INTC Options History — March 2017

In March 2017, INTC traded between $35.03 and $36.16. ATM implied volatility averaged 16.3%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.5% (HV 20d: 12.7%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.90.

Notable Days

2017-03-13: Highest Volume — 141,812 contracts
2017-03-23: Largest IV spike — 12.4% change
2017-03-29: Highest IV Rank — 31.1%
2017-03-01: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.52	$35.03	$36.16	$35.96	$36.16
Max Pain	$35.41	$35.00	$37.00	$37.00	$35.00
ATM IV	16.3%	13.7%	19.2%	16.4%	18.9%
Expected Move	4.2%	3.7%	4.7%	4.7%	3.8%
HV 20d	12.7%	10.4%	14.6%	14.6%	12.7%
HV 60d	13.8%	13.1%	15.1%	15.1%	13.5%
IV Rank	12.4%	0.0%	31.1%	11.6%	29.1%
IV Percentile	16.5%	0.0%	50.0%	14.7%	45.6%
Term Structure	1.0%	-0.9%	5.0%	0.1%	0.2%
VWIV	14.9%	13.4%	17.3%	17.3%	13.4%
Skew 25d	2.1%	1.6%	2.9%	2.1%	2.1%
Skew 10d	5.0%	3.2%	9.2%	4.8%	5.4%
Call IV 25d	15.4%	12.8%	18.6%	15.8%	17.9%
Put IV 25d	17.6%	14.5%	21.5%	17.9%	20.0%
Bid-Ask Spread %	13.95	5.07	26.38	21.66	13.09
Gamma HHI	0.12	0.10	0.19	0.10	0.15
Net GEX	11.0M	-17.7M	52.5M	9.8M	52.5M
Net DEX	25.3M	-398.9M	225.9M	12.0M	-398.9M
Net VEX	-7.0M	-8.0M	-6.6M	-6.8M	-8.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.33	2.19	1.41	0.64
Total Volume	68,515.783	36,611	141,812	78,340	80,839
Total OI	1,292,377.304	1,193,747	1,409,925	1,196,513	1,408,079

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
2017-03-01	$35.96	$37.00	16.4%	4.7%	14.6%	11.6%	17.3%	2.1%	0.1%	9.8M	12.0M	-6.8M	1.41	21.66	32,568	45,772	608,947	587,566
2017-03-02	$35.84	$37.00	15.9%	4.3%	14.4%	8.7%	15.7%	1.6%	0.2%	-5.4M	82.9M	-6.8M	1.18	14.14	16,759	19,852	613,813	615,828
2017-03-03	$35.85	$36.50	15.2%	4.1%	14.4%	4.6%	14.4%	2.0%	0.3%	2.9M	33.9M	-6.9M	0.72	21.09	21,468	15,456	618,875	602,706
2017-03-06	$35.59	$35.00	15.7%	4.4%	14.6%	7.8%	15.7%	2.2%	0.0%	-4.3M	95.8M	-6.6M	1.38	5.07	20,302	28,106	608,726	585,021
2017-03-07	$35.67	$36.00	15.4%	4.3%	14.4%	6.0%	14.8%	2.1%	0.2%	-1.8M	67.9M	-6.6M	0.33	9.73	52,113	17,431	609,133	591,736
2017-03-08	$35.61	$35.00	15.6%	4.4%	14.3%	7.1%	15.7%	2.2%	-0.1%	-1.5M	82.6M	-6.6M	0.61	5.30	53,595	32,938	630,946	600,831
2017-03-09	$35.87	$36.00	15.4%	4.4%	14.5%	6.1%	15.7%	2.1%	0.2%	13.5M	-54.4M	-6.9M	0.71	8.98	21,984	15,667	658,736	617,781
2017-03-10	$35.93	$36.00	14.9%	4.2%	10.4%	3.1%	14.6%	1.8%	0.0%	27.3M	-84.8M	-6.9M	0.86	6.11	45,599	38,990	669,323	620,357
2017-03-13	$35.14	$36.00	16.4%	4.6%	13.2%	11.7%	16.1%	2.2%	-0.1%	-7.1M	212.4M	-6.6M	0.52	24.57	93,251	48,561	679,506	598,459
2017-03-14	$35.14	$35.00	16.4%	4.6%	11.9%	11.8%	16.0%	2.3%	-0.3%	-11.0M	215.2M	-6.9M	0.52	9.16	41,346	21,460	709,883	624,652
2017-03-15	$35.10	$35.00	15.8%	4.4%	11.8%	8.5%	15.3%	1.9%	-0.9%	-15.3M	225.9M	-6.9M	0.95	21.83	70,686	67,116	724,246	631,469
2017-03-16	$35.15	$35.00	15.6%	4.4%	11.8%	6.8%	15.1%	1.6%	-0.4%	-17.7M	193.4M	-7.1M	1.78	8.98	21,544	38,447	745,729	650,485
2017-03-17	$35.22	$35.00	14.7%	4.1%	11.4%	1.9%	14.5%	1.6%	-0.5%	-7.2M	155.4M	-7.1M	1.46	10.28	26,095	38,035	749,596	660,329
2017-03-20	$35.47	$35.00	13.7%	3.9%	11.7%	0.0%	13.7%	1.7%	4.5%	18.6M	-28.7M	-7.0M	0.74	10.58	26,986	19,912	629,952	585,025
2017-03-21	$35.03	$35.00	15.0%	4.3%	12.3%	7.7%	13.9%	2.7%	4.3%	7.4M	149.4M	-6.9M	0.63	20.85	45,179	28,586	639,052	590,067
2017-03-22	$35.40	$35.00	14.2%	4.1%	12.4%	3.2%	14.3%	2.3%	5.0%	21.9M	-5.4M	-7.1M	0.47	14.14	45,897	21,725	665,800	601,285
2017-03-23	$35.20	$35.00	16.0%	4.3%	12.4%	13.0%	14.6%	2.2%	4.8%	18.3M	65.7M	-7.3M	0.78	11.50	21,717	16,833	700,446	607,295
2017-03-24	$35.22	$35.00	16.9%	4.4%	11.7%	18.1%	14.5%	2.6%	4.8%	15.4M	47.9M	-7.3M	0.85	18.39	32,958	27,956	706,598	611,932
2017-03-27	$35.41	$35.00	18.8%	4.2%	11.9%	28.4%	14.8%	2.9%	0.2%	20.8M	-31.1M	-7.2M	0.40	12.37	43,058	17,406	699,679	603,266
2017-03-28	$35.65	$35.00	19.0%	4.1%	11.9%	29.7%	14.3%	2.2%	0.3%	37.2M	-171.0M	-7.3M	0.64	15.98	43,849	27,860	721,762	609,602
2017-03-29	$35.53	$35.00	19.2%	3.9%	11.8%	31.1%	13.7%	2.2%	0.4%	36.0M	-88.4M	-7.3M	2.19	26.38	27,607	60,568	723,047	611,375
2017-03-30	$35.78	$35.00	18.9%	3.7%	12.1%	29.3%	13.7%	2.5%	-0.2%	42.2M	-194.6M	-7.8M	0.96	10.75	21,287	20,499	737,964	657,773
2017-03-31	$36.16	$35.00	18.9%	3.8%	12.7%	29.1%	13.4%	2.1%	0.2%	52.5M	-398.9M	-8.0M	0.64	13.09	49,275	31,564	745,056	663,023