INTC Options History — May 2021

In May 2021, INTC traded between $53.67 and $57.62. ATM implied volatility averaged 25.7%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 0.6% (HV 20d: 26.3%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-05-17: Highest Volume — 217,192 contracts
  • 2021-05-12: Largest IV spike — 12.0% change
  • 2021-05-12: Highest IV Rank — 34.2%
  • 2021-05-12: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.14$53.67$57.62$57.28$57.19
Max Pain$57.88$57.50$60.00$60.00$57.50
ATM IV25.7%22.9%31.1%24.1%22.9%
Expected Move7.4%6.4%9.0%6.8%6.4%
HV 20d26.3%22.0%29.6%29.6%22.5%
HV 60d31.8%29.6%33.0%32.6%29.6%
IV Rank9.6%0.0%34.2%0.0%0.0%
IV Percentile6.5%0.0%29.8%0.0%0.0%
Term Structure0.1%-0.5%0.6%0.5%0.4%
VWIV26.2%23.0%33.3%24.4%23.0%
Skew 25d2.2%1.2%3.6%1.2%1.3%
Skew 10d5.2%2.3%10.0%2.3%4.1%
Call IV 25d25.2%22.6%30.0%24.1%22.6%
Put IV 25d27.4%24.0%33.6%25.3%24.0%
Bid-Ask Spread %2.181.573.272.802.36
Gamma HHI0.080.060.100.070.06
Net GEX-11.3M-38.8M34.4M-17.7M25.3M
Net DEX278.4M-721.2M1.36B137.2M-523.6M
Net VEX-19.4M-20.2M-18.7M-18.7M-19.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.421.180.700.50
Total Volume111,247.759,416217,192118,49079,990
Total OI2,469,057.32,318,7192,728,6752,318,7192,457,113

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$57.28$60.0024.1%6.8%29.6%0.0%24.4%1.2%0.5%-17.7M137.2M-18.7M0.702.8069,51948,9711,198,9761,119,743
2021-05-04$56.61$60.0026.2%7.6%29.5%9.6%26.7%1.6%0.2%-23.8M367.5M-18.7M0.612.3872,83044,5511,226,5681,143,761
2021-05-05$56.89$60.0024.9%7.2%29.0%3.6%24.0%1.5%0.0%-19.9M259.1M-19.0M0.422.59112,80547,1401,247,3851,160,946
2021-05-06$56.89$57.5025.7%7.5%28.3%7.6%26.3%2.1%-0.5%-14.7M451.4M-19.7M0.472.2769,93832,5721,251,5381,186,414
2021-05-07$57.62$57.5023.6%6.9%27.7%0.0%26.3%1.2%0.3%17.4M71.8M-20.1M0.731.5777,66156,8501,268,4941,188,563
2021-05-10$56.16$57.5026.4%7.7%25.6%12.8%28.3%2.6%0.5%-22.3M582.2M-19.4M0.531.8678,11941,6391,226,4791,155,363
2021-05-11$55.00$57.5027.7%7.9%26.0%19.0%28.6%2.8%-0.1%-34.3M989.2M-19.3M0.952.5861,94459,0581,253,4681,172,829
2021-05-12$53.67$57.5031.1%9.0%26.6%34.2%33.3%3.6%0.5%-36.9M1.36B-19.1M1.181.7858,01268,5271,265,7461,180,203
2021-05-13$54.27$57.5028.1%8.0%26.1%20.6%27.8%3.4%-0.3%-38.8M1.21B-18.9M0.991.9047,59547,0611,285,6391,200,643
2021-05-14$55.47$57.5025.6%7.4%28.3%9.2%26.2%2.6%0.6%-25.4M727.3M-19.3M0.491.7290,04643,9981,294,9471,208,565
2021-05-17$55.23$57.5026.9%7.7%28.0%15.1%27.3%2.9%-0.2%-24.2M784.1M-19.0M0.941.60111,724105,4681,271,3521,181,691
2021-05-18$55.18$57.5026.2%7.5%28.1%11.8%26.6%2.3%0.3%-24.9M500.3M-19.7M0.722.0139,10328,2391,355,3851,266,555
2021-05-19$54.93$57.5028.0%8.0%27.2%20.3%28.5%3.4%0.3%-27.5M556.6M-19.7M0.651.8251,25533,4641,366,0441,268,811
2021-05-20$56.08$57.5026.6%7.6%28.7%13.8%26.4%2.9%-0.4%-7.4M69.4M-20.2M0.731.6078,93357,4781,376,4651,280,876
2021-05-21$56.01$57.5025.4%7.3%22.0%8.6%25.6%2.4%-0.5%-17.5M-83.7M-19.7M0.481.7759,87828,9661,414,1501,314,525
2021-05-24$57.18$57.5024.2%7.0%23.4%2.7%24.9%1.8%0.2%11.8M-473.9M-19.8M0.453.2767,72230,1681,193,8661,161,409
2021-05-25$56.78$57.5024.0%6.8%22.8%2.1%24.1%1.8%0.4%7.2M-337.4M-19.9M0.482.5455,75426,9161,214,9331,169,148
2021-05-26$56.78$57.5023.1%6.5%22.8%0.0%23.3%1.8%0.3%12.1M-353.7M-19.5M0.482.4240,25519,1611,240,9771,174,198
2021-05-27$57.58$57.5022.9%6.5%23.2%0.0%23.3%1.2%0.2%34.4M-721.2M-19.8M0.672.6748,90632,7381,254,1121,183,266
2021-05-28$57.19$57.5022.9%6.4%22.5%0.0%23.0%1.3%0.4%25.3M-523.6M-19.5M0.502.3653,41426,5761,260,8531,196,260