INTC Options History — June 2020

In June 2020, INTC traded between $57.94 and $64.49. ATM implied volatility averaged 36.4%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 3.6% (HV 20d: 32.8%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.85.

Notable Days

2020-06-22: Highest Volume — 144,708 contracts
2020-06-11: Largest IV spike — 25.4% change
2020-06-26: Highest IV Rank — 33.1%
2020-06-11: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.69	$57.94	$64.49	$61.94	$59.64
Max Pain	$59.66	$57.50	$60.00	$57.50	$60.00
ATM IV	36.4%	29.3%	41.9%	33.5%	37.6%
Expected Move	9.9%	8.5%	11.5%	9.7%	9.1%
HV 20d	32.8%	29.7%	38.3%	30.8%	31.8%
HV 60d	48.3%	40.1%	60.7%	60.7%	40.4%
IV Rank	25.0%	14.9%	33.1%	20.9%	26.8%
IV Percentile	76.7%	54.0%	85.7%	75.8%	78.2%
Term Structure	0.7%	-0.9%	4.7%	-0.4%	0.5%
VWIV	35.2%	31.3%	41.7%	35.3%	32.3%
Skew 25d	5.5%	3.2%	8.1%	5.7%	5.5%
Skew 10d	10.8%	6.2%	14.6%	12.5%	10.6%
Call IV 25d	34.4%	29.6%	39.8%	31.1%	35.3%
Put IV 25d	39.9%	32.9%	45.9%	36.8%	40.7%
Bid-Ask Spread %	4.74	2.84	10.39	3.83	2.84
Gamma HHI	0.10	0.06	0.29	0.10	0.08
Net GEX	34.3M	-12.8M	84.0M	49.2M	10.2M
Net DEX	-708.2M	-2.00B	155.4M	-1.19B	-193.1M
Net VEX	-11.4M	-12.1M	-10.6M	-12.1M	-10.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.30	1.82	1.03	0.55
Total Volume	77,908.591	39,564	144,708	45,255	49,271
Total OI	1,552,547.773	1,211,216	1,773,329	1,587,890	1,320,785

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
2020-06-01	$61.94	$57.50	33.5%	9.7%	30.8%	20.9%	35.3%	5.7%	-0.4%	49.2M	-1.19B	-12.1M	1.03	3.83	22,325	22,930	905,842	682,048
2020-06-02	$61.64	$57.50	32.7%	9.4%	31.0%	19.8%	33.7%	5.5%	-0.1%	42.9M	-1.10B	-11.8M	0.75	4.25	32,670	24,626	912,576	691,162
2020-06-03	$61.82	$57.50	31.9%	9.2%	30.7%	18.5%	33.0%	4.9%	-0.6%	49.2M	-1.15B	-11.8M	0.72	3.76	22,975	16,589	924,985	700,619
2020-06-04	$62.65	$60.00	32.0%	9.2%	30.8%	18.7%	31.8%	4.6%	-0.8%	63.6M	-1.43B	-11.7M	1.03	3.30	41,174	42,326	930,765	703,161
2020-06-05	$64.49	$60.00	29.3%	8.5%	32.1%	14.9%	31.3%	3.2%	-0.2%	84.0M	-2.00B	-11.5M	0.63	4.48	66,350	42,111	936,578	729,673
2020-06-08	$63.31	$60.00	30.8%	9.0%	33.0%	17.0%	31.3%	3.5%	0.6%	59.8M	-1.55B	-11.5M	0.75	3.31	29,759	22,385	910,316	721,428
2020-06-09	$63.19	$60.00	32.7%	9.5%	33.0%	19.8%	33.9%	4.4%	0.3%	60.2M	-1.50B	-11.8M	0.95	3.99	32,992	31,240	921,067	730,097
2020-06-10	$63.93	$60.00	32.0%	9.1%	31.3%	18.7%	33.0%	4.2%	-0.5%	71.2M	-1.75B	-11.6M	0.65	10.39	44,699	29,035	930,288	740,916
2020-06-11	$59.95	$60.00	40.1%	11.5%	38.3%	30.4%	41.2%	8.1%	0.3%	27.4M	-556.1M	-12.0M	1.11	6.84	36,712	40,786	940,943	742,897
2020-06-12	$59.05	$60.00	39.2%	11.2%	37.6%	29.1%	41.7%	7.0%	-0.5%	17.5M	-264.7M	-11.7M	1.82	7.69	41,044	74,617	943,954	747,002
2020-06-15	$59.56	$60.00	38.5%	11.0%	37.4%	28.1%	38.2%	5.7%	4.0%	26.5M	-466.7M	-11.4M	0.30	5.01	103,794	31,019	917,238	740,672
2020-06-16	$60.02	$60.00	38.2%	10.9%	35.4%	27.7%	38.3%	5.8%	3.7%	40.2M	-650.1M	-11.6M	0.51	9.23	69,253	35,659	967,683	746,534
2020-06-17	$60.61	$60.00	36.2%	10.4%	35.3%	24.8%	36.0%	5.8%	4.2%	52.0M	-810.7M	-11.5M	1.00	3.42	27,673	27,720	976,378	757,727
2020-06-18	$59.94	$60.00	37.1%	10.4%	32.6%	26.1%	36.3%	5.1%	4.2%	44.2M	-555.6M	-11.2M	0.52	3.51	61,977	32,504	975,989	763,396
2020-06-19	$59.65	$60.00	37.4%	10.2%	32.2%	26.4%	36.0%	5.7%	4.7%	67.9M	-307.5M	-11.1M	1.19	2.97	40,697	48,575	1,002,174	771,155
2020-06-22	$59.94	$60.00	38.4%	9.9%	32.3%	28.0%	34.5%	5.8%	-0.5%	6.4M	-210.0M	-10.9M	1.02	3.56	71,798	72,910	644,796	566,420
2020-06-23	$60.12	$60.00	38.4%	9.5%	32.2%	28.0%	32.3%	6.0%	-0.3%	9.6M	-257.4M	-11.1M	0.81	6.48	46,186	37,462	681,589	596,085
2020-06-24	$59.42	$60.00	40.5%	10.3%	31.9%	31.0%	36.5%	6.3%	-0.6%	3.8M	-104.8M	-11.2M	0.97	4.10	34,677	33,644	705,950	609,849
2020-06-25	$58.24	$60.00	41.2%	10.1%	31.9%	31.9%	35.6%	6.4%	-0.8%	-11.6M	155.4M	-11.0M	0.99	3.47	32,644	32,322	713,059	616,436
2020-06-26	$58.14	$60.00	41.9%	10.5%	30.5%	33.1%	36.9%	6.1%	-0.0%	-12.8M	148.0M	-11.0M	0.81	4.37	28,382	23,106	725,967	619,862
2020-06-29	$57.94	$60.00	40.8%	9.9%	29.7%	31.5%	34.5%	6.4%	-0.9%	-7.2M	155.4M	-10.6M	0.47	3.54	37,785	17,586	691,043	598,947
2020-06-30	$59.64	$60.00	37.6%	9.1%	31.8%	26.8%	32.3%	5.5%	0.5%	10.2M	-193.1M	-10.8M	0.55	2.84	31,778	17,493	711,429	609,356