INTC Options History — October 2019

In October 2019, INTC traded between $49.42 and $56.64. ATM implied volatility averaged 29.3%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 2.7% (HV 20d: 26.7%). Max pain ranged from $49.00 to $51.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.91.

Notable Days

2019-10-25: Highest Volume — 313,374 contracts
2019-10-25: Largest IV drop — 30.6% change
2019-10-08: Highest IV Rank — 66.8%
2019-10-24: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.43	$49.42	$56.64	$50.91	$56.31
Max Pain	$49.67	$49.00	$51.50	$50.00	$51.50
ATM IV	29.3%	19.5%	35.7%	33.2%	19.6%
Expected Move	8.3%	5.7%	9.8%	7.6%	5.7%
HV 20d	26.7%	22.8%	35.6%	25.5%	32.8%
HV 60d	27.6%	26.3%	30.7%	26.3%	29.2%
IV Rank	42.3%	4.0%	66.8%	57.4%	4.4%
IV Percentile	59.3%	1.2%	91.3%	85.3%	1.6%
Term Structure	-0.9%	-3.6%	0.6%	-0.4%	0.6%
VWIV	29.1%	20.8%	33.9%	27.4%	20.8%
Skew 25d	4.9%	2.4%	6.6%	6.3%	2.6%
Skew 10d	9.3%	4.5%	12.5%	11.7%	5.4%
Call IV 25d	27.2%	18.7%	32.7%	30.3%	18.8%
Put IV 25d	32.1%	21.2%	38.7%	36.6%	21.4%
Bid-Ask Spread %	7.10	2.44	14.31	6.74	3.27
Gamma HHI	0.10	0.07	0.14	0.10	0.13
Net GEX	37.5M	8.9M	80.4M	28.7M	69.2M
Net DEX	-927.4M	-2.20B	-127.2M	-582.8M	-1.87B
Net VEX	-11.2M	-12.1M	-10.1M	-12.1M	-10.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.40	1.92	0.99	0.79
Total Volume	79,055.565	27,251	313,374	47,218	57,519
Total OI	1,554,991.13	1,385,018	1,667,987	1,552,065	1,539,162

Daily Data (23 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
2019-10-01	$50.91	$50.00	33.2%	7.6%	25.5%	57.4%	27.4%	6.3%	-0.4%	28.7M	-582.8M	-12.1M	0.99	6.74	23,686	23,532	797,459	754,606
2019-10-02	$49.42	$50.00	35.4%	8.5%	24.9%	65.8%	30.8%	6.0%	0.0%	8.9M	-127.2M	-11.9M	1.10	7.72	32,633	36,055	802,461	761,793
2019-10-03	$49.90	$49.00	34.3%	9.3%	23.4%	61.5%	31.8%	6.1%	-0.6%	13.9M	-253.0M	-11.9M	1.35	4.57	21,671	29,316	805,390	771,241
2019-10-04	$50.86	$49.00	32.7%	9.0%	23.8%	55.3%	33.4%	5.6%	-0.4%	27.8M	-554.1M	-12.0M	1.20	8.05	17,967	21,629	811,285	785,843
2019-10-07	$50.72	$49.00	33.3%	9.3%	23.1%	57.6%	32.5%	5.7%	-0.6%	22.6M	-491.4M	-11.8M	1.92	7.57	15,215	29,143	799,970	777,999
2019-10-08	$49.92	$49.00	35.7%	9.7%	23.7%	66.8%	33.8%	6.6%	-1.8%	9.4M	-224.8M	-11.8M	1.71	13.41	12,492	21,400	805,529	788,649
2019-10-09	$50.64	$49.00	34.8%	9.5%	23.4%	63.5%	31.2%	4.8%	-1.1%	21.1M	-462.0M	-11.7M	0.89	14.31	14,393	12,858	808,489	797,582
2019-10-10	$51.14	$49.00	34.6%	9.7%	23.3%	62.9%	32.7%	6.0%	-1.2%	28.4M	-612.6M	-12.0M	0.69	8.67	34,701	23,812	812,998	804,193
2019-10-11	$52.36	$49.00	33.4%	9.0%	24.8%	58.1%	32.4%	5.2%	-3.6%	57.6M	-1.09B	-11.8M	0.48	14.12	55,425	26,737	825,752	811,416
2019-10-14	$51.65	$49.00	30.3%	8.5%	25.1%	46.0%	29.8%	6.0%	-0.3%	31.3M	-753.2M	-11.4M	1.35	6.06	25,151	34,073	811,435	803,112
2019-10-15	$52.70	$49.00	30.1%	8.6%	26.1%	45.2%	28.4%	5.5%	-1.7%	50.1M	-1.14B	-11.3M	0.50	8.32	37,490	18,708	817,025	811,659
2019-10-16	$52.35	$49.00	29.2%	8.4%	26.1%	41.6%	30.2%	5.2%	-0.6%	43.6M	-1.02B	-11.2M	0.73	11.17	49,823	36,298	828,721	816,044
2019-10-17	$51.82	$50.00	28.7%	8.3%	26.4%	39.7%	30.0%	5.3%	-0.7%	30.2M	-760.1M	-11.2M	0.73	10.84	29,998	22,012	820,796	835,034
2019-10-18	$51.45	$50.00	29.4%	8.4%	26.0%	42.5%	30.0%	5.6%	0.5%	20.8M	-620.5M	-11.1M	0.69	9.61	28,714	19,810	827,704	840,283
2019-10-21	$52.08	$50.00	29.0%	8.7%	26.3%	41.0%	29.6%	5.0%	-1.7%	28.3M	-697.9M	-10.9M	0.90	3.35	24,974	22,434	686,606	698,412
2019-10-22	$52.09	$50.00	29.3%	8.9%	24.4%	42.2%	31.2%	5.1%	-1.9%	29.6M	-714.2M	-10.9M	0.75	8.27	25,826	19,392	700,134	704,258
2019-10-23	$51.60	$50.00	29.6%	9.2%	22.8%	43.3%	31.8%	5.3%	-1.9%	24.8M	-574.8M	-10.9M	0.45	2.44	51,696	23,457	712,507	714,169
2019-10-24	$52.14	$50.00	30.7%	9.8%	23.1%	47.5%	33.9%	4.8%	-2.2%	28.8M	-724.7M	-11.0M	0.71	2.89	130,821	93,145	707,669	723,443
2019-10-25	$56.38	$50.00	21.3%	6.2%	35.6%	11.1%	22.6%	3.0%	-0.8%	80.4M	-2.20B	-10.2M	0.51	2.86	207,055	106,319	755,991	771,480
2019-10-28	$56.64	$50.00	20.6%	6.3%	35.3%	8.5%	23.0%	2.6%	0.2%	69.6M	-1.99B	-10.1M	0.40	2.95	113,277	45,140	720,700	747,495
2019-10-29	$56.30	$50.00	20.2%	6.1%	35.0%	6.9%	21.6%	2.4%	0.1%	72.1M	-1.90B	-10.3M	0.75	2.67	47,019	35,459	749,489	761,805
2019-10-30	$56.59	$51.00	19.5%	5.9%	32.6%	4.0%	20.9%	2.5%	0.5%	65.8M	-1.96B	-10.3M	1.41	3.39	24,930	35,073	756,146	780,862
2019-10-31	$56.31	$51.50	19.6%	5.7%	32.8%	4.4%	20.8%	2.6%	0.6%	69.2M	-1.87B	-10.3M	0.79	3.27	32,114	25,405	759,015	780,147