INTC Options History — December 2021

In December 2021, INTC traded between $49.08 and $52.42. ATM implied volatility averaged 29.1%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 3.7% (HV 20d: 25.4%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2021-12-07: Highest Volume — 552,745 contracts
2021-12-27: Largest IV spike — 24.9% change
2021-12-29: Highest IV Rank — 56.9%
2021-12-03: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.81	$49.08	$52.42	$49.09	$51.74
Max Pain	$52.16	$50.00	$52.50	$50.00	$52.50
ATM IV	29.1%	25.0%	34.6%	28.9%	33.8%
Expected Move	7.7%	6.4%	9.9%	8.6%	6.4%
HV 20d	25.4%	19.0%	28.8%	19.0%	25.1%
HV 60d	33.1%	31.6%	33.6%	31.6%	33.5%
IV Rank	35.5%	19.0%	56.9%	34.5%	53.9%
IV Percentile	47.8%	32.1%	73.0%	44.0%	67.9%
Term Structure	1.9%	-0.6%	10.7%	0.5%	-0.6%
VWIV	27.2%	22.3%	35.0%	30.0%	22.3%
Skew 25d	3.6%	2.2%	6.2%	3.2%	3.1%
Skew 10d	8.3%	5.2%	15.6%	7.2%	6.3%
Call IV 25d	28.2%	23.3%	35.1%	28.4%	32.9%
Put IV 25d	31.8%	27.4%	38.7%	31.6%	36.0%
Bid-Ask Spread %	1.91	1.46	2.53	2.53	1.94
Gamma HHI	0.07	0.06	0.09	0.07	0.07
Net GEX	22.7M	-7.2M	56.9M	1.1M	26.8M
Net DEX	133.8M	-653.0M	954.6M	950.0M	-405.6M
Net VEX	-21.3M	-22.3M	-20.0M	-20.9M	-21.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.24	0.65	0.37	0.42
Total Volume	179,501.773	80,964	552,745	138,163	141,639
Total OI	2,858,724.409	2,692,298	3,012,036	2,805,651	2,895,382

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
2021-12-01	$49.09	$50.00	28.9%	8.6%	19.0%	34.5%	30.0%	3.2%	0.5%	1.1M	950.0M	-20.9M	0.37	2.53	100,970	37,193	1,559,861	1,245,790
2021-12-02	$49.69	$50.00	28.2%	8.5%	19.1%	31.7%	30.1%	4.5%	0.6%	15.2M	695.7M	-21.1M	0.50	2.25	94,753	47,831	1,578,933	1,253,815
2021-12-03	$49.08	$50.00	32.4%	9.9%	19.5%	48.4%	35.0%	6.2%	0.6%	-7.2M	954.6M	-21.1M	0.65	2.39	102,145	66,164	1,593,786	1,263,672
2021-12-06	$50.92	$52.50	29.7%	8.9%	23.1%	37.8%	32.1%	5.7%	0.4%	19.7M	131.8M	-21.4M	0.48	1.81	148,280	71,663	1,527,751	1,255,937
2021-12-07	$52.42	$52.50	28.1%	8.1%	25.0%	31.4%	28.9%	2.2%	0.2%	53.3M	-653.0M	-21.7M	0.37	1.64	402,194	150,551	1,564,753	1,260,833
2021-12-08	$51.79	$52.50	26.9%	7.6%	25.4%	26.6%	27.3%	2.4%	0.2%	39.3M	-200.7M	-21.5M	0.62	1.86	199,592	123,629	1,612,467	1,281,351
2021-12-09	$50.60	$52.50	26.6%	7.7%	26.6%	25.3%	26.8%	2.5%	0.3%	16.8M	394.7M	-20.8M	0.47	2.06	138,464	65,391	1,648,829	1,288,623
2021-12-10	$50.59	$52.50	25.1%	7.4%	26.6%	19.7%	25.8%	2.5%	0.4%	13.3M	409.3M	-20.6M	0.57	1.46	94,350	53,514	1,665,312	1,296,809
2021-12-13	$50.29	$52.50	26.5%	7.5%	26.6%	25.2%	26.9%	2.5%	-0.2%	9.7M	532.9M	-20.0M	0.24	1.57	96,996	23,203	1,586,690	1,262,217
2021-12-14	$49.71	$52.50	27.7%	7.9%	26.9%	29.7%	28.1%	3.4%	-0.2%	1.0M	807.0M	-20.0M	0.40	1.55	106,102	41,985	1,621,363	1,271,327
2021-12-15	$50.41	$52.50	27.0%	7.6%	27.2%	26.9%	27.1%	3.4%	-0.4%	16.2M	443.6M	-20.7M	0.52	1.55	81,331	42,436	1,652,923	1,286,085
2021-12-16	$50.94	$52.50	28.0%	8.1%	27.3%	30.8%	27.8%	3.5%	0.4%	35.4M	109.0M	-21.3M	0.48	1.53	125,781	60,082	1,666,520	1,301,422
2021-12-17	$50.72	$52.50	27.7%	8.0%	26.8%	29.8%	28.0%	3.5%	0.5%	7.4M	204.7M	-21.2M	0.41	1.60	154,414	62,651	1,694,242	1,317,794
2021-12-20	$49.51	$52.50	29.6%	8.5%	28.2%	37.4%	30.5%	5.0%	9.5%	-4.0M	673.6M	-21.3M	0.50	1.80	113,384	56,983	1,509,485	1,182,813
2021-12-21	$50.60	$52.50	26.7%	7.7%	28.8%	26.0%	26.7%	4.6%	9.9%	13.6M	166.5M	-21.8M	0.62	2.18	134,018	83,669	1,563,547	1,206,948
2021-12-22	$50.73	$52.50	25.0%	7.2%	27.5%	19.0%	25.4%	4.0%	10.0%	11.1M	69.1M	-21.7M	0.44	2.05	92,648	40,331	1,597,397	1,231,684
2021-12-23	$51.36	$52.50	27.1%	7.1%	27.6%	27.3%	25.1%	3.3%	10.7%	47.2M	-343.3M	-22.3M	0.41	2.04	115,230	47,639	1,634,099	1,240,945
2021-12-27	$51.80	$52.50	33.8%	7.2%	26.8%	53.9%	26.2%	3.6%	-0.4%	34.7M	-452.3M	-22.2M	0.54	2.18	75,788	40,698	1,581,724	1,191,112
2021-12-28	$51.91	$52.50	33.4%	6.6%	25.8%	52.3%	22.5%	3.9%	-0.2%	42.4M	-487.6M	-22.1M	0.37	1.99	93,081	34,004	1,603,953	1,205,801
2021-12-29	$51.90	$52.50	34.6%	6.5%	25.5%	56.9%	23.2%	3.3%	-0.3%	49.1M	-514.3M	-22.0M	0.44	2.00	56,129	24,835	1,624,744	1,209,049
2021-12-30	$51.92	$52.50	34.2%	6.4%	25.3%	55.6%	22.5%	3.1%	-0.3%	56.9M	-542.8M	-21.7M	0.35	2.02	79,221	28,077	1,636,646	1,217,503
2021-12-31	$51.74	$52.50	33.8%	6.4%	25.1%	53.9%	22.3%	3.1%	-0.6%	26.8M	-405.6M	-21.4M	0.42	1.94	99,587	42,052	1,665,912	1,229,470