INTC Options History — December 2017

In December 2017, INTC traded between $43.10 and $47.50. ATM implied volatility averaged 20.5%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 1.2% (HV 20d: 19.3%). Max pain ranged from $41.00 to $45.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.79.

Notable Days

2017-12-18: Highest Volume — 205,749 contracts
2017-12-26: Largest IV spike — 15.7% change
2017-12-26: Highest IV Rank — 92.3%
2017-12-05: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.96	$43.10	$47.50	$44.67	$46.24
Max Pain	$43.00	$41.00	$45.00	$45.00	$45.00
ATM IV	20.5%	18.2%	25.6%	18.8%	25.0%
Expected Move	5.6%	5.1%	5.9%	5.7%	5.2%
HV 20d	19.3%	15.0%	23.7%	16.0%	22.1%
HV 60d	22.3%	20.7%	23.8%	20.8%	23.3%
IV Rank	52.7%	34.9%	92.3%	39.2%	87.5%
IV Percentile	70.9%	52.8%	98.8%	57.5%	96.8%
Term Structure	1.6%	-0.6%	6.5%	-0.2%	0.2%
VWIV	19.6%	18.0%	21.1%	20.4%	18.4%
Skew 25d	1.1%	-0.2%	2.3%	1.1%	1.5%
Skew 10d	2.1%	-1.4%	4.6%	2.9%	2.8%
Call IV 25d	20.3%	17.8%	26.0%	18.7%	24.3%
Put IV 25d	21.4%	19.1%	27.8%	19.8%	25.8%
Bid-Ask Spread %	9.21	5.35	14.80	13.47	11.73
Gamma HHI	0.11	0.08	0.29	0.11	0.10
Net GEX	50.8M	-13.2M	92.9M	58.8M	67.5M
Net DEX	-1.62B	-2.97B	-697.5M	-1.37B	-2.11B
Net VEX	-9.8M	-10.3M	-9.4M	-9.7M	-10.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.31	1.70	0.77	0.66
Total Volume	103,950.7	45,045	205,749	85,029	45,045
Total OI	1,848,903.4	1,698,461	1,958,076	1,776,459	1,915,016

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
2017-12-01	$44.67	$45.00	18.8%	5.7%	16.0%	39.2%	20.4%	1.1%	-0.2%	58.8M	-1.37B	-9.7M	0.77	13.47	47,962	37,067	921,369	855,090
2017-12-04	$44.56	$41.00	19.7%	5.9%	15.0%	46.6%	21.1%	1.9%	0.9%	57.3M	-1.35B	-9.9M	0.77	6.18	38,112	29,532	926,646	844,541
2017-12-05	$43.48	$42.00	19.2%	5.9%	16.4%	42.8%	20.5%	1.4%	1.4%	35.7M	-877.4M	-9.5M	0.61	8.85	50,960	30,850	937,032	852,146
2017-12-06	$43.41	$42.00	18.6%	5.7%	16.3%	38.4%	19.5%	1.6%	1.0%	35.9M	-842.4M	-9.4M	1.42	5.53	39,710	56,453	950,463	862,256
2017-12-07	$43.10	$42.00	18.4%	5.5%	16.3%	36.3%	19.7%	1.3%	0.1%	29.7M	-697.5M	-9.4M	1.05	5.82	49,948	52,614	961,515	874,228
2017-12-08	$43.34	$42.00	20.1%	5.8%	16.6%	49.5%	20.3%	0.9%	0.0%	38.0M	-838.2M	-9.5M	0.32	6.83	73,781	23,430	976,697	878,170
2017-12-11	$43.60	$42.00	19.4%	5.6%	16.2%	43.8%	19.8%	2.3%	0.9%	50.9M	-1.01B	-9.5M	0.51	5.35	41,771	21,332	998,910	873,102
2017-12-12	$43.35	$42.00	19.3%	5.6%	16.1%	43.3%	19.5%	1.4%	0.2%	46.9M	-910.2M	-9.4M	0.64	6.15	38,392	24,464	1,011,723	881,590
2017-12-13	$43.36	$42.00	18.2%	5.3%	16.0%	34.9%	18.7%	0.9%	0.2%	46.9M	-902.3M	-9.4M	0.59	11.51	35,315	20,952	1,020,030	880,090
2017-12-14	$43.27	$42.00	19.4%	5.4%	15.7%	43.9%	19.0%	0.6%	-0.6%	48.2M	-896.8M	-9.4M	0.53	6.44	54,276	28,951	1,037,383	885,219
2017-12-15	$44.54	$42.00	18.5%	5.4%	19.0%	37.6%	19.1%	1.6%	0.4%	73.3M	-1.56B	-9.7M	0.32	10.14	133,330	42,886	1,060,059	898,017
2017-12-18	$46.23	$43.00	19.7%	5.6%	21.9%	46.3%	19.9%	-0.2%	4.6%	88.4M	-2.31B	-10.1M	0.31	12.11	157,425	48,324	934,492	763,969
2017-12-19	$46.88	$42.00	18.5%	5.3%	22.3%	37.6%	18.9%	0.3%	5.8%	92.9M	-2.64B	-9.9M	0.39	8.52	127,040	49,952	966,225	772,526
2017-12-20	$47.50	$44.00	19.8%	5.7%	22.6%	46.9%	19.9%	0.3%	5.1%	91.2M	-2.97B	-10.0M	0.39	10.56	123,770	48,437	1,006,714	805,959
2017-12-21	$46.82	$44.00	20.3%	5.5%	23.2%	51.5%	19.6%	0.5%	5.3%	90.5M	-2.63B	-10.3M	1.55	14.21	55,248	85,858	1,026,505	831,967
2017-12-22	$46.52	$44.00	22.1%	5.7%	23.4%	65.5%	20.3%	-0.1%	6.5%	-13.2M	-2.41B	-10.3M	1.70	14.80	60,195	102,180	1,040,279	881,807
2017-12-26	$46.04	$44.00	25.6%	5.8%	23.7%	92.3%	20.5%	1.8%	-0.1%	38.6M	-1.96B	-10.2M	0.73	6.88	50,747	37,207	972,228	880,782
2017-12-27	$46.14	$45.00	25.1%	5.5%	23.7%	88.4%	19.7%	1.6%	-0.2%	28.6M	-2.00B	-10.1M	1.20	9.23	30,144	36,035	991,230	896,052
2017-12-28	$46.22	$45.00	24.2%	5.1%	22.9%	81.4%	18.0%	1.7%	-0.3%	9.1M	-2.06B	-10.0M	1.32	9.93	21,264	28,055	995,230	910,811
2017-12-29	$46.24	$45.00	25.0%	5.2%	22.1%	87.5%	18.4%	1.5%	0.2%	67.5M	-2.11B	-10.0M	0.66	11.73	27,100	17,945	1,004,884	910,132