INTC Options History — July 2019 In July 2019, INTC traded between $47.66 and $52.92. ATM implied volatility averaged 28.4%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 8.8% (HV 20d: 19.6%). Max pain ranged from $46.00 to $49.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2019-07-26 : Highest Volume — 246,611 contracts2019-07-26 : Largest IV drop — 33.2% change2019-07-25 : Highest IV Rank — 53.6%2019-07-25 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.96 $47.66 $52.92 $47.94 $50.82 Max Pain $47.18 $46.00 $49.00 $47.00 $49.00 ATM IV 28.4% 21.5% 32.3% 29.7% 23.8% Expected Move 7.9% 5.6% 10.3% 6.5% 7.0% HV 20d 19.6% 18.3% 21.7% 21.7% 21.3% HV 60d 31.3% 25.9% 34.3% 33.7% 26.4% IV Rank 38.7% 12.1% 53.6% 43.8% 20.7% IV Percentile 59.0% 13.1% 82.9% 68.7% 28.2% Term Structure -1.2% -2.1% 0.1% -0.3% -0.9% VWIV 28.1% 19.9% 36.2% 23.6% 25.7% Skew 25d 3.9% 2.8% 4.8% 3.8% 3.5% Skew 10d 7.3% 5.7% 8.4% 8.1% 6.1% Call IV 25d 26.6% 20.9% 30.6% 27.8% 22.8% Put IV 25d 30.5% 23.8% 34.2% 31.7% 26.2% Bid-Ask Spread % 2.94 1.83 6.89 2.88 6.89 Gamma HHI 0.10 0.08 0.19 0.09 0.09 Net GEX 36.8M 14.0M 57.2M 26.6M 26.0M Net DEX -714.4M -1.32B -181.8M -303.3M -589.2M Net VEX -11.5M -12.8M -10.6M -11.0M -12.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.24 1.43 0.90 0.96 Total Volume 103,004.364 39,735 246,611 67,283 53,195 Total OI 1,474,609.591 1,348,723 1,590,009 1,402,450 1,552,822
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 2019-07-01 $47.94 $47.00 29.7% 6.5% 21.7% 43.8% 23.6% 3.8% -0.3% 26.6M -303.3M -11.0M 0.90 2.88 35,505 31,778 765,639 636,811 2019-07-02 $48.06 $47.00 28.8% 5.9% 20.2% 40.3% 19.9% 4.1% -0.5% 27.9M -340.2M -10.9M 1.13 2.63 35,635 40,141 774,401 644,107 2019-07-03 $48.44 $47.00 28.6% 5.6% 20.1% 39.4% 20.0% 3.5% -0.6% 35.2M -466.5M -10.9M 0.71 2.80 23,246 16,489 787,032 656,331 2019-07-05 $48.09 $46.00 29.1% 7.9% 20.2% 41.4% 28.2% 3.9% -1.1% 54.4M -340.4M -10.8M 1.15 2.70 31,987 36,895 793,405 664,714 2019-07-08 $47.84 $46.00 29.6% 8.1% 19.2% 43.2% 28.7% 3.9% -1.3% 14.0M -201.7M -10.7M 0.43 2.54 67,628 29,320 750,814 650,107 2019-07-09 $47.66 $46.00 30.2% 8.2% 18.6% 45.8% 28.2% 4.3% -1.8% 24.2M -181.8M -10.6M 0.71 1.83 40,219 28,524 775,302 660,768 2019-07-10 $48.16 $46.00 29.1% 8.0% 18.9% 41.6% 29.6% 4.3% -1.4% 36.3M -399.5M -10.7M 0.64 2.10 56,985 36,651 790,098 668,342 2019-07-11 $48.57 $46.00 28.7% 7.8% 18.3% 40.0% 28.4% 3.9% -2.1% 33.4M -510.8M -10.7M 0.94 2.32 34,848 32,668 785,295 681,180 2019-07-12 $49.90 $46.00 27.9% 7.7% 20.3% 36.6% 28.0% 4.2% -1.6% 55.3M -956.3M -10.9M 0.98 2.48 62,055 60,680 789,655 695,417 2019-07-15 $50.12 $46.00 29.0% 8.2% 20.0% 41.2% 29.7% 4.3% -1.3% 46.9M -920.0M -10.9M 0.31 3.04 137,181 43,136 774,990 692,480 2019-07-16 $49.33 $47.00 30.2% 8.6% 21.0% 45.8% 30.5% 4.1% -1.2% 37.1M -593.1M -11.2M 0.85 2.53 36,686 31,250 800,949 715,148 2019-07-17 $49.53 $47.00 29.7% 8.5% 18.9% 43.7% 30.7% 4.4% -1.4% 48.5M -683.3M -11.2M 0.94 2.26 22,456 21,187 812,757 720,660 2019-07-18 $49.86 $47.00 29.7% 8.6% 18.8% 43.6% 30.3% 4.2% -1.4% 57.2M -785.0M -11.2M 0.89 3.60 30,694 27,433 813,554 724,185 2019-07-19 $50.50 $47.00 30.4% 8.9% 19.0% 46.5% 30.8% 4.8% -1.9% 26.1M -1.08B -11.4M 0.59 2.50 92,760 54,416 822,915 734,824 2019-07-22 $51.45 $47.00 31.0% 9.4% 19.7% 48.8% 33.2% 4.2% -1.4% 32.3M -936.7M -12.3M 1.43 2.89 39,834 57,014 693,798 654,925 2019-07-23 $51.69 $48.00 31.1% 9.6% 19.7% 49.2% 34.1% 4.3% -1.6% 30.9M -987.5M -12.3M 0.24 2.15 146,272 35,784 708,961 689,981 2019-07-24 $52.92 $48.00 29.6% 9.2% 19.5% 43.4% 33.3% 3.9% -1.6% 39.2M -1.32B -12.3M 0.53 2.32 76,588 40,249 734,399 702,492 2019-07-25 $52.17 $48.00 32.3% 10.3% 19.2% 53.6% 36.2% 3.6% -2.0% 32.3M -1.08B -12.8M 0.85 4.81 119,772 102,322 756,755 722,798 2019-07-26 $51.66 $49.00 21.5% 6.3% 18.4% 12.1% 22.7% 2.8% 0.1% 35.2M -923.5M -12.3M 0.59 2.67 154,737 91,874 816,561 773,448 2019-07-29 $52.49 $49.00 22.4% 6.3% 18.7% 15.4% 22.8% 3.0% -0.7% 49.8M -1.17B -12.3M 0.61 3.03 56,635 34,817 790,027 725,576 2019-07-30 $51.83 $49.00 22.4% 6.5% 19.6% 15.6% 24.5% 3.1% -0.5% 40.2M -943.7M -12.4M 0.66 3.59 35,312 23,238 801,203 735,785 2019-07-31 $50.82 $49.00 23.8% 7.0% 21.3% 20.7% 25.7% 3.5% -0.9% 26.0M -589.2M -12.4M 0.96 6.89 27,147 26,048 810,379 742,443
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