INTC Options History — June 2023 In June 2023, INTC traded between $29.84 and $36.72. ATM implied volatility averaged 37.3%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 15.8% (HV 20d: 53.0%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2023-06-15 : Highest Volume — 495,173 contracts2023-06-14 : Largest IV spike — 13.1% change2023-06-29 : Highest IV Rank — 46.5%2023-06-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.03 $29.84 $36.72 $31.27 $33.34 Max Pain $29.67 $28.00 $31.00 $30.00 $31.00 ATM IV 37.3% 33.4% 42.2% 36.1% 40.7% Expected Move 10.0% 8.8% 11.2% 11.2% 8.8% HV 20d 53.0% 47.4% 61.1% 48.2% 47.4% HV 60d 42.1% 40.7% 44.7% 40.8% 42.0% IV Rank 31.3% 19.5% 46.5% 27.7% 41.8% IV Percentile 47.5% 27.4% 69.0% 43.3% 65.1% Term Structure 0.7% -1.9% 8.5% -1.9% -1.2% VWIV 35.8% 31.1% 40.4% 39.7% 31.1% Skew 25d -0.0% -2.9% 1.0% 0.4% 0.9% Skew 10d -0.4% -6.0% 2.0% 0.4% 1.0% Call IV 25d 38.0% 33.7% 42.7% 36.7% 41.0% Put IV 25d 38.0% 33.9% 43.5% 37.1% 41.9% Bid-Ask Spread % 2.03 1.78 2.39 1.97 2.01 Gamma HHI 0.08 0.06 0.12 0.07 0.08 Net GEX 57.0M 34.4M 76.0M 57.9M 59.1M Net DEX -1.74B -3.77B -590.8M -1.35B -1.51B Net VEX -14.3M -15.5M -12.6M -13.7M -14.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.22 0.73 0.33 0.50 Total Volume 285,353.476 133,071 495,173 207,233 166,163 Total OI 2,912,380.762 2,587,021 3,339,015 2,944,791 2,914,654
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 2023-06-01 $31.27 $30.00 36.1% 11.2% 48.2% 27.7% 39.7% 0.4% -1.9% 57.9M -1.35B -13.7M 0.33 1.97 155,683 51,550 1,925,373 1,019,418 2023-06-02 $31.27 $30.00 33.4% 10.1% 47.8% 19.5% 36.0% 0.3% -1.0% 48.5M -1.34B -13.4M 0.39 1.78 126,876 49,925 1,929,459 1,022,457 2023-06-05 $29.84 $28.00 34.1% 9.5% 50.6% 21.5% 33.5% 0.8% -0.4% 34.4M -590.8M -12.6M 0.51 2.08 134,973 68,298 1,854,654 985,331 2023-06-06 $30.95 $28.00 34.5% 9.6% 52.3% 22.8% 33.9% 0.5% -0.7% 51.2M -1.12B -13.2M 0.42 2.25 175,534 74,568 1,899,257 1,012,469 2023-06-07 $31.13 $28.00 33.9% 9.6% 51.6% 20.8% 33.9% 1.0% -0.2% 55.0M -1.22B -13.3M 0.52 1.78 87,414 45,657 1,943,277 1,042,126 2023-06-08 $31.69 $28.00 34.3% 9.7% 52.0% 22.2% 34.6% 1.0% -0.3% 63.2M -1.49B -13.6M 0.40 2.39 131,971 52,255 1,955,657 1,053,397 2023-06-09 $31.37 $28.00 34.8% 9.8% 49.8% 23.9% 34.3% 0.5% -0.8% 52.5M -1.32B -13.5M 0.49 2.02 152,613 74,282 1,978,275 1,072,692 2023-06-12 $32.97 $28.00 39.0% 10.7% 52.4% 36.6% 37.9% -0.5% -1.0% 56.6M -1.97B -13.9M 0.27 2.06 388,880 106,150 1,903,976 1,038,567 2023-06-13 $33.80 $28.00 34.6% 9.7% 52.3% 23.1% 35.5% -0.1% -0.6% 74.6M -2.42B -14.1M 0.37 1.93 263,873 97,474 2,003,394 1,069,566 2023-06-14 $35.50 $30.00 39.1% 10.9% 53.9% 37.1% 39.2% -1.8% -1.2% 75.8M -3.20B -14.8M 0.32 2.34 354,373 112,212 2,023,924 1,102,912 2023-06-15 $35.95 $30.00 39.5% 11.1% 53.2% 38.1% 40.1% -2.6% -0.7% 76.0M -3.41B -15.1M 0.33 1.93 370,983 124,190 2,090,412 1,150,686 2023-06-16 $36.72 $30.00 39.3% 11.1% 53.1% 37.5% 40.0% -2.9% -0.9% 64.0M -3.77B -15.5M 0.31 2.07 271,720 82,895 2,145,243 1,193,772 2023-06-20 $34.92 $30.00 39.1% 11.2% 57.4% 36.8% 40.4% -1.7% 6.1% 57.2M -2.15B -15.2M 0.53 1.96 207,838 109,642 1,694,820 892,201 2023-06-21 $33.14 $30.00 34.0% 9.8% 61.1% 21.3% 34.6% 0.6% 7.0% 47.3M -1.33B -14.4M 0.42 1.97 318,417 134,601 1,735,317 927,493 2023-06-22 $32.61 $31.00 34.6% 9.5% 60.8% 23.2% 35.2% 0.4% 7.2% 35.1M -1.02B -14.3M 0.73 1.95 159,173 116,093 1,767,308 971,207 2023-06-23 $33.03 $31.00 35.9% 9.4% 60.0% 27.2% 33.8% 0.2% 8.5% 57.0M -1.27B -14.5M 0.44 1.96 256,816 111,746 1,799,611 987,587 2023-06-26 $33.56 $31.00 40.4% 10.0% 55.6% 41.0% 35.1% 0.5% -0.7% 49.6M -1.53B -14.9M 0.28 2.09 196,190 55,744 1,696,082 946,341 2023-06-27 $34.09 $31.00 41.2% 9.8% 53.1% 43.6% 34.8% 0.1% -1.2% 65.7M -1.82B -14.9M 0.38 2.33 149,386 56,273 1,766,003 965,063 2023-06-28 $33.56 $31.00 42.0% 9.5% 52.9% 46.0% 33.6% 0.6% -1.0% 65.4M -1.57B -14.9M 0.22 1.90 191,915 41,398 1,821,908 985,797 2023-06-29 $32.88 $31.00 42.2% 9.5% 48.2% 46.5% 33.6% 1.0% -1.1% 50.0M -1.26B -14.8M 0.44 1.98 116,052 50,627 1,875,736 996,574 2023-06-30 $33.34 $31.00 40.7% 8.8% 47.4% 41.8% 31.1% 0.9% -1.2% 59.1M -1.51B -14.8M 0.50 2.01 111,022 55,141 1,899,662 1,014,992
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