INTC Options History — March 2022

In March 2022, INTC traded between $44.43 and $52.22. ATM implied volatility averaged 33.1%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 3.7% (HV 20d: 36.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.64.

Notable Days

2022-03-24: Highest Volume — 570,624 contracts
2022-03-24: Largest IV spike — 15.0% change
2022-03-08: Highest IV Rank — 65.3%
2022-03-08: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.23	$44.43	$52.22	$46.62	$49.96
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	33.1%	27.0%	37.3%	34.8%	36.2%
Expected Move	10.3%	9.3%	11.7%	10.7%	9.7%
HV 20d	36.7%	33.0%	40.0%	33.0%	34.3%
HV 60d	32.3%	30.6%	34.7%	30.7%	34.7%
IV Rank	49.2%	26.1%	65.3%	55.7%	61.1%
IV Percentile	70.2%	42.5%	94.8%	77.4%	92.9%
Term Structure	1.9%	-0.7%	8.9%	-0.3%	-0.2%
VWIV	36.1%	31.8%	41.2%	37.6%	33.6%
Skew 25d	5.2%	1.0%	7.3%	6.6%	4.5%
Skew 10d	10.4%	2.6%	14.1%	13.5%	9.6%
Call IV 25d	31.4%	25.1%	36.2%	32.5%	34.8%
Put IV 25d	36.6%	29.9%	42.3%	39.1%	39.3%
Bid-Ask Spread %	2.32	1.78	2.93	2.16	2.14
Gamma HHI	0.08	0.06	0.31	0.07	0.08
Net GEX	19.1M	-62.7M	80.8M	3.0M	42.8M
Net DEX	111.6M	-1.86B	1.76B	881.4M	-695.6M
Net VEX	-22.4M	-24.3M	-19.7M	-22.3M	-22.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.25	1.05	0.80	0.71
Total Volume	171,030.261	94,693	570,624	130,863	168,149
Total OI	2,743,861	2,390,307	2,920,409	2,745,571	2,707,883

Daily Data (23 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
2022-03-01	$46.62	$50.00	34.8%	10.7%	33.0%	55.7%	37.6%	6.6%	-0.3%	3.0M	881.4M	-22.3M	0.80	2.16	72,715	58,148	1,581,140	1,164,431
2022-03-02	$48.92	$50.00	31.8%	9.5%	37.4%	44.4%	33.1%	5.7%	-0.1%	26.2M	-169.3M	-23.9M	0.49	2.19	147,490	72,728	1,597,815	1,187,084
2022-03-03	$47.83	$50.00	33.3%	10.0%	37.9%	50.2%	33.6%	6.3%	-0.2%	15.4M	413.9M	-23.3M	0.88	2.24	85,737	75,065	1,629,691	1,218,175
2022-03-04	$47.80	$50.00	35.1%	10.3%	37.3%	56.7%	37.6%	6.8%	-0.1%	22.5M	385.7M	-23.5M	0.59	2.40	86,759	51,005	1,628,390	1,224,327
2022-03-07	$48.00	$50.00	36.9%	11.2%	37.2%	63.6%	39.5%	7.0%	0.1%	10.0M	358.6M	-23.5M	0.73	2.68	54,757	39,936	1,578,198	1,182,620
2022-03-08	$47.72	$50.00	37.3%	11.7%	37.2%	65.3%	40.9%	7.3%	-0.0%	7.5M	479.1M	-23.2M	0.81	2.50	77,285	62,666	1,592,929	1,191,109
2022-03-09	$47.72	$50.00	34.8%	10.8%	37.0%	55.7%	37.4%	6.7%	0.3%	5.4M	546.0M	-22.8M	0.76	2.32	75,572	57,529	1,611,161	1,203,350
2022-03-10	$46.59	$50.00	33.5%	10.3%	36.7%	50.9%	36.0%	5.7%	-0.5%	-10.3M	1.12B	-21.6M	0.76	2.47	74,387	56,174	1,623,868	1,208,009
2022-03-11	$46.05	$50.00	35.3%	10.4%	36.3%	57.6%	36.3%	6.0%	1.0%	-6.4M	1.31B	-21.2M	1.05	2.02	53,038	55,505	1,645,525	1,224,479
2022-03-14	$44.43	$50.00	37.2%	11.7%	37.4%	64.9%	41.2%	6.9%	0.4%	-17.6M	1.76B	-19.7M	0.75	2.24	95,164	71,651	1,610,042	1,190,634
2022-03-15	$44.77	$50.00	34.8%	11.2%	37.6%	55.7%	39.1%	6.6%	-0.7%	-17.6M	1.72B	-19.8M	0.69	2.38	64,156	44,101	1,638,135	1,214,692
2022-03-16	$46.33	$50.00	30.2%	10.2%	39.4%	38.2%	36.4%	5.5%	0.6%	-2.8M	1.19B	-20.9M	0.54	2.16	104,624	56,378	1,657,780	1,221,372
2022-03-17	$47.04	$50.00	29.3%	10.1%	39.9%	35.0%	35.5%	5.5%	0.2%	395.2K	907.4M	-21.1M	0.95	2.62	54,651	52,084	1,673,533	1,228,114
2022-03-18	$47.50	$50.00	27.9%	9.8%	40.0%	29.4%	33.6%	4.7%	0.1%	-62.7M	668.4M	-21.0M	0.67	1.78	71,041	47,707	1,683,971	1,236,438
2022-03-21	$47.11	$50.00	28.2%	9.8%	34.0%	30.5%	35.9%	4.9%	8.4%	8.5M	365.8M	-20.6M	0.77	2.08	82,506	63,164	1,396,679	993,628
2022-03-22	$48.39	$50.00	27.0%	9.8%	35.0%	26.1%	31.8%	4.8%	8.8%	26.6M	-126.7M	-21.8M	0.46	2.17	109,743	50,914	1,448,811	1,030,371
2022-03-23	$48.55	$50.00	27.6%	10.1%	34.9%	28.3%	35.1%	2.6%	8.9%	35.4M	-270.9M	-22.4M	0.25	2.42	199,536	50,021	1,503,216	1,045,622
2022-03-24	$51.40	$50.00	31.7%	10.2%	37.7%	44.1%	36.2%	1.0%	8.1%	65.7M	-1.69B	-24.3M	0.25	2.93	457,421	113,203	1,543,926	1,061,697
2022-03-25	$51.56	$50.00	31.8%	10.0%	37.2%	44.4%	35.7%	2.8%	8.7%	72.7M	-1.81B	-24.3M	0.32	2.02	221,925	71,293	1,637,212	1,098,561
2022-03-28	$51.40	$50.00	35.2%	9.7%	37.2%	57.3%	35.2%	4.1%	-0.1%	65.1M	-1.47B	-23.9M	0.66	2.69	75,776	49,959	1,587,098	1,055,896
2022-03-29	$52.22	$50.00	34.9%	9.5%	36.6%	56.1%	34.0%	4.2%	-0.1%	80.8M	-1.86B	-23.8M	0.42	2.16	96,404	40,410	1,600,959	1,062,802
2022-03-30	$51.39	$50.00	35.9%	9.3%	33.7%	59.8%	34.2%	4.6%	0.2%	68.6M	-1.45B	-23.2M	0.48	2.67	111,629	53,590	1,619,133	1,068,297
2022-03-31	$49.96	$50.00	36.2%	9.7%	34.3%	61.1%	33.6%	4.5%	-0.2%	42.8M	-695.6M	-22.7M	0.71	2.14	98,243	69,906	1,628,746	1,079,137