INTC Options History — August 2021

In August 2021, INTC traded between $51.91 and $54.27. ATM implied volatility averaged 22.0%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 0.6% (HV 20d: 22.7%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.67.

Notable Days

2021-08-19: Highest Volume — 214,042 contracts
2021-08-27: Largest IV drop — 7.9% change
2021-08-19: Highest IV Rank — 12.8%
2021-08-19: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.52	$51.91	$54.27	$53.66	$54.15
Max Pain	$56.48	$55.00	$57.50	$55.00	$55.00
ATM IV	22.0%	20.7%	24.1%	23.4%	21.1%
Expected Move	6.3%	5.7%	6.9%	6.5%	5.7%
HV 20d	22.7%	13.9%	28.6%	28.6%	14.8%
HV 60d	22.3%	21.5%	24.2%	24.2%	21.5%
IV Rank	3.2%	0.0%	12.8%	5.0%	1.7%
IV Percentile	2.2%	0.0%	12.7%	3.6%	0.8%
Term Structure	0.3%	-0.1%	1.2%	0.2%	0.0%
VWIV	22.3%	20.3%	24.9%	23.7%	20.3%
Skew 25d	2.1%	1.1%	3.2%	1.1%	1.9%
Skew 10d	4.9%	2.2%	7.6%	2.2%	4.4%
Call IV 25d	21.8%	20.1%	23.8%	23.8%	20.9%
Put IV 25d	23.9%	22.3%	26.6%	24.9%	22.8%
Bid-Ask Spread %	2.08	1.34	3.14	2.27	2.74
Gamma HHI	0.09	0.06	0.12	0.09	0.06
Net GEX	-9.2M	-50.3M	22.9M	-13.4M	18.2M
Net DEX	703.9M	197.9M	1.59B	691.6M	197.9M
Net VEX	-18.7M	-19.6M	-17.9M	-18.5M	-19.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.20	1.26	0.58	0.54
Total Volume	109,835.955	53,274	214,042	85,426	53,274
Total OI	2,350,210.773	2,151,113	2,468,004	2,285,706	2,359,486

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
2021-08-02	$53.66	$55.00	23.4%	6.5%	28.6%	5.0%	23.7%	1.1%	0.2%	-13.4M	691.6M	-18.5M	0.58	2.27	54,000	31,426	1,203,272	1,082,434
2021-08-03	$53.95	$55.00	22.9%	6.3%	28.6%	2.9%	22.2%	1.5%	0.0%	-9.2M	574.5M	-18.5M	0.68	2.32	58,346	39,520	1,212,408	1,095,901
2021-08-04	$54.00	$55.00	23.2%	6.4%	28.6%	3.9%	21.2%	1.3%	0.1%	-8.9M	566.7M	-18.5M	0.25	2.27	123,464	30,668	1,216,903	1,107,029
2021-08-05	$53.74	$57.50	22.6%	6.8%	28.3%	1.5%	23.5%	1.3%	-0.1%	-5.7M	638.6M	-18.9M	0.59	1.64	56,203	32,999	1,234,823	1,125,136
2021-08-06	$53.97	$57.50	21.6%	6.2%	27.8%	0.0%	22.3%	1.5%	0.0%	22.9M	647.9M	-18.8M	0.64	1.75	42,534	27,087	1,234,816	1,137,236
2021-08-09	$54.07	$57.50	21.6%	6.3%	27.3%	0.2%	22.5%	1.7%	0.2%	-3.5M	617.9M	-19.0M	0.88	1.72	64,841	56,910	1,217,993	1,106,116
2021-08-10	$53.98	$57.50	21.7%	6.3%	27.2%	0.7%	22.5%	2.7%	0.9%	-2.6M	669.7M	-19.1M	0.53	1.57	61,527	32,415	1,230,712	1,113,015
2021-08-11	$54.27	$57.50	21.4%	6.2%	27.3%	0.0%	22.5%	1.7%	0.1%	10.7M	473.0M	-19.1M	0.40	1.60	52,434	20,802	1,258,540	1,129,957
2021-08-12	$53.62	$57.50	21.4%	6.4%	27.1%	0.0%	22.0%	1.8%	1.2%	-8.0M	784.0M	-18.6M	0.58	1.98	44,362	25,674	1,280,626	1,121,089
2021-08-13	$53.44	$57.50	20.9%	6.1%	26.8%	0.0%	21.3%	2.2%	0.7%	-6.6M	873.0M	-18.7M	0.74	1.35	72,272	53,625	1,305,880	1,125,772
2021-08-16	$53.33	$57.50	21.8%	6.3%	26.5%	3.3%	22.9%	2.3%	0.2%	-24.4M	963.0M	-18.4M	1.26	1.34	42,920	54,089	1,273,064	1,105,244
2021-08-17	$52.52	$57.50	22.6%	6.5%	25.8%	6.5%	23.0%	2.6%	-0.1%	-37.9M	1.27B	-18.1M	1.06	1.73	49,745	52,934	1,278,627	1,115,916
2021-08-18	$52.48	$57.50	22.6%	6.5%	25.3%	6.9%	24.0%	2.4%	0.7%	-42.3M	1.31B	-18.3M	1.15	1.99	36,511	41,860	1,293,891	1,130,647
2021-08-19	$52.52	$57.50	24.1%	6.9%	25.3%	12.8%	24.9%	3.2%	-0.0%	-44.7M	1.27B	-18.5M	0.72	1.88	124,412	89,630	1,303,501	1,145,852
2021-08-20	$51.91	$57.50	22.8%	6.5%	15.8%	7.5%	22.9%	2.9%	0.8%	-50.3M	1.59B	-17.9M	0.82	1.61	84,211	68,988	1,311,579	1,156,425
2021-08-23	$53.23	$57.50	21.9%	6.2%	15.8%	3.6%	21.6%	2.4%	0.3%	-15.5M	629.4M	-18.5M	0.45	2.98	127,727	57,055	1,118,661	1,032,452
2021-08-24	$53.75	$55.00	21.6%	6.2%	14.0%	2.5%	21.6%	2.5%	0.2%	-496.5K	360.8M	-18.9M	0.20	3.14	130,859	26,239	1,149,712	1,058,099
2021-08-25	$53.83	$55.00	21.5%	6.0%	13.9%	2.3%	21.3%	2.3%	0.4%	757.3K	323.0M	-18.8M	0.55	2.65	49,449	27,429	1,192,857	1,088,024
2021-08-26	$53.18	$55.00	22.5%	6.3%	14.1%	6.1%	22.4%	2.8%	0.3%	-11.3M	551.8M	-19.1M	0.53	2.42	85,425	45,458	1,246,904	1,101,020
2021-08-27	$53.82	$55.00	20.7%	5.7%	14.8%	0.0%	21.4%	2.4%	0.7%	16.6M	246.9M	-19.1M	0.59	2.45	59,907	35,299	1,256,752	1,109,372
2021-08-30	$54.01	$55.00	21.2%	5.8%	14.9%	2.1%	20.6%	2.1%	0.4%	12.4M	243.3M	-19.4M	0.95	2.33	47,033	44,828	1,245,909	1,090,985
2021-08-31	$54.15	$55.00	21.1%	5.7%	14.8%	1.7%	20.3%	1.9%	0.0%	18.2M	197.9M	-19.6M	0.54	2.74	34,707	18,567	1,259,147	1,100,339