INTC Options History — March 2021

In March 2021, INTC traded between $58.56 and $65.73. ATM implied volatility averaged 36.3%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 0.5% (HV 20d: 35.9%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.56.

Notable Days

2021-03-24: Highest Volume — 405,193 contracts
2021-03-05: Largest IV drop — 8.9% change
2021-03-23: Highest IV Rank — 35.3%
2021-03-04: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.99	$58.56	$65.73	$62.83	$64.19
Max Pain	$58.04	$55.00	$60.00	$57.50	$60.00
ATM IV	36.3%	33.7%	39.4%	33.8%	35.6%
Expected Move	9.7%	8.2%	10.7%	9.5%	8.2%
HV 20d	35.9%	30.2%	38.9%	30.2%	33.4%
HV 60d	41.5%	40.1%	42.7%	41.5%	40.1%
IV Rank	22.6%	14.7%	35.3%	14.9%	29.1%
IV Percentile	53.9%	40.1%	72.6%	40.5%	50.8%
Term Structure	0.9%	-1.8%	7.0%	0.2%	0.3%
VWIV	34.4%	29.1%	38.7%	33.6%	29.1%
Skew 25d	1.8%	0.2%	4.7%	3.0%	0.9%
Skew 10d	5.5%	-0.4%	19.0%	2.6%	3.2%
Call IV 25d	36.1%	33.3%	40.1%	33.3%	35.9%
Put IV 25d	37.9%	35.6%	41.5%	36.3%	36.8%
Bid-Ask Spread %	3.43	2.32	7.56	2.58	2.63
Gamma HHI	0.08	0.05	0.10	0.07	0.08
Net GEX	55.1M	17.1M	90.9M	56.2M	69.6M
Net DEX	-2.40B	-3.70B	-1.06B	-2.59B	-2.37B
Net VEX	-19.7M	-20.6M	-18.2M	-20.2M	-19.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.33	0.82	0.49	0.49
Total Volume	133,640.652	64,782	405,193	85,772	82,158
Total OI	2,135,592.826	1,892,237	2,307,437	2,089,616	2,066,262

Daily Data (23 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
2021-03-01	$62.83	$57.50	33.8%	9.5%	30.2%	14.9%	33.6%	3.0%	0.2%	56.2M	-2.59B	-20.2M	0.49	2.58	57,577	28,195	1,083,571	1,006,045
2021-03-02	$61.66	$57.50	34.1%	9.6%	30.8%	15.3%	33.8%	2.1%	-0.3%	45.8M	-2.15B	-20.5M	0.82	3.23	43,480	35,519	1,098,012	1,019,964
2021-03-03	$60.36	$57.50	36.6%	10.7%	31.4%	19.2%	38.3%	3.3%	-1.7%	32.7M	-1.67B	-20.6M	0.68	2.61	61,161	41,331	1,106,662	1,029,333
2021-03-04	$58.56	$55.00	38.4%	10.7%	33.4%	22.0%	37.1%	4.7%	-0.4%	17.1M	-1.06B	-20.5M	0.67	4.41	74,934	49,855	1,119,914	1,046,542
2021-03-05	$61.07	$55.00	35.0%	10.0%	36.3%	16.7%	35.6%	2.3%	-1.1%	51.4M	-1.97B	-20.4M	0.68	4.26	71,441	48,227	1,132,694	1,059,994
2021-03-08	$60.43	$55.00	37.7%	10.6%	36.5%	20.9%	38.7%	1.2%	-0.3%	34.5M	-1.74B	-20.3M	0.78	7.56	48,070	37,555	1,092,725	1,039,558
2021-03-09	$62.75	$55.00	36.9%	10.5%	38.4%	19.6%	37.0%	1.5%	-0.1%	52.1M	-2.54B	-20.1M	0.43	3.10	81,182	34,803	1,102,594	1,056,018
2021-03-10	$62.43	$55.00	34.9%	9.9%	38.5%	16.6%	34.7%	2.0%	-0.5%	54.6M	-2.42B	-20.1M	0.50	2.74	79,635	40,177	1,116,686	1,067,789
2021-03-11	$63.27	$57.50	34.8%	9.9%	38.6%	16.4%	35.0%	2.4%	-0.5%	69.0M	-2.81B	-19.7M	0.60	2.47	61,421	36,779	1,136,432	1,079,977
2021-03-12	$62.86	$57.50	34.5%	9.8%	37.1%	16.0%	34.5%	2.1%	-0.5%	67.3M	-2.63B	-19.6M	0.48	3.02	64,661	30,830	1,140,632	1,097,255
2021-03-15	$63.51	$57.50	34.3%	9.8%	36.8%	15.6%	35.1%	1.5%	6.4%	59.4M	-2.83B	-19.1M	0.76	2.64	50,975	38,790	1,116,994	1,068,957
2021-03-16	$64.85	$57.50	33.7%	9.7%	37.3%	14.7%	34.3%	2.3%	6.9%	74.6M	-3.42B	-19.1M	0.42	6.94	117,125	49,404	1,134,643	1,082,731
2021-03-17	$65.73	$57.50	36.0%	10.3%	37.3%	18.2%	36.2%	1.7%	5.3%	78.7M	-3.70B	-19.4M	0.33	3.42	137,268	45,542	1,150,126	1,094,547
2021-03-18	$63.94	$60.00	37.3%	10.3%	38.9%	20.2%	36.4%	1.8%	6.9%	67.9M	-2.95B	-19.6M	0.37	2.82	81,501	30,407	1,168,173	1,113,137
2021-03-19	$64.33	$60.00	37.3%	10.0%	38.3%	23.1%	35.8%	1.7%	7.0%	52.1M	-3.07B	-19.2M	0.53	2.32	118,044	62,083	1,185,899	1,121,538
2021-03-22	$65.49	$60.00	38.1%	9.4%	36.3%	29.3%	32.9%	0.7%	-1.1%	59.6M	-2.79B	-18.2M	0.46	2.95	103,994	47,868	972,993	919,244
2021-03-23	$63.45	$60.00	39.4%	10.0%	38.3%	35.3%	35.4%	1.4%	-1.8%	47.0M	-2.12B	-19.2M	0.68	3.15	83,689	56,986	1,013,209	945,113
2021-03-24	$62.61	$60.00	37.6%	8.9%	37.4%	31.2%	32.2%	1.1%	-1.6%	36.7M	-1.77B	-19.5M	0.46	3.04	276,679	128,514	1,040,975	972,608
2021-03-25	$62.25	$60.00	37.4%	8.9%	34.5%	30.9%	31.7%	1.4%	-1.0%	36.4M	-1.66B	-19.3M	0.57	2.57	127,005	71,950	1,107,417	989,317
2021-03-26	$64.20	$60.00	37.3%	8.6%	35.7%	30.5%	30.6%	1.1%	-1.3%	90.9M	-2.45B	-19.7M	0.47	2.79	125,189	58,493	1,132,761	1,014,115
2021-03-29	$64.26	$60.00	38.2%	8.8%	35.0%	32.7%	31.5%	0.2%	0.1%	59.8M	-2.36B	-19.5M	0.59	4.65	55,459	32,997	1,046,028	981,719
2021-03-30	$63.73	$60.00	36.7%	8.6%	34.4%	32.0%	30.7%	1.4%	0.3%	53.3M	-2.20B	-19.2M	0.59	3.07	40,632	24,150	1,055,574	992,158
2021-03-31	$64.19	$60.00	35.6%	8.2%	33.4%	29.1%	29.1%	0.9%	0.3%	69.6M	-2.37B	-19.1M	0.49	2.63	55,142	27,016	1,065,137	1,001,125