INTC Options History — October 2022

In October 2022, INTC traded between $24.98 and $29.14. ATM implied volatility averaged 52.9%, placing in the 87.2% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 13.3% (HV 20d: 39.6%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2022-10-27: Highest Volume — 521,334 contracts
2022-10-28: Largest IV drop — 35.2% change
2022-10-06: Highest IV Rank — 100.0%
2022-10-27: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.69	$24.98	$29.14	$27.05	$28.47
Max Pain	$30.40	$30.00	$32.50	$30.00	$30.00
ATM IV	52.9%	37.9%	59.5%	51.1%	39.1%
Expected Move	14.8%	11.5%	18.8%	12.2%	11.8%
HV 20d	39.6%	33.2%	52.6%	38.1%	51.8%
HV 60d	37.9%	34.4%	41.0%	37.5%	41.0%
IV Rank	87.2%	44.6%	100.0%	95.5%	47.7%
IV Percentile	95.4%	67.5%	100.0%	99.6%	73.0%
Term Structure	-2.7%	-3.6%	-0.2%	-2.7%	-0.2%
VWIV	51.5%	39.4%	66.9%	40.9%	41.5%
Skew 25d	8.2%	3.6%	10.6%	8.9%	3.8%
Skew 10d	14.1%	5.4%	17.6%	15.5%	6.8%
Call IV 25d	48.9%	37.1%	55.6%	46.5%	37.7%
Put IV 25d	57.1%	40.7%	64.2%	55.3%	41.4%
Bid-Ask Spread %	1.93	1.56	2.91	1.92	2.04
Gamma HHI	0.07	0.05	0.14	0.05	0.06
Net GEX	2.8M	-8.0M	26.6M	-953.6K	15.0M
Net DEX	1.51B	529.5M	1.93B	1.66B	963.2M
Net VEX	-10.8M	-13.5M	-8.9M	-9.6M	-13.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.36	1.73	0.60	0.82
Total Volume	224,252.19	130,304	521,334	236,399	185,217
Total OI	3,578,808.571	3,238,587	3,923,166	3,238,587	3,695,234

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
2022-10-03	$27.05	$30.00	51.1%	12.2%	38.1%	95.5%	40.9%	8.9%	-2.7%	-953.6K	1.66B	-9.6M	0.60	1.92	148,011	88,388	2,042,117	1,196,470
2022-10-04	$27.60	$30.00	48.6%	11.5%	39.0%	87.8%	39.4%	9.1%	-2.7%	1.9M	1.55B	-10.2M	0.69	2.23	130,759	90,517	2,082,189	1,225,874
2022-10-05	$27.78	$30.00	49.9%	11.5%	39.0%	91.5%	39.9%	9.3%	-2.7%	1.0M	1.53B	-10.4M	1.05	2.19	79,186	83,494	2,091,753	1,251,868
2022-10-06	$27.19	$32.50	53.1%	13.9%	39.4%	100.0%	48.9%	9.1%	-3.6%	-3.6M	1.66B	-10.2M	0.84	1.56	73,592	61,992	2,119,394	1,278,495
2022-10-07	$25.75	$32.50	54.3%	14.4%	40.8%	100.0%	51.4%	9.7%	-3.0%	-4.8M	1.93B	-9.0M	0.91	1.81	148,411	135,636	2,149,464	1,285,461
2022-10-10	$25.35	$32.50	57.7%	15.5%	40.6%	100.0%	53.5%	10.2%	-2.8%	-4.8M	1.89B	-8.9M	0.63	1.89	134,924	84,786	2,142,521	1,277,565
2022-10-11	$24.98	$31.00	58.1%	15.8%	33.2%	100.0%	54.7%	9.6%	-2.6%	-8.0M	1.93B	-9.0M	0.66	1.69	113,675	74,507	2,201,822	1,320,471
2022-10-12	$25.43	$30.00	59.5%	16.1%	34.4%	100.0%	55.0%	10.6%	-3.1%	-5.4M	1.83B	-9.6M	0.45	1.68	142,133	63,562	2,237,206	1,341,175
2022-10-13	$26.39	$30.00	57.1%	15.6%	37.7%	94.0%	53.2%	9.3%	-3.5%	2.0M	1.62B	-10.6M	0.68	1.92	141,528	96,826	2,297,038	1,369,394
2022-10-14	$26.00	$30.00	57.2%	15.8%	37.5%	94.2%	54.4%	8.8%	-3.3%	-18.0K	1.69B	-10.5M	0.74	1.87	111,410	81,967	2,322,002	1,375,697
2022-10-17	$26.41	$30.00	55.2%	15.6%	37.8%	89.0%	53.8%	9.2%	-3.1%	975.8K	1.67B	-10.6M	0.82	1.68	84,912	69,297	2,277,561	1,352,510
2022-10-18	$25.83	$30.00	54.5%	15.5%	38.2%	87.3%	54.4%	8.8%	-3.4%	-2.0M	1.80B	-9.9M	0.75	1.56	94,977	71,265	2,302,450	1,377,145
2022-10-19	$25.86	$30.00	54.2%	15.5%	38.0%	86.5%	54.1%	8.3%	-3.5%	-3.0M	1.78B	-10.2M	0.40	1.63	126,702	50,236	2,322,240	1,399,117
2022-10-20	$26.04	$30.00	53.7%	15.6%	38.2%	85.3%	53.9%	8.7%	-3.3%	-861.8K	1.72B	-10.5M	0.77	1.73	73,586	56,718	2,364,580	1,411,563
2022-10-21	$26.98	$30.00	53.6%	15.7%	39.2%	85.1%	55.6%	8.2%	-3.1%	13.3M	1.49B	-11.4M	0.36	1.67	241,031	87,878	2,378,208	1,425,681
2022-10-24	$27.29	$30.00	52.3%	15.9%	39.1%	81.7%	55.9%	7.6%	-1.7%	8.3M	1.07B	-12.7M	0.89	2.00	81,423	72,288	2,214,333	1,276,690
2022-10-25	$27.35	$30.00	52.2%	16.1%	38.9%	81.3%	56.3%	7.4%	-2.0%	8.7M	1.07B	-12.7M	0.87	1.88	72,426	62,993	2,241,762	1,307,367
2022-10-26	$27.25	$30.00	52.9%	16.8%	38.7%	83.0%	56.7%	6.7%	-2.9%	8.4M	1.10B	-12.6M	0.78	1.98	98,124	76,215	2,266,724	1,338,237
2022-10-27	$26.34	$30.00	58.6%	18.8%	39.3%	97.5%	66.9%	5.9%	-3.5%	5.4M	1.30B	-11.8M	1.73	2.91	190,811	330,523	2,301,321	1,371,115
2022-10-28	$29.14	$30.00	37.9%	11.8%	52.6%	44.6%	41.4%	3.6%	-0.7%	26.6M	529.5M	-13.5M	0.58	2.71	313,881	183,489	2,392,134	1,531,032
2022-10-31	$28.47	$30.00	39.1%	11.8%	51.8%	47.7%	41.5%	3.8%	-0.2%	15.0M	963.2M	-13.2M	0.82	2.04	102,018	83,199	2,315,878	1,379,356