INTC Options History — July 2021

In July 2021, INTC traded between $52.84 and $56.93. ATM implied volatility averaged 31.8%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 8.6% (HV 20d: 23.3%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.64.

Notable Days

2021-07-23: Highest Volume — 489,477 contracts
2021-07-23: Largest IV drop — 30.8% change
2021-07-19: Highest IV Rank — 63.4%
2021-07-19: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.20	$52.84	$56.93	$56.03	$53.68
Max Pain	$55.00	$55.00	$55.00	$55.00	$55.00
ATM IV	31.8%	22.8%	37.0%	32.8%	23.1%
Expected Move	8.5%	5.9%	10.4%	6.4%	6.4%
HV 20d	23.3%	19.6%	30.7%	20.8%	29.1%
HV 60d	23.3%	20.5%	24.8%	24.8%	24.2%
IV Rank	41.3%	2.4%	63.4%	45.6%	3.6%
IV Percentile	46.8%	0.4%	76.6%	48.0%	2.4%
Term Structure	-1.1%	-2.5%	0.7%	-0.8%	0.4%
VWIV	30.2%	21.3%	37.3%	23.2%	22.8%
Skew 25d	1.0%	-0.2%	2.6%	0.5%	0.6%
Skew 10d	1.6%	-1.6%	4.5%	1.3%	1.0%
Call IV 25d	31.9%	23.3%	36.5%	33.5%	23.7%
Put IV 25d	32.9%	24.0%	37.9%	34.0%	24.3%
Bid-Ask Spread %	2.22	1.77	4.20	2.58	2.29
Gamma HHI	0.08	0.06	0.34	0.07	0.09
Net GEX	-6.3M	-109.1M	39.4M	15.8M	-12.9M
Net DEX	124.0M	-702.7M	1.33B	-253.6M	694.9M
Net VEX	-19.3M	-20.5M	-17.7M	-20.5M	-18.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.34	1.33	0.34	0.65
Total Volume	150,929.571	63,357	489,477	126,127	87,989
Total OI	2,331,009.381	2,034,602	2,454,999	2,416,286	2,454,999

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
2021-07-01	$56.03	$55.00	32.8%	6.4%	20.8%	45.6%	23.2%	0.5%	-0.8%	15.8M	-253.6M	-20.5M	0.34	2.58	94,420	31,707	1,305,300	1,110,986
2021-07-02	$56.74	$55.00	31.6%	5.9%	19.6%	40.2%	21.3%	0.4%	0.1%	37.5M	-628.5M	-20.1M	0.60	2.03	83,398	49,748	1,312,593	1,122,632
2021-07-06	$56.19	$55.00	34.4%	9.2%	19.7%	52.5%	32.1%	0.8%	-2.0%	8.9M	-315.3M	-19.9M	0.53	2.15	63,402	33,731	1,234,451	1,096,093
2021-07-07	$55.98	$55.00	34.3%	9.1%	19.7%	51.9%	32.2%	1.0%	-2.4%	1.3M	-200.6M	-19.8M	0.42	1.96	45,262	18,845	1,248,894	1,108,817
2021-07-08	$55.15	$55.00	35.4%	9.4%	20.3%	56.5%	33.3%	1.3%	-1.6%	-15.0M	128.8M	-19.6M	0.68	1.80	56,456	38,306	1,259,318	1,113,246
2021-07-09	$55.89	$55.00	35.6%	9.4%	20.8%	57.5%	32.9%	-0.2%	-2.5%	7.8M	-199.9M	-19.5M	0.89	1.92	82,475	73,248	1,267,993	1,119,859
2021-07-12	$56.59	$55.00	36.4%	9.5%	21.3%	60.8%	33.4%	0.7%	-2.1%	23.9M	-561.0M	-19.6M	0.54	1.77	63,571	34,092	1,255,817	1,122,388
2021-07-13	$56.93	$55.00	36.2%	9.7%	21.4%	60.0%	34.2%	0.8%	-2.1%	39.4M	-702.7M	-19.9M	0.48	1.77	62,365	29,734	1,270,668	1,129,744
2021-07-14	$56.62	$55.00	36.2%	9.6%	21.4%	60.2%	33.9%	0.7%	-2.5%	31.5M	-537.2M	-19.8M	0.56	1.91	40,595	22,762	1,277,298	1,133,104
2021-07-15	$55.76	$55.00	35.3%	9.6%	21.6%	56.0%	34.5%	0.7%	-2.3%	-3.5M	-126.5M	-19.4M	0.65	2.15	69,713	45,636	1,281,807	1,137,271
2021-07-16	$55.07	$55.00	34.7%	9.7%	22.0%	53.6%	34.4%	0.9%	-0.4%	-109.1M	158.5M	-19.0M	0.77	1.80	105,920	81,457	1,299,392	1,153,010
2021-07-19	$54.34	$55.00	37.0%	10.4%	19.8%	63.4%	37.3%	2.4%	-1.2%	-6.9M	459.1M	-19.2M	1.33	2.22	62,860	83,452	1,072,358	962,244
2021-07-20	$55.41	$55.00	35.3%	10.0%	21.1%	56.3%	35.2%	2.6%	-1.3%	1.0M	140.7M	-19.3M	0.49	2.25	80,454	39,109	1,091,469	1,005,037
2021-07-21	$56.01	$55.00	35.3%	10.1%	21.5%	56.2%	35.5%	2.2%	-1.7%	13.7M	-100.1M	-19.9M	0.93	2.21	70,812	66,104	1,135,868	1,023,343
2021-07-22	$55.95	$55.00	35.2%	10.2%	21.2%	55.6%	35.4%	2.1%	-2.3%	17.2M	-98.0M	-19.5M	0.74	4.20	170,393	125,671	1,173,286	1,057,814
2021-07-23	$52.84	$55.00	24.3%	6.9%	29.0%	8.9%	25.5%	0.1%	0.4%	-75.1M	1.33B	-17.7M	0.81	2.34	270,809	218,668	1,239,845	1,140,258
2021-07-26	$54.20	$55.00	23.9%	6.8%	30.7%	7.1%	24.1%	0.8%	0.1%	-23.6M	677.4M	-18.1M	0.39	2.14	167,426	66,036	1,132,405	1,042,599
2021-07-27	$53.00	$55.00	25.1%	7.1%	29.2%	12.5%	26.1%	1.3%	0.7%	-40.0M	1.03B	-18.2M	0.76	2.59	104,547	79,444	1,205,620	1,088,507
2021-07-28	$53.17	$55.00	23.9%	6.7%	29.0%	7.2%	24.6%	0.8%	0.4%	-36.8M	985.4M	-18.3M	0.50	2.18	94,626	47,419	1,253,580	1,102,505
2021-07-29	$53.72	$55.00	22.8%	6.3%	29.1%	2.4%	23.1%	0.7%	0.6%	-7.5M	715.6M	-18.5M	0.48	2.36	72,182	34,677	1,287,027	1,121,752
2021-07-30	$53.68	$55.00	23.1%	6.4%	29.1%	3.6%	22.8%	0.6%	0.4%	-12.9M	694.9M	-18.9M	0.65	2.29	53,366	34,623	1,315,504	1,139,495