INTC Options History — September 2022

In September 2022, INTC traded between $25.94 and $31.59. ATM implied volatility averaged 40.2%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 6.6% (HV 20d: 33.5%). Max pain ranged from $30.00 to $37.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.79.

Notable Days

2022-09-06: Highest Volume — 286,100 contracts
2022-09-13: Largest IV spike — 18.8% change
2022-09-26: Highest IV Rank — 100.0%
2022-09-29: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.07	$25.94	$31.59	$31.59	$25.94
Max Pain	$32.33	$30.00	$37.50	$37.50	$30.00
ATM IV	40.2%	32.2%	52.6%	35.2%	51.1%
Expected Move	11.1%	9.1%	12.9%	10.4%	12.4%
HV 20d	33.5%	28.3%	38.0%	30.3%	33.5%
HV 60d	36.4%	34.8%	37.2%	37.2%	36.2%
IV Rank	70.4%	43.7%	100.0%	54.7%	95.4%
IV Percentile	79.5%	42.1%	100.0%	68.7%	99.6%
Term Structure	1.5%	-1.1%	6.7%	-0.2%	1.1%
VWIV	38.4%	32.3%	45.4%	35.8%	42.6%
Skew 25d	6.5%	4.7%	8.5%	5.4%	7.8%
Skew 10d	12.2%	8.7%	16.2%	9.5%	15.6%
Call IV 25d	37.3%	29.5%	48.0%	33.8%	47.6%
Put IV 25d	43.8%	34.5%	56.5%	39.2%	55.4%
Bid-Ask Spread %	2.01	1.57	3.02	1.90	1.71
Gamma HHI	0.11	0.06	0.22	0.11	0.06
Net GEX	-9.1M	-18.1M	-594.1K	-15.3M	-6.2M
Net DEX	1.88B	1.54B	2.10B	1.96B	1.92B
Net VEX	-9.6M	-10.5M	-8.7M	-10.3M	-8.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.44	1.66	0.56	0.92
Total Volume	189,510.429	120,470	286,100	175,439	211,855
Total OI	3,106,743.476	2,827,257	3,350,206	3,002,394	3,297,770

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
2022-09-01	$31.59	$37.50	35.2%	10.4%	30.3%	54.7%	35.8%	5.4%	-0.2%	-15.3M	1.96B	-10.3M	0.56	1.90	112,124	63,315	1,880,166	1,122,228
2022-09-02	$31.14	$36.50	36.5%	10.5%	30.4%	59.5%	35.6%	5.6%	-0.1%	-18.1M	2.04B	-10.0M	0.73	2.11	102,436	74,842	1,919,139	1,137,242
2022-09-06	$30.51	$37.50	37.3%	11.0%	30.8%	62.4%	38.4%	5.8%	-0.5%	-13.7M	2.09B	-9.3M	1.66	1.65	107,680	178,420	1,895,324	1,119,329
2022-09-07	$30.70	$35.00	34.8%	10.5%	30.3%	53.2%	35.5%	5.6%	-0.2%	-16.7M	2.07B	-9.6M	0.66	1.57	126,746	83,624	1,943,373	1,160,002
2022-09-08	$30.59	$35.00	33.2%	10.2%	28.3%	47.5%	34.8%	4.7%	0.1%	-15.7M	2.01B	-9.5M	0.77	1.69	99,878	76,524	1,981,831	1,156,084
2022-09-09	$31.47	$35.00	32.2%	9.1%	30.6%	43.7%	32.3%	5.0%	0.2%	-594.1K	1.77B	-10.4M	0.45	1.60	113,313	51,261	2,010,796	1,173,797
2022-09-12	$31.52	$32.50	32.6%	9.5%	30.1%	45.1%	34.0%	5.6%	0.5%	-6.4M	1.72B	-10.5M	0.74	1.99	69,160	51,310	1,963,169	1,134,310
2022-09-13	$29.28	$32.50	38.7%	10.8%	37.7%	67.3%	37.4%	6.1%	-1.1%	-12.6M	2.08B	-9.0M	0.82	1.65	150,724	122,868	1,982,895	1,142,389
2022-09-14	$29.20	$32.50	37.1%	10.3%	37.7%	61.7%	36.1%	6.5%	-1.1%	-12.8M	2.08B	-9.4M	0.93	1.93	122,497	114,246	2,047,460	1,189,213
2022-09-15	$28.85	$32.50	37.6%	10.6%	37.7%	63.3%	37.6%	6.9%	-0.8%	-12.0M	2.10B	-9.4M	0.72	3.02	78,501	56,669	2,092,434	1,210,637
2022-09-16	$29.11	$32.50	38.0%	11.0%	37.5%	65.0%	38.1%	5.9%	0.4%	-6.6M	2.01B	-9.8M	0.96	2.00	100,409	95,997	2,125,483	1,224,723
2022-09-19	$29.43	$30.00	38.1%	10.9%	38.0%	65.1%	38.1%	6.1%	5.9%	-5.5M	1.54B	-10.0M	0.75	2.22	93,077	70,158	1,761,147	1,066,110
2022-09-20	$29.07	$30.00	38.5%	11.0%	35.5%	66.8%	38.1%	6.8%	5.9%	-4.4M	1.61B	-10.0M	0.95	1.93	88,252	83,989	1,807,798	1,110,142
2022-09-21	$28.53	$30.00	40.0%	11.5%	35.3%	72.2%	38.2%	6.7%	5.1%	-5.2M	1.67B	-9.9M	0.44	2.15	119,186	51,924	1,851,261	1,131,779
2022-09-22	$28.44	$30.00	40.3%	11.2%	35.3%	73.0%	39.1%	6.7%	6.7%	-6.5M	1.71B	-9.7M	0.45	2.25	104,437	46,830	1,853,543	1,146,726
2022-09-23	$27.53	$30.00	43.3%	11.9%	33.8%	83.9%	41.2%	6.9%	5.0%	-13.6M	1.83B	-9.1M	0.82	2.12	115,478	95,242	1,893,445	1,160,314
2022-09-26	$27.15	$30.00	47.8%	12.6%	32.4%	100.0%	43.1%	8.1%	1.0%	-6.2M	1.81B	-9.0M	0.74	2.18	102,023	75,606	1,876,089	1,149,333
2022-09-27	$26.83	$30.00	49.4%	12.7%	32.4%	100.0%	45.4%	8.2%	0.8%	-4.7M	1.82B	-9.0M	0.66	2.05	122,251	80,709	1,928,085	1,170,701
2022-09-28	$27.15	$30.00	48.7%	12.1%	32.9%	97.6%	41.4%	7.8%	1.4%	-2.4M	1.75B	-9.5M	1.11	2.36	83,793	93,325	1,991,311	1,198,711
2022-09-29	$26.40	$30.00	52.6%	12.9%	33.5%	100.0%	44.0%	8.5%	1.0%	-5.1M	1.86B	-9.0M	0.79	2.06	105,422	83,618	2,014,668	1,220,656
2022-09-30	$25.94	$30.00	51.1%	12.4%	33.5%	95.4%	42.6%	7.8%	1.1%	-6.2M	1.92B	-8.7M	0.92	1.71	110,208	101,647	2,056,656	1,241,114