INTC Options History — October 2021

In October 2021, INTC traded between $48.00 and $55.78. ATM implied volatility averaged 29.1%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 2.5% (HV 20d: 26.6%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.82.

Notable Days

2021-10-22: Highest Volume — 825,806 contracts
2021-10-22: Largest IV drop — 28.4% change
2021-10-04: Highest IV Rank — 57.3%
2021-10-04: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.50	$48.00	$55.78	$53.81	$49.09
Max Pain	$54.50	$52.50	$55.00	$55.00	$52.50
ATM IV	29.1%	20.2%	34.8%	32.8%	20.6%
Expected Move	8.2%	5.9%	9.9%	6.8%	5.9%
HV 20d	26.6%	15.6%	49.2%	16.2%	49.2%
HV 60d	22.5%	16.2%	30.8%	20.4%	30.8%
IV Rank	34.8%	0.0%	57.3%	49.2%	1.6%
IV Percentile	38.7%	0.0%	65.9%	52.8%	0.8%
Term Structure	-0.4%	-2.3%	1.9%	-0.2%	0.7%
VWIV	29.4%	21.6%	36.1%	25.8%	21.7%
Skew 25d	2.9%	-0.9%	5.5%	4.5%	-0.2%
Skew 10d	5.6%	-3.0%	11.6%	8.7%	-1.7%
Call IV 25d	28.1%	20.5%	32.5%	31.3%	21.2%
Put IV 25d	31.0%	20.8%	38.1%	35.8%	21.0%
Bid-Ask Spread %	2.07	1.62	3.06	1.93	3.06
Gamma HHI	0.08	0.06	0.13	0.09	0.09
Net GEX	-21.0M	-83.1M	24.2M	-24.6M	-41.2M
Net DEX	707.9M	-539.3M	2.29B	259.1M	1.54B
Net VEX	-18.1M	-19.4M	-15.4M	-19.0M	-18.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.41	1.60	1.04	0.41
Total Volume	201,540.81	72,915	825,806	104,316	306,696
Total OI	2,408,934.952	2,121,593	2,796,468	2,309,396	2,796,468

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
2021-10-01	$53.81	$55.00	32.8%	6.8%	16.2%	49.2%	25.8%	4.5%	-0.2%	-24.6M	259.1M	-19.0M	1.04	1.93	51,196	53,120	1,212,216	1,097,180
2021-10-04	$53.57	$55.00	34.8%	9.9%	16.2%	57.3%	32.5%	5.5%	-1.3%	-983.3K	314.6M	-18.7M	0.76	2.05	72,609	54,854	1,184,499	1,072,598
2021-10-05	$54.09	$55.00	33.6%	9.1%	16.6%	52.4%	32.9%	5.3%	-1.3%	7.0M	109.6M	-18.9M	0.66	2.18	46,583	30,974	1,200,440	1,089,549
2021-10-06	$53.81	$55.00	34.3%	9.4%	16.7%	55.4%	36.1%	5.1%	-1.3%	2.0M	232.3M	-18.7M	0.71	2.60	45,400	32,396	1,214,993	1,106,528
2021-10-07	$54.22	$55.00	32.5%	8.9%	16.9%	48.0%	32.2%	4.3%	-1.3%	17.9M	43.7M	-18.7M	0.97	2.01	61,358	59,489	1,236,064	1,119,999
2021-10-08	$53.85	$55.00	30.8%	8.7%	16.9%	41.2%	31.3%	3.9%	-1.1%	-344.4K	248.3M	-18.7M	0.73	1.62	50,426	36,924	1,245,663	1,136,018
2021-10-11	$53.66	$55.00	31.9%	9.5%	15.6%	45.9%	33.0%	4.0%	1.9%	-7.6M	353.4M	-18.4M	0.69	1.67	43,207	29,708	1,222,139	1,130,395
2021-10-12	$52.11	$55.00	33.3%	9.6%	18.4%	51.2%	34.0%	4.3%	0.5%	-41.2M	1.02B	-17.6M	1.60	2.31	69,005	110,495	1,232,296	1,144,613
2021-10-13	$52.19	$55.00	32.3%	9.4%	17.6%	47.3%	33.4%	3.9%	0.5%	-47.6M	1.02B	-17.5M	0.89	2.00	48,871	43,343	1,246,957	1,157,688
2021-10-14	$53.80	$55.00	30.1%	8.7%	21.2%	38.7%	32.0%	3.9%	0.1%	-8.0M	319.6M	-18.0M	1.27	1.95	77,929	99,157	1,270,790	1,223,831
2021-10-15	$54.33	$55.00	29.6%	8.5%	21.0%	36.8%	31.2%	3.8%	-0.1%	8.7M	56.3M	-18.3M	1.01	1.80	70,642	71,183	1,289,502	1,238,416
2021-10-18	$54.42	$55.00	31.0%	8.9%	18.6%	42.1%	30.0%	3.9%	-1.6%	-6.9M	71.2M	-18.1M	0.56	2.16	84,457	47,153	1,067,879	1,053,714
2021-10-19	$55.10	$55.00	30.9%	8.9%	18.9%	41.7%	31.2%	3.6%	-1.8%	5.5M	-153.2M	-18.5M	0.64	1.91	73,229	46,953	1,094,835	1,086,456
2021-10-20	$55.38	$55.00	32.8%	9.4%	18.7%	49.2%	33.2%	2.8%	-1.9%	16.7M	-328.4M	-19.4M	0.82	1.85	81,145	66,402	1,164,624	1,131,822
2021-10-21	$55.78	$55.00	32.3%	9.4%	18.7%	47.2%	32.6%	2.3%	-2.3%	24.2M	-539.3M	-19.2M	0.98	1.86	149,649	146,555	1,200,102	1,151,165
2021-10-22	$49.27	$55.00	23.1%	6.7%	48.3%	10.6%	24.8%	0.4%	-0.6%	-63.2M	2.29B	-15.4M	0.95	2.07	423,333	402,473	1,254,311	1,222,391
2021-10-25	$49.40	$54.00	20.2%	5.9%	48.2%	0.0%	21.6%	0.3%	0.8%	-65.0M	1.70B	-16.6M	0.67	2.05	164,281	110,550	1,260,424	1,153,960
2021-10-26	$48.49	$53.00	21.7%	6.4%	48.4%	6.0%	22.8%	0.3%	0.3%	-67.5M	2.03B	-16.3M	0.73	2.02	223,033	163,470	1,306,790	1,187,264
2021-10-27	$48.11	$52.50	21.4%	6.3%	48.4%	4.7%	23.3%	-0.9%	0.9%	-66.4M	2.11B	-17.0M	0.53	2.24	206,729	109,489	1,389,489	1,244,126
2021-10-28	$48.00	$52.50	21.0%	6.1%	48.4%	3.2%	22.5%	-0.9%	0.6%	-83.1M	2.16B	-17.5M	0.51	2.08	111,171	56,720	1,458,325	1,291,115
2021-10-29	$49.09	$52.50	20.6%	5.9%	49.2%	1.6%	21.7%	-0.2%	0.7%	-41.2M	1.54B	-18.7M	0.41	3.06	217,040	89,656	1,489,760	1,306,708