INTC Options History — April 2019

In April 2019, INTC traded between $51.07 and $58.90. ATM implied volatility averaged 27.4%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.8% (HV 20d: 21.6%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2019-04-26: Highest Volume — 361,268 contracts
  • 2019-04-26: Largest IV drop — 15.6% change
  • 2019-04-25: Highest IV Rank — 44.9%
  • 2019-04-25: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.82$51.07$58.90$54.39$51.07
Max Pain$54.76$52.50$55.00$52.50$55.00
ATM IV27.4%23.5%30.0%26.9%23.5%
Expected Move7.9%7.1%9.4%7.3%7.1%
HV 20d21.6%15.5%42.9%19.9%42.5%
HV 60d23.9%18.7%29.4%25.9%28.7%
IV Rank34.7%19.6%44.9%32.7%19.6%
IV Percentile52.5%32.9%70.6%49.2%32.9%
Term Structure-0.9%-2.8%0.4%-0.1%0.2%
VWIV27.5%25.1%32.1%25.5%25.1%
Skew 25d3.5%2.0%4.6%3.9%2.0%
Skew 10d6.7%3.7%8.5%7.9%3.8%
Call IV 25d25.7%23.0%28.4%24.5%23.0%
Put IV 25d29.2%25.1%32.3%28.4%25.1%
Bid-Ask Spread %3.081.909.332.682.34
Gamma HHI0.180.100.220.210.10
Net GEX74.3M8.5M101.8M81.9M14.7M
Net DEX-1.96B-3.24B-22.9M-1.75B-92.6M
Net VEX-11.6M-12.1M-11.0M-11.5M-11.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.241.010.430.66
Total Volume106,966.38133,912361,26881,122114,146
Total OI1,482,735.5241,330,2511,681,8271,417,3571,554,354

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$54.39$52.5026.9%7.3%19.9%32.7%25.5%3.9%-0.1%81.9M-1.75B-11.5M0.432.6856,79124,331779,722637,635
2019-04-02$54.48$52.5026.9%7.3%19.9%32.9%25.9%3.6%-0.2%79.1M-1.74B-11.7M1.012.1322,54922,765782,692653,573
2019-04-03$55.36$55.0026.5%7.4%19.6%31.2%25.9%3.4%0.3%87.9M-2.06B-11.6M0.393.0791,58436,018789,259662,408
2019-04-04$55.81$55.0026.7%7.5%19.3%31.9%25.1%3.2%0.0%93.5M-2.24B-11.6M0.621.9034,71721,371807,927667,530
2019-04-05$55.51$55.0026.6%7.5%19.5%31.7%26.2%3.0%0.4%95.2M-2.17B-11.6M0.742.5557,65742,470820,762672,970
2019-04-08$55.68$55.0027.5%7.7%18.4%35.2%27.1%4.2%-0.6%95.2M-2.20B-11.6M0.652.4721,88614,176819,596672,012
2019-04-09$55.33$55.0028.6%7.8%18.6%39.5%27.7%4.2%-1.4%92.4M-2.02B-11.9M0.873.8120,91818,288820,331676,253
2019-04-10$55.76$55.0028.1%7.7%18.1%37.4%26.6%3.8%-0.8%100.4M-2.22B-11.7M0.942.3625,04123,432826,086685,287
2019-04-11$55.81$55.0028.1%7.8%17.2%37.6%27.2%4.1%-0.8%99.7M-2.21B-11.7M0.602.1021,15712,755829,972696,945
2019-04-12$56.41$55.0027.8%7.4%16.6%36.2%26.6%3.8%-2.8%101.8M-2.47B-11.6M0.391.9356,38622,212834,602701,427
2019-04-15$56.25$55.0028.4%8.1%16.3%38.8%27.6%4.3%-2.2%93.4M-2.36B-11.5M0.482.4828,90913,885836,740688,029
2019-04-16$56.52$55.0028.0%7.9%16.3%37.0%28.9%4.6%-0.5%93.4M-2.47B-11.5M0.549.33100,19054,284844,295694,054
2019-04-17$58.62$55.0029.2%8.4%20.2%41.9%28.9%3.8%-2.4%85.2M-3.24B-11.3M0.583.41172,108100,327878,964714,526
2019-04-18$58.38$55.0027.9%8.1%19.9%36.6%28.4%3.3%-1.7%67.1M-3.13B-12.1M0.612.0251,07431,151920,798761,029
2019-04-22$58.81$55.0027.2%8.2%16.1%34.2%28.9%3.5%-1.4%72.0M-2.32B-11.8M0.243.8965,24015,813752,460597,721
2019-04-23$58.66$55.0027.6%8.4%15.6%35.7%29.0%3.3%-1.4%65.2M-2.23B-11.6M0.772.6732,65725,278726,021604,230
2019-04-24$58.90$55.0028.4%8.8%15.5%38.6%31.3%3.5%-1.5%62.3M-2.25B-11.7M0.563.7139,58222,148737,983621,108
2019-04-25$57.58$55.0030.0%9.4%18.3%44.9%32.1%3.9%-1.7%58.8M-1.87B-12.1M0.454.38135,78061,253756,212633,302
2019-04-26$51.84$55.0025.4%7.7%42.8%26.8%27.0%2.1%-0.9%8.5M-22.9M-11.0M0.753.04206,754154,514827,285665,918
2019-04-29$51.07$55.0025.5%7.8%42.9%27.3%27.3%2.2%-0.3%12.3M-85.4M-11.4M0.572.31111,20863,489827,191658,237
2019-04-30$51.07$55.0023.5%7.1%42.5%19.6%25.1%2.0%0.2%14.7M-92.6M-11.3M0.662.3468,60545,541875,636678,718