INTC Options History — November 2022

In November 2022, INTC traded between $27.44 and $30.67. ATM implied volatility averaged 35.9%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 14.8% (HV 20d: 50.7%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.17.

Notable Days

  • 2022-11-08: Highest Volume — 306,949 contracts
  • 2022-11-10: Largest IV drop — 10.2% change
  • 2022-11-01: Highest IV Rank — 44.6%
  • 2022-11-02: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.12$27.44$30.67$28.38$29.64
Max Pain$28.43$27.50$30.00$30.00$29.00
ATM IV35.9%31.8%38.7%38.2%32.2%
Expected Move10.6%9.5%11.6%11.5%10.1%
HV 20d50.7%41.0%55.4%51.4%42.0%
HV 60d42.9%40.6%44.4%41.0%44.0%
IV Rank35.4%20.8%44.6%44.6%20.8%
IV Percentile52.8%24.2%70.6%68.3%25.8%
Term Structure0.1%-0.7%1.9%-0.2%0.0%
VWIV37.1%31.9%40.6%40.0%35.9%
Skew 25d5.0%2.9%6.0%4.2%5.3%
Skew 10d9.8%4.7%13.0%6.5%10.6%
Call IV 25d34.0%30.2%36.8%36.3%30.7%
Put IV 25d39.0%35.2%41.8%40.6%36.0%
Bid-Ask Spread %1.911.542.382.211.99
Gamma HHI0.070.050.220.060.07
Net GEX20.4M4.6M41.6M15.5M20.1M
Net DEX292.9M-460.2M1.37B1.03B-26.4M
Net VEX-13.3M-14.6M-11.9M-12.8M-13.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.463.270.532.04
Total Volume179,923.61934,361306,949154,252278,979
Total OI3,532,5323,214,8633,872,2033,743,4513,301,549

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$28.38$30.0038.2%11.5%51.4%44.6%40.0%4.2%-0.2%15.5M1.03B-12.8M0.532.21100,66953,5832,347,2841,396,167
2022-11-02$27.62$30.0037.3%11.6%52.3%42.2%39.8%4.0%0.0%8.4M1.30B-12.0M0.612.38141,36586,1532,371,3781,415,105
2022-11-03$27.44$27.5038.1%11.0%51.8%44.2%38.3%2.9%0.1%4.6M1.37B-11.9M0.491.84110,48654,3252,416,2371,453,790
2022-11-04$28.17$27.5036.8%10.9%48.2%39.1%37.6%4.6%0.3%12.6M1.11B-13.2M0.461.75138,90063,7672,402,3501,469,853
2022-11-07$28.43$27.5037.6%10.7%47.7%41.3%38.4%4.7%-0.5%15.8M765.0M-13.1M0.551.7464,33035,5302,352,9241,313,723
2022-11-08$28.53$27.5037.3%11.0%47.1%40.4%39.2%4.9%1.0%18.2M560.2M-12.9M2.791.7681,053225,8962,365,0061,254,894
2022-11-09$27.60$27.5038.7%11.5%48.9%44.1%40.6%4.9%1.7%8.5M766.5M-12.0M1.331.5461,90382,3562,385,3661,222,683
2022-11-10$29.59$27.5034.7%10.4%53.0%33.5%37.0%5.4%1.9%32.5M-47.1M-13.6M0.741.75138,727102,2222,400,4331,200,117
2022-11-11$30.44$27.5036.4%10.7%53.0%37.9%37.4%5.0%1.2%37.2M-442.4M-14.4M0.782.15147,044115,1762,410,1201,191,063
2022-11-14$30.46$27.5037.7%10.9%53.0%41.4%37.9%5.1%-0.5%34.2M-392.0M-14.5M1.261.9870,62888,8432,392,5971,160,271
2022-11-15$30.67$27.5037.2%10.7%51.8%39.8%38.3%5.6%-0.5%34.2M-460.2M-14.6M0.912.0092,71884,6182,399,3411,167,805
2022-11-16$29.57$27.5037.5%10.8%54.2%39.9%37.8%5.7%-0.2%24.1M8.9M-13.5M1.851.8984,460156,1452,404,7871,174,648
2022-11-17$29.78$29.0037.0%10.6%54.2%38.4%37.0%5.4%-0.0%28.1M-116.2M-13.7M1.021.6997,00198,6242,426,0771,175,750
2022-11-18$29.95$29.0035.8%10.3%53.1%35.3%36.0%6.0%-0.3%41.6M-177.6M-13.9M1.091.6499,681108,2142,438,9581,183,564
2022-11-21$28.94$30.0036.7%10.6%54.9%37.6%37.0%5.6%-0.7%13.0M234.9M-13.1M1.351.9761,53483,1342,184,6111,030,252
2022-11-22$29.68$29.0033.1%9.7%55.4%26.3%33.8%5.6%-0.6%18.1M-3.6M-13.5M3.272.0455,150180,4682,202,1081,040,558
2022-11-23$29.66$29.0032.0%9.5%55.4%23.4%31.9%5.2%-0.5%18.6M10.9M-13.4M1.462.1158,48285,3052,221,3941,056,139
2022-11-25$29.55$29.0031.8%9.5%53.6%22.7%33.2%4.9%-0.6%19.5M50.6M-13.4M0.741.9619,72614,6352,240,1781,074,745
2022-11-28$28.63$29.0034.0%10.6%41.7%26.2%36.4%5.4%0.4%10.8M345.7M-12.6M0.671.8645,72830,6202,209,4491,045,954
2022-11-29$28.87$29.0033.6%10.3%41.0%25.0%36.0%4.6%-0.1%12.3M274.4M-12.7M0.711.7546,81533,4032,224,5341,059,410
2022-11-30$29.64$29.0032.2%10.1%42.0%20.8%35.9%5.3%0.0%20.1M-26.4M-13.4M2.041.9991,721187,2582,237,6351,063,914