INTC Options History — November 2019

In November 2019, INTC traded between $56.40 and $58.84. ATM implied volatility averaged 20.0%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 6.4% (HV 20d: 26.4%). Max pain ranged from $52.00 to $57.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.03.

Notable Days

2019-11-05: Highest Volume — 586,378 contracts
2019-11-20: Largest IV spike — 6.6% change
2019-11-20: Highest IV Rank — 10.6%
2019-11-07: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.99	$56.40	$58.84	$56.40	$58.12
Max Pain	$55.55	$52.00	$57.00	$52.00	$57.00
ATM IV	20.0%	19.1%	21.1%	19.7%	20.1%
Expected Move	5.8%	5.5%	6.1%	5.5%	5.8%
HV 20d	26.4%	12.2%	32.8%	32.5%	13.9%
HV 60d	26.9%	24.5%	29.1%	29.1%	24.5%
IV Rank	6.0%	2.5%	10.6%	4.8%	6.4%
IV Percentile	5.5%	0.4%	12.7%	2.8%	8.3%
Term Structure	0.3%	-0.5%	0.8%	0.6%	0.2%
VWIV	21.0%	19.4%	23.4%	19.6%	20.5%
Skew 25d	3.1%	2.2%	3.8%	2.2%	2.9%
Skew 10d	6.1%	4.5%	7.5%	4.5%	6.0%
Call IV 25d	18.8%	18.0%	20.0%	18.9%	18.8%
Put IV 25d	21.8%	20.9%	22.9%	21.1%	21.7%
Bid-Ask Spread %	2.61	2.05	4.37	3.25	2.51
Gamma HHI	0.14	0.12	0.17	0.14	0.14
Net GEX	55.3M	17.0M	70.0M	68.7M	36.6M
Net DEX	-1.79B	-2.27B	-1.48B	-1.90B	-1.67B
Net VEX	-10.1M	-10.8M	-9.6M	-10.2M	-10.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.04	3.26	1.01	1.70
Total Volume	83,465.6	32,628	586,378	83,369	32,628
Total OI	1,463,888.7	1,365,482	1,547,356	1,547,356	1,516,887

Daily Data (20 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
2019-11-01	$56.40	$52.00	19.7%	5.5%	32.5%	4.8%	19.6%	2.2%	0.6%	68.7M	-1.90B	-10.2M	1.01	3.25	41,449	41,920	760,551	786,805
2019-11-04	$57.62	$55.00	20.1%	6.1%	32.8%	6.6%	21.8%	2.6%	0.3%	68.6M	-2.27B	-9.6M	0.79	2.13	45,327	35,617	730,628	769,695
2019-11-05	$57.76	$55.00	19.7%	6.0%	31.8%	4.8%	21.3%	2.5%	0.6%	66.1M	-2.24B	-9.9M	0.04	2.06	561,146	25,232	732,858	778,584
2019-11-06	$57.43	$55.00	19.9%	5.9%	32.0%	5.6%	22.2%	3.1%	0.8%	52.6M	-1.58B	-10.0M	0.79	2.05	31,379	24,872	637,135	791,254
2019-11-07	$58.08	$55.00	20.3%	6.1%	32.0%	7.2%	21.4%	3.1%	0.3%	61.7M	-1.77B	-9.9M	0.46	3.07	62,639	28,890	645,029	799,250
2019-11-08	$58.08	$55.00	19.7%	5.9%	31.4%	4.8%	20.9%	3.5%	0.6%	70.0M	-1.78B	-10.0M	0.89	2.86	21,179	18,774	658,137	806,754
2019-11-11	$58.38	$55.00	20.0%	6.0%	30.6%	6.0%	21.0%	3.5%	0.8%	63.3M	-1.85B	-9.7M	0.58	2.32	23,576	13,605	644,159	791,113
2019-11-12	$58.17	$55.00	20.3%	6.0%	30.3%	7.3%	22.2%	3.5%	0.7%	64.5M	-1.79B	-10.0M	1.03	2.46	22,973	23,586	653,413	796,077
2019-11-13	$57.92	$55.00	20.4%	6.1%	30.2%	7.8%	21.4%	3.8%	0.7%	56.8M	-1.68B	-10.3M	0.92	2.38	24,094	22,079	658,772	804,562
2019-11-14	$57.84	$55.00	20.1%	5.9%	29.8%	6.3%	21.5%	3.5%	0.7%	58.9M	-1.70B	-10.1M	1.23	3.24	23,962	29,439	667,041	810,433
2019-11-15	$57.81	$55.00	19.3%	5.6%	29.5%	3.2%	19.4%	3.3%	0.4%	56.5M	-1.72B	-10.0M	0.92	3.20	24,467	22,523	677,235	822,232
2019-11-18	$58.28	$55.00	19.6%	5.6%	29.4%	4.6%	20.3%	3.0%	-0.1%	54.0M	-1.78B	-9.9M	0.95	4.37	23,788	22,590	649,482	716,000
2019-11-19	$58.34	$55.00	19.8%	5.7%	29.4%	5.5%	21.8%	2.8%	-0.0%	56.7M	-1.80B	-9.9M	1.36	2.19	27,922	38,060	658,370	725,733
2019-11-20	$57.76	$57.00	21.1%	6.1%	29.5%	10.6%	23.4%	3.0%	-0.2%	44.3M	-1.59B	-10.3M	3.26	2.48	19,773	64,442	666,451	751,408
2019-11-21	$58.22	$57.00	21.0%	6.0%	29.4%	9.9%	21.2%	3.3%	-0.3%	44.6M	-1.66B	-10.8M	1.13	2.48	20,834	23,624	674,961	784,862
2019-11-22	$57.60	$57.00	20.4%	5.9%	12.2%	7.8%	20.8%	3.2%	-0.5%	17.0M	-1.48B	-10.5M	1.04	2.07	26,667	27,824	681,266	794,271
2019-11-25	$58.77	$57.00	19.3%	5.6%	13.9%	3.4%	20.7%	2.9%	0.2%	54.4M	-1.84B	-10.3M	0.72	2.39	41,692	29,962	678,178	777,004
2019-11-26	$58.84	$57.00	19.1%	5.5%	13.6%	2.5%	19.6%	2.7%	0.2%	60.0M	-1.92B	-9.9M	1.02	2.34	28,550	29,090	690,415	786,781
2019-11-27	$58.39	$57.00	19.6%	5.6%	14.0%	4.6%	19.8%	2.8%	-0.1%	51.4M	-1.76B	-10.1M	0.76	2.44	24,561	18,577	703,614	800,374
2019-11-29	$58.12	$57.00	20.1%	5.8%	13.9%	6.4%	20.5%	2.9%	0.2%	36.6M	-1.67B	-10.2M	1.70	2.51	12,084	20,544	711,311	805,576