.9M
Net DEX-740.9M-1.27B-398.7M-808.2M-1.27B
Net VEX-8.2M-8.5M-7.8M-8.5M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.071.250.390.57
Total Volume60,27826,857321,51029,040107,491
Total OI1,759,8941,638,3431,833,7541,829,9121,778,128

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-05-01$26.45$25.0015.5%6.1%17.4%0.0%21.9%2.1%0.2%62.3M-808.2M-8.5M0.397.8020,8818,1591,172,456657,456
2014-05-02$26.41$25.0014.9%6.1%15.9%0.0%25.5%1.1%0.3%67.5M-816.1M-8.4M0.076.52300,33121,1791,175,632658,122
2014-05-05$26.17$25.0015.5%6.1%15.9%3.1%22.0%1.8%0.1%48.7M-615.8M-8.3M0.735.3623,90217,4921,113,990651,992
2014-05-06$26.20$25.0015.5%6.1%15.2%2.8%22.1%1.9%0.4%53.1M-640.5M-8.3M0.815.5416,51113,3371,123,542660,205
2014-05-07$26.37$25.0015.1%6.1%14.2%1.0%22.1%1.9%0.4%61.6M-750.6M-8.4M0.755.1715,31811,5391,127,619668,135
2014-05-08$26.34$25.0015.0%6.1%14.1%0.3%24.1%1.7%0.1%61.9M-705.5M-8.3M0.716.2717,13212,1931,132,566669,776
2014-05-09$26.30$25.0014.6%6.1%12.1%0.0%21.6%1.6%0.2%53.6M-663.8M-8.2M0.496.2219,2709,5121,138,823672,378
2014-05-12$26.37$25.0014.5%6.0%11.6%0.0%22.7%1.8%0.5%58.6M-749.1M-8.1M1.255.1822,16327,7341,101,205645,901
2014-05-13$26.45$25.0013.9%6.0%10.5%0.0%21.5%1.8%0.6%60.3M-767.8M-8.2M0.785.0815,67112,2271,111,142660,666
2014-05-14$26.33$25.0013.8%6.0%10.1%0.0%21.4%1.7%0.6%56.6M-737.6M-8.3M0.396.3137,95314,6611,119,495666,333
2014-05-15$26.01$25.0014.5%5.9%10.6%3.3%21.2%1.9%-0.0%39.7M-558.2M-8.0M0.536.0644,28923,6841,131,970666,767
2014-05-16$25.82$25.0014.4%6.1%10.5%3.0%21.1%1.8%-0.3%31.1M-398.7M-8.0M0.865.5523,78620,4111,132,187673,917
2014-05-19$26.04$25.0013.9%5.8%11.2%0.4%20.6%1.8%0.4%38.1M-545.2M-7.8M0.363.7153,92819,5981,040,258598,085
2014-05-20$26.04$25.0013.8%5.8%11.1%0.2%20.7%1.7%0.3%44.9M-583.3M-8.0M0.424.4941,24017,4651,072,280610,722
2014-05-21$26.20$25.0013.3%5.8%11.4%0.0%20.6%1.7%0.7%51.4M-642.5M-7.9M0.616.4023,15814,0531,079,589619,658
2014-05-22$26.15$25.0013.2%5.8%11.4%0.0%20.9%1.5%0.2%54.4M-637.8M-7.9M0.445.5222,3839,9181,089,116621,104
2014-05-23$26.29$25.0012.8%5.7%9.6%0.0%21.9%1.8%-0.2%55.8M-674.5M-7.9M0.484.8024,70811,9071,098,598626,391
2014-05-27$26.71$25.0013.7%5.7%11.1%4.5%21.1%1.4%-0.3%69.9M-911.2M-8.3M0.625.5833,36220,6001,093,152613,544
2014-05-28$26.88$25.0013.4%5.8%11.2%3.0%21.7%1.4%-0.3%73.0M-1.02B-8.4M0.265.5360,96515,5951,102,591622,597
2014-05-29$26.96$25.0013.5%5.8%10.9%3.3%20.5%1.2%-0.2%79.7M-1.06B-8.3M0.465.9927,52812,6041,128,973630,713
2014-05-30$27.32$25.0013.7%5.9%11.2%4.2%21.9%1.0%0.2%75.9M-1.27B-8.4M0.575.5368,27539,2161,144,417633,711