INTC Options History — June 2019

In June 2019, INTC traded between $43.48 and $48.26. ATM implied volatility averaged 28.1%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 2.3% (HV 20d: 25.8%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2019-06-18: Highest Volume — 104,355 contracts
  • 2019-06-04: Largest IV drop — 6.9% change
  • 2019-06-27: Highest IV Rank — 53.2%
  • 2019-06-03: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.53$43.48$48.26$43.48$48.00
Max Pain$46.65$46.00$47.00$47.00$47.00
ATM IV28.1%25.3%32.2%31.6%31.8%
Expected Move7.6%7.1%9.2%9.2%7.5%
HV 20d25.8%21.5%33.9%31.2%22.9%
HV 60d33.4%32.9%33.9%32.9%33.8%
IV Rank37.6%26.5%53.2%51.3%51.8%
IV Percentile55.0%35.7%81.0%79.4%80.2%
Term Structure0.9%-1.3%5.6%-0.5%-1.0%
VWIV26.7%24.9%31.1%31.1%26.2%
Skew 25d4.1%3.4%4.8%4.8%4.5%
Skew 10d8.2%6.6%10.5%10.5%8.8%
Call IV 25d26.4%23.2%30.1%29.6%30.1%
Put IV 25d30.4%26.8%34.6%34.3%34.6%
Bid-Ask Spread %2.671.755.212.092.73
Gamma HHI0.080.060.110.070.09
Net GEX17.2M-14.7M39.1M-14.7M25.5M
Net DEX41.7M-472.8M884.4M884.4M-350.0M
Net VEX-11.2M-11.7M-10.7M-10.7M-11.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.442.050.750.79
Total Volume70,633.837,498104,35572,13358,181
Total OI1,665,129.751,337,4551,816,9711,706,0201,430,918

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$43.48$47.0031.6%9.2%31.2%51.3%31.1%4.8%-0.5%-14.7M884.4M-10.7M0.752.0941,13331,000954,917751,103
2019-06-04$44.62$47.0029.5%8.3%33.5%42.8%29.0%4.6%-1.3%-5.8M598.6M-11.2M0.602.0339,40623,768969,414763,667
2019-06-05$44.50$47.0029.5%8.5%33.3%42.9%28.7%4.3%-0.2%-5.8M626.7M-11.1M1.172.5345,01952,480977,107767,421
2019-06-06$45.08$46.0028.0%7.9%33.9%37.1%27.3%3.8%-0.6%5.3M451.1M-11.3M0.692.8929,47720,332999,579769,212
2019-06-07$46.09$46.0026.9%7.6%27.0%32.9%26.8%4.2%-0.4%29.6M81.4M-11.7M0.632.2563,25439,8231,009,614770,846
2019-06-10$46.78$46.0026.8%7.6%27.2%32.2%27.4%3.7%-0.4%21.7M-82.7M-11.5M0.442.5558,29925,649984,201757,854
2019-06-11$46.89$46.0025.9%7.4%24.8%29.0%26.3%3.6%-0.2%20.6M-85.1M-11.5M0.662.4326,23817,190984,770762,918
2019-06-12$46.31$46.0026.7%7.6%25.2%31.9%26.6%3.7%-0.1%13.7M123.7M-11.2M1.552.4022,03334,238987,803765,615
2019-06-13$46.61$46.0025.3%7.2%25.0%26.5%26.1%3.4%-0.1%18.8M1.4M-11.2M2.051.7522,43745,895995,494765,945
2019-06-14$46.38$46.0026.8%7.6%25.1%32.5%26.7%4.0%-0.6%-249.8K113.9M-11.1M1.903.3926,97051,358996,524775,919
2019-06-17$46.11$47.0025.7%7.3%24.4%28.1%26.7%3.9%5.1%9.2M239.9M-10.8M1.241.8616,74520,753970,844761,763
2019-06-18$47.41$47.0026.1%7.5%23.7%29.9%25.1%3.6%4.5%25.2M-217.3M-11.2M0.503.2369,45934,896976,653767,215
2019-06-19$47.24$47.0025.3%7.3%23.2%26.6%25.5%4.0%5.6%31.4M-155.2M-11.2M0.485.2152,91325,3221,002,223776,650
2019-06-20$47.09$47.0025.8%7.1%22.9%28.4%25.9%3.6%5.2%36.9M-125.8M-11.1M1.302.1630,67539,7641,017,444778,281
2019-06-21$47.47$47.0027.4%7.3%22.9%34.8%25.2%3.4%5.6%31.8M-299.1M-11.2M1.053.0633,98935,6461,023,411793,560
2019-06-24$47.72$47.0028.9%7.1%22.9%40.7%24.9%4.7%-0.4%27.3M-271.7M-11.1M0.792.4529,29423,073730,980606,475
2019-06-25$47.00$47.0030.7%7.5%21.5%47.4%25.7%4.5%-0.5%15.3M-60.5M-11.0M0.572.6627,01915,447746,796621,806
2019-06-26$48.26$47.0031.9%7.3%22.3%52.4%26.3%4.4%-1.1%39.1M-472.8M-11.4M0.832.6946,89539,090756,818625,820
2019-06-27$47.48$47.0032.2%7.4%23.4%53.2%26.0%4.5%-1.1%19.9M-167.3M-11.1M0.453.0967,27830,238763,741641,274
2019-06-28$48.00$47.0031.8%7.5%22.9%51.8%26.2%4.5%-1.0%25.5M-350.0M-11.4M0.792.7332,46225,719779,515651,403