INTC Options History — December 2019

In December 2019, INTC traded between $56.00 and $60.09. ATM implied volatility averaged 22.4%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.4% (HV 20d: 17.0%). Max pain ranged from $50.00 to $57.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2019-12-03: Highest Volume — 113,859 contracts
  • 2019-12-23: Largest IV spike — 13.1% change
  • 2019-12-30: Highest IV Rank — 39.0%
  • 2019-12-03: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.87$56.00$60.09$57.80$59.77
Max Pain$51.36$50.00$57.00$57.00$52.50
ATM IV22.4%19.0%27.5%21.4%27.2%
Expected Move5.9%5.2%7.0%6.4%5.5%
HV 20d17.0%14.2%18.1%14.2%16.6%
HV 60d24.3%22.4%25.3%24.5%22.4%
IV Rank15.7%2.2%39.0%11.5%37.6%
IV Percentile23.2%0.4%57.5%16.3%54.4%
Term Structure1.6%-0.6%6.3%0.6%0.2%
VWIV21.2%18.9%24.9%22.0%20.1%
Skew 25d3.5%2.7%4.1%3.8%4.1%
Skew 10d7.9%5.5%15.9%7.3%9.8%
Call IV 25d20.9%17.6%25.7%19.9%25.6%
Put IV 25d24.4%20.5%29.7%23.7%29.7%
Bid-Ask Spread %3.081.0812.792.222.56
Gamma HHI0.190.100.380.120.25
Net GEX55.8M10.5M124.3M35.2M75.5M
Net DEX-1.62B-2.46B-888.2M-1.50B-2.24B
Net VEX-10.4M-10.8M-9.9M-10.4M-9.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.402.300.530.76
Total Volume65,122.47619,463113,85965,47027,644
Total OI1,613,101.0951,481,0011,728,7711,481,0011,655,034

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$57.80$57.0021.4%6.4%14.2%11.5%22.0%3.8%0.6%35.2M-1.50B-10.4M0.532.2242,84922,621695,914785,087
2019-12-03$56.00$57.0023.2%7.0%16.5%18.5%24.9%4.0%0.5%13.8M-888.2M-10.8M1.742.4441,58472,275717,432795,085
2019-12-04$56.09$57.0021.8%6.5%16.5%13.1%22.8%3.6%0.5%16.5M-920.2M-10.8M1.0812.7926,32528,483730,639809,815
2019-12-05$56.11$50.0021.1%6.5%16.4%10.4%23.1%3.8%0.7%10.5M-919.6M-10.6M2.301.7315,84836,408738,933816,410
2019-12-06$56.98$50.0019.8%5.8%16.9%5.1%22.1%3.3%0.9%52.5M-1.25B-10.6M0.961.2935,53434,151743,665828,914
2019-12-09$56.70$50.0021.1%6.0%16.9%10.4%23.6%4.1%-0.3%32.7M-1.24B-10.3M1.151.9326,65830,785731,947813,971
2019-12-10$56.55$50.0021.1%6.0%16.7%10.5%24.2%4.1%-0.2%26.2M-1.10B-10.7M0.711.6822,92816,174735,216827,031
2019-12-11$57.09$50.0022.1%6.4%17.2%14.1%22.6%3.9%0.2%37.7M-1.37B-10.4M0.521.4843,70922,855749,237834,187
2019-12-12$57.45$50.0021.8%6.4%17.3%13.0%22.2%3.7%0.8%45.0M-1.46B-10.8M0.844.3159,86850,460771,211843,009
2019-12-13$57.86$50.0019.7%5.9%17.5%5.0%21.2%2.8%1.3%66.7M-1.65B-10.6M1.011.4938,39038,794795,745860,158
2019-12-16$57.85$50.0019.1%5.6%17.5%2.6%19.6%2.8%5.9%60.2M-1.64B-10.3M0.561.0836,30320,511786,177857,502
2019-12-17$57.25$50.0019.0%5.5%17.6%2.2%20.3%2.7%6.0%41.1M-1.38B-10.3M0.593.0238,94423,040791,141859,864
2019-12-18$57.25$50.0019.0%5.4%17.6%2.2%19.4%2.7%6.3%37.8M-1.39B-10.4M0.512.8634,19917,357807,307872,474
2019-12-19$57.84$50.0020.5%5.6%17.7%8.2%19.7%2.8%5.7%64.5M-1.74B-10.1M0.511.8957,70029,445819,883879,181
2019-12-20$58.49$50.0021.2%5.5%17.9%10.9%18.9%2.8%5.9%124.3M-1.97B-10.2M0.413.2665,12426,468843,241885,530
2019-12-23$59.35$50.0024.0%5.2%18.1%21.7%19.1%4.0%-0.3%80.1M-2.20B-10.1M0.843.6850,96043,026800,993808,377
2019-12-24$59.36$50.0025.2%5.3%16.7%26.1%19.1%3.6%-0.2%78.7M-2.20B-10.1M0.402.8913,9355,528817,112822,453
2019-12-26$59.75$50.0026.6%5.4%16.9%32.2%19.4%3.9%-0.4%88.3M-2.35B-10.0M0.523.4732,77317,041821,706824,191
2019-12-27$60.09$52.5027.1%5.6%16.6%35.5%20.4%3.8%-0.6%111.0M-2.46B-9.9M0.522.2750,21825,934827,889831,734
2019-12-30$59.67$52.5027.5%5.8%16.8%39.0%21.3%4.0%0.8%74.6M-2.22B-9.9M1.036.3622,05922,664813,350826,378
2019-12-31$59.77$52.5027.2%5.5%16.6%37.6%20.1%4.1%0.2%75.5M-2.24B-9.9M0.762.5615,71511,929817,491837,543