INTC Options History — August 2020 In August 2020, INTC traded between $47.99 and $51.10. ATM implied volatility averaged 28.9%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 22.6% (HV 20d: 51.5%). Max pain ranged from $47.50 to $55.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.40.
Notable Days 2020-08-31 : Highest Volume — 482,784 contracts2020-08-17 : Largest IV drop — 7.2% change2020-08-31 : Highest IV Rank — 18.1%2020-08-11 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $49.07 $47.99 $51.10 $48.24 $51.10 Max Pain $50.50 $47.50 $55.00 $55.00 $47.50 ATM IV 28.9% 26.4% 31.6% 30.9% 31.6% Expected Move 8.3% 7.5% 9.1% 8.6% 8.9% HV 20d 51.5% 18.1% 68.5% 67.1% 18.4% HV 60d 45.0% 43.7% 46.5% 46.4% 43.7% IV Rank 14.3% 10.6% 18.1% 17.2% 18.1% IV Percentile 41.3% 28.6% 52.8% 50.8% 52.8% Term Structure 0.2% -0.8% 1.2% -0.2% 1.1% VWIV 29.7% 26.8% 32.7% 31.3% 32.7% Skew 25d 1.1% -1.6% 2.0% 0.7% -1.6% Skew 10d 2.4% -2.2% 4.6% 0.5% -2.2% Call IV 25d 29.3% 26.3% 33.9% 32.1% 33.9% Put IV 25d 30.4% 27.9% 33.1% 32.8% 32.3% Bid-Ask Spread % 2.29 1.63 3.32 2.58 2.69 Gamma HHI 0.09 0.05 0.28 0.06 0.06 Net GEX 24.0M -51.9M 89.1M -1.2M 42.8M Net DEX 793.7M -604.3M 1.47B 1.30B -604.3M Net VEX -14.4M -18.6M -11.5M -11.5M -18.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.22 0.85 0.39 0.22 Total Volume 244,244.19 138,767 482,784 247,351 482,784 Total OI 2,420,858.857 2,057,385 2,727,176 2,057,385 2,727,176
Daily Data (21 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 2020-08-03 $48.24 $55.00 30.9% 8.6% 67.1% 17.2% 31.3% 0.7% -0.2% -1.2M 1.30B -11.5M 0.39 2.58 178,565 68,786 1,209,117 848,268 2020-08-04 $48.92 $55.00 30.8% 8.5% 67.7% 17.0% 30.6% 0.5% 0.1% 19.3M 1.11B -12.4M 0.22 2.45 184,080 41,133 1,257,455 878,164 2020-08-05 $48.85 $55.00 30.0% 8.2% 67.7% 15.9% 29.4% 0.0% -0.4% 22.7M 1.12B -12.4M 0.37 2.61 182,559 67,953 1,298,548 891,266 2020-08-06 $48.47 $52.50 29.8% 8.8% 67.6% 15.5% 31.1% 1.9% -0.4% 9.3M 1.33B -12.8M 0.38 2.18 113,130 42,538 1,332,023 926,049 2020-08-07 $47.99 $52.50 30.8% 9.1% 66.8% 17.0% 32.0% 2.0% -0.3% -51.9M 1.47B -12.8M 0.83 2.05 176,379 146,548 1,345,655 940,796 2020-08-10 $49.19 $50.00 30.2% 8.6% 68.0% 16.1% 31.8% 1.4% 0.1% 18.2M 939.4M -14.0M 0.26 2.73 164,696 43,263 1,337,188 985,392 2020-08-11 $48.36 $50.00 31.1% 9.1% 68.0% 17.5% 32.6% 1.9% 0.7% 6.3M 1.25B -13.4M 0.29 2.04 112,084 32,657 1,365,809 994,366 2020-08-12 $49.14 $50.00 30.2% 8.5% 68.5% 16.1% 30.5% 1.8% -0.8% 25.6M 921.9M -14.0M 0.31 1.98 138,982 43,430 1,394,854 999,977 2020-08-13 $48.68 $50.00 29.7% 8.6% 68.3% 15.4% 30.7% 1.1% 0.3% 16.4M 1.03B -14.3M 0.30 1.90 132,779 40,063 1,436,515 1,011,315 2020-08-14 $48.95 $50.00 29.3% 8.4% 67.9% 14.9% 30.8% 1.3% -0.2% 89.1M 904.4M -14.3M 0.27 1.94 151,944 41,504 1,486,130 1,027,173 2020-08-17 $49.01 $50.00 27.2% 7.8% 67.2% 11.9% 29.4% 1.7% 0.8% 26.7M 887.5M -14.1M 0.23 1.81 144,814 32,801 1,432,560 1,011,135 2020-08-18 $48.68 $50.00 26.5% 7.6% 67.3% 10.7% 27.0% 1.1% -0.2% 20.0M 1.07B -13.7M 0.43 1.63 121,739 52,107 1,484,682 1,020,752 2020-08-19 $48.44 $50.00 26.4% 7.6% 67.0% 10.7% 27.3% 2.0% -0.0% 4.5M 1.16B -13.7M 0.57 1.78 110,954 63,140 1,497,654 1,032,131 2020-08-20 $49.38 $50.00 27.1% 7.8% 67.9% 11.6% 27.9% 1.0% 0.2% 58.7M 596.4M -14.5M 0.22 1.94 288,322 62,570 1,530,105 1,034,900 2020-08-21 $49.11 $50.00 26.4% 7.5% 21.2% 10.6% 26.8% 1.1% 0.6% 50.0M 733.8M -14.4M 0.66 2.10 181,739 119,591 1,565,898 1,047,338 2020-08-24 $49.01 $50.00 27.4% 7.9% 20.0% 12.1% 28.2% 1.6% 0.1% 10.3M 623.7M -14.8M 0.46 2.66 140,864 65,031 1,283,156 975,045 2020-08-25 $49.47 $50.00 26.5% 7.7% 20.2% 10.8% 27.7% 1.3% 0.6% 25.5M 391.9M -15.2M 0.85 2.56 183,301 156,400 1,326,485 996,300 2020-08-26 $49.51 $48.00 27.7% 7.9% 18.2% 12.5% 28.4% 1.1% 0.2% 24.9M 361.5M -16.2M 0.64 3.32 161,455 103,825 1,415,988 1,099,317 2020-08-27 $49.53 $47.50 28.6% 8.1% 18.1% 13.8% 28.6% 1.6% 1.2% 27.9M 368.6M -17.1M 0.28 2.63 108,044 30,723 1,501,730 1,172,698 2020-08-28 $50.48 $47.50 29.7% 8.2% 18.6% 15.4% 29.6% 0.5% 0.8% 59.5M -291.7M -17.9M 0.30 2.49 319,295 96,556 1,531,109 1,185,817 2020-08-31 $51.10 $47.50 31.6% 8.9% 18.4% 18.1% 32.7% -1.6% 1.1% 42.8M -604.3M -18.6M 0.22 2.69 396,376 86,408 1,536,617 1,190,559
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