INTC Options History — December 2022

In December 2022, INTC traded between $25.54 and $29.87. ATM implied volatility averaged 37.1%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 6.8% (HV 20d: 30.3%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.20.

Notable Days

  • 2022-12-16: Highest Volume — 216,962 contracts
  • 2022-12-22: Largest IV spike — 14.9% change
  • 2022-12-30: Highest IV Rank — 58.0%
  • 2022-12-28: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.50$25.54$29.87$29.87$26.27
Max Pain$29.24$27.50$30.00$29.00$27.50
ATM IV37.1%32.2%45.9%32.9%45.9%
Expected Move10.3%9.6%11.0%10.2%10.8%
HV 20d30.3%23.7%41.2%40.5%23.7%
HV 60d41.7%40.3%44.1%44.0%40.5%
IV Rank34.4%21.0%58.0%22.8%58.0%
IV Percentile54.6%25.8%88.1%30.6%88.1%
Term Structure1.7%-0.5%7.6%-0.1%0.1%
VWIV36.1%33.6%38.1%36.3%38.1%
Skew 25d4.9%4.3%6.2%4.5%6.2%
Skew 10d9.5%7.3%11.7%8.7%11.7%
Call IV 25d34.8%30.1%42.7%31.3%42.5%
Put IV 25d39.7%34.4%48.8%35.8%48.7%
Bid-Ask Spread %1.631.332.032.031.75
Gamma HHI0.070.060.160.070.08
Net GEX4.8M-12.3M26.4M26.4M-2.3M
Net DEX559.2M-157.3M1.02B-157.3M736.8M
Net VEX-11.2M-13.6M-9.3M-13.6M-10.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.382.970.690.68
Total Volume124,922.23864,854216,962108,12487,234
Total OI3,321,095.0483,128,2393,520,4943,351,6493,284,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$29.87$29.0032.9%10.2%40.5%22.8%36.3%4.5%-0.1%26.4M-157.3M-13.6M0.692.0363,89544,2292,275,3491,076,300
2022-12-02$29.30$29.0032.2%9.9%41.2%21.0%34.9%4.3%0.1%17.4M111.3M-13.2M0.671.8977,64451,9172,292,7531,089,068
2022-12-05$29.04$30.0034.6%10.3%40.5%27.8%36.0%4.9%0.9%16.2M130.9M-12.8M0.621.5752,80932,9902,279,1661,062,688
2022-12-06$28.56$30.0034.7%10.2%40.9%28.0%35.5%4.4%0.2%12.9M281.2M-12.6M0.591.6044,48026,0882,296,4131,067,493
2022-12-07$28.38$30.0036.5%10.4%40.9%33.2%35.5%4.3%0.9%11.1M349.0M-12.4M2.971.4348,210143,0472,310,9491,073,602
2022-12-08$28.43$30.0035.9%10.2%39.0%31.7%35.5%5.0%0.7%11.1M345.4M-12.3M1.191.3338,16745,2832,329,0681,082,061
2022-12-09$28.34$30.0035.7%10.2%29.6%31.2%37.0%4.8%0.9%9.5M391.4M-12.2M1.291.4050,69465,6052,329,4801,087,691
2022-12-12$28.55$30.0036.1%10.4%27.6%32.2%35.6%5.6%-0.1%12.8M293.4M-12.3M0.961.5040,82039,1952,294,7201,075,973
2022-12-13$28.73$30.0035.1%10.2%27.8%29.3%35.5%4.8%0.2%14.6M266.0M-12.2M0.401.4593,31037,5282,310,8101,090,825
2022-12-14$28.23$30.0035.3%10.4%28.0%29.9%35.6%5.1%1.0%7.8M488.8M-11.6M2.201.5166,775146,6062,327,1361,104,394
2022-12-15$27.20$30.0036.1%10.3%28.1%32.3%36.0%4.7%-0.3%-2.1M850.3M-10.7M0.981.4370,72269,5642,348,3631,114,692
2022-12-16$26.80$30.0034.7%9.9%28.0%28.2%34.8%4.5%-0.5%-959.1K1.02B-10.3M1.411.6090,205126,7572,373,2241,147,270
2022-12-19$26.63$30.0035.4%10.2%27.7%30.2%36.2%4.3%5.2%-579.9K772.2M-10.3M0.381.6884,01831,8522,148,850979,389
2022-12-20$26.52$30.0035.3%10.2%25.6%30.0%34.9%4.4%6.4%-174.2K783.8M-10.1M0.931.8253,77849,8362,154,177983,420
2022-12-21$26.77$29.0033.6%9.6%23.7%25.0%33.6%4.3%7.6%338.8K734.4M-10.3M2.951.6842,285124,7462,181,5811,017,788
2022-12-22$25.93$29.0038.6%10.7%25.4%39.5%37.0%5.0%6.5%-6.3M925.3M-9.7M0.941.6384,41078,9822,192,4591,019,365
2022-12-23$26.04$28.0038.2%10.2%25.7%34.5%36.8%4.4%7.1%-12.3M865.7M-9.9M1.241.7045,18156,1752,227,4581,034,247
2022-12-27$26.05$27.5043.5%10.6%24.0%50.6%38.1%6.0%-0.1%-4.2M837.5M-9.6M0.631.8039,76425,0902,193,1371,011,561
2022-12-28$25.54$27.5044.8%11.0%24.0%54.7%37.2%6.1%-0.4%-6.3M953.2M-9.3M2.751.5941,198113,3702,202,3781,023,498
2022-12-29$26.23$27.5044.3%10.6%24.1%53.2%37.1%6.1%-0.2%-3.7M766.6M-9.9M0.801.7954,81544,0932,220,2481,029,516
2022-12-30$26.27$27.5045.9%10.8%23.7%58.0%38.1%6.2%0.1%-2.3M736.8M-10.0M0.681.7551,82835,4062,240,8841,043,552