INTC Options History — June 2018

In June 2018, INTC traded between $49.20 and $56.87. ATM implied volatility averaged 25.0%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 4.6% (HV 20d: 20.4%). Max pain ranged from $48.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.63.

Notable Days

2018-06-01: Highest Volume — 190,011 contracts
2018-06-25: Largest IV spike — 20.9% change
2018-06-27: Highest IV Rank — 64.9%
2018-06-27: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.65	$49.20	$56.87	$56.87	$49.88
Max Pain	$54.05	$48.00	$55.00	$48.00	$52.50
ATM IV	25.0%	21.6%	32.5%	22.0%	30.8%
Expected Move	6.9%	6.2%	8.2%	6.2%	7.4%
HV 20d	20.4%	17.1%	25.6%	17.5%	22.9%
HV 60d	29.2%	25.8%	31.3%	30.9%	25.9%
IV Rank	38.6%	26.5%	64.9%	29.0%	59.0%
IV Percentile	62.1%	43.7%	90.1%	48.8%	88.1%
Term Structure	1.0%	-0.7%	4.3%	-0.5%	-0.7%
VWIV	24.2%	22.1%	28.2%	22.1%	25.8%
Skew 25d	2.8%	1.6%	5.1%	2.4%	4.4%
Skew 10d	5.6%	3.0%	10.4%	4.6%	8.4%
Call IV 25d	23.9%	20.8%	30.6%	21.4%	29.3%
Put IV 25d	26.7%	22.8%	35.7%	23.8%	33.7%
Bid-Ask Spread %	2.36	1.54	3.35	2.26	3.35
Gamma HHI	0.14	0.08	0.40	0.13	0.10
Net GEX	50.4M	8.6M	94.8M	79.9M	8.6M
Net DEX	-1.97B	-3.37B	-391.0M	-3.37B	-636.7M
Net VEX	-12.0M	-13.0M	-10.2M	-10.2M	-13.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.25	1.10	0.57	0.84
Total Volume	112,071.619	59,261	190,011	190,011	90,689
Total OI	1,613,181.619	1,358,822	1,762,213	1,619,734	1,644,469

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
2018-06-01	$56.87	$48.00	22.0%	6.2%	17.5%	29.0%	22.1%	2.4%	-0.5%	79.9M	-3.37B	-10.2M	0.57	2.26	120,847	69,164	925,193	694,541
2018-06-04	$56.83	$55.00	22.2%	6.5%	17.5%	29.6%	23.3%	2.3%	0.3%	77.9M	-3.30B	-10.6M	0.25	1.88	103,709	26,123	938,206	714,885
2018-06-05	$56.61	$55.00	22.0%	6.4%	17.5%	28.8%	23.0%	2.3%	0.5%	81.1M	-3.18B	-11.2M	0.58	2.59	38,250	22,087	949,963	722,633
2018-06-06	$56.80	$55.00	21.8%	6.4%	17.5%	27.3%	22.7%	2.3%	0.3%	88.2M	-3.27B	-11.2M	0.54	1.80	38,543	20,718	959,530	727,910
2018-06-07	$55.98	$55.00	22.9%	6.8%	18.2%	31.1%	23.4%	2.5%	0.4%	78.9M	-2.91B	-11.4M	0.26	2.77	114,805	30,181	964,853	732,271
2018-06-08	$55.19	$55.00	23.0%	6.7%	18.6%	31.5%	23.5%	1.8%	0.3%	62.6M	-2.54B	-12.1M	0.48	1.88	72,143	34,638	976,477	740,080
2018-06-11	$54.63	$55.00	22.7%	6.6%	18.9%	30.6%	23.4%	1.8%	0.1%	55.2M	-2.33B	-11.8M	0.54	1.81	51,592	27,808	963,836	731,043
2018-06-12	$54.72	$55.00	22.0%	6.4%	18.7%	28.0%	22.7%	1.6%	0.1%	58.7M	-2.38B	-11.8M	0.45	3.10	45,249	20,354	977,792	741,976
2018-06-13	$55.12	$55.00	22.4%	6.5%	17.4%	29.6%	22.9%	1.7%	0.3%	68.3M	-2.56B	-11.8M	0.48	2.84	49,559	23,965	981,471	745,892
2018-06-14	$55.56	$55.00	21.8%	6.4%	17.1%	27.2%	22.1%	1.8%	0.5%	74.1M	-2.76B	-11.6M	0.54	1.54	61,099	33,204	987,255	749,879
2018-06-15	$55.20	$55.00	21.6%	6.2%	17.2%	26.5%	22.5%	2.0%	0.3%	94.8M	-2.61B	-11.9M	0.60	1.59	65,033	39,191	997,126	765,087
2018-06-18	$53.13	$55.00	24.1%	6.9%	21.1%	35.6%	24.5%	2.3%	4.0%	32.8M	-1.55B	-12.1M	0.69	2.00	104,215	71,565	818,217	540,605
2018-06-19	$52.82	$55.00	24.5%	7.0%	21.0%	36.8%	24.9%	2.6%	3.9%	36.4M	-1.48B	-12.5M	0.80	2.09	54,999	44,123	854,206	571,219
2018-06-20	$53.52	$55.00	23.0%	6.6%	21.5%	31.0%	22.6%	2.4%	4.3%	41.6M	-1.71B	-12.5M	0.33	1.96	76,214	25,135	861,479	586,482
2018-06-21	$52.29	$54.00	26.0%	7.3%	22.6%	41.9%	25.3%	3.3%	3.8%	31.9M	-1.30B	-12.7M	0.63	2.89	112,367	70,763	892,505	592,683
2018-06-22	$52.54	$53.50	25.5%	6.9%	22.7%	40.2%	24.1%	3.3%	4.3%	36.2M	-1.41B	-12.9M	0.84	1.73	52,852	44,352	934,644	621,191
2018-06-25	$50.74	$54.00	30.9%	8.0%	25.0%	59.1%	27.6%	4.6%	-0.2%	19.9M	-837.0M	-12.8M	1.10	2.95	80,237	87,981	902,076	608,465
2018-06-26	$49.69	$53.00	30.7%	7.8%	25.6%	58.5%	26.6%	4.9%	-0.0%	8.6M	-492.5M	-12.5M	0.78	2.67	71,300	55,592	920,622	639,903
2018-06-27	$49.20	$52.50	32.5%	8.2%	25.1%	64.9%	28.2%	5.1%	-0.2%	10.8M	-391.0M	-12.6M	0.92	2.79	57,317	52,853	937,160	646,014
2018-06-28	$49.31	$52.50	32.2%	7.8%	25.3%	63.7%	27.0%	4.5%	-0.1%	12.0M	-445.8M	-12.9M	0.99	3.13	46,607	46,081	954,400	662,575
2018-06-29	$49.88	$52.50	30.8%	7.4%	22.9%	59.0%	25.8%	4.4%	-0.7%	8.6M	-636.7M	-13.0M	0.84	3.35	49,410	41,279	966,125	678,344