INTC Options History — October 2020

In October 2020, INTC traded between $44.06 and $54.59. ATM implied volatility averaged 38.5%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 10.7% (HV 20d: 27.8%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2020-10-23: Highest Volume — 585,828 contracts
2020-10-23: Largest IV drop — 18.9% change
2020-10-07: Highest IV Rank — 34.9%
2020-10-19: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.13	$44.06	$54.59	$52.10	$44.06
Max Pain	$50.23	$50.00	$52.50	$50.00	$50.00
ATM IV	38.5%	30.4%	43.2%	40.0%	35.2%
Expected Move	10.4%	7.9%	11.6%	8.0%	10.7%
HV 20d	27.8%	18.6%	47.6%	25.8%	47.1%
HV 60d	37.3%	21.9%	44.2%	43.8%	33.9%
IV Rank	28.1%	16.5%	34.9%	30.3%	23.4%
IV Percentile	71.5%	40.5%	85.3%	81.0%	57.5%
Term Structure	-1.5%	-3.9%	1.1%	0.5%	-0.5%
VWIV	36.4%	28.1%	40.1%	28.1%	38.4%
Skew 25d	2.8%	0.6%	6.4%	2.9%	5.0%
Skew 10d	4.6%	0.6%	9.4%	4.8%	9.4%
Call IV 25d	37.5%	31.1%	41.9%	38.9%	34.1%
Put IV 25d	40.4%	31.7%	47.1%	41.8%	39.1%
Bid-Ask Spread %	2.32	1.92	2.89	2.54	2.30
Gamma HHI	0.09	0.05	0.15	0.08	0.09
Net GEX	20.9M	-55.3M	66.8M	53.9M	-42.9M
Net DEX	-188.8M	-1.94B	2.39B	-700.3M	2.39B
Net VEX	-15.8M	-17.9M	-13.4M	-17.9M	-13.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.26	1.08	0.49	0.91
Total Volume	188,423.364	75,618	585,828	154,139	189,708
Total OI	2,319,373.318	1,878,016	2,500,648	2,398,051	2,500,648

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
2020-10-01	$52.10	$50.00	40.0%	8.0%	25.8%	30.3%	28.1%	2.9%	0.5%	53.9M	-700.3M	-17.9M	0.49	2.54	103,573	50,566	1,298,334	1,099,717
2020-10-02	$51.22	$50.00	40.8%	7.9%	21.3%	31.5%	28.3%	2.3%	1.1%	31.9M	-164.7M	-17.4M	0.56	2.34	81,173	45,333	1,304,767	1,110,181
2020-10-05	$51.65	$50.00	42.1%	11.0%	21.4%	33.3%	39.6%	3.5%	-2.2%	28.6M	-345.2M	-17.0M	0.48	1.96	51,101	24,517	1,269,041	1,099,287
2020-10-06	$51.50	$50.00	42.9%	11.1%	18.9%	34.5%	39.5%	2.7%	-2.6%	29.6M	-258.4M	-17.0M	0.42	2.32	79,783	33,760	1,281,204	1,106,003
2020-10-07	$52.75	$50.00	43.2%	11.1%	20.2%	34.9%	38.7%	6.4%	0.4%	53.5M	-993.6M	-16.9M	0.58	1.93	95,732	55,202	1,292,308	1,116,388
2020-10-08	$53.23	$50.00	41.6%	11.0%	19.5%	32.6%	37.8%	3.4%	-2.3%	66.8M	-1.33B	-17.0M	0.33	2.48	158,417	52,191	1,307,287	1,137,595
2020-10-09	$52.82	$50.00	38.9%	10.3%	19.9%	28.7%	35.9%	2.4%	-1.7%	57.1M	-1.08B	-16.2M	0.59	2.46	145,828	86,420	1,328,858	1,146,839
2020-10-12	$53.94	$50.00	39.6%	10.4%	20.8%	29.6%	36.7%	2.1%	-2.6%	63.4M	-1.71B	-15.8M	0.43	2.42	108,545	46,209	1,276,027	1,121,396
2020-10-13	$54.09	$50.00	40.0%	10.5%	20.7%	30.3%	37.0%	2.2%	-3.1%	65.4M	-1.74B	-16.2M	0.50	2.04	71,855	35,763	1,282,160	1,130,910
2020-10-14	$53.74	$50.00	39.3%	11.0%	20.8%	29.3%	37.8%	1.3%	-0.6%	54.8M	-1.54B	-16.3M	0.59	1.99	50,003	29,303	1,295,853	1,143,090
2020-10-15	$53.94	$50.00	40.2%	10.7%	20.4%	30.6%	38.2%	2.1%	-3.9%	58.2M	-1.69B	-16.2M	0.66	1.95	64,712	42,679	1,306,565	1,156,226
2020-10-16	$54.45	$50.00	39.1%	10.6%	19.8%	29.0%	37.0%	2.2%	-3.0%	53.6M	-1.94B	-16.0M	0.38	2.54	128,779	49,173	1,317,087	1,166,325
2020-10-19	$54.59	$50.00	41.3%	11.6%	19.6%	32.1%	40.0%	2.6%	-3.5%	20.9M	-820.7M	-16.4M	0.26	2.89	137,164	35,141	964,666	913,350
2020-10-20	$53.67	$50.00	38.9%	11.1%	21.0%	28.7%	38.0%	2.1%	-2.9%	17.8M	-569.3M	-16.3M	0.45	2.88	80,821	36,671	996,912	926,761
2020-10-21	$53.72	$50.00	37.0%	10.6%	18.6%	25.9%	36.7%	2.1%	-1.8%	21.2M	-594.6M	-16.3M	0.55	2.36	120,129	65,818	1,034,466	945,371
2020-10-22	$54.11	$52.50	37.5%	10.9%	18.6%	26.7%	37.6%	1.3%	-2.3%	27.8M	-750.2M	-16.6M	0.46	2.42	202,513	92,148	1,083,564	982,629
2020-10-23	$48.02	$52.50	30.4%	8.8%	47.3%	16.5%	31.3%	0.6%	-0.8%	-55.3M	1.54B	-14.0M	0.82	2.51	321,298	264,530	1,189,133	1,024,136
2020-10-26	$46.61	$50.00	32.9%	9.6%	47.3%	20.0%	33.9%	3.5%	-0.7%	-33.3M	1.66B	-13.8M	0.72	1.92	185,668	133,924	1,163,163	1,019,783
2020-10-27	$45.66	$50.00	33.1%	9.7%	47.6%	20.3%	34.7%	4.0%	0.1%	-35.4M	1.96B	-13.7M	1.06	2.09	122,201	129,857	1,236,474	1,078,325
2020-10-28	$44.66	$50.00	38.0%	11.3%	47.6%	27.4%	40.1%	4.2%	-0.9%	-36.1M	2.17B	-14.0M	1.08	2.47	99,946	108,300	1,283,981	1,123,683
2020-10-29	$44.38	$50.00	34.1%	10.3%	47.3%	21.8%	36.2%	3.6%	-0.2%	-42.0M	2.34B	-13.7M	0.65	2.15	78,308	50,552	1,305,939	1,159,781
2020-10-30	$44.06	$50.00	35.2%	10.7%	47.1%	23.4%	38.4%	5.0%	-0.5%	-42.9M	2.39B	-13.4M	0.91	2.30	99,190	90,518	1,334,544	1,166,104