INTC Options History — July 2017

In July 2017, INTC traded between $33.46 and $35.54. ATM implied volatility averaged 21.7%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 3.2% (HV 20d: 18.5%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.75.

Notable Days

2017-07-28: Highest Volume — 183,974 contracts
2017-07-28: Largest IV drop — 27.0% change
2017-07-10: Highest IV Rank — 85.1%
2017-07-27: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.44	$33.46	$35.54	$33.46	$35.54
Max Pain	$35.10	$35.00	$36.00	$36.00	$35.00
ATM IV	21.7%	14.6%	25.0%	24.3%	14.6%
Expected Move	6.0%	4.2%	6.8%	5.6%	4.2%
HV 20d	18.5%	15.4%	20.6%	15.4%	16.6%
HV 60d	16.4%	14.7%	17.2%	15.1%	14.9%
IV Rank	60.9%	7.1%	85.1%	77.7%	7.1%
IV Percentile	73.4%	9.9%	94.0%	87.7%	9.9%
Term Structure	-0.7%	-1.9%	0.5%	-0.6%	0.3%
VWIV	21.3%	14.7%	23.9%	19.6%	15.7%
Skew 25d	3.3%	2.1%	4.1%	3.6%	2.1%
Skew 10d	6.8%	4.4%	8.9%	7.9%	4.4%
Call IV 25d	20.2%	14.1%	23.6%	23.2%	14.1%
Put IV 25d	23.6%	16.2%	27.4%	26.7%	16.2%
Bid-Ask Spread %	8.26	2.84	22.00	8.68	6.40
Gamma HHI	0.15	0.11	0.19	0.17	0.12
Net GEX	-13.1M	-42.1M	42.1M	-37.2M	42.1M
Net DEX	488.6M	-182.4M	981.5M	981.5M	-182.4M
Net VEX	-8.9M	-9.2M	-8.7M	-8.7M	-9.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.39	1.51	0.83	0.81
Total Volume	76,695.05	36,762	183,974	36,762	80,528
Total OI	1,786,201.35	1,555,343	1,972,667	1,755,719	1,659,151

Daily Data (20 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
2017-07-03	$33.46	$36.00	24.3%	5.6%	15.4%	77.7%	19.6%	3.6%	-0.6%	-37.2M	981.5M	-8.7M	0.83	8.68	20,122	16,640	869,093	886,626
2017-07-05	$34.41	$36.00	24.1%	5.4%	19.1%	76.3%	20.0%	3.7%	-0.9%	-20.3M	552.8M	-9.2M	0.55	12.12	42,825	23,576	874,786	887,687
2017-07-06	$33.60	$35.00	25.0%	6.7%	20.3%	83.2%	23.1%	3.8%	-0.8%	-32.5M	922.3M	-8.8M	0.77	9.09	24,657	18,953	898,368	900,592
2017-07-07	$33.92	$35.00	24.4%	6.5%	20.6%	78.5%	22.9%	4.1%	-1.4%	-31.0M	808.2M	-9.0M	1.51	4.09	23,949	36,076	905,882	908,334
2017-07-10	$33.65	$35.00	24.7%	6.7%	18.9%	85.1%	23.8%	4.0%	-1.5%	-42.1M	952.5M	-8.7M	0.91	6.38	31,255	28,582	898,800	915,030
2017-07-11	$33.87	$35.00	24.1%	6.6%	19.1%	80.7%	23.2%	4.0%	-1.0%	-39.2M	876.2M	-8.8M	0.82	3.90	50,777	41,855	906,782	926,056
2017-07-12	$34.22	$35.00	23.4%	6.4%	19.3%	75.0%	22.2%	3.7%	-1.0%	-31.4M	678.0M	-9.0M	0.79	11.40	49,047	38,981	920,120	930,595
2017-07-13	$34.29	$35.00	22.7%	6.3%	18.9%	69.5%	22.2%	3.4%	-0.6%	-29.0M	623.3M	-8.9M	0.65	2.84	23,377	15,134	933,284	933,668
2017-07-14	$34.64	$35.00	21.4%	5.8%	19.3%	59.7%	20.8%	3.1%	-1.9%	-17.7M	465.8M	-9.0M	0.46	5.36	35,237	16,179	934,835	934,075
2017-07-17	$34.53	$35.00	21.1%	5.9%	19.3%	57.5%	23.5%	3.0%	0.1%	-26.0M	547.9M	-8.8M	0.77	9.72	43,870	33,595	927,735	920,477
2017-07-18	$34.49	$35.00	22.1%	6.3%	19.2%	65.4%	21.8%	3.4%	-1.4%	-27.9M	559.4M	-8.7M	0.49	7.48	74,254	36,646	947,260	939,691
2017-07-19	$34.53	$35.00	20.9%	6.0%	18.4%	55.8%	21.4%	2.9%	-0.1%	-20.9M	523.7M	-8.9M	0.93	7.21	25,686	23,958	989,233	951,853
2017-07-20	$34.78	$35.00	20.2%	5.8%	18.3%	50.0%	19.9%	3.2%	-0.7%	4.8M	367.4M	-9.0M	0.39	5.71	62,488	24,189	995,694	956,742
2017-07-21	$34.69	$35.00	20.2%	5.8%	18.2%	50.4%	21.0%	3.4%	0.5%	-7.9M	438.3M	-9.0M	0.91	6.09	29,323	26,770	1,006,470	966,197
2017-07-24	$34.53	$35.00	20.5%	6.1%	18.2%	53.2%	20.8%	3.4%	-0.6%	-2.0M	282.0M	-8.8M	0.71	6.17	29,438	20,982	788,108	767,235
2017-07-25	$34.61	$35.00	20.7%	6.3%	18.2%	54.4%	21.4%	3.2%	-0.6%	1.2M	238.5M	-8.7M	0.57	5.97	51,251	29,109	799,286	774,845
2017-07-26	$34.71	$35.00	21.4%	6.8%	17.8%	59.8%	23.3%	3.2%	-0.7%	8.2M	165.9M	-9.0M	0.69	13.15	42,460	29,463	831,248	787,138
2017-07-27	$35.02	$35.00	21.8%	6.8%	17.6%	62.5%	23.9%	2.8%	-1.6%	17.0M	37.3M	-9.2M	0.78	22.00	83,508	65,187	849,737	801,650
2017-07-28	$35.24	$35.00	15.9%	4.2%	16.5%	17.1%	14.7%	2.8%	0.1%	29.3M	-65.7M	-8.9M	0.58	11.39	116,161	67,813	881,946	817,718
2017-07-31	$35.54	$35.00	14.6%	4.2%	16.6%	7.1%	15.7%	2.1%	0.3%	42.1M	-182.4M	-9.0M	0.81	6.40	44,510	36,018	867,540	791,611