INTC Options History — October 2017

In October 2017, INTC traded between $39.04 and $45.45. ATM implied volatility averaged 21.5%, placing in the 60.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.8% (HV 20d: 13.7%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2017-10-27: Highest Volume — 383,472 contracts
2017-10-27: Largest IV drop — 19.2% change
2017-10-11: Highest IV Rank — 74.6%
2017-10-26: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.58	$39.04	$45.45	$39.04	$45.45
Max Pain	$37.23	$36.00	$39.00	$36.00	$39.00
ATM IV	21.5%	18.6%	23.3%	21.2%	19.3%
Expected Move	6.1%	4.6%	7.4%	4.7%	5.8%
HV 20d	13.7%	9.8%	27.3%	13.7%	27.3%
HV 60d	13.4%	12.1%	19.3%	12.6%	19.3%
IV Rank	60.4%	38.3%	74.6%	57.9%	43.6%
IV Percentile	79.6%	55.2%	90.9%	77.0%	60.3%
Term Structure	-0.8%	-2.3%	0.6%	0.5%	-0.7%
VWIV	21.8%	16.3%	27.5%	16.6%	20.9%
Skew 25d	1.3%	0.2%	2.5%	0.8%	0.9%
Skew 10d	2.5%	0.7%	4.9%	1.2%	0.7%
Call IV 25d	21.0%	18.3%	22.8%	21.0%	19.3%
Put IV 25d	22.4%	19.7%	25.1%	21.7%	20.2%
Bid-Ask Spread %	5.66	2.08	32.50	5.50	15.47
Gamma HHI	0.13	0.10	0.21	0.12	0.10
Net GEX	72.5M	49.8M	91.4M	70.1M	59.4M
Net DEX	-2.05B	-3.30B	-1.68B	-1.68B	-3.10B
Net VEX	-8.6M	-9.4M	-7.9M	-7.9M	-8.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.21	1.60	0.23	0.21
Total Volume	139,495.455	61,224	383,472	162,086	235,521
Total OI	1,728,217.909	1,550,952	1,882,984	1,550,952	1,808,910

Daily Data (22 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
2017-10-02	$39.04	$36.00	21.2%	4.7%	13.7%	57.9%	16.6%	0.8%	0.5%	70.1M	-1.68B	-7.9M	0.23	5.50	131,887	30,199	847,538	703,414
2017-10-03	$39.34	$36.00	20.5%	4.6%	13.4%	52.4%	16.3%	0.9%	0.4%	71.8M	-1.83B	-8.0M	0.29	8.30	115,342	33,106	878,875	717,053
2017-10-04	$39.34	$36.00	21.2%	4.6%	12.3%	58.4%	16.3%	0.2%	0.2%	73.1M	-1.77B	-8.2M	0.42	4.45	77,737	32,529	898,341	730,314
2017-10-05	$39.49	$36.00	21.0%	5.9%	11.6%	56.3%	20.5%	0.7%	0.2%	79.9M	-1.88B	-8.2M	0.63	2.58	54,462	34,088	923,179	742,522
2017-10-06	$39.64	$36.00	20.6%	5.7%	10.4%	53.3%	20.7%	0.5%	0.6%	70.7M	-1.94B	-8.1M	0.34	2.70	78,124	26,798	927,258	762,394
2017-10-09	$39.82	$37.00	21.3%	5.9%	9.8%	59.1%	21.0%	1.5%	-0.7%	72.9M	-1.89B	-8.1M	0.43	2.22	44,804	19,089	913,086	755,491
2017-10-10	$39.63	$37.00	21.8%	6.0%	10.4%	62.6%	21.3%	1.4%	-1.3%	71.7M	-1.84B	-8.2M	0.53	2.16	70,660	37,463	922,540	761,580
2017-10-11	$39.30	$37.00	23.3%	6.5%	11.3%	74.6%	22.2%	1.1%	-0.8%	73.7M	-1.70B	-8.8M	0.34	2.54	63,387	21,371	954,886	783,594
2017-10-12	$39.21	$37.00	22.8%	6.3%	11.5%	70.8%	22.0%	1.0%	-1.0%	78.0M	-1.69B	-8.9M	0.55	3.42	49,415	27,166	981,727	789,585
2017-10-13	$39.63	$37.00	22.4%	6.1%	11.2%	67.5%	21.8%	0.9%	-1.9%	80.6M	-1.91B	-8.8M	0.36	2.23	76,443	27,796	994,881	800,078
2017-10-16	$39.74	$37.00	23.0%	6.4%	11.2%	72.1%	23.0%	1.1%	-0.8%	80.4M	-1.97B	-9.1M	0.33	2.08	45,937	15,287	1,011,943	797,818
2017-10-17	$39.79	$37.00	22.8%	6.5%	11.2%	70.2%	23.0%	1.3%	-1.6%	84.8M	-1.99B	-9.0M	0.40	4.07	47,567	19,145	1,024,176	802,167
2017-10-18	$40.25	$37.00	22.4%	6.4%	11.2%	67.3%	22.9%	1.4%	-1.7%	87.8M	-2.23B	-8.9M	0.38	3.22	63,320	24,078	1,030,428	801,719
2017-10-19	$40.07	$37.00	22.2%	6.4%	11.7%	66.0%	22.7%	1.9%	-2.0%	91.4M	-2.12B	-8.9M	0.35	4.66	55,090	19,111	1,037,903	805,753
2017-10-20	$40.39	$37.00	20.9%	6.2%	11.6%	55.6%	21.7%	2.1%	-2.3%	71.0M	-2.25B	-8.7M	0.35	4.94	72,921	25,415	1,036,245	810,548
2017-10-23	$40.80	$37.00	21.4%	6.5%	11.7%	59.6%	24.6%	2.2%	-0.9%	72.8M	-1.81B	-8.8M	0.80	2.73	129,872	104,441	893,820	659,752
2017-10-24	$40.96	$38.00	21.6%	6.7%	11.6%	61.2%	24.5%	2.0%	-0.7%	62.8M	-1.81B	-9.0M	0.65	2.52	56,281	36,488	900,486	733,835
2017-10-25	$40.78	$38.00	22.1%	6.9%	11.9%	65.0%	26.1%	2.5%	-0.5%	60.3M	-1.70B	-9.3M	1.60	5.10	59,094	94,745	912,725	748,233
2017-10-26	$41.36	$39.00	23.1%	7.4%	12.5%	72.6%	27.5%	2.4%	-1.5%	49.8M	-1.86B	-9.4M	0.52	32.50	225,177	116,758	917,007	813,497
2017-10-27	$44.44	$39.00	18.6%	5.7%	26.9%	38.3%	23.1%	1.3%	0.3%	68.4M	-3.30B	-7.9M	0.24	4.04	308,864	74,608	1,001,430	881,554
2017-10-30	$44.30	$39.00	19.4%	5.8%	26.4%	44.5%	21.4%	1.2%	-0.5%	63.5M	-2.91B	-8.0M	0.27	7.20	147,417	39,897	962,031	840,478
2017-10-31	$45.45	$39.00	19.3%	5.8%	27.3%	43.6%	20.9%	0.9%	-0.7%	59.4M	-3.10B	-8.1M	0.21	15.47	194,985	40,536	954,341	854,569