INTC Options History — July 2020 In July 2020, INTC traded between $47.49 and $61.27. ATM implied volatility averaged 35.9%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 1.0% (HV 20d: 34.9%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2020-07-24 : Highest Volume — 913,600 contracts2020-07-27 : Largest IV drop — 14.2% change2020-07-14 : Highest IV Rank — 29.9%2020-07-24 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $56.61 $47.49 $61.27 $59.09 $47.49 Max Pain $58.86 $55.00 $60.00 $60.00 $55.00 ATM IV 35.9% 30.2% 39.7% 36.6% 30.2% Expected Move 9.8% 8.1% 11.0% 8.6% 8.6% HV 20d 34.9% 17.4% 68.0% 31.8% 66.6% HV 60d 37.3% 30.2% 47.2% 37.4% 46.2% IV Rank 24.3% 16.2% 29.9% 25.4% 16.2% IV Percentile 70.4% 48.4% 81.7% 77.0% 48.4% Term Structure -1.0% -2.5% 1.0% 0.7% 0.4% VWIV 34.4% 28.6% 38.9% 31.0% 30.9% Skew 25d 4.0% 0.4% 7.1% 5.1% 1.2% Skew 10d 7.2% 0.6% 12.1% 11.6% 2.3% Call IV 25d 34.4% 30.4% 38.0% 34.9% 30.4% Put IV 25d 38.4% 31.7% 43.6% 40.0% 31.7% Bid-Ask Spread % 4.01 2.35 6.65 4.19 2.83 Gamma HHI 0.08 0.06 0.12 0.07 0.08 Net GEX 10.6M -23.0M 47.1M 7.0M -17.3M Net DEX 178.9M -715.2M 1.69B -90.3M 1.69B Net VEX -10.5M -11.1M -8.8M -10.5M -10.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.23 0.91 0.56 0.54 Total Volume 168,429.682 33,409 913,600 33,559 245,338 Total OI 1,508,538.909 1,239,043 2,142,666 1,337,167 2,142,666
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 2020-07-01 $59.09 $60.00 36.6% 8.6% 31.8% 25.4% 31.0% 5.1% 0.7% 7.0M -90.3M -10.5M 0.56 4.19 21,561 11,998 723,715 613,452 2020-07-02 $59.34 $60.00 35.5% 8.1% 31.4% 23.8% 28.6% 4.2% -0.7% 7.4M -137.3M -10.6M 0.23 2.73 86,348 19,689 730,805 617,803 2020-07-06 $59.41 $60.00 36.8% 9.7% 29.2% 25.6% 33.8% 5.8% -1.2% 18.8M -202.5M -10.5M 0.58 6.54 35,982 20,979 729,589 612,727 2020-07-07 $58.47 $60.00 38.3% 10.4% 29.0% 27.8% 35.2% 5.9% -1.9% 5.7M 21.9M -10.3M 0.47 2.81 41,946 19,644 735,326 617,765 2020-07-08 $58.38 $60.00 37.6% 10.3% 29.0% 26.8% 35.5% 6.2% -1.4% 5.1M 48.4M -10.3M 0.47 3.52 31,439 14,705 737,890 622,937 2020-07-09 $58.35 $60.00 38.6% 10.6% 28.5% 28.3% 35.5% 7.1% -1.6% 9.0M 38.5M -10.4M 0.60 4.93 29,850 17,820 748,799 627,082 2020-07-10 $59.39 $60.00 38.6% 10.2% 18.9% 28.2% 35.9% 5.6% -2.1% 14.4M -245.3M -10.5M 0.56 4.01 81,137 45,447 755,414 635,701 2020-07-13 $59.06 $60.00 39.2% 10.6% 18.2% 29.1% 36.4% 6.9% -1.4% 14.4M -209.0M -10.8M 0.49 4.55 46,344 22,918 773,350 644,953 2020-07-14 $58.84 $60.00 39.7% 10.7% 18.0% 29.9% 37.3% 5.9% -2.4% 14.3M -164.9M -11.0M 0.46 5.35 39,569 18,267 795,946 654,801 2020-07-15 $59.02 $60.00 39.5% 10.7% 17.8% 29.5% 36.2% 5.1% -2.3% 22.0M -235.1M -11.1M 0.54 3.63 39,387 21,401 813,355 662,420 2020-07-16 $59.25 $60.00 38.8% 10.5% 17.4% 28.5% 36.9% 4.8% -2.4% 28.9M -290.1M -10.9M 0.91 4.32 17,480 15,929 820,783 670,988 2020-07-17 $60.16 $60.00 36.6% 10.0% 17.9% 25.4% 34.9% 4.8% -2.5% 47.1M -621.5M -11.0M 0.37 3.24 71,138 25,984 825,373 675,273 2020-07-20 $61.27 $60.00 34.3% 9.7% 18.9% 22.1% 33.8% 3.5% -1.0% 31.8M -695.5M -10.7M 0.48 2.89 61,114 29,112 679,512 559,531 2020-07-21 $60.80 $60.00 35.1% 10.0% 19.1% 23.2% 34.2% 3.6% -1.1% 31.7M -638.9M -10.6M 0.43 3.55 38,775 16,680 706,337 573,778 2020-07-22 $61.16 $60.00 34.2% 9.8% 19.2% 21.9% 33.2% 4.0% -1.0% 36.2M -715.2M -10.8M 0.54 3.51 63,019 33,761 718,711 579,652 2020-07-23 $60.65 $60.00 33.7% 9.7% 18.9% 21.2% 33.6% 3.5% -0.8% 35.2M -606.5M -10.8M 0.77 5.01 121,351 93,955 750,306 597,355 2020-07-24 $50.51 $60.00 38.0% 11.0% 67.9% 27.4% 38.9% 1.7% -1.2% -23.0M 1.39B -8.8M 0.54 6.65 592,297 321,303 813,988 650,804 2020-07-27 $49.51 $55.00 32.6% 9.4% 68.0% 19.7% 34.6% 1.4% -0.1% -9.8M 1.23B -9.7M 0.51 2.87 294,968 150,438 965,809 700,356 2020-07-28 $49.19 $55.00 31.6% 9.3% 68.0% 18.2% 33.7% 0.7% 1.0% -7.3M 1.28B -10.5M 0.39 5.99 219,465 86,140 1,085,213 764,042 2020-07-29 $48.07 $55.00 31.3% 9.0% 66.7% 17.8% 32.9% 1.2% 0.5% -20.3M 1.56B -10.3M 0.53 2.35 217,378 114,428 1,166,106 805,465 2020-07-30 $47.95 $55.00 32.2% 9.3% 66.8% 19.0% 33.5% 0.4% 0.6% -18.8M 1.54B -10.9M 0.38 2.63 151,768 57,201 1,232,266 849,712 2020-07-31 $47.49 $55.00 30.2% 8.6% 66.6% 16.2% 30.9% 1.2% 0.4% -17.3M 1.69B -10.5M 0.54 2.83 159,661 85,677 1,278,281 864,385
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