INTC Options History — August 2022

In August 2022, INTC traded between $32.16 and $36.83. ATM implied volatility averaged 30.6%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 11.1% (HV 20d: 41.7%). Max pain ranged from $37.50 to $42.50. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.55.

Notable Days

2022-08-03: Highest Volume — 306,501 contracts
2022-08-26: Largest IV spike — 16.2% change
2022-08-30: Highest IV Rank — 56.8%
2022-08-30: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.99	$32.16	$36.83	$36.83	$32.16
Max Pain	$38.54	$37.50	$42.50	$39.50	$37.50
ATM IV	30.6%	27.1%	35.8%	32.3%	34.7%
Expected Move	8.8%	7.8%	10.2%	9.5%	9.9%
HV 20d	41.7%	30.8%	45.7%	44.5%	30.8%
HV 60d	36.8%	35.9%	38.0%	38.0%	37.1%
IV Rank	37.8%	25.3%	56.8%	44.3%	52.7%
IV Percentile	39.0%	23.8%	71.8%	47.6%	63.1%
Term Structure	0.1%	-0.7%	1.7%	-0.6%	-0.2%
VWIV	31.1%	27.9%	35.2%	33.3%	35.0%
Skew 25d	3.4%	2.2%	5.0%	2.8%	4.9%
Skew 10d	6.3%	3.5%	9.8%	4.6%	9.4%
Call IV 25d	29.6%	26.2%	33.5%	32.0%	32.7%
Put IV 25d	33.0%	28.7%	38.4%	34.8%	37.6%
Bid-Ask Spread %	1.88	1.22	2.91	2.56	1.82
Gamma HHI	0.09	0.07	0.11	0.09	0.11
Net GEX	-7.4M	-22.9M	8.0M	-13.3M	-14.2M
Net DEX	1.69B	1.36B	2.11B	1.64B	1.91B
Net VEX	-12.4M	-13.8M	-10.5M	-13.8M	-10.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.33	1.00	0.34	0.91
Total Volume	185,816.609	102,375	306,501	295,250	199,928
Total OI	2,955,195.696	2,698,390	3,102,731	2,842,439	2,947,750

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
2022-08-01	$36.83	$39.50	32.3%	9.5%	44.5%	44.3%	33.3%	2.8%	-0.6%	-13.3M	1.64B	-13.8M	0.34	2.56	220,332	74,918	1,618,696	1,223,743
2022-08-02	$36.15	$39.00	32.6%	9.6%	44.9%	45.2%	33.4%	3.0%	-0.4%	-15.0M	1.87B	-13.2M	0.36	2.32	161,702	58,943	1,718,411	1,247,327
2022-08-03	$36.56	$38.00	29.7%	8.4%	44.8%	34.8%	30.0%	3.1%	-0.3%	-6.1M	1.76B	-13.3M	0.34	2.06	228,205	78,296	1,782,916	1,267,057
2022-08-04	$35.63	$42.50	30.5%	9.0%	44.5%	37.6%	33.8%	3.9%	-0.6%	-22.9M	2.11B	-12.6M	0.43	1.83	164,259	71,440	1,776,577	1,278,332
2022-08-05	$35.45	$40.00	30.0%	8.7%	44.5%	35.8%	31.2%	2.2%	-0.3%	-12.9M	1.92B	-12.7M	0.56	1.73	174,548	97,179	1,805,673	1,223,848
2022-08-08	$35.41	$40.00	30.3%	8.8%	44.0%	37.0%	30.8%	2.4%	0.4%	-7.7M	1.73B	-12.6M	0.47	1.56	147,493	69,656	1,729,692	1,164,112
2022-08-09	$34.51	$40.00	29.5%	8.6%	44.8%	33.9%	31.4%	2.4%	0.5%	-14.5M	1.97B	-12.0M	0.77	1.51	139,679	106,851	1,801,401	1,193,264
2022-08-10	$35.34	$40.00	27.5%	8.0%	45.7%	26.6%	29.0%	2.3%	0.5%	-1.6M	1.70B	-12.7M	0.80	1.89	132,683	105,820	1,851,277	1,221,797
2022-08-11	$35.57	$40.00	28.2%	8.4%	45.6%	29.1%	29.1%	2.5%	1.2%	1.5M	1.58B	-13.0M	0.54	1.45	121,213	65,299	1,868,352	1,215,899
2022-08-12	$35.99	$40.00	27.1%	8.1%	45.1%	25.3%	28.2%	2.5%	1.7%	3.4M	1.44B	-13.2M	0.51	1.28	71,812	36,321	1,878,356	1,224,375
2022-08-15	$36.34	$37.50	27.4%	7.8%	45.3%	26.3%	28.6%	2.3%	1.3%	8.0M	1.36B	-13.4M	0.39	1.22	73,558	28,817	1,794,984	1,186,285
2022-08-16	$36.24	$37.50	28.5%	8.2%	42.1%	30.3%	28.4%	2.3%	-0.4%	4.3M	1.44B	-12.9M	0.46	1.42	78,383	35,987	1,800,668	1,194,676
2022-08-17	$35.81	$37.50	29.6%	8.5%	41.9%	34.5%	29.6%	3.3%	-0.7%	-3.0M	1.56B	-12.9M	0.62	2.27	89,818	55,544	1,817,468	1,202,025
2022-08-18	$36.20	$37.50	28.9%	8.3%	42.3%	31.8%	27.9%	3.1%	-0.5%	5.6M	1.38B	-13.1M	0.57	1.34	76,915	43,717	1,837,788	1,209,869
2022-08-19	$35.34	$37.50	29.2%	8.3%	41.4%	32.8%	29.7%	3.8%	0.3%	-9.0M	1.67B	-12.6M	1.00	1.73	79,722	79,744	1,855,346	1,217,361
2022-08-22	$33.76	$37.50	32.8%	9.4%	43.8%	46.0%	33.2%	4.6%	-0.1%	-14.9M	1.73B	-11.4M	0.54	2.15	143,817	77,757	1,650,084	1,048,306
2022-08-23	$33.93	$37.50	31.8%	9.1%	44.0%	42.4%	31.8%	4.0%	-0.0%	-11.6M	1.67B	-11.4M	0.48	1.82	118,039	56,241	1,701,573	1,068,025
2022-08-24	$33.88	$37.50	31.0%	8.7%	41.3%	39.3%	30.3%	4.5%	0.0%	-10.2M	1.66B	-11.6M	0.41	1.91	84,006	34,421	1,743,883	1,084,383
2022-08-25	$34.77	$37.50	28.8%	8.0%	43.1%	31.3%	29.3%	4.6%	0.4%	913.0K	1.37B	-12.2M	0.33	2.62	120,292	39,455	1,777,197	1,085,050
2022-08-26	$33.50	$37.50	33.4%	9.4%	31.7%	48.1%	32.1%	4.8%	-0.0%	-13.3M	1.70B	-11.6M	0.71	2.19	81,616	58,262	1,817,419	1,094,407
2022-08-29	$33.08	$37.50	33.4%	9.6%	31.1%	48.0%	32.8%	4.4%	-0.1%	-10.7M	1.74B	-11.3M	0.46	1.75	84,582	38,488	1,768,621	1,077,875
2022-08-30	$32.28	$37.50	35.8%	10.2%	31.5%	56.8%	35.2%	5.0%	-0.0%	-13.9M	1.86B	-11.0M	0.56	2.91	107,537	60,487	1,800,602	1,096,751
2022-08-31	$32.16	$37.50	34.7%	9.9%	30.8%	52.7%	35.0%	4.9%	-0.2%	-14.2M	1.91B	-10.5M	0.91	1.82	104,709	95,219	1,835,261	1,112,489