INTC Options History — July 2018

In July 2018, INTC traded between $47.57 and $52.41. ATM implied volatility averaged 29.2%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 4.0% (HV 20d: 25.2%). Max pain ranged from $51.00 to $52.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.70.

Notable Days

2018-07-27: Highest Volume — 386,689 contracts
2018-07-27: Largest IV drop — 10.9% change
2018-07-03: Highest IV Rank — 66.0%
2018-07-26: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.09	$47.57	$52.41	$49.95	$48.11
Max Pain	$52.43	$51.00	$52.50	$52.50	$51.00
ATM IV	29.2%	25.1%	32.8%	31.6%	25.1%
Expected Move	8.2%	7.3%	9.1%	7.5%	7.3%
HV 20d	25.2%	14.8%	37.0%	23.0%	36.8%
HV 60d	23.7%	20.0%	27.4%	25.1%	27.4%
IV Rank	53.3%	38.5%	66.0%	61.7%	38.5%
IV Percentile	79.3%	55.6%	90.5%	88.9%	55.6%
Term Structure	-0.9%	-2.4%	0.1%	-0.8%	-0.6%
VWIV	29.0%	25.7%	31.1%	26.8%	25.7%
Skew 25d	3.8%	2.6%	4.9%	3.5%	2.6%
Skew 10d	7.5%	4.4%	10.0%	8.1%	4.7%
Call IV 25d	27.6%	24.2%	30.7%	29.6%	24.2%
Put IV 25d	31.4%	26.8%	35.6%	33.2%	26.8%
Bid-Ask Spread %	3.07	1.85	10.66	1.95	4.19
Gamma HHI	0.10	0.09	0.13	0.09	0.10
Net GEX	34.5M	690.7K	54.1M	20.5M	18.4M
Net DEX	-1.08B	-1.56B	-14.0M	-659.7M	-352.1M
Net VEX	-12.5M	-13.2M	-11.4M	-13.0M	-12.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.38	1.04	0.90	0.42
Total Volume	95,784.238	43,398	386,689	56,002	139,897
Total OI	1,619,157.381	1,367,634	1,702,511	1,612,819	1,641,916

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
2018-07-02	$49.95	$52.50	31.6%	7.5%	23.0%	61.7%	26.8%	3.5%	-0.8%	20.5M	-659.7M	-13.0M	0.90	1.95	29,427	26,575	944,311	668,508
2018-07-03	$49.47	$52.50	32.8%	8.1%	23.0%	66.0%	28.3%	4.9%	0.1%	18.5M	-514.0M	-13.2M	0.76	10.66	24,971	18,949	954,540	679,186
2018-07-05	$50.76	$52.50	31.8%	8.8%	25.6%	62.4%	29.9%	3.9%	-1.0%	31.1M	-922.9M	-13.0M	0.68	4.03	54,477	37,175	958,524	682,723
2018-07-06	$51.36	$52.50	30.1%	8.0%	26.0%	56.3%	29.1%	3.9%	-0.8%	41.9M	-1.18B	-13.0M	0.62	5.57	41,518	25,935	978,925	697,535
2018-07-09	$51.80	$52.50	29.6%	8.1%	26.1%	54.5%	29.0%	3.3%	-1.4%	40.5M	-1.29B	-12.8M	1.04	2.21	35,124	36,425	960,116	682,508
2018-07-10	$52.19	$52.50	29.3%	7.9%	26.3%	53.3%	28.1%	3.7%	-1.8%	44.1M	-1.43B	-12.7M	0.97	2.33	30,145	29,228	962,564	697,223
2018-07-11	$51.43	$52.50	30.4%	8.1%	26.6%	57.4%	28.7%	4.0%	-2.4%	33.1M	-1.10B	-12.9M	0.92	1.89	31,998	29,556	967,578	701,493
2018-07-12	$52.27	$52.50	29.1%	8.1%	27.2%	52.8%	29.0%	3.8%	-1.3%	48.5M	-1.46B	-12.7M	0.75	2.93	37,010	27,856	974,173	707,878
2018-07-13	$52.22	$52.50	29.7%	8.2%	26.9%	55.1%	28.8%	3.9%	-1.8%	46.9M	-1.43B	-12.8M	0.90	1.85	33,747	30,210	979,700	711,059
2018-07-16	$51.98	$52.50	29.6%	8.4%	26.9%	54.7%	30.2%	4.0%	-0.6%	38.5M	-1.29B	-12.4M	0.86	1.88	23,272	20,126	966,564	697,429
2018-07-17	$51.80	$52.50	29.4%	8.4%	23.5%	53.9%	30.1%	4.2%	-0.4%	35.1M	-1.17B	-12.4M	0.64	1.93	32,275	20,655	971,142	701,281
2018-07-18	$51.63	$52.50	29.1%	8.4%	23.4%	52.9%	31.1%	4.3%	-0.5%	32.2M	-1.13B	-12.2M	1.01	2.02	23,414	23,558	975,996	708,258
2018-07-19	$51.82	$52.50	29.6%	8.5%	22.9%	54.6%	30.4%	4.5%	-0.6%	36.7M	-1.18B	-12.3M	0.50	2.11	35,181	17,491	979,779	714,034
2018-07-20	$51.89	$52.50	28.6%	8.3%	21.5%	51.2%	29.5%	4.7%	-0.6%	42.3M	-1.19B	-12.2M	0.65	1.88	35,950	23,290	985,251	717,260
2018-07-23	$52.41	$52.50	27.9%	8.3%	21.7%	48.7%	28.1%	4.0%	-0.8%	37.0M	-1.52B	-12.0M	0.50	2.33	53,779	26,771	790,846	576,788
2018-07-24	$52.19	$52.50	29.5%	8.9%	17.5%	54.1%	30.4%	3.9%	-1.0%	39.7M	-1.48B	-12.2M	0.38	2.26	101,186	38,357	823,663	590,770
2018-07-25	$52.21	$52.50	28.9%	8.8%	15.4%	52.1%	30.9%	3.9%	-1.2%	51.0M	-1.52B	-12.7M	0.47	3.68	55,669	26,102	885,713	612,673
2018-07-26	$52.18	$52.50	29.5%	9.1%	14.8%	54.4%	30.6%	4.4%	-1.1%	54.1M	-1.56B	-12.6M	0.51	4.03	100,994	51,152	907,081	625,092
2018-07-27	$47.57	$52.50	26.3%	7.6%	37.0%	42.9%	26.6%	2.8%	-0.3%	690.7K	-14.0M	-11.4M	0.69	2.70	228,598	158,091	944,416	650,688
2018-07-30	$47.73	$52.50	25.8%	7.6%	36.7%	41.2%	27.0%	2.6%	-0.9%	13.3M	-259.5M	-12.3M	0.46	2.08	133,871	61,464	957,326	669,795
2018-07-31	$48.11	$51.00	25.1%	7.3%	36.8%	38.5%	25.7%	2.6%	-0.6%	18.4M	-352.1M	-12.3M	0.42	4.19	98,402	41,495	949,572	692,344