INTC Options History — April 2021 In April 2021, INTC traded between $57.16 and $68.24. ATM implied volatility averaged 32.6%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 1.5% (HV 20d: 31.1%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2021-04-23 : Highest Volume — 575,585 contracts2021-04-23 : Largest IV drop — 25.5% change2021-04-22 : Highest IV Rank — 41.1%2021-04-22 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $63.02 $57.16 $68.24 $64.26 $57.16 Max Pain $63.69 $60.00 $65.00 $60.00 $60.00 ATM IV 32.6% 25.3% 36.1% 34.8% 25.6% Expected Move 8.9% 7.2% 10.3% 7.7% 7.2% HV 20d 31.1% 27.9% 35.0% 31.0% 33.2% HV 60d 36.6% 32.5% 40.6% 40.0% 32.7% IV Rank 26.2% 4.7% 41.1% 27.1% 6.3% IV Percentile 37.1% 1.6% 56.3% 47.6% 2.4% Term Structure -1.1% -2.3% 0.4% -0.3% -0.3% VWIV 31.7% 25.6% 36.5% 27.1% 25.6% Skew 25d 1.1% -1.2% 3.4% 1.1% 0.7% Skew 10d 2.8% 0.6% 8.0% 3.6% 1.2% Call IV 25d 32.6% 25.5% 37.8% 34.9% 25.8% Put IV 25d 33.7% 26.2% 38.7% 36.0% 26.4% Bid-Ask Spread % 2.85 2.21 3.88 2.62 3.15 Gamma HHI 0.08 0.05 0.10 0.08 0.10 Net GEX 32.2M -52.0M 127.1M 66.8M -46.5M Net DEX -1.70B -3.96B 447.6M -2.40B 447.6M Net VEX -18.9M -19.5M -18.1M -18.7M -18.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.33 1.79 0.45 0.74 Total Volume 166,644.238 79,478 575,585 116,621 146,910 Total OI 2,218,153.286 2,031,537 2,451,659 2,083,334 2,451,659
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 2021-04-01 $64.26 $60.00 34.8% 7.7% 31.0% 27.1% 27.1% 1.1% -0.3% 66.8M -2.40B -18.7M 0.45 2.62 80,209 36,412 1,075,569 1,007,765 2021-04-05 $66.58 $65.00 35.5% 9.5% 30.0% 31.9% 33.3% 0.3% -2.2% 77.7M -3.20B -18.3M 0.33 2.47 67,095 22,240 1,048,076 990,329 2021-04-06 $65.53 $65.00 36.1% 9.5% 30.4% 34.3% 33.7% 0.7% -1.6% 74.1M -2.80B -18.8M 0.53 2.73 55,807 29,736 1,076,546 1,007,330 2021-04-07 $66.31 $65.00 35.0% 9.4% 27.9% 33.4% 33.0% 0.3% -0.8% 91.4M -3.14B -18.3M 0.33 2.21 59,765 19,713 1,092,192 1,015,356 2021-04-08 $67.03 $65.00 35.1% 9.3% 27.9% 33.6% 33.4% 0.5% -2.0% 108.5M -3.41B -18.6M 0.45 2.42 68,964 31,371 1,108,814 1,023,348 2021-04-09 $68.24 $65.00 34.6% 9.3% 28.1% 32.2% 32.9% 0.5% -2.0% 127.1M -3.96B -18.1M 0.39 2.25 108,820 42,924 1,127,967 1,038,859 2021-04-12 $65.44 $65.00 36.0% 9.8% 32.3% 36.4% 33.7% -1.2% -0.9% 72.3M -2.71B -19.0M 0.68 3.65 187,279 126,430 1,119,965 1,034,065 2021-04-13 $65.05 $65.00 35.2% 9.5% 32.3% 33.8% 33.6% 1.3% -1.8% 63.1M -2.46B -19.5M 0.71 2.91 67,792 47,873 1,158,740 1,095,981 2021-04-14 $64.10 $65.00 35.7% 9.9% 31.9% 35.3% 36.5% 3.4% -1.6% 41.1M -2.04B -19.3M 1.79 3.88 46,639 83,394 1,168,882 1,124,494 2021-04-15 $65.09 $65.00 34.8% 9.6% 32.0% 32.6% 34.1% 1.9% -1.7% 47.5M -2.40B -19.5M 1.13 3.12 76,045 86,275 1,173,717 1,186,049 2021-04-16 $64.67 $65.00 34.2% 9.4% 30.5% 30.6% 33.2% 2.1% -2.3% 32.0M -2.22B -19.4M 0.61 2.76 69,621 42,146 1,189,417 1,168,588 2021-04-19 $63.41 $65.00 34.8% 9.8% 31.2% 32.8% 34.4% 2.0% -0.9% 19.7M -1.53B -19.1M 0.73 2.70 62,478 45,823 1,009,467 1,022,070 2021-04-20 $62.81 $65.00 35.6% 10.1% 30.6% 35.3% 35.8% 2.3% -1.1% 12.3M -1.34B -19.3M 0.62 2.60 64,194 39,587 1,029,420 1,049,109 2021-04-21 $63.59 $65.00 34.7% 9.9% 28.9% 32.2% 35.3% 1.5% -1.3% 19.3M -1.61B -19.2M 0.54 2.67 87,378 47,595 1,030,898 1,064,764 2021-04-22 $62.57 $65.00 35.8% 10.3% 29.1% 41.1% 36.4% 1.4% -1.6% 10.5M -1.27B -19.3M 1.16 2.82 137,694 160,040 1,060,676 1,077,665 2021-04-23 $59.23 $65.00 26.7% 7.6% 35.0% 9.3% 27.4% 0.5% 0.4% -52.0M 112.9M -18.2M 0.76 3.22 326,795 248,790 1,136,746 1,142,630 2021-04-26 $58.78 $61.50 26.6% 7.6% 32.7% 11.1% 27.0% 1.3% -0.5% -14.4M -169.1M -18.9M 0.60 2.88 119,629 71,961 1,158,923 1,111,206 2021-04-27 $57.81 $61.00 26.7% 7.6% 32.9% 11.6% 26.9% 1.0% -0.1% -26.6M 208.4M -18.8M 0.81 2.34 88,010 70,863 1,199,179 1,145,439 2021-04-28 $57.69 $60.00 25.3% 7.2% 32.9% 4.9% 25.6% 1.0% 0.1% -33.6M 274.4M -18.7M 0.75 2.62 114,218 85,373 1,229,670 1,180,781 2021-04-29 $58.16 $60.00 25.3% 7.2% 33.0% 4.7% 25.8% 0.6% -0.6% -13.4M 19.9M -19.3M 0.82 3.76 68,889 56,752 1,255,183 1,193,685 2021-04-30 $57.16 $60.00 25.6% 7.2% 33.2% 6.3% 25.6% 0.7% -0.3% -46.5M 447.6M -18.9M 0.74 3.15 84,520 62,390 1,261,281 1,190,378
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