INTC Options History — June 2014

In June 2014, INTC traded between $27.26 and $30.93. ATM implied volatility averaged 16.8%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 3.1% (HV 20d: 19.9%). Max pain ranged from $25.00 to $32.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2014-06-13: Highest Volume — 493,079 contracts
2014-06-13: Largest IV spike — 13.5% change
2014-06-27: Highest IV Rank — 32.0%
2014-06-16: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.27	$27.26	$30.93	$27.26	$30.90
Max Pain	$26.65	$25.00	$32.00	$25.00	$32.00
ATM IV	16.8%	14.1%	19.6%	14.2%	19.1%
Expected Move	6.0%	5.8%	6.2%	5.9%	5.9%
HV 20d	19.9%	11.2%	25.7%	11.2%	25.3%
HV 60d	16.9%	13.5%	19.5%	13.5%	18.6%
IV Rank	19.2%	6.6%	32.0%	6.6%	29.5%
IV Percentile	29.3%	4.4%	54.8%	4.4%	51.2%
Term Structure	0.9%	-0.4%	4.1%	0.3%	0.5%
VWIV	21.2%	20.2%	22.1%	21.0%	22.1%
Skew 25d	1.4%	0.5%	2.4%	1.1%	1.0%
Skew 10d	3.4%	1.9%	6.4%	3.3%	2.0%
Call IV 25d	16.6%	14.0%	19.7%	14.2%	19.1%
Put IV 25d	18.0%	15.1%	20.9%	15.4%	20.1%
Bid-Ask Spread %	6.70	5.32	9.88	6.25	9.88
Gamma HHI	0.19	0.14	0.27	0.27	0.14
Net GEX	77.6M	60.4M	97.6M	80.1M	75.7M
Net DEX	-2.06B	-2.62B	-1.22B	-1.22B	-2.56B
Net VEX	-9.0M	-9.6M	-8.4M	-8.5M	-8.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.24	1.49	1.49	0.79
Total Volume	95,817.429	39,031	493,079	69,588	64,724
Total OI	2,014,205.333	1,789,686	2,196,307	1,789,686	2,138,775

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 Vol	Put Vol	Call OI	Put OI
2014-06-02	$27.26	$25.00	14.2%	5.9%	11.2%	6.6%	21.0%	1.1%	0.3%	80.1M	-1.22B	-8.5M	1.49	6.25	27,970	41,618	1,158,096	631,590
2014-06-03	$27.66	$25.00	14.6%	6.0%	11.3%	8.8%	20.9%	1.2%	0.2%	83.0M	-1.48B	-8.4M	1.18	5.89	60,066	71,114	1,172,773	642,499
2014-06-04	$27.60	$25.00	14.6%	6.0%	11.5%	8.7%	21.3%	1.1%	0.1%	81.3M	-1.43B	-8.8M	0.38	6.28	48,645	18,405	1,180,432	654,033
2014-06-05	$27.66	$25.00	14.5%	6.0%	11.4%	8.4%	21.1%	1.6%	0.3%	87.2M	-1.47B	-8.7M	0.32	6.70	29,662	9,369	1,192,651	661,586
2014-06-06	$28.17	$25.00	14.1%	6.0%	12.6%	6.6%	21.4%	1.1%	0.0%	85.4M	-1.77B	-8.5M	0.47	5.48	75,035	35,367	1,205,869	662,978
2014-06-09	$27.91	$25.00	14.2%	6.0%	13.3%	6.9%	22.0%	1.1%	4.0%	85.9M	-1.54B	-8.8M	0.61	7.03	52,563	32,148	1,193,689	675,201
2014-06-10	$28.24	$25.00	14.7%	6.1%	13.6%	9.2%	21.6%	1.6%	4.1%	83.1M	-1.70B	-8.6M	0.93	6.24	35,499	32,850	1,195,270	684,542
2014-06-11	$27.93	$25.00	14.6%	6.1%	14.6%	8.9%	21.0%	1.6%	4.0%	81.2M	-1.50B	-9.1M	0.90	6.15	22,268	19,950	1,203,713	715,385
2014-06-12	$27.96	$25.00	15.2%	6.1%	14.3%	11.6%	22.0%	1.5%	3.9%	86.9M	-1.51B	-9.1M	0.42	5.32	35,887	14,949	1,207,544	725,416
2014-06-13	$29.87	$25.00	17.3%	6.1%	25.7%	21.2%	21.8%	1.3%	2.0%	60.4M	-2.42B	-8.5M	0.33	5.52	370,409	122,670	1,212,731	730,940
2014-06-16	$30.01	$25.00	18.9%	6.2%	25.2%	28.7%	21.6%	1.7%	-0.0%	66.0M	-2.45B	-9.3M	0.37	6.90	78,061	28,706	1,344,835	791,304
2014-06-17	$29.95	$25.00	18.2%	6.2%	25.4%	25.7%	21.5%	2.4%	-0.1%	67.8M	-2.40B	-9.4M	0.48	6.49	63,131	30,009	1,357,336	804,595
2014-06-18	$29.93	$25.00	18.0%	6.1%	25.4%	24.6%	22.0%	2.1%	0.4%	68.9M	-2.36B	-9.6M	0.82	7.12	33,597	27,642	1,364,287	824,292
2014-06-19	$30.09	$25.00	18.3%	6.1%	25.4%	25.9%	21.1%	1.4%	0.0%	71.5M	-2.44B	-9.2M	0.45	6.44	36,104	16,329	1,356,766	818,677
2014-06-20	$30.20	$25.00	18.1%	6.1%	25.3%	25.2%	21.2%	2.2%	0.3%	74.9M	-2.48B	-9.4M	0.38	5.51	46,901	17,927	1,372,395	823,912
2014-06-23	$30.23	$0.00	18.7%	5.8%	25.3%	27.9%	20.8%	1.3%	-0.2%	71.9M	-2.31B	-9.1M	0.48	6.56	40,295	19,466	1,293,791	762,565
2014-06-24	$30.50	$30.00	18.5%	5.9%	25.1%	27.1%	20.2%	1.6%	0.4%	73.9M	-2.42B	-9.3M	0.52	7.17	68,570	35,647	1,313,647	772,079
2014-06-25	$30.88	$32.00	19.1%	5.9%	25.2%	29.7%	20.3%	1.7%	-0.4%	71.9M	-2.60B	-8.9M	0.49	6.77	77,103	37,423	1,327,736	792,270
2014-06-26	$30.78	$32.00	19.0%	5.8%	25.5%	29.2%	20.2%	1.1%	-0.3%	73.9M	-2.51B	-9.2M	0.38	8.47	51,252	19,619	1,334,391	815,772
2014-06-27	$30.93	$32.00	19.6%	5.9%	25.3%	32.0%	21.1%	0.5%	-0.3%	97.6M	-2.62B	-9.2M	0.24	8.44	51,167	12,049	1,364,490	817,459
2014-06-30	$30.90	$32.00	19.1%	5.9%	25.3%	29.5%	22.1%	1.0%	0.5%	75.7M	-2.56B	-8.8M	0.79	9.88	36,193	28,531	1,332,555	806,220