INTC Options History — May 2019 In May 2019, INTC traded between $43.50 and $51.72. ATM implied volatility averaged 27.0%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 15.1% (HV 20d: 42.1%). Max pain ranged from $47.00 to $55.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2019-05-09 : Highest Volume — 302,567 contracts2019-05-07 : Largest IV spike — 18.9% change2019-05-13 : Highest IV Rank — 46.8%2019-05-13 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $46.42 $43.50 $51.72 $50.82 $44.19 Max Pain $49.77 $47.00 $55.00 $55.00 $47.00 ATM IV 27.0% 22.7% 30.5% 22.7% 30.0% Expected Move 7.7% 6.7% 8.6% 6.9% 8.5% HV 20d 42.1% 30.8% 48.1% 42.4% 33.2% HV 60d 31.2% 28.4% 32.9% 28.7% 32.8% IV Rank 33.4% 16.7% 46.8% 16.7% 45.0% IV Percentile 52.5% 25.4% 74.2% 25.4% 71.4% Term Structure -0.1% -1.2% 0.8% -0.0% -0.0% VWIV 26.8% 23.7% 29.9% 24.1% 29.0% Skew 25d 3.9% 1.6% 5.6% 1.8% 4.8% Skew 10d 7.7% 3.0% 11.9% 3.0% 11.9% Call IV 25d 25.5% 22.1% 28.8% 22.5% 27.8% Put IV 25d 29.3% 24.2% 33.9% 24.2% 32.6% Bid-Ask Spread % 4.03 1.75 32.57 2.42 2.25 Gamma HHI 0.09 0.06 0.17 0.09 0.07 Net GEX -7.2M -30.7M 32.2M 12.6M -7.9M Net DEX 598.1M -435.8M 1.09B 4.5M 709.7M Net VEX -10.7M -12.0M -9.5M -11.4M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.29 1.77 0.50 0.66 Total Volume 119,012.636 62,940 302,567 107,096 81,036 Total OI 1,653,252.455 1,528,292 1,747,158 1,591,441 1,746,498
Daily Data (22 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 2019-05-01 $50.82 $55.00 22.7% 6.9% 42.4% 16.7% 24.1% 1.8% -0.0% 12.6M 4.5M -11.4M 0.50 2.42 71,522 35,574 896,161 695,280 2019-05-02 $50.47 $54.00 24.3% 7.6% 41.8% 22.6% 26.3% 1.6% -0.1% 7.6M 100.8M -11.4M 0.60 3.18 74,069 44,252 913,284 705,470 2019-05-03 $51.72 $53.00 22.8% 7.2% 42.9% 16.7% 25.3% 2.0% 0.1% 32.2M -435.8M -11.9M 0.35 2.46 105,054 37,023 942,749 723,266 2019-05-06 $51.16 $50.00 25.0% 7.3% 42.9% 25.6% 24.3% 2.8% -0.4% 28.2M -280.3M -11.8M 0.50 2.96 61,365 30,556 890,533 700,902 2019-05-07 $50.25 $50.00 29.8% 8.2% 43.1% 43.9% 28.7% 4.0% -0.7% 16.4M -21.6M -12.0M 0.55 3.28 83,583 46,033 903,882 708,036 2019-05-08 $49.84 $50.00 29.8% 7.8% 43.1% 43.9% 26.5% 2.9% -0.9% 10.0M 128.1M -11.8M 0.29 32.57 129,243 38,040 927,022 724,378 2019-05-09 $46.73 $50.00 29.5% 8.1% 47.6% 42.8% 28.3% 4.6% -0.5% -15.0M 996.7M -10.4M 1.24 7.43 135,158 167,409 967,414 727,670 2019-05-10 $46.16 $50.00 28.9% 7.8% 47.5% 40.5% 27.1% 4.9% -1.2% -18.1M 978.4M -10.1M 0.75 3.30 106,472 79,811 1,011,430 728,260 2019-05-13 $44.82 $50.00 30.5% 8.6% 47.4% 46.8% 29.9% 5.6% -0.5% -18.0M 1.09B -9.6M 0.66 2.04 63,157 41,689 926,803 691,259 2019-05-14 $45.18 $50.00 27.5% 7.8% 47.8% 35.0% 26.9% 4.9% -0.3% -16.4M 880.9M -10.1M 1.06 2.99 53,897 57,321 988,767 698,160 2019-05-15 $45.64 $50.00 24.5% 7.0% 48.1% 23.6% 25.0% 4.1% -0.1% -13.4M 768.8M -10.3M 1.00 1.76 41,869 41,669 1,005,145 709,369 2019-05-16 $45.57 $50.00 23.3% 6.7% 44.9% 18.7% 23.7% 3.9% 0.1% -11.4M 789.5M -10.2M 0.45 2.31 43,300 19,640 1,016,034 717,622 2019-05-17 $44.83 $50.00 25.2% 7.3% 44.8% 26.3% 25.2% 3.8% 0.3% -28.1M 963.5M -9.9M 1.02 2.42 46,901 48,026 1,026,592 720,566 2019-05-20 $43.64 $49.00 27.4% 7.9% 44.4% 34.9% 27.9% 4.2% -0.3% -21.7M 1.01B -9.5M 1.05 2.08 43,857 46,005 850,772 677,520 2019-05-21 $44.48 $49.00 26.1% 7.5% 45.8% 29.9% 25.6% 3.8% 0.4% -18.7M 814.3M -10.0M 0.65 1.75 53,013 34,690 863,897 693,251 2019-05-22 $44.09 $49.00 25.7% 7.4% 45.4% 28.0% 25.1% 3.9% 0.4% -20.1M 914.4M -10.0M 1.77 2.19 35,569 63,050 884,108 704,970 2019-05-23 $44.49 $48.00 29.7% 8.5% 46.0% 43.6% 29.4% 4.8% -0.1% -15.6M 740.4M -10.5M 0.89 2.46 62,190 55,325 893,124 709,249 2019-05-24 $44.60 $48.00 26.9% 7.6% 30.8% 32.7% 26.2% 4.2% 0.8% -17.5M 701.7M -10.7M 1.04 1.95 47,411 49,228 917,572 730,556 2019-05-28 $43.50 $48.00 28.1% 7.9% 31.3% 37.6% 27.1% 4.1% 0.1% -30.7M 1.02B -9.9M 0.53 1.91 85,537 45,043 897,941 732,252 2019-05-29 $44.35 $48.00 28.8% 8.1% 32.7% 40.2% 28.3% 4.4% -0.0% -10.9M 705.7M -10.9M 0.66 2.05 72,699 48,133 945,441 745,969 2019-05-30 $44.72 $47.00 28.7% 8.0% 33.1% 39.7% 29.3% 3.9% -0.2% -2.5M 585.3M -11.2M 0.68 2.97 55,293 37,566 958,852 753,528 2019-05-31 $44.19 $47.00 30.0% 8.5% 33.2% 45.0% 29.0% 4.8% -0.0% -7.9M 709.7M -11.1M 0.66 2.25 48,875 32,161 983,151 763,347
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