INTC Options History — August 2017

In August 2017, INTC traded between $34.64 and $36.60. ATM implied volatility averaged 15.6%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.0% (HV 20d: 12.6%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.78.

Notable Days

2017-08-02: Highest Volume — 209,099 contracts
2017-08-17: Largest IV spike — 20.6% change
2017-08-17: Highest IV Rank — 30.2%
2017-08-17: Largest Expected Move — 5.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.59	$34.64	$36.60	$36.33	$35.08
Max Pain	$35.87	$35.00	$36.00	$35.00	$35.50
ATM IV	15.6%	14.2%	17.6%	15.2%	14.8%
Expected Move	4.4%	4.0%	5.1%	4.5%	4.0%
HV 20d	12.6%	10.2%	17.1%	17.1%	10.6%
HV 60d	15.4%	15.1%	15.6%	15.6%	15.4%
IV Rank	14.7%	4.3%	30.2%	11.6%	8.8%
IV Percentile	23.0%	6.0%	45.2%	14.7%	14.3%
Term Structure	0.1%	-0.6%	0.8%	-0.1%	0.3%
VWIV	16.1%	14.0%	20.3%	17.5%	14.0%
Skew 25d	3.0%	1.5%	4.5%	2.1%	2.8%
Skew 10d	6.7%	3.6%	9.5%	4.5%	7.0%
Call IV 25d	14.6%	13.4%	15.9%	14.9%	13.8%
Put IV 25d	17.6%	15.6%	19.8%	16.9%	16.6%
Bid-Ask Spread %	4.48	2.57	8.91	8.56	3.94
Gamma HHI	0.14	0.12	0.21	0.14	0.13
Net GEX	28.5M	-18.3M	88.1M	72.5M	2.2M
Net DEX	-135.0M	-729.6M	327.5M	-635.6M	143.3M
Net VEX	-8.6M	-9.3M	-7.9M	-9.3M	-8.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.16	1.67	0.30	0.50
Total Volume	65,494.522	37,489	209,099	135,722	41,876
Total OI	1,603,071.565	1,462,857	1,713,512	1,664,604	1,540,831

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
2017-08-01	$36.33	$35.00	15.2%	4.5%	17.1%	11.6%	17.5%	2.1%	-0.1%	72.5M	-635.6M	-9.3M	0.30	8.56	104,312	31,410	865,373	799,231
2017-08-02	$36.56	$35.00	15.7%	4.4%	14.6%	15.3%	20.3%	2.3%	0.2%	83.3M	-729.6M	-9.2M	0.16	8.91	179,904	29,195	873,563	802,019
2017-08-03	$36.42	$36.00	14.8%	4.4%	11.0%	9.0%	15.4%	2.0%	-0.1%	84.6M	-585.2M	-9.3M	0.40	3.14	44,993	17,967	843,353	813,342
2017-08-04	$36.26	$36.00	14.2%	4.2%	11.2%	4.3%	15.3%	1.5%	-0.1%	77.7M	-492.0M	-9.2M	0.63	2.86	36,986	23,453	850,157	814,253
2017-08-07	$36.40	$36.00	14.4%	4.2%	10.4%	5.5%	14.3%	2.0%	0.1%	71.3M	-541.8M	-9.1M	0.50	2.92	29,478	14,795	822,658	790,016
2017-08-08	$36.38	$36.00	14.6%	4.3%	10.5%	7.5%	14.7%	1.8%	0.3%	73.3M	-548.3M	-9.1M	0.37	5.71	43,542	15,942	829,194	792,102
2017-08-09	$36.60	$36.00	14.6%	4.1%	10.2%	7.0%	16.2%	2.4%	-0.3%	88.1M	-662.1M	-9.0M	1.20	2.57	32,557	38,993	828,586	793,920
2017-08-10	$36.19	$36.00	17.1%	4.9%	11.5%	26.3%	18.2%	3.3%	-0.1%	54.1M	-393.2M	-9.2M	1.51	4.25	20,125	30,342	838,752	802,005
2017-08-11	$35.89	$36.00	16.3%	4.7%	11.7%	20.6%	18.0%	4.0%	-0.1%	36.5M	-225.8M	-9.1M	1.67	3.90	29,936	50,102	843,444	816,309
2017-08-14	$36.32	$36.00	14.6%	4.2%	12.1%	6.9%	15.1%	3.0%	-0.6%	60.0M	-440.5M	-8.7M	0.73	3.34	23,769	17,378	839,573	818,781
2017-08-15	$35.99	$36.00	15.1%	4.3%	12.7%	11.0%	17.8%	3.2%	0.3%	38.1M	-288.8M	-8.7M	0.76	3.60	32,678	24,915	848,584	818,992
2017-08-16	$35.78	$36.00	14.6%	4.2%	13.1%	7.0%	15.6%	3.1%	0.4%	28.9M	-165.3M	-8.6M	0.67	5.24	27,407	18,323	854,416	825,362
2017-08-17	$35.26	$36.00	17.6%	5.1%	14.1%	30.2%	17.6%	3.9%	-0.2%	-2.9M	72.8M	-8.7M	1.12	5.17	30,168	33,672	861,568	831,674
2017-08-18	$35.18	$36.00	16.9%	4.8%	14.1%	25.2%	18.6%	4.5%	0.8%	-10.8M	138.1M	-8.6M	1.27	5.24	29,006	36,818	871,549	841,963
2017-08-21	$34.89	$36.00	16.6%	4.6%	14.3%	22.8%	16.0%	3.6%	0.1%	-4.8M	204.6M	-8.2M	0.48	3.12	45,562	21,761	733,576	729,281
2017-08-22	$34.69	$36.00	16.7%	4.7%	14.5%	23.5%	15.9%	3.4%	-0.3%	-12.0M	292.4M	-8.0M	1.30	2.65	30,478	39,771	747,839	736,787
2017-08-23	$34.74	$36.00	16.5%	4.7%	14.5%	21.8%	16.3%	4.0%	-0.0%	-13.8M	301.0M	-8.3M	0.66	2.93	26,007	17,092	759,993	755,005
2017-08-24	$34.69	$36.00	16.5%	4.7%	14.1%	21.5%	15.8%	3.5%	0.0%	-14.6M	319.0M	-8.1M	0.72	2.79	33,133	23,831	767,542	758,017
2017-08-25	$34.71	$36.00	16.0%	4.4%	13.9%	17.8%	15.0%	3.1%	0.2%	-17.8M	321.4M	-8.2M	0.77	3.04	24,064	18,466	776,371	764,009
2017-08-28	$34.64	$36.00	15.5%	4.2%	13.4%	14.1%	14.5%	3.1%	0.2%	-18.3M	327.5M	-7.9M	0.77	7.05	21,155	16,334	759,333	756,738
2017-08-29	$34.71	$36.00	15.4%	4.4%	10.4%	13.4%	14.7%	2.9%	0.6%	-14.6M	290.4M	-8.0M	0.19	5.71	50,466	9,733	761,751	760,156
2017-08-30	$34.89	$35.50	14.6%	4.0%	10.3%	7.4%	14.1%	2.6%	0.5%	-6.4M	192.8M	-8.0M	1.23	6.34	17,221	21,258	773,318	759,360
2017-08-31	$35.08	$35.50	14.8%	4.0%	10.6%	8.8%	14.0%	2.8%	0.3%	2.2M	143.3M	-8.0M	0.50	3.94	27,831	14,045	776,399	764,432