INTC Options History — November 2017

In November 2017, INTC traded between $44.02 and $47.10. ATM implied volatility averaged 18.3%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 9.7% (HV 20d: 28.0%). Max pain ranged from $38.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2017-11-03: Highest Volume — 837,287 contracts
2017-11-09: Largest IV spike — 8.8% change
2017-11-01: Highest IV Rank — 46.9%
2017-11-01: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.53	$44.02	$47.10	$46.64	$44.84
Max Pain	$43.95	$38.00	$45.00	$39.00	$45.00
ATM IV	18.3%	16.6%	19.8%	19.8%	17.9%
Expected Move	5.3%	4.6%	6.3%	6.3%	5.5%
HV 20d	28.0%	16.5%	32.2%	27.9%	16.5%
HV 60d	20.2%	19.7%	21.0%	19.8%	20.9%
IV Rank	35.5%	22.6%	46.9%	46.9%	32.5%
IV Percentile	53.6%	40.5%	64.7%	63.9%	51.6%
Term Structure	0.1%	-0.8%	1.8%	-0.0%	0.8%
VWIV	19.4%	16.3%	28.8%	23.1%	19.3%
Skew 25d	1.2%	0.4%	2.3%	0.9%	2.1%
Skew 10d	2.3%	-1.1%	4.6%	2.6%	2.6%
Call IV 25d	18.2%	16.8%	19.9%	19.9%	17.3%
Put IV 25d	19.4%	17.6%	20.8%	20.8%	19.3%
Bid-Ask Spread %	6.25	2.01	10.92	10.92	8.54
Gamma HHI	0.12	0.09	0.20	0.10	0.11
Net GEX	53.5M	10.6M	67.3M	61.6M	64.0M
Net DEX	-1.86B	-3.55B	-1.17B	-3.38B	-1.54B
Net VEX	-8.9M	-9.2M	-7.8M	-8.5M	-9.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.12	1.01	0.60	0.75
Total Volume	130,999.333	44,695	837,287	202,339	162,903
Total OI	1,712,799.238	1,569,412	1,912,830	1,860,347	1,692,834

Daily Data (21 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
2017-11-01	$46.64	$39.00	19.8%	6.3%	27.9%	46.9%	23.1%	0.9%	-0.0%	61.6M	-3.38B	-8.5M	0.60	10.92	126,345	75,994	989,146	871,201
2017-11-02	$47.10	$38.00	19.3%	5.6%	27.8%	43.4%	20.4%	0.4%	-0.4%	57.0M	-3.55B	-7.8M	0.32	4.52	128,949	40,872	995,558	894,037
2017-11-03	$46.28	$38.00	19.1%	5.6%	29.3%	41.7%	28.8%	1.2%	0.7%	53.8M	-3.15B	-9.0M	0.12	8.98	747,207	90,080	1,002,448	910,382
2017-11-06	$46.69	$44.00	19.6%	5.6%	29.3%	45.9%	19.7%	1.6%	-0.2%	47.6M	-1.96B	-8.3M	0.49	3.84	105,971	51,570	732,667	924,800
2017-11-07	$46.78	$44.00	19.2%	5.6%	29.0%	42.7%	19.7%	1.3%	0.5%	52.2M	-1.98B	-8.5M	0.65	2.57	72,258	47,047	747,619	928,151
2017-11-08	$46.63	$45.00	17.9%	5.6%	28.7%	32.6%	20.1%	2.3%	1.8%	62.6M	-2.03B	-8.9M	0.84	5.63	41,294	34,668	797,975	941,464
2017-11-09	$46.29	$45.00	19.5%	5.6%	29.0%	44.8%	19.4%	1.4%	-0.3%	55.8M	-1.85B	-8.7M	0.76	3.42	49,004	37,136	778,805	949,912
2017-11-10	$45.56	$45.00	19.6%	5.5%	30.2%	45.7%	19.5%	1.5%	-0.2%	10.6M	-1.60B	-8.9M	0.92	5.12	57,412	53,056	788,515	954,289
2017-11-13	$45.73	$45.00	18.9%	5.4%	30.2%	40.5%	19.0%	1.2%	0.4%	55.0M	-1.74B	-8.7M	0.32	2.01	60,043	19,112	766,207	919,402
2017-11-14	$45.89	$45.00	18.5%	5.3%	30.2%	37.1%	19.5%	1.1%	-0.8%	65.4M	-1.83B	-8.8M	0.51	5.18	45,270	23,033	797,573	928,092
2017-11-15	$45.37	$45.00	18.9%	5.4%	30.8%	40.8%	19.1%	1.2%	-0.1%	56.5M	-1.64B	-9.2M	0.57	3.51	28,568	16,278	811,783	936,673
2017-11-16	$45.65	$45.00	17.7%	5.1%	30.6%	30.9%	17.9%	1.1%	-0.3%	67.3M	-1.77B	-9.0M	0.51	9.28	43,794	22,435	815,331	939,990
2017-11-17	$44.66	$45.00	18.0%	5.1%	32.2%	33.4%	18.1%	1.5%	0.5%	51.1M	-1.37B	-9.1M	0.77	4.88	52,652	40,460	826,732	947,496
2017-11-20	$44.62	$45.00	17.4%	4.9%	32.2%	29.1%	17.2%	1.3%	-0.4%	50.5M	-1.37B	-8.9M	0.82	7.40	42,631	34,784	806,726	762,686
2017-11-21	$44.89	$45.00	16.7%	4.6%	32.2%	23.3%	16.3%	0.9%	-0.0%	52.5M	-1.46B	-9.1M	0.57	4.73	43,527	24,665	825,598	779,811
2017-11-22	$44.66	$45.00	16.6%	4.8%	32.2%	22.6%	16.9%	0.9%	-0.0%	49.7M	-1.38B	-9.1M	0.52	8.96	42,359	22,154	836,851	787,397
2017-11-24	$44.75	$45.00	16.7%	4.7%	32.0%	23.3%	17.3%	0.5%	0.4%	54.1M	-1.42B	-9.1M	1.01	9.51	22,242	22,453	854,853	791,837
2017-11-27	$44.49	$45.00	17.5%	5.1%	19.7%	29.3%	18.0%	1.4%	-0.2%	53.2M	-1.37B	-9.0M	0.54	8.48	44,613	23,985	842,278	769,406
2017-11-28	$44.66	$45.00	17.2%	4.9%	19.7%	27.0%	17.3%	0.4%	0.4%	60.4M	-1.45B	-8.9M	0.57	5.03	52,539	29,785	862,717	782,222
2017-11-29	$44.02	$45.00	17.7%	5.6%	17.9%	31.4%	19.8%	1.2%	0.2%	42.0M	-1.17B	-9.2M	0.62	8.73	44,355	27,483	879,473	797,847
2017-11-30	$44.84	$45.00	17.9%	5.5%	16.5%	32.5%	19.3%	2.1%	0.8%	64.0M	-1.54B	-9.2M	0.75	8.54	93,133	69,770	885,603	807,231