INTC Options History — October 2018

In October 2018, INTC traded between $43.36 and $48.69. ATM implied volatility averaged 34.9%, placing in the 71.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 3.9% (HV 20d: 31.0%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.71.

Notable Days

2018-10-02: Highest Volume — 285,156 contracts
2018-10-24: Largest IV spike — 13.8% change
2018-10-24: Highest IV Rank — 96.6%
2018-10-24: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.87	$43.36	$48.69	$46.28	$47.12
Max Pain	$46.43	$45.00	$47.00	$45.00	$46.00
ATM IV	34.9%	30.0%	41.5%	30.0%	31.7%
Expected Move	10.0%	6.5%	12.9%	6.5%	9.8%
HV 20d	31.0%	24.4%	38.4%	24.4%	38.2%
HV 60d	28.3%	24.5%	30.5%	27.4%	29.7%
IV Rank	71.0%	52.1%	96.6%	52.1%	58.4%
IV Percentile	91.0%	80.6%	99.2%	84.9%	80.6%
Term Structure	-1.3%	-2.4%	0.3%	0.3%	-0.0%
VWIV	34.6%	22.4%	44.6%	22.4%	34.0%
Skew 25d	5.9%	2.3%	8.6%	2.8%	7.4%
Skew 10d	11.1%	4.3%	17.1%	5.6%	15.3%
Call IV 25d	32.2%	28.4%	37.3%	28.4%	29.2%
Put IV 25d	38.1%	31.2%	44.6%	31.2%	36.6%
Bid-Ask Spread %	3.26	1.53	7.98	2.52	4.16
Gamma HHI	0.09	0.06	0.10	0.09	0.10
Net GEX	23.7M	-336.6K	61.5M	23.1M	46.3M
Net DEX	-510.8M	-1.71B	280.3M	-621.5M	-1.02B
Net VEX	-13.6M	-14.8M	-12.5M	-12.5M	-14.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.30	1.17	0.55	0.33
Total Volume	133,162.435	45,992	285,156	85,750	158,935
Total OI	1,843,362.696	1,645,770	1,978,295	1,711,647	1,792,306

Daily Data (23 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
2018-10-01	$46.28	$45.00	30.0%	6.5%	24.4%	52.1%	22.4%	2.8%	0.3%	23.1M	-621.5M	-12.5M	0.55	2.52	55,292	30,458	948,697	762,950
2018-10-02	$48.23	$45.00	30.5%	6.9%	28.7%	54.0%	23.9%	3.0%	-0.4%	51.8M	-1.45B	-12.8M	0.46	1.92	195,015	90,141	960,625	763,873
2018-10-03	$48.69	$45.00	30.3%	6.9%	28.8%	53.3%	24.5%	2.3%	-0.9%	61.5M	-1.71B	-13.6M	0.30	1.53	196,034	58,260	1,020,421	808,242
2018-10-04	$47.98	$47.00	32.4%	8.7%	29.1%	61.4%	30.6%	3.2%	-0.6%	46.1M	-1.35B	-14.8M	0.55	2.02	80,090	44,151	1,078,905	822,001
2018-10-05	$46.99	$47.00	33.2%	9.0%	29.2%	64.3%	31.9%	4.1%	-1.0%	35.9M	-899.7M	-14.8M	0.86	2.62	78,638	67,760	1,103,804	832,530
2018-10-08	$47.04	$47.00	33.5%	9.1%	29.2%	65.7%	32.2%	4.8%	-1.7%	31.6M	-930.2M	-14.7M	1.04	2.24	46,874	48,627	1,078,258	828,729
2018-10-09	$46.71	$47.00	33.6%	9.1%	27.4%	66.0%	31.4%	4.5%	-1.6%	26.7M	-790.0M	-14.6M	0.87	2.03	41,339	35,773	1,089,682	841,581
2018-10-10	$45.06	$47.00	38.2%	10.5%	30.5%	83.7%	35.1%	5.8%	-1.6%	7.3M	-87.2M	-14.3M	0.55	4.61	150,387	82,701	1,095,535	852,117
2018-10-11	$44.62	$47.00	39.1%	10.7%	30.2%	87.4%	36.6%	8.1%	-2.3%	5.7M	65.0M	-13.4M	1.06	4.44	60,781	64,406	1,075,258	841,545
2018-10-12	$44.77	$47.00	36.4%	10.0%	30.2%	76.7%	34.6%	6.6%	-1.8%	6.0M	31.4M	-13.3M	0.52	2.14	66,861	35,054	1,087,111	859,362
2018-10-15	$44.73	$47.00	35.6%	10.1%	30.2%	73.7%	34.7%	6.5%	-2.0%	4.3M	-46.9M	-13.1M	0.89	2.21	29,578	26,384	1,071,083	842,238
2018-10-16	$45.92	$47.00	33.2%	9.5%	30.9%	64.4%	33.7%	5.6%	-1.9%	15.8M	-535.3M	-13.4M	0.65	2.46	46,380	30,004	1,076,985	853,087
2018-10-17	$45.91	$47.00	33.7%	9.7%	30.9%	66.3%	33.8%	5.9%	-2.1%	15.3M	-529.9M	-13.6M	0.84	2.25	25,007	20,985	1,092,254	865,852
2018-10-18	$45.06	$47.00	35.8%	10.4%	30.3%	74.3%	36.3%	6.3%	-2.4%	-336.6K	-176.8M	-13.3M	1.14	2.62	32,827	37,472	1,096,624	867,317
2018-10-19	$44.23	$47.00	36.2%	10.6%	30.5%	76.1%	36.4%	6.7%	-2.4%	979.8K	152.0M	-12.9M	1.17	5.78	47,909	56,130	1,103,394	874,901
2018-10-22	$45.16	$47.00	35.4%	10.7%	31.3%	73.0%	37.2%	6.7%	-1.4%	17.2M	-179.4M	-13.2M	0.46	2.58	68,753	31,830	903,145	742,625
2018-10-23	$44.60	$46.00	36.5%	11.5%	30.9%	77.1%	39.6%	7.1%	-1.4%	15.6M	-57.0M	-13.1M	0.62	2.25	35,539	22,016	930,381	752,868
2018-10-24	$43.36	$46.00	41.5%	12.9%	32.3%	96.6%	44.6%	7.3%	-1.7%	5.7M	280.3M	-12.8M	0.81	2.94	43,517	35,222	939,650	762,875
2018-10-25	$44.65	$46.00	39.6%	12.7%	34.2%	89.0%	43.6%	7.4%	-1.6%	17.0M	-107.9M	-13.3M	0.59	2.76	169,677	99,973	951,713	772,574
2018-10-26	$45.85	$46.00	34.8%	10.9%	33.8%	70.6%	37.8%	7.2%	-1.4%	48.0M	-560.4M	-14.0M	0.64	3.50	146,240	93,652	1,007,235	825,632
2018-10-29	$44.61	$46.00	36.6%	12.0%	34.4%	77.7%	40.8%	8.1%	-0.2%	17.9M	-111.8M	-13.5M	0.83	7.37	61,711	51,042	972,220	778,541
2018-10-30	$47.46	$46.00	35.0%	10.7%	38.4%	71.4%	39.2%	8.6%	-0.6%	46.5M	-1.11B	-14.6M	0.52	7.98	107,578	55,733	983,846	786,770
2018-10-31	$47.12	$46.00	31.7%	9.8%	38.2%	58.4%	34.0%	7.4%	-0.0%	46.3M	-1.02B	-14.2M	0.33	4.16	119,303	39,632	998,699	793,607