INTC Options History — August 2016

In August 2016, INTC traded between $34.21 and $35.88. ATM implied volatility averaged 16.6%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.5% (HV 20d: 16.1%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.79.

Notable Days

2016-08-02: Highest Volume — 199,543 contracts
2016-08-10: Largest IV spike — 12.2% change
2016-08-16: Highest IV Rank — 13.0%
2016-08-16: Largest Expected Move — 5.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.01	$34.21	$35.88	$34.78	$35.88
Max Pain	$34.37	$33.00	$35.00	$33.00	$35.00
ATM IV	16.6%	15.3%	18.1%	16.1%	15.8%
Expected Move	4.8%	4.4%	5.2%	4.5%	4.4%
HV 20d	16.1%	9.5%	21.7%	21.3%	9.5%
HV 60d	20.3%	19.6%	21.0%	20.9%	19.7%
IV Rank	5.7%	0.0%	13.0%	2.1%	2.2%
IV Percentile	4.3%	0.0%	11.5%	0.8%	1.6%
Term Structure	0.1%	-0.3%	1.0%	0.3%	-0.0%
VWIV	17.2%	14.9%	25.4%	17.1%	16.2%
Skew 25d	3.1%	2.2%	3.8%	3.4%	3.8%
Skew 10d	6.4%	4.6%	9.3%	6.2%	5.6%
Call IV 25d	15.4%	14.5%	17.3%	15.2%	14.5%
Put IV 25d	18.5%	16.9%	20.1%	18.6%	18.3%
Bid-Ask Spread %	11.78	7.53	17.57	15.55	16.41
Gamma HHI	0.19	0.17	0.32	0.18	0.18
Net GEX	61.9M	33.6M	90.6M	57.5M	76.8M
Net DEX	-857.3M	-1.22B	-457.2M	-857.9M	-1.22B
Net VEX	-8.1M	-8.5M	-7.8M	-8.3M	-8.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.28	2.24	0.93	0.62
Total Volume	61,550.522	30,603	199,543	41,332	30,603
Total OI	1,589,584.826	1,441,963	1,698,337	1,625,724	1,554,244

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
2016-08-01	$34.78	$33.00	16.1%	4.5%	21.3%	2.1%	17.1%	3.4%	0.3%	57.5M	-857.9M	-8.3M	0.93	15.55	21,439	19,893	926,582	699,142
2016-08-02	$34.53	$33.00	17.4%	5.0%	21.4%	8.4%	25.4%	3.7%	0.0%	51.4M	-742.4M	-8.3M	0.28	11.00	156,254	43,289	931,323	704,239
2016-08-03	$34.21	$34.50	17.3%	4.9%	21.6%	7.9%	17.5%	3.7%	0.0%	33.6M	-457.2M	-8.4M	1.17	12.37	25,533	29,776	868,987	729,157
2016-08-04	$34.58	$34.00	16.4%	4.8%	21.7%	3.6%	17.2%	2.7%	0.3%	46.7M	-633.9M	-8.5M	0.91	11.00	26,122	23,684	874,373	735,015
2016-08-05	$34.97	$34.00	15.4%	4.7%	20.7%	0.0%	17.4%	2.2%	0.3%	81.2M	-839.7M	-8.4M	0.80	7.53	50,849	40,848	881,041	738,389
2016-08-08	$34.99	$34.00	15.6%	4.8%	20.4%	0.7%	14.9%	2.9%	1.0%	69.5M	-893.1M	-8.2M	2.24	11.49	19,267	43,077	889,901	723,835
2016-08-09	$34.91	$34.00	15.3%	4.6%	19.5%	0.0%	16.0%	3.0%	0.9%	62.3M	-815.4M	-8.2M	1.03	12.88	16,992	17,484	881,983	729,656
2016-08-10	$34.55	$34.00	17.2%	4.9%	19.8%	8.6%	19.7%	2.5%	-0.1%	56.1M	-638.6M	-8.2M	1.67	9.66	22,104	36,895	885,736	731,127
2016-08-11	$34.62	$34.00	17.4%	5.0%	19.7%	9.7%	17.9%	3.1%	0.0%	54.3M	-655.5M	-8.2M	0.78	9.39	34,596	26,908	886,944	749,642
2016-08-12	$34.55	$34.00	17.0%	4.8%	19.7%	7.7%	18.0%	3.0%	-0.2%	90.6M	-625.9M	-8.2M	0.89	11.83	29,866	26,520	897,792	759,687
2016-08-15	$34.94	$34.00	18.0%	5.2%	20.1%	12.6%	18.0%	2.8%	-0.1%	52.3M	-803.6M	-8.1M	0.42	9.93	50,331	20,976	882,006	746,198
2016-08-16	$35.13	$34.00	18.1%	5.2%	20.2%	13.0%	18.2%	3.1%	-0.3%	61.1M	-931.1M	-7.9M	0.30	13.95	43,480	13,011	896,920	750,417
2016-08-17	$35.02	$34.00	17.5%	5.0%	19.1%	10.2%	17.5%	3.0%	0.2%	66.2M	-873.1M	-8.0M	0.97	13.05	27,504	26,598	912,824	752,410
2016-08-18	$34.97	$35.00	16.6%	4.8%	11.3%	6.1%	16.5%	3.0%	0.4%	73.0M	-863.0M	-8.0M	0.30	10.56	37,253	11,075	918,399	765,999
2016-08-19	$35.27	$35.00	16.0%	4.6%	11.1%	3.1%	16.4%	2.9%	-0.3%	55.7M	-1.07B	-7.8M	0.53	11.40	48,388	25,629	932,642	765,695
2016-08-22	$35.33	$35.00	15.8%	4.5%	11.0%	2.4%	15.5%	2.9%	0.1%	59.2M	-957.1M	-7.9M	0.45	12.48	36,357	16,277	814,044	627,919
2016-08-23	$35.34	$35.00	16.2%	4.6%	10.3%	4.2%	16.2%	2.6%	0.1%	61.8M	-979.6M	-8.0M	0.66	10.94	33,621	22,062	829,109	633,446
2016-08-24	$35.15	$35.00	16.8%	4.7%	10.2%	7.0%	16.4%	3.7%	-0.0%	59.9M	-882.5M	-8.1M	1.07	13.38	24,487	26,277	838,620	643,136
2016-08-25	$35.08	$35.00	16.9%	4.8%	10.2%	7.8%	16.3%	2.9%	0.1%	58.4M	-870.2M	-8.0M	0.52	8.95	27,744	14,401	845,321	653,778
2016-08-26	$35.28	$35.00	16.0%	4.5%	10.4%	3.5%	15.7%	3.4%	0.0%	56.6M	-943.8M	-8.1M	0.33	17.57	62,971	20,564	849,615	659,582
2016-08-29	$35.56	$35.00	16.3%	4.5%	10.6%	4.7%	16.2%	3.0%	0.2%	67.8M	-1.06B	-8.1M	0.58	10.58	31,854	18,467	861,178	657,033
2016-08-30	$35.60	$35.00	16.3%	4.6%	10.1%	5.0%	16.2%	3.0%	0.0%	72.4M	-1.10B	-8.2M	0.75	9.13	19,621	14,715	881,377	663,988
2016-08-31	$35.88	$35.00	15.8%	4.4%	9.5%	2.2%	16.2%	3.8%	-0.0%	76.8M	-1.22B	-8.1M	0.62	16.41	18,947	11,656	885,977	668,267