INTC Options History — August 2019

In August 2019, INTC traded between $45.00 and $49.91. ATM implied volatility averaged 28.2%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.6% (HV 20d: 27.6%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.94.

Notable Days

  • 2019-08-05: Highest Volume — 104,811 contracts
  • 2019-08-23: Largest IV spike — 17.6% change
  • 2019-08-05: Highest IV Rank — 54.9%
  • 2019-08-05: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.74$45.00$49.91$49.91$47.28
Max Pain$48.32$48.00$50.00$49.00$48.00
ATM IV28.2%25.0%32.6%26.6%26.9%
Expected Move8.1%7.2%9.0%7.9%7.7%
HV 20d27.6%22.5%30.6%22.5%29.7%
HV 60d24.5%23.5%26.9%26.4%24.8%
IV Rank37.9%25.5%54.9%31.8%32.9%
IV Percentile53.2%29.0%83.7%42.9%41.7%
Term Structure-0.1%-0.8%0.4%-0.8%0.3%
VWIV28.2%25.0%31.1%27.9%27.0%
Skew 25d5.0%3.6%5.9%3.6%5.4%
Skew 10d9.8%7.4%11.0%7.4%10.9%
Call IV 25d26.2%23.0%30.3%25.8%24.3%
Put IV 25d31.2%27.4%36.2%29.4%29.7%
Bid-Ask Spread %3.622.098.656.573.24
Gamma HHI0.080.060.160.080.06
Net GEX-2.9M-17.9M23.7M14.5M8.9M
Net DEX367.8M-264.5M696.7M-264.5M100.4M
Net VEX-11.7M-12.5M-11.1M-12.5M-11.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.461.910.810.64
Total Volume54,374.86423,450104,81177,95250,660
Total OI1,511,112.9091,410,8601,575,6261,553,8931,509,379

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$49.91$49.0026.6%7.9%22.5%31.8%27.9%3.6%-0.8%14.5M-264.5M-12.5M0.816.5743,04934,903814,425739,468
2019-08-02$48.67$49.0027.7%8.2%24.2%36.1%28.6%4.2%-0.8%3.5M112.4M-12.0M1.274.9329,90438,110822,468741,912
2019-08-05$47.00$50.0032.6%9.0%27.3%54.9%30.4%5.9%-0.3%-8.4M486.8M-11.5M0.975.5153,11251,699771,197717,526
2019-08-06$47.00$50.0030.1%8.5%27.2%45.4%28.9%5.5%0.1%-7.2M422.8M-11.8M0.952.9028,73127,439788,572739,379
2019-08-07$46.84$49.0029.9%8.4%26.9%44.3%28.6%5.4%-0.5%-8.9M462.3M-11.8M1.172.2831,27436,480794,642745,371
2019-08-08$47.33$48.0027.5%7.8%27.0%35.2%26.6%4.4%0.3%-1.1M280.0M-11.9M0.745.6536,83427,272810,166744,737
2019-08-09$46.20$48.0028.8%8.1%26.0%40.2%28.8%4.5%0.2%-16.5M610.9M-11.5M0.463.9644,47620,481823,002752,624
2019-08-12$45.72$48.0029.9%8.5%25.9%44.4%28.7%5.7%-0.2%-12.5M646.6M-11.3M0.752.3338,26228,642778,025731,509
2019-08-13$46.95$48.0027.5%7.8%27.8%35.0%27.0%4.7%-0.3%-2.3M304.8M-11.9M0.663.1723,72615,600792,667740,447
2019-08-14$45.94$48.0031.1%8.8%28.5%49.2%30.9%5.5%-0.5%-9.1M575.8M-11.5M1.672.6319,54432,686798,683743,702
2019-08-15$45.81$48.0030.3%8.6%28.2%46.0%28.6%5.5%-0.5%-10.2M615.6M-11.5M0.822.2530,41924,881802,474750,307
2019-08-16$46.57$48.0026.3%7.6%28.5%30.6%27.7%5.1%0.4%23.7M369.7M-11.8M0.752.9926,45719,854817,583753,245
2019-08-19$47.31$48.0025.7%7.4%28.3%28.4%25.5%4.4%0.4%1.5M150.8M-11.8M0.622.6931,31219,288726,405684,455
2019-08-20$46.69$48.0025.7%7.4%28.2%28.3%27.4%4.5%-0.4%-1.8M300.9M-11.6M0.903.2227,03024,241743,115694,989
2019-08-21$47.25$48.0025.0%7.2%26.9%25.5%25.0%4.4%-0.2%5.0M155.6M-11.9M0.603.0523,99014,430754,552705,924
2019-08-22$46.90$48.0025.4%7.3%26.8%26.9%25.5%4.8%0.1%512.4K256.6M-11.7M1.143.0611,74813,384765,781710,505
2019-08-23$45.00$48.0029.8%8.6%29.6%44.2%30.5%5.4%-0.3%-17.9M696.7M-11.1M1.113.1734,58038,421767,733714,427
2019-08-26$45.45$48.0029.5%8.5%29.1%43.0%29.2%5.2%0.0%-12.1M580.5M-11.3M0.872.0918,13915,768756,494717,853
2019-08-27$45.77$48.0029.3%8.4%29.5%42.0%31.1%5.8%0.1%-8.1M502.6M-11.4M1.918.6513,94626,691762,931721,718
2019-08-28$45.74$48.0028.1%8.2%29.1%37.6%28.7%5.5%0.2%-9.6M520.8M-11.3M1.172.3310,80612,644767,253728,101
2019-08-29$46.93$48.0026.6%7.6%30.6%31.6%26.8%5.3%0.2%4.1M204.4M-11.6M0.603.0328,34516,989770,451728,287
2019-08-30$47.28$48.0026.9%7.7%29.7%32.9%27.0%5.4%0.3%8.9M100.4M-11.8M0.643.2430,80919,851776,167733,212