INTC Options History — June 2022

In June 2022, INTC traded between $36.96 and $44.61. ATM implied volatility averaged 34.6%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.4% (HV 20d: 35.0%). Max pain ranged from $42.00 to $47.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.79.

Notable Days

2022-06-08: Highest Volume — 276,086 contracts
2022-06-13: Largest IV spike — 16.3% change
2022-06-30: Highest IV Rank — 84.9%
2022-06-13: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.57	$36.96	$44.61	$44.32	$37.44
Max Pain	$44.26	$42.00	$47.50	$47.50	$42.00
ATM IV	34.6%	28.4%	42.5%	31.0%	42.5%
Expected Move	9.5%	8.2%	11.1%	9.1%	9.9%
HV 20d	35.0%	30.7%	37.4%	35.9%	34.3%
HV 60d	36.8%	35.1%	38.1%	36.5%	35.1%
IV Rank	55.0%	31.5%	84.9%	41.1%	84.9%
IV Percentile	68.2%	37.7%	96.8%	47.6%	96.8%
Term Structure	1.0%	-2.2%	5.6%	-0.4%	0.5%
VWIV	32.8%	28.7%	39.6%	32.4%	34.9%
Skew 25d	6.4%	4.6%	8.8%	6.2%	6.9%
Skew 10d	11.9%	8.8%	15.8%	12.0%	12.5%
Call IV 25d	31.7%	26.8%	38.6%	28.1%	38.6%
Put IV 25d	38.2%	32.3%	45.6%	34.4%	45.6%
Bid-Ask Spread %	1.97	1.46	2.43	2.11	2.17
Gamma HHI	0.11	0.08	0.15	0.08	0.08
Net GEX	-19.7M	-43.8M	-1.1M	-1.3M	-12.2M
Net DEX	1.99B	749.5M	2.99B	814.6M	1.88B
Net VEX	-15.5M	-19.3M	-13.1M	-19.0M	-14.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.52	1.19	0.89	0.52
Total Volume	142,501.714	75,548	276,086	116,724	106,753
Total OI	2,856,317.048	2,477,010	3,188,038	2,781,262	2,746,327

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
2022-06-01	$44.32	$47.50	31.0%	9.1%	35.9%	41.1%	32.4%	6.2%	-0.4%	-1.3M	814.6M	-19.0M	0.89	2.11	61,770	54,954	1,598,773	1,182,489
2022-06-02	$44.61	$45.00	28.4%	8.2%	33.9%	31.5%	28.7%	5.7%	-0.3%	-1.1M	749.5M	-19.3M	0.81	1.88	117,189	94,665	1,601,156	1,209,137
2022-06-03	$43.51	$45.00	30.2%	9.1%	31.9%	38.1%	31.1%	5.8%	-0.4%	-9.4M	1.22B	-18.8M	1.13	1.72	54,220	61,191	1,653,797	1,252,088
2022-06-06	$43.29	$45.00	30.6%	8.9%	31.8%	39.6%	32.5%	5.8%	0.6%	-19.3M	1.36B	-18.3M	0.90	1.57	59,814	54,032	1,637,489	1,256,102
2022-06-07	$43.49	$45.00	29.9%	8.8%	30.7%	37.1%	30.8%	4.6%	0.7%	-18.3M	1.28B	-18.5M	0.85	1.97	40,879	34,669	1,665,029	1,282,136
2022-06-08	$41.18	$45.00	30.8%	9.2%	35.5%	40.5%	30.4%	4.9%	1.2%	-40.4M	2.25B	-16.3M	0.79	1.99	154,574	121,512	1,673,513	1,291,516
2022-06-09	$40.25	$45.00	32.8%	9.4%	35.5%	47.9%	32.2%	5.5%	-0.1%	-39.5M	2.49B	-16.0M	0.93	2.33	82,809	77,237	1,729,242	1,328,289
2022-06-10	$39.35	$45.00	33.2%	9.4%	36.1%	49.7%	32.8%	4.9%	-0.9%	-43.8M	2.78B	-15.4M	0.85	1.46	101,243	85,821	1,757,639	1,358,322
2022-06-13	$37.82	$45.00	38.6%	11.1%	36.3%	70.4%	39.6%	6.9%	-0.8%	-31.1M	2.81B	-14.3M	1.19	1.98	72,811	86,687	1,720,823	1,307,105
2022-06-14	$37.91	$45.00	37.3%	10.7%	36.4%	65.1%	36.8%	7.5%	-0.9%	-32.3M	2.83B	-14.1M	0.58	1.50	69,877	40,706	1,753,232	1,332,447
2022-06-15	$38.71	$45.00	35.3%	10.1%	36.0%	57.7%	34.5%	6.3%	-2.2%	-31.0M	2.65B	-14.6M	0.56	1.97	85,119	47,262	1,784,784	1,326,774
2022-06-16	$37.23	$45.00	37.3%	10.7%	35.9%	65.4%	36.9%	8.8%	0.7%	-29.7M	2.91B	-13.4M	0.89	2.18	86,539	76,938	1,819,574	1,331,298
2022-06-17	$36.96	$45.00	34.4%	9.7%	35.9%	54.2%	34.5%	6.4%	1.5%	-23.0M	2.99B	-13.1M	0.55	1.81	125,933	69,312	1,846,282	1,341,756
2022-06-21	$37.74	$45.00	33.2%	9.5%	36.6%	49.7%	32.1%	7.1%	4.7%	-15.1M	1.86B	-13.7M	0.67	2.43	86,884	58,492	1,423,634	1,053,376
2022-06-22	$37.46	$42.50	35.1%	9.6%	36.0%	56.7%	31.0%	7.2%	5.1%	-13.9M	1.92B	-13.6M	0.88	2.05	59,028	52,059	1,470,111	1,080,532
2022-06-23	$37.39	$42.50	35.3%	9.2%	36.0%	57.4%	30.7%	7.3%	5.5%	-12.6M	1.92B	-13.7M	0.96	2.25	57,604	55,189	1,494,443	1,090,206
2022-06-24	$38.35	$42.50	34.6%	8.9%	37.4%	54.9%	30.2%	6.1%	5.6%	-7.0M	1.69B	-14.6M	0.57	1.67	101,339	57,950	1,514,899	1,115,190
2022-06-27	$38.74	$42.50	36.5%	9.3%	35.1%	62.2%	30.2%	7.3%	0.5%	-9.3M	1.58B	-15.1M	0.61	2.15	51,043	31,338	1,513,591	1,111,467
2022-06-28	$37.89	$42.50	38.9%	9.5%	34.1%	71.1%	32.3%	6.9%	0.6%	-11.0M	1.79B	-14.4M	0.71	2.03	67,155	47,456	1,531,747	1,116,932
2022-06-29	$37.31	$42.50	41.4%	9.6%	34.1%	80.7%	33.5%	6.7%	0.4%	-13.2M	1.93B	-14.0M	0.82	2.20	78,114	64,369	1,549,615	1,129,796
2022-06-30	$37.44	$42.00	42.5%	9.9%	34.3%	84.9%	34.9%	6.9%	0.5%	-12.2M	1.88B	-14.4M	0.52	2.17	70,183	36,570	1,581,109	1,165,218