INTC Options History — April 2017

In April 2017, INTC traded between $35.36 and $37.31. ATM implied volatility averaged 20.0%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 9.4% (HV 20d: 10.5%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.86.

Notable Days

2017-04-27: Highest Volume — 216,520 contracts
2017-04-28: Largest IV drop — 35.3% change
2017-04-17: Highest IV Rank — 46.6%
2017-04-27: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.16	$35.36	$37.31	$36.18	$36.02
Max Pain	$35.68	$35.00	$36.00	$35.00	$36.00
ATM IV	20.0%	13.9%	22.0%	19.4%	13.9%
Expected Move	5.4%	3.9%	6.5%	3.9%	4.1%
HV 20d	10.5%	8.7%	16.1%	12.3%	16.1%
HV 60d	13.2%	12.2%	14.1%	13.5%	14.1%
IV Rank	35.3%	1.2%	46.6%	31.8%	1.2%
IV Percentile	56.4%	0.4%	73.0%	52.0%	0.4%
Term Structure	-0.9%	-1.6%	-0.1%	-0.4%	-0.1%
VWIV	19.3%	13.8%	24.6%	13.8%	13.9%
Skew 25d	3.2%	1.9%	4.1%	2.1%	1.9%
Skew 10d	6.2%	4.2%	8.4%	4.3%	4.2%
Call IV 25d	18.4%	13.3%	20.7%	18.0%	13.3%
Put IV 25d	21.6%	15.2%	23.4%	20.2%	15.2%
Bid-Ask Spread %	17.03	7.94	34.11	19.86	23.30
Gamma HHI	0.13	0.11	0.15	0.14	0.14
Net GEX	48.5M	22.7M	73.0M	42.4M	33.4M
Net DEX	-339.2M	-915.2M	87.6M	-359.5M	-47.9M
Net VEX	-8.0M	-8.4M	-7.5M	-8.0M	-7.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.55	1.35	1.14	0.57
Total Volume	81,821.316	29,659	216,520	99,208	185,411
Total OI	1,537,930.368	1,396,167	1,633,810	1,408,321	1,605,215

Daily Data (19 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
2017-04-03	$36.18	$35.00	19.4%	3.9%	12.3%	31.8%	13.8%	2.1%	-0.4%	42.4M	-359.5M	-8.0M	1.14	19.86	46,405	52,803	744,815	663,506
2017-04-04	$36.30	$35.00	19.5%	3.9%	12.4%	32.7%	14.3%	2.7%	-0.6%	47.7M	-418.5M	-8.1M	0.66	11.23	80,770	52,913	761,282	663,094
2017-04-05	$36.25	$35.00	19.9%	4.0%	12.3%	34.6%	14.0%	3.1%	-1.0%	58.0M	-445.5M	-8.2M	1.23	22.25	40,441	49,678	828,077	691,068
2017-04-06	$36.11	$35.00	19.6%	5.2%	12.2%	33.3%	18.5%	2.9%	-0.8%	54.0M	-354.1M	-8.4M	1.30	10.44	18,043	23,543	855,626	721,000
2017-04-07	$36.05	$35.00	19.6%	5.3%	12.2%	33.2%	18.0%	3.0%	-0.6%	73.0M	-328.1M	-8.3M	0.82	9.69	21,820	17,976	861,305	709,253
2017-04-10	$35.79	$35.00	19.8%	5.4%	9.4%	34.0%	19.6%	3.4%	-0.5%	37.4M	-135.1M	-8.0M	0.71	8.10	31,015	22,176	852,393	701,728
2017-04-11	$35.63	$36.00	21.6%	5.7%	9.6%	44.1%	19.8%	3.6%	-1.5%	33.2M	-72.6M	-8.1M	0.62	12.22	39,878	24,895	860,035	710,653
2017-04-12	$35.62	$36.00	21.5%	5.7%	9.6%	43.6%	20.6%	3.6%	-1.5%	36.1M	-76.4M	-8.1M	1.03	8.02	19,052	19,562	867,026	712,571
2017-04-13	$35.36	$36.00	21.5%	6.0%	10.0%	43.9%	20.4%	4.1%	-0.4%	26.4M	87.6M	-7.7M	0.95	11.95	24,458	23,237	870,558	715,143
2017-04-17	$35.39	$36.00	22.0%	6.3%	10.0%	46.6%	23.2%	3.7%	-1.6%	22.7M	66.2M	-7.5M	1.35	8.28	12,631	17,028	863,327	717,540
2017-04-18	$35.77	$36.00	20.8%	5.9%	10.4%	39.6%	21.0%	3.9%	-0.8%	37.7M	-151.6M	-7.9M	0.81	11.21	21,077	17,001	867,510	721,972
2017-04-19	$35.96	$36.00	20.9%	6.0%	9.3%	40.3%	21.9%	3.8%	-1.0%	45.4M	-274.7M	-7.9M	1.02	10.33	24,063	24,572	871,892	726,032
2017-04-20	$36.23	$36.00	20.4%	5.9%	9.0%	37.4%	20.8%	3.9%	-0.8%	54.2M	-441.5M	-7.6M	0.55	7.94	42,310	23,260	874,518	733,961
2017-04-21	$36.41	$36.00	20.5%	6.0%	8.7%	38.2%	21.1%	3.9%	-1.4%	58.0M	-553.3M	-8.0M	0.62	34.11	56,410	34,862	894,336	739,474
2017-04-24	$36.80	$36.00	18.7%	5.5%	9.2%	27.9%	20.1%	3.2%	-0.6%	59.3M	-606.6M	-7.9M	0.69	33.29	52,382	36,129	755,459	640,708
2017-04-25	$36.92	$36.00	19.2%	5.8%	9.2%	30.8%	19.9%	2.5%	-0.9%	64.0M	-711.2M	-7.9M	0.56	22.84	53,366	30,040	777,958	655,382
2017-04-26	$36.92	$36.00	19.6%	6.1%	9.0%	33.1%	20.4%	2.7%	-1.2%	66.3M	-707.2M	-8.1M	0.81	27.95	54,750	44,128	807,521	668,940
2017-04-27	$37.31	$36.00	21.5%	6.5%	9.3%	43.6%	24.6%	2.1%	-1.2%	71.6M	-915.2M	-8.2M	0.82	30.62	119,088	97,432	831,288	678,511
2017-04-28	$36.02	$36.00	13.9%	4.1%	16.1%	1.2%	13.9%	1.9%	-0.1%	33.4M	-47.9M	-7.8M	0.57	23.30	118,132	67,279	870,941	734,274